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QuanTAlib/Tests/Validations/Skender_Stock.cs
T
2022-04-24 13:45:17 -07:00

121 lines
2.8 KiB
C#

using System;
using QuanTAlib;
using Skender.Stock.Indicators;
using Xunit;
namespace Validation;
public class Skender_Stock
{
private readonly RND_Feed bars;
private readonly Random rnd = new();
private readonly int period;
private readonly IEnumerable<Quote> quotes;
public Skender_Stock()
{
this.bars = new(1000);
this.period = this.rnd.Next(28) + 3;
this.quotes = this.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(this.bars.Close, this.period, false);
var SK = this.quotes.GetSma(this.period, CandlePart.Close);
Assert.Equal(Math.Round((double)SK.Last().Sma!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void EMA()
{
EMA_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetEma(this.period, CandlePart.Close);
Assert.Equal(Math.Round((double)SK.Last().Ema!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void WMA()
{
WMA_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetWma(this.period, CandlePart.Close);
Assert.Equal(Math.Round((double)SK.Last().Wma!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void DEMA()
{
DEMA_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetDema(this.period);
Assert.Equal(Math.Round((double)SK.Last().Dema!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void TEMA()
{
TEMA_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetTema(this.period);
Assert.Equal(Math.Round((double)SK.Last().Tema!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void MAD()
{
MAD_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetSmaExtended(this.period);
Assert.Equal(Math.Round((double)SK.Last().Mad!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void MAPE()
{
MAPE_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetSmaExtended(this.period);
Assert.Equal(Math.Round((double)SK.Last().Mape!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void ATR()
{
ATR_Series QL = new(this.bars, this.period, false);
var SK = this.quotes.GetAtr(this.period);
Assert.Equal(Math.Round((double)SK.Last().Atr!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void ATRP()
{
ATRP_Series QL = new(this.bars, this.period, false);
var SK = this.quotes.GetAtr(this.period);
Assert.Equal(Math.Round((double)SK.Last().Atrp!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void KAMA()
{
KAMA_Series QL = new(this.bars.Close, this.period, useNaN: false);
var SK = this.quotes.GetKama(this.period);
Assert.Equal(Math.Round((double)SK.Last().Kama!, 8), Math.Round(QL.Last().v, 8));
}
}