Files
QuanTAlib/Tests/test_updates_volatility.cs
T
2024-11-07 09:55:19 -08:00

224 lines
4.8 KiB
C#

using Xunit;
namespace QuanTAlib.Tests;
public class VolatilityUpdateTests : UpdateTestBase
{
[Fact]
public void Adr_Update()
{
var indicator = new Adr(period: 14);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Atr_Update()
{
var indicator = new Atr(period: 14);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Atrs_Update()
{
var indicator = new Atrs(period: 14, factor: 2.0);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Ap_Update()
{
var indicator = new Ap(period: 20);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Atrp_Update()
{
var indicator = new Atrp(period: 14);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Bband_Update()
{
var indicator = new Bband(period: 20, multiplier: 2.0);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Ccv_Update()
{
var indicator = new Ccv(period: 20);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Ce_Update()
{
var indicator = new Ce(period: 22, multiplier: 3.0);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Cv_Update()
{
var indicator = new Cv(period: 20);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Cvi_Update()
{
var indicator = new Cvi(period: 10, smoothPeriod: 10);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Dchn_Update()
{
var indicator = new Dchn(period: 20);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Ewma_Update()
{
var indicator = new Ewma(period: 20, lambda: 0.94);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Fcb_Update()
{
var indicator = new Fcb(period: 20, smoothing: 0.5);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Gkv_Update()
{
var indicator = new Gkv(period: 20);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Historical_Update()
{
var indicator = new Hv(period: 14);
TestTValueUpdate(indicator, indicator.Calc);
}
[Fact]
public void Hlv_Update()
{
var indicator = new Hlv(period: 20);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Jvolty_Update()
{
var indicator = new Jvolty(period: 14);
TestTValueUpdate(indicator, indicator.Calc);
}
[Fact]
public void Natr_Update()
{
var indicator = new Natr(period: 14);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Pch_Update()
{
var indicator = new Pch(period: 20);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Pv_Update()
{
var indicator = new Pv(period: 10);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Realized_Update()
{
var indicator = new Rv(period: 14);
TestTValueUpdate(indicator, indicator.Calc);
}
[Fact]
public void Rsv_Update()
{
var indicator = new Rsv(period: 10);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Rvi_Update()
{
var indicator = new Rvi(period: 14);
TestTValueUpdate(indicator, indicator.Calc);
}
[Fact]
public void Sv_Update()
{
var indicator = new Sv(period: 20, lambda: 0.94);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Tr_Update()
{
var indicator = new Tr();
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Ui_Update()
{
var indicator = new Ui(period: 14);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Vc_Update()
{
var indicator = new Vc(period: 20, deviations: 2.0);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Vov_Update()
{
var indicator = new Vov(period: 20);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Vr_Update()
{
var indicator = new Vr(shortPeriod: 10, longPeriod: 20);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Vs_Update()
{
var indicator = new Vs(period: 14, multiplier: 2.0);
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Yzv_Update()
{
var indicator = new Yzv(period: 20);
TestTBarUpdate(indicator, indicator.Calc);
}
}