mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-20 19:48:05 +00:00
Miha Kralj
1084644a3d
- Implemented Aroon Indicator with constructor, initialization, and update methods. - Added unit tests for AroonIndicator to verify default settings, historical depth, short name, source code link, and processing of historical bars. - Created Aroon class for core calculations, including methods for updating with TBar and TBarSeries. - Added validation tests to ensure Aroon calculations match results from Skender and TA-Lib. - Updated documentation for Aroon Indicator with calculation methods and usage examples. - Refactored Dema and Wma classes to use Batch methods for calculations. - Enhanced performance benchmarks by increasing bar count and integrating OoplesFinance indicators. - Updated project dependencies to include OoplesFinance.StockIndicators.
95 lines
2.8 KiB
C#
95 lines
2.8 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Linq;
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using Skender.Stock.Indicators;
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using TALib;
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using Xunit;
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using QuanTAlib.Tests;
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namespace QuanTAlib;
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public sealed class AroonValidationTests : IDisposable
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{
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private readonly ValidationTestData _data;
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public AroonValidationTests()
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{
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_data = new ValidationTestData();
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}
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public void Dispose()
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{
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_data.Dispose();
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}
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[Fact]
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public void MatchesSkender()
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{
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var aroon = new Aroon(14);
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var results = new List<double>();
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var upResults = new List<double>();
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var downResults = new List<double>();
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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var res = aroon.Update(_data.Bars[i]);
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results.Add(res.Value);
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upResults.Add(aroon.Up.Value);
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downResults.Add(aroon.Down.Value);
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}
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var skenderResults = _data.SkenderQuotes.GetAroon(14).ToList();
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// Verify Oscillator
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ValidationHelper.VerifyData(results, skenderResults, x => x.Oscillator);
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// Verify Up
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ValidationHelper.VerifyData(upResults, skenderResults, x => x.AroonUp);
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// Verify Down
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ValidationHelper.VerifyData(downResults, skenderResults, x => x.AroonDown);
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}
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[Fact]
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public void MatchesTalib()
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{
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var aroon = new Aroon(14);
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var results = new List<double>();
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var upResults = new List<double>();
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var downResults = new List<double>();
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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var res = aroon.Update(_data.Bars[i]);
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results.Add(res.Value);
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upResults.Add(aroon.Up.Value);
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downResults.Add(aroon.Down.Value);
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}
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double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
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double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
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double[] outAroonUp = new double[_data.Bars.Count];
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double[] outAroonDown = new double[_data.Bars.Count];
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double[] outAroonOsc = new double[_data.Bars.Count];
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// TA-Lib Aroon (Up/Down)
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var retCode = TALib.Functions.Aroon(hData, lData, 0..^0, outAroonDown, outAroonUp, out var outRange, 14);
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Assert.Equal(Core.RetCode.Success, retCode);
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// TA-Lib AroonOsc
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var retCodeOsc = TALib.Functions.AroonOsc(hData, lData, 0..^0, outAroonOsc, out var outRangeOsc, 14);
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Assert.Equal(Core.RetCode.Success, retCodeOsc);
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int lookback = TALib.Functions.AroonLookback(14);
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// Verify Up
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ValidationHelper.VerifyData(upResults, outAroonUp, outRange, lookback);
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// Verify Down
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ValidationHelper.VerifyData(downResults, outAroonDown, outRange, lookback);
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// Verify Oscillator
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ValidationHelper.VerifyData(results, outAroonOsc, outRangeOsc, lookback);
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}
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}
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