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test: golden-pin the four de-duplicated indicators across all bindings (#305)

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* test: golden-pin the four de-duplicated indicators across all C-ABI bindings

Extend gen_golden to emit reference fixtures for AdOscillator (ADOSC),
IntradayIntensity, AwesomeOscillatorHistogram and AverageDrawdown, and replay
them through the Go / C# / Java / R golden harnesses so their corrected
definitions stay bit-identical to the Rust core in every binding. Go suite
verified locally (gcc 13 + cgo): all 9 golden tests pass; C#/Java/R use the
same fixtures and harness pattern (CI-verified). First step of extending the
golden coverage beyond the seven archetype representatives.

* test: golden-pin the scalar-output tranche (308 indicators) against Rust

Extend gen_golden with a generated emit_scalar that writes reference fixtures
for every single-f64-output indicator (scalar / candle / pairwise input) using
valid constructor params, and add a manifest-driven generic Python golden
replay that reconstructs each by its native name and checks it bit-for-bit
against the Rust output. 308 indicators now value-tied to the Rust core in
Python (pytest: 308/308). Takes golden coverage from the 7 archetype
representatives to 308+ of the catalogue.

22 scalar indicators with non-default constructor constraints are skipped by
gen_golden for now (logged), as are non-f64-output ones; multi-output, exotic
inputs and the per-indicator arg arities of the C-ABI/Node replays follow.
Generated + verified locally with the full toolchain.

* test: golden-pin the multi-output tranche (70 indicators) in Python

Add a generated emit_multi to gen_golden (per-indicator Output-field access,
one CSV column per field) and a manifest-driven generic Python replay that
checks every field of each multi-output indicator against the Rust reference.
70 multi-output indicators now value-tied to Rust in Python; combined with the
scalar tranche, 378 indicators are golden-pinned. 8 multi with non-default
param constraints and 5 with non-f64 Output fields (Option/Vec/i64) are
deferred. pytest green.

* test(golden): add 30 constraint-tuned indicators to scalar/multi golden suite

Emit golden fixtures for 22 scalar-output and 8 multi-output indicators
whose constructors need non-default parameters (Alma, Jma, Psar, T3, Mama,
DoubleBollinger, ZigZag, ...). All 408 fixtures replay bit-for-bit through
the Python binding.

* test(golden): cover 36 missed scalar/multi indicators

Add 26 single-output (LinearRegression family, HT cycle, Candle
volatility estimators, DrawdownDuration) and 10 multi-output
(BollingerBands, MACD/MACDEXT/MACDFIX, Camarilla, VWAP bands, ...)
indicators to the golden suite. 444 fixtures replay bit-for-bit
through the Python binding.

* test(golden): cover 50 exotic-input indicators

Add deterministic synthetic feeders for the DerivativesTick (17),
CrossSection (15), Trade (8), TradeQuote (3) and OrderBook (7)
families, derived from the shared OHLCV input series in both
gen_golden and a new Python replay harness (test_golden_exotic).
All 494 fixtures replay bit-for-bit through the Python binding.

* test(golden): complete 514-indicator golden coverage

Add the final tranches: 3 mixed multi-output indicators (Ichimoku,
WilliamsFractals, LeadLagCrossCorrelation), 6 histogram profiles
(time/volume seasonality + TPO/volume price profiles), 10 alt-chart
bar builders and the footprint. Every one of the 514 distinct
indicators now has a Rust-generated g_<Canonical>.csv fixture and a
generic Python replay (scalar/multi/exotic/profile/bars), all passing
bit-for-bit.

* test(golden): add generic Node replay for all 514 indicators

A manifest-driven node:test harness reconstructs every indicator by its
native class, feeds the same synthetic stream derived from the shared
golden input, and checks output bit-for-bit against the Rust reference
fixtures (scalar/multi/exotic/profile/bars). node_manifest.json is
generated from index.d.ts plus the Python-side manifests. 514/514 pass.

* test(golden): add generated Go replay for all 514 indicators

golden_all_test.go (generated by gen_golden_test.py) reconstructs every
Go indicator, feeds the shared synthetic stream and checks output
bit-for-bit against the Rust reference fixtures. A reflection-based
comparator flattens multi-output structs, profiles and bar slices so one
path covers all archetypes. This is the first C-ABI binding verified
across the full catalogue. 514/514 pass.

* test(golden): add generated C# replay for all 514 indicators

GoldenAllTests.g.cs (generated by gen_golden_test.py) reconstructs every
C# indicator, feeds the shared synthetic stream and checks output
bit-for-bit against the Rust reference fixtures via a reflection-based
flatten covering scalar/multi/profile/bar archetypes. 514/514 pass.

Also add the '#nullable enable' directive the compiler requires to the
generated Indicators.g.cs, clearing the four CS8669 warnings on the
nullable double[] profile return types.

* fix(java): marshal C ABI bool params correctly; add 514 golden replay

The Java FFM binding marshalled the cross-section state flags (newHigh,
newLow, aboveMa, onBuySignal) as JAVA_DOUBLE arrays, but the C ABI takes
them as const bool* (one byte each), so the native side read the low byte
of each 8-byte double and saw every flag as false. Add WickraNative.
boolSegment and use it across the 15 cross-section indicators. Also pass
the MacdExt MaType arguments as byte to match the uint8_t downcall
descriptor (was int, throwing WrongMethodTypeException).

