QuanTAlib/Tests/Validations/TA_LIB.cs

using Xunit;
using System;
using TALib;
using QuanTAlib;

namespace Validations;
public class Ta_Lib
{
    private readonly GBM_Feed bars;
    private readonly Random rnd = new();
    private readonly int period, digits;
    private readonly double[] TALIB;
    private readonly double[] TALIB2;
    private readonly double[] inopen;
    private readonly double[] inhigh;
    private readonly double[] inlow;
    private readonly double[] inclose;
    private readonly double[] involume;

    public Ta_Lib() {
        bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0);
        period = rnd.Next(28) + 3;
        digits = 6; 

        TALIB = new double[bars.Count];
        TALIB2 = new double[bars.Count];
        inopen = bars.Open.v.ToArray();
        inhigh = bars.High.v.ToArray();
        inlow = bars.Low.v.ToArray();
        inclose = bars.Close.v.ToArray();
        involume = bars.Volume.v.ToArray();
    }

    [Fact] public void ADD() {
        ADD_Series QL = new(bars.Open, bars.Close);
        Core.Add(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void ADL() {
        ADL_Series QL = new(bars, false);
        Core.Ad(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void ADOSC() {
        ADOSC_Series QL = new(bars, false);
        Core.AdOsc(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void ATR() {
        ATR_Series QL = new(bars, period, false);
        Core.Atr(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void BBANDS() {
        double[] outMiddle = new double[bars.Count];
        double[] outUpper = new double[bars.Count];
        double[] outLower = new double[bars.Count];
        BBANDS_Series QL = new(bars.Close, period: 26, multiplier: 2.0, false);
        Core.Bbands(inclose, 0, bars.Count - 1, outRealUpperBand: outUpper, outRealMiddleBand: outMiddle, outRealLowerBand: outLower, out int outBegIdx, out _, optInTimePeriod: 26, optInNbDevUp: 2.0, optInNbDevDn: 2.0);
        Assert.Equal(Math.Round(outUpper[outUpper.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Upper.Last().v, digits: digits));
        Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Mid.Last().v, digits: digits));
        Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Lower.Last().v, digits: digits));
    }
    [Fact] public void CCI() {
        CCI_Series QL = new(bars, period, false);
        Core.Cci(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void CORR() {
        CORR_Series QL = new(bars.Open, bars.Close, period);
        Core.Correl(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, optInTimePeriod: period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void DEMA() {
        DEMA_Series QL = new(bars.Close, period, false);
        Core.Dema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void DIV() {
        DIV_Series QL = new(bars.Open, bars.Close);
        Core.Div(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void EMA() {
        EMA_Series QL = new(bars.Close, period, false);
        Core.Ema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void HL2() {
        TSeries QL = bars.HL2;
        Core.MedPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void HLC3() {
        TSeries QL = bars.HLC3;
        Core.TypPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void HLCC4() {
        TSeries QL = bars.HLCC4;
        Core.WclPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void MACD() {
        double[] macdSignal = new double[bars.Count];
        double[] macdHist = new double[bars.Count];
        MACD_Series QL = new(bars.Close, slow: 26, fast: 12, signal: 9, false);
        Core.Macd(inclose, 0, bars.Count - 1, outMacd: TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
        Assert.Equal(Math.Round(macdSignal[macdSignal.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Signal.Last().v, digits: digits));
    }
    [Fact] public void MAMA() {
        MAMA_Series QL = new(bars.Close, fastlimit: 0.5, slowlimit: 0.05);
        Core.Mama(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outMama: TALIB, outFama: TALIB2, outBegIdx: out int outBegIdx, outNbElement: out _, optInFastLimit: 0.5, optInSlowLimit: 0.05);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void MAX() {
        MAX_Series QL = new(bars.Close, period, false);
        Core.Max(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void MIDPOINT() {
        MIDPOINT_Series QL = new(bars.Close, period, false);
        Core.MidPoint(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void MIDPRICE() {
        MIDPRICE_Series QL = new(bars, period, false);
        Core.MidPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void MIN() {
        MIN_Series QL = new(bars.Close, period, false);
        Core.Min(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void MUL() {
        MUL_Series QL = new(bars.Open, bars.Close);
        Core.Mult(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void OBV() {
        OBV_Series QL = new(bars, period, false);
        Core.Obv(inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void OHLC4() {
        TSeries QL = bars.OHLC4;
        Core.AvgPrice(inopen, inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void RSI() {
        RSI_Series QL = new(bars.Close, period, false);
        Core.Rsi(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void SDEV() {
        SDEV_Series QL = new(bars.Close, period, false);
        Core.StdDev(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void SMA() {
        SMA_Series QL = new(bars.Close, period, false);
        Core.Sma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void SUB() {
        SUB_Series QL = new(bars.Open, bars.Close);
        Core.Sub(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void SUM() {
        SUM_Series QL = new(bars.Close, period, false);
        Core.Sum(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void T3() {
        T3_Series QL = new(source: bars.Close, period: period, vfactor:0.7, useNaN: false);
        Core.T3(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outReal: TALIB, outBegIdx: out int outBegIdx, outNbElement: out _, optInTimePeriod: period, optInVFactor: 0.7);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void TEMA() {
        TEMA_Series QL = new(bars.Close, period, false);
        Core.Tema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void TR() {
        TR_Series QL = new(bars, false);
        Core.TRange(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void TRIMA() {
        TRIMA_Series QL = new(bars.Close, period, false);
        Core.Trima(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void VAR() {
        VAR_Series QL = new(bars.Close, period, false);
        Core.Var(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }
    [Fact] public void WMA() {
        WMA_Series QL = new(bars.Close, period, false);
        Core.Wma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
    }

}