QuanTAlib/Tests/Validations/Skender_Stock.cs

using System;
using QuanTAlib;
using Skender.Stock.Indicators;
using Xunit;

namespace Validations;
public class Skender_Stock
{
    private readonly GBM_Feed bars;
    private readonly Random rnd = new();
    private readonly int period;
    private readonly IEnumerable<Quote> quotes;

    public Skender_Stock()
    {
        bars = new(Bars: 5000, Volatility: 0.7, Drift: 0.0);
        period = rnd.Next(28) + 3;
        quotes = bars.Select(
            q => new Quote
            {
                Date = q.t,
                Open = (decimal)q.o,
                High = (decimal)q.h,
                Low = (decimal)q.l,
                Close = (decimal)q.c,
                Volume = (decimal)q.v
            });
    }

	[Fact]
    public void SMA()
    {
        SMA_Series QL = new(bars.Close, period, false);
        var SK = quotes.GetSma(period);

        Assert.Equal(Math.Round((double)SK.Last().Sma!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void EMA()
    {
        EMA_Series QL = new(bars.Close, period, false);
        var SK = quotes.GetEma(period);

        Assert.Equal(Math.Round((double)SK.Last().Ema!, 6), Math.Round(QL.Last().v, 6));
    }
    [Fact]
    public void WMA()
    {
        WMA_Series QL = new(bars.Close, period, false);
        var SK = quotes.GetWma(period);

        Assert.Equal(Math.Round((double)SK.Last().Wma!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void DEMA()
    {
        DEMA_Series QL = new(bars.Close, period, false);
        var SK = quotes.GetDema(period);

        Assert.Equal(Math.Round((double)SK.Last().Dema!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void TEMA()
    {
        TEMA_Series QL = new(bars.Close, period, false);
        var SK = quotes.GetTema(period);

        Assert.Equal(Math.Round((double)SK.Last().Tema!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void MAD()
    {
        MAD_Series QL = new(bars.Close, period, false);
        var SK = quotes.GetSmaAnalysis(period);

        Assert.Equal(Math.Round((double)SK.Last().Mad!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void MAPE()
    {
        MAPE_Series QL = new(bars.Close, period, false);
        var SK = quotes.GetSmaAnalysis(period);

        Assert.Equal(Math.Round((double)SK.Last().Mape!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void ATR()
    {
        ATR_Series QL = new(bars, period, false);
        var SK = quotes.GetAtr(period);

        Assert.Equal(Math.Round((double)SK.Last().Atr!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void OBV()
    {
        OBV_Series QL = new(bars, period, false);
        var SK = quotes.GetObv(period);

        // adding volume[0] to OBV to pass the test and keep compatibility with TA-LIB
        Assert.Equal(Math.Round(SK.Last().Obv! + (double)quotes.First().Volume!, 5),
            Math.Round(QL.Last().v, 5));
    }

    [Fact]
    public void ADL()
    {
        ADL_Series QL = new(bars, false);
        var SK = quotes.GetAdl();

        Assert.Equal(Math.Round((double)SK.Last().Adl!, 5), Math.Round(QL.Last().v, 5));
    }

    [Fact]
    public void CCI()
    {
        CCI_Series QL = new(bars, period, false);
        var SK = quotes.GetCci(period);

        Assert.Equal(Math.Round((double)SK.Last().Cci!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void ATRP()
    {
        ATRP_Series QL = new(bars, period, false);
        var SK = quotes.GetAtr(period);

        Assert.Equal(Math.Round((double)SK.Last().Atrp!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void KAMA()
    {
        KAMA_Series QL = new(bars.Close, period, useNaN: false);
        var SK = quotes.GetKama(period);

        Assert.Equal(Math.Round((double)SK.Last().Kama!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void HMA()
    {
        HMA_Series QL = new(bars.Close, period, useNaN: false);
        var SK = quotes.GetHma(period);

        Assert.Equal(Math.Round((double)SK.Last().Hma!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void SMMA()
    {
        SMMA_Series QL = new(bars.Close, period, useNaN: false);
        var SK = quotes.GetSmma(period);

