mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 12:37:43 +00:00
Miha Kralj
260 lines
8.7 KiB
C#
260 lines
8.7 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 GBM_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 ADD()
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{
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ADD_Series QL = new(this.bars.Open, this.bars.Close);
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Core.Add(this.inopen, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
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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 SUB()
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{
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SUB_Series QL = new(this.bars.Open, this.bars.Close);
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Core.Sub(this.inopen, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
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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 MUL()
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{
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MUL_Series QL = new(this.bars.Open, this.bars.Close);
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Core.Mult(this.inopen, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
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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 DIV()
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{
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DIV_Series QL = new(this.bars.Open, this.bars.Close);
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Core.Div(this.inopen, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
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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 SDEV()
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{
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SDEV_Series QL = new(this.bars.Close, this.period, false);
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Core.StdDev(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 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 ADL()
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{
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ADL_Series QL = new(this.bars, false);
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Core.Ad(this.inhigh, this.inlow, this.inclose, this.involume, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
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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 ADOSC()
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{
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ADOSC_Series QL = new(this.bars, false);
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Core.AdOsc(this.inhigh, this.inlow, this.inclose, this.involume, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
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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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[Fact]
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public void CCI()
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{
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CCI_Series QL = new(this.bars, this.period, false);
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Core.Cci(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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[Fact]
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public void RSI()
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{
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RSI_Series QL = new(this.bars.Close, this.period, false);
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Core.Rsi(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 TR()
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{
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TR_Series QL = new(this.bars, false);
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Core.TRange(this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
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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 MACD()
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{
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double[] macdSignal = new double[this.bars.Count];
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double[] macdHist = new double[this.bars.Count];
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MACD_Series QL = new(this.bars.Close, slow: 26, fast: 12, signal: 9, false);
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Core.Macd(this.inclose, 0, this.bars.Count - 1, outMacd: this.TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
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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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Assert.Equal(Math.Round(macdSignal[macdSignal.Length - outBegIdx - 1], 8), Math.Round(QL.Signal.Last().v, 8));
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}
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[Fact]
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public void BBANDS()
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{
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double[] outMiddle = new double[this.bars.Count];
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double[] outUpper = new double[this.bars.Count];
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double[] outLower = new double[this.bars.Count];
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BBANDS_Series QL = new(this.bars.Close, period:26, multiplier:2.0, false);
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Core.Bbands(this.inclose, 0, this.bars.Count - 1, outRealUpperBand: outUpper, outRealMiddleBand: outMiddle, outRealLowerBand: outLower, out int outBegIdx, out _, optInTimePeriod:26, optInNbDevUp:2.0, optInNbDevDn:2.0);
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Assert.Equal(Math.Round(outUpper[outUpper.Length - outBegIdx - 1], 7), Math.Round(QL.Upper.Last().v, 7));
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Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], 7), Math.Round(QL.Mid.Last().v, 7));
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Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], 7), Math.Round(QL.Lower.Last().v, 7));
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}
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[Fact]
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public void HL2()
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{
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TSeries QL = this.bars.HL2;
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Core.MedPrice(this.inhigh, this.inlow, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
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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 HLC3()
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{
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TSeries QL = this.bars.HLC3;
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Core.TypPrice(this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
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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 OHLC4()
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{
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TSeries QL = this.bars.OHLC4;
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Core.AvgPrice(this.inopen, this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
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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 HLCC4()
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{
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TSeries QL = this.bars.HLCC4;
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Core.WclPrice( this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
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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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