mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-02 03:37:42 +00:00
Miha
105 lines
3.2 KiB
C#
105 lines
3.2 KiB
C#
using Xunit;
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using System;
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using TALib;
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using QuanTAlib;
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namespace Validation;
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public class TA_LIB
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{
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private readonly RND_Feed bars;
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private readonly Random rnd = new();
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private readonly int period;
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private readonly double[] TALIB;
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private readonly double[] inopen;
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private readonly double[] inhigh;
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private readonly double[] inlow;
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private readonly double[] inclose;
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private readonly double[] involume;
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public TA_LIB()
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{
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this.bars = new(1000);
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this.period = this.rnd.Next(28) + 3;
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this.TALIB = new double[this.bars.Count];
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this.inopen = this.bars.Open.v.ToArray();
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this.inhigh = this.bars.High.v.ToArray();
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this.inlow = this.bars.Low.v.ToArray();
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this.inclose = this.bars.Close.v.ToArray();
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this.involume = this.bars.Volume.v.ToArray();
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}
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/////////////////////////////////////////
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[Fact]
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public void SMA()
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{
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SMA_Series QL = new(this.bars.Close, this.period, false);
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Core.Sma(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
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Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
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}
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[Fact]
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public void EMA()
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{
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EMA_Series QL = new(this.bars.Close, this.period, false);
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Core.Ema(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
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Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
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}
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[Fact]
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public void WMA()
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{
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WMA_Series QL = new(this.bars.Close, this.period, false);
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Core.Wma(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
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Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
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}
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[Fact]
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public void DEMA()
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{
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DEMA_Series QL = new(this.bars.Close, this.period, false);
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Core.Dema(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
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Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
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}
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[Fact]
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public void TEMA()
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{
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TEMA_Series QL = new(this.bars.Close, this.period, false);
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Core.Tema(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
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Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
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}
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[Fact]
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public void MAX()
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{
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MAX_Series QL = new(this.bars.Close, this.period, false);
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Core.Max(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
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Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
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}
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[Fact]
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public void MIN()
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{
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MIN_Series QL = new(this.bars.Close, this.period, false);
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Core.Min(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
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Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
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}
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[Fact]
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public void ATR()
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{
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ATR_Series QL = new(this.bars, this.period, false);
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Core.Atr(this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
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Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
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}
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}
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