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QuanTAlib/Tests/test_consistency.cs
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Miha Kralj d475bcd19a New version merge
2024-09-22 17:31:24 -07:00

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using Xunit;
using QuanTAlib;
public class Consistency
{
Random rnd;
int series_len = 1000;
int corrections = 100;
public Consistency()
{ //constructor
rnd = new((int)DateTime.Now.Ticks);
}
[Fact]
public void CanUpdate()
{
GbmFeed gbm = new();
TSeries input = new(gbm.Close);
TSeries output = new(input);
gbm.Add(10000);
Assert.Equal(input.Count, output.Count);
for (int i = 0; i < input.Count; i++)
{
Assert.Equal(input[i].v, output[i].v);
}
}
[Fact]
public void Alma_isNew()
{
int p = (int)rnd.Next(2, 100);
double offset = rnd.Next();
double sigma = rnd.Next(1, 100);
Alma ma1 = new(period: p, offset: offset, sigma: sigma);
Alma ma2 = new(period: p, offset: offset, sigma: sigma);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Convolution_isNew()
{
Convolution ma1 = new(new double[] { 1.0, 2, 3, 2, 1 });
Convolution ma2 = new(new double[] { 1.0, 2, 3, 2, 1 });
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Dema_isNew()
{
int p = (int)rnd.Next(2, 100);
Dema ma1 = new(p);
Dema ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Dsma_isNew()
{
int p = (int)rnd.Next(2, 100);
Dsma ma1 = new(p);
Dsma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Dwma_isNew()
{
int p = (int)rnd.Next(2, 100);
Dwma ma1 = new(p);
Dwma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void EmaSma_isNew()
{
int p = (int)rnd.Next(2, 100);
Ema ma1 = new(p, useSma: true);
Ema ma2 = new(p, useSma: true);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Ema_isNew()
{
int p = (int)rnd.Next(2, 100);
Ema ma1 = new(p, useSma: false);
Ema ma2 = new(p, useSma: false);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Sma_isNew()
{
int p = (int)rnd.Next(2, 100);
Sma ma1 = new(p);
Sma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Epma_isNew()
{
int p = (int)rnd.Next(2, 100);
Epma ma1 = new(p);
Epma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Frama_isNew()
{
int p = (int)rnd.Next(2, 100);
Frama ma1 = new(p);
Frama ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Fwma_isNew()
{
int p = (int)rnd.Next(2, 100);
Fwma ma1 = new(p);
Fwma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Gma_isNew()
{
int p = (int)rnd.Next(2, 100);
Gma ma1 = new(p);
Gma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Hma_isNew()
{
int p = (int)rnd.Next(2, 100);
Hma ma1 = new(p);
Hma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Hwma_isNew()
{
int p = (int)rnd.Next(2, 100);
Hwma ma1 = new(p);
Hwma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
/*
[Fact]
public void Jma_isNew()
{
int p = (int)rnd.Next(2, 100);
Jma ma1 = new(p);
Jma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
//Assert.Equal(ma1.Value, ma2.Value);
Assert.True(ma1.Value == ma2.Value, $"Assertion failed at p={p}, Value={item1.Value}. ma1.Value={ma1.Value}, ma2.Value={ma2.Value}");
}
}
*/
[Fact]
public void Kama_isNew()
{
int p = (int)rnd.Next(2, 100);
Kama ma1 = new(p);
Kama ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Ltma_isNew()
{
int p = rnd.Next(0, 1);
Ltma ma1 = new(p);
Ltma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Mama_isNew()
{
int p = rnd.Next(0, 1);
Mama ma1 = new(p, p * 0.1);
Mama ma2 = new(p, p * 0.1);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
Assert.True(ma1.Value == ma2.Value, $"Assertion failed for p={p}, i={i}. Expected {ma1.Value} but got {ma2.Value}.");
}
}
[Fact]
public void Mgdi_isNew()
{
int p = (int)rnd.Next(2, 100);
Mgdi ma1 = new(p);
Mgdi ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Mma_isNew()
{
int p = (int)rnd.Next(2, 100);
Mma ma1 = new(p);
Mma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Qema_isNew()
{
int p = (int)rnd.Next(2, 100);
Qema ma1 = new();
Qema ma2 = new();
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Rema_isNew()
{
int p = (int)rnd.Next(2, 100);
Rema ma1 = new(p);
Rema ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Rma_isNew()
{
int p = (int)rnd.Next(2, 100);
Rma ma1 = new(p);
Rma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Sinema_isNew()
{
int p = (int)rnd.Next(2, 100);
Sinema ma1 = new(p);
Sinema ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Smma_isNew()
{
int p = (int)rnd.Next(2, 100);
Smma ma1 = new(p);
Smma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void T3_isNew()
{
int p = (int)rnd.Next(2, 100);
T3 ma1 = new(p);
T3 ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Tema_isNew()
{
int p = (int)rnd.Next(2, 100);
Tema ma1 = new(p);
Tema ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Trima_isNew()
{
int p = (int)rnd.Next(2, 100);
Trima ma1 = new(p);
Trima ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Vidya_isNew()
{
int p = (int)rnd.Next(2, 100);
Vidya ma1 = new(p);
Vidya ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Wma_isNew()
{
int p = (int)rnd.Next(2, 100);
Wma ma1 = new(p);
Wma ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Zlema_isNew()
{
int p = (int)rnd.Next(2, 100);
Zlema ma1 = new(p);
Zlema ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Entropy_isNew()
{
int p = (int)rnd.Next(2, 100);
Entropy ma1 = new(p);
Entropy ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Kurtosis_isNew()
{
int p = (int)rnd.Next(2, 100);
Kurtosis ma1 = new(p);
Kurtosis ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Max_isNew()
{
int p = (int)rnd.Next(2, 100);
Max ma1 = new(p, 0.01);
Max ma2 = new(p, 0.01);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Min_isNew()
{
int p = (int)rnd.Next(2, 100);
Min ma1 = new(p, 0.01);
Min ma2 = new(p, 0.01);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Med_isNew()
{
int p = (int)rnd.Next(2, 100);
Median ma1 = new(p);
Median ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Mode_isNew()
{
int p = (int)rnd.Next(2, 100);
Mode ma1 = new(p);
Mode ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Percentile_isNew()
{
int p = (int)rnd.Next(2, 100);
Percentile ma1 = new(p, 50);
Percentile ma2 = new(p, 50);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Skew_isNew()
{
int p = (int)rnd.Next(2, 100);
Skew ma1 = new(p);
Skew ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Stddev_isNew()
{
int p = (int)rnd.Next(2, 100);
Stddev ma1 = new(p);
Stddev ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Variance_isNew()
{
int p = (int)rnd.Next(2, 100);
Variance ma1 = new(p);
Variance ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
[Fact]
public void Zscore_isNew()
{
int p = (int)rnd.Next(2, 100);
Zscore ma1 = new(p);
Zscore ma2 = new(p);
for (int i = 0; i < series_len; i++)
{
TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
ma1.Calc(item1);
for (int j = 0; j < corrections; j++)
{
item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
ma1.Calc(item1);
}
ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
Assert.Equal(ma1.Value, ma2.Value);
}
}
}
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