using Skender.Stock.Indicators; using TALib; using QuanTAlib.Tests; namespace QuanTAlib; public sealed class AroonValidationTests : IDisposable { private readonly ValidationTestData _data; public AroonValidationTests() { _data = new ValidationTestData(); } public void Dispose() { _data.Dispose(); } [Fact] public void MatchesSkender() { var aroon = new Aroon(14); var results = new List(); var upResults = new List(); var downResults = new List(); for (int i = 0; i < _data.Bars.Count; i++) { var res = aroon.Update(_data.Bars[i]); results.Add(res.Value); upResults.Add(aroon.Up.Value); downResults.Add(aroon.Down.Value); } var skenderResults = _data.SkenderQuotes.GetAroon(14).ToList(); // Verify Oscillator ValidationHelper.VerifyData(results, skenderResults, x => x.Oscillator); // Verify Up ValidationHelper.VerifyData(upResults, skenderResults, x => x.AroonUp); // Verify Down ValidationHelper.VerifyData(downResults, skenderResults, x => x.AroonDown); } [Fact] public void MatchesTalib() { var aroon = new Aroon(14); var results = new List(); var upResults = new List(); var downResults = new List(); for (int i = 0; i < _data.Bars.Count; i++) { var res = aroon.Update(_data.Bars[i]); results.Add(res.Value); upResults.Add(aroon.Up.Value); downResults.Add(aroon.Down.Value); } double[] hData = _data.Bars.High.Select(x => x.Value).ToArray(); double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray(); double[] outAroonUp = new double[_data.Bars.Count]; double[] outAroonDown = new double[_data.Bars.Count]; double[] outAroonOsc = new double[_data.Bars.Count]; // TA-Lib Aroon (Up/Down) var retCode = TALib.Functions.Aroon(hData, lData, 0..^0, outAroonDown, outAroonUp, out var outRange, 14); Assert.Equal(TALib.Core.RetCode.Success, retCode); // TA-Lib AroonOsc var retCodeOsc = TALib.Functions.AroonOsc(hData, lData, 0..^0, outAroonOsc, out var outRangeOsc, 14); Assert.Equal(TALib.Core.RetCode.Success, retCodeOsc); int lookback = TALib.Functions.AroonLookback(14); // Verify Up ValidationHelper.VerifyData(upResults, outAroonUp, outRange, lookback); // Verify Down ValidationHelper.VerifyData(downResults, outAroonDown, outRange, lookback); // Verify Oscillator ValidationHelper.VerifyData(results, outAroonOsc, outRangeOsc, lookback); } [Fact] public void MatchesTulip() { var aroon = new Aroon(14); var results = new List(); var upResults = new List(); var downResults = new List(); for (int i = 0; i < _data.Bars.Count; i++) { var res = aroon.Update(_data.Bars[i]); results.Add(res.Value); upResults.Add(aroon.Up.Value); downResults.Add(aroon.Down.Value); } double[] hData = _data.Bars.High.Select(x => x.Value).ToArray(); double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray(); double[][] inputs = { hData, lData }; double[] options = { 14 }; // Tulip Aroon (Down, Up) - Note: Tulip returns Down then Up var aroonInd = Tulip.Indicators.aroon; double[][] outputs = { new double[hData.Length - 14], new double[hData.Length - 14] }; aroonInd.Run(inputs, options, outputs); double[] tulipDown = outputs[0]; double[] tulipUp = outputs[1]; // Tulip AroonOsc var aroonOscInd = Tulip.Indicators.aroonosc; double[][] outputsOsc = { new double[hData.Length - 14] }; aroonOscInd.Run(inputs, options, outputsOsc); double[] tulipOsc = outputsOsc[0]; // Verify Up ValidationHelper.VerifyData(upResults, tulipUp, lookback: 14); // Verify Down ValidationHelper.VerifyData(downResults, tulipDown, lookback: 14); // Verify Oscillator ValidationHelper.VerifyData(results, tulipOsc, lookback: 14); } }