        Assert.Equal(Math.Round((double)SK.Last().Smma!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void MACD()
    {
        MACD_Series QL = new(bars.Close, 26, 12, 9, useNaN: false);
        var SK = quotes.GetMacd(12, 26, 9);

        Assert.Equal(Math.Round((double)SK.Last().Macd!, 6), Math.Round(QL.Last().v, 6));
        Assert.Equal(Math.Round((double)SK.Last().Signal!, 6), Math.Round(QL.Signal.Last().v, 6));
    }

    [Fact]
    public void BBANDS()
    {
        BBANDS_Series QL = new(bars.Close, period, 2.0, useNaN: false);
        var SK = quotes.GetBollingerBands(period, 2.0);

        Assert.Equal(Math.Round((double)SK.Last().Sma!, 6), Math.Round(QL.Mid.Last().v, 6));
        Assert.Equal(Math.Round((double)SK.Last().UpperBand!, 6), Math.Round(QL.Upper.Last().v, 6));
        Assert.Equal(Math.Round((double)SK.Last().LowerBand!, 6), Math.Round(QL.Lower.Last().v, 6));
        Assert.Equal(Math.Round((double)SK.Last().Width!, 6), Math.Round(QL.Bandwidth.Last().v, 6));
        Assert.Equal(Math.Round((double)SK.Last().PercentB!, 6), Math.Round(QL.PercentB.Last().v, 6));
        Assert.Equal(Math.Round((double)SK.Last().ZScore!, 6), Math.Round(QL.Zscore.Last().v, 6));
    }

    [Fact]
    public void RSI()
    {
        RSI_Series QL = new(bars.Close, period, useNaN: false);
        var SK = quotes.GetRsi(period);

        Assert.Equal(Math.Round((double)SK.Last().Rsi!, 6), Math.Round(QL.Last().v, 6));
    }

	[Fact]
    public void ALMA()
    {
        ALMA_Series QL = new(bars.Close, period, useNaN: false);
        var SK = quotes.GetAlma(period);

        Assert.Equal(Math.Round((double)SK.Last().Alma!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void SDEV()
    {
        SDEV_Series QL = new(bars.Close, period, useNaN: false);
        var SK = quotes.GetStdDev(period);

        Assert.Equal(Math.Round((double)SK.Last().StdDev!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void LINREG()
    {
        LINREG_Series QL = new(bars.Close, period, useNaN: false);
        var SK = quotes.GetSlope(period);

        Assert.Equal(Math.Round((double)SK.Last().Slope!, 6), Math.Round(QL.Last().v, 6));
        Assert.Equal(Math.Round((double)SK.Last().Intercept!, 6), Math.Round(QL.Intercept.Last().v, 6));
        Assert.Equal(Math.Round((double)SK.Last().RSquared!, 6), Math.Round(QL.RSquared.Last().v, 6));
        Assert.Equal(Math.Round((double)SK.Last().StdDev!, 6), Math.Round(QL.StdDev.Last().v, 6));
    }

    [Fact]
    public void TR()
    {
        TR_Series QL = new(bars, useNaN: false);
        var SK = quotes.GetTr();

        Assert.Equal(Math.Round((double)SK.Last().Tr!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void HL2()
    {
        TSeries QL = bars.HL2;
        var SK = quotes.GetBaseQuote(CandlePart.HL2);

        Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void OC2()
    {
        TSeries QL = bars.OC2;
        var SK = quotes.GetBaseQuote(CandlePart.OC2);

        Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void HLC3()
    {
        TSeries QL = bars.HLC3;
        var SK = quotes.GetBaseQuote(CandlePart.HLC3);

        Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void OHL3()
    {
        TSeries QL = bars.OHL3;
        var SK = quotes.GetBaseQuote(CandlePart.OHL3);

        Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
    }

    [Fact]
    public void OHLC4()
    {
        TSeries QL = bars.OHLC4;
        var SK = quotes.GetBaseQuote(CandlePart.OHLC4);

        Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
    }
}