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QuanTAlib/Tests/Series/Update.cs
T
Miha Kralj 9ad467cd5a Quantower adaptation
2022-12-21 07:24:21 -08:00

513 lines
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C#
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using Xunit;
using System;
using QuanTAlib;
using Skender.Stock.Indicators;
namespace Series;
public class Update {
private readonly GBM_Feed bars;
private readonly Random rnd = new();
private readonly int period;
public Update() {
bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0);
period = rnd.Next(28) + 3;
}
[Fact] public void ADL() {
ADL_Series QL = new(bars);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ADOSC() {
ADOSC_Series QL = new(bars);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ALMA() {
ALMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ATR() {
ATR_Series QL = new(bars, period: period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ATRP() {
ATRP_Series QL = new(bars, period: period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void BBANDS() {
BBANDS_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void BIAS() {
BIAS_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void CCI() {
CCI_Series QL = new(bars, period: period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void CORR() {
CORR_Series QL = new(d1: bars.High, d2: bars.Low, period: period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), (DateTime.Today, 0), update: true);
QL.Add((lastData.t, lastData.h), (lastData.t, lastData.l), update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void COVAR() {
COVAR_Series QL = new(d1: bars.High, d2: bars.Low, period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), (DateTime.Today, 0), update: true);
QL.Add((lastData.t, lastData.h), (lastData.t, lastData.l), update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void DEMA() {
DEMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact]
public void DWMA() {
DWMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ENTROPY() {
ENTROPY_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void EMA() {
EMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void HEMA() {
HEMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void HMA() {
HMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void JMA() {
JMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void KAMA() {
KAMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void KURTOSIS() {
KURTOSIS_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void LINREG() {
LINREG_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MACD() {
MACD_Series QL = new(source: bars.Close);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
var lastC1 = QL.Signal.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
Assert.Equal(lastC1, QL.Signal.Last()); // same data
}
[Fact] public void MAD() {
MAD_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MAMA() {
MAMA_Series QL = new(source: bars.Close);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
var lastC1 = QL.Fama.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
Assert.Equal(lastC1, QL.Fama.Last()); // same data
}
[Fact] public void MAPE() {
MAPE_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MAX() {
MAX_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MEDIAN() {
MEDIAN_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MIDPOINT() {
MIDPOINT_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MIDPRICE() {
MIDPRICE_Series QL = new(bars, period: period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MIN() {
MAX_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MSE() {
MSE_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void OBV() {
OBV_Series QL = new(bars, period: period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void RSI() {
RSI_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void RMA() {
RMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SDEV() {
SDEV_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SMA() {
SMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SMAPE() {
SMAPE_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SMMA() {
SMMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SSDEV() {
SSDEV_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SUM() {
SUM_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SVAR() {
SVAR_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void T3() {
SMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void TEMA() {
TEMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void TR() {
TR_Series QL = new(bars);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void TRIMA() {
TRIMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void VAR() {
VAR_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void WMA() {
WMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void WMAPE() {
WMAPE_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ZLEMA() {
ZLEMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ZSCORE() {
ZSCORE_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
}
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