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