Add GoldenAllTest.java (generated by gen_golden_test.py): a reflection
runner replaying all 514 indicators against the Rust reference fixtures.
The bugs above were found by this test; 514/514 now pass.

* fix(r): marshal C ABI bool flags correctly; add 514 golden replay

The R wrapper passed the cross-section state flags as (bool *)REAL(x),
reinterpreting the 8-byte doubles as 1-byte bools so the native side read
every flag as false. Add wk_bool_vec to convert each flag vector into a
real C bool buffer and use it for all 15 cross-section update wrappers.

Add test-golden-all.R + generated golden_specs.R: a reflective runner
replaying all 514 indicators against the Rust reference fixtures. The bug
above was found by this test; verified 514/514 pass locally.

* test(golden): add WASM replay for all 514 indicators

A manifest-driven node:test harness loads the nodejs-target wasm-pack
build, reconstructs every indicator by its JS class, feeds the shared
synthetic stream and checks output bit-for-bit against the Rust
reference fixtures. wasm_manifest.json is generated from the wasm .d.ts
plus the shared manifests; a recursive flattener covers scalar, multi
(Reflect objects), profile and bar shapes. 514/514 pass locally
(wasm-pack build --target nodejs, then node --test).

* test(golden): add C and C++ replay for all 514 indicators

golden_test.c (generated by gen_golden_test.py) drives every indicator
through the C ABI (wickra.h) and checks output bit-for-bit against the
Rust reference fixtures. golden_test.cpp #includes the same source so the
identical runner is compiled and run under both gcc (C) and g++ (C++) via
the CMake targets golden_test / golden_test_cpp — proving the extern "C"
header is consumable from each language. Both 514/514 (verified via ctest).

* test(golden): gofmt the generated Go golden replay

* test(golden): make the Node fixture reader CRLF-safe and pin fixtures to LF
This commit is contained in:
kingchenc
2026-06-15 04:48:51 +02:00
committed by GitHub
parent de1112ea91
commit 4f708d410d
573 changed files with 102337 additions and 77 deletions
Download Patch File Download Diff File Expand all files Collapse all files
testdata/golden/ad_oscillator.csv
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testdata/golden/average_drawdown.csv
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average_drawdown
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testdata/golden/awesome_oscillator_histogram.csv
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awesome_oscillator_histogram
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testdata/golden/bars_manifest.json
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[
{
"canonical": "RenkoBars",
"native": "RenkoBars",
"params": [
2.0
],
"feed": "close"
},
{
"canonical": "KagiBars",
"native": "KagiBars",
"params": [
2.0
],
"feed": "close"
},
{
"canonical": "PointAndFigureBars",
"native": "PointAndFigureBars",
"params": [
2.0,
3
],
"feed": "close"
},
{
"canonical": "RangeBars",
"native": "RangeBars",
"params": [
2.0
],
"feed": "close"
},
{
"canonical": "ThreeLineBreakBars",
"native": "ThreeLineBreakBars",
"params": [
3
],
"feed": "close"
},
{
"canonical": "ImbalanceBars",
"native": "ImbalanceBars",
"params": [
5.0
],
"feed": "candle4"
},
{
"canonical": "RunBars",
"native": "RunBars",
"params": [
3
],
"feed": "candle4"
},
{
"canonical": "DollarBars",
"native": "DollarBars",
"params": [
50000.0
],
"feed": "candle5"
},
{
"canonical": "TickBars",
"native": "TickBars",
"params": [
2
],
"feed": "candle5"
},
{
"canonical": "VolumeBars",
"native": "VolumeBars",
"params": [
500.0
],
"feed": "candle5"
},
{
"canonical": "Footprint",
"native": "Footprint",
"params": [
1.0
],
"feed": "trade"
}
]
testdata/golden/exotic_manifest.json
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{
"deriv": [
{
"canonical": "CalendarSpread",
"native": "CalendarSpread",
"params": [],
"args": [
"futures_price",
"mark_price"
]
},
{
"canonical": "EstimatedLeverageRatio",
"native": "EstimatedLeverageRatio",
"params": [],
"args": [
"open_interest",
"long_size",
"short_size"
]
},
{
"canonical": "FundingBasis",
"native": "FundingBasis",
"params": [],
"args": [
"mark_price",
"index_price"
]
},
{
"canonical": "FundingImpliedApr",
"native": "FundingImpliedApr",
"params": [
1095.0
],
"args": [
"funding_rate"
]
},
{
"canonical": "FundingRate",
"native": "FundingRate",
"params": [],
"args": [
"funding_rate"
]
},
{
"canonical": "FundingRateMean",
"native": "FundingRateMean",
"params": [
20
],
"args": [
"funding_rate"
]
},
{
"canonical": "FundingRateZScore",
"native": "FundingRateZScore",
"params": [
20
],
"args": [
"funding_rate"
]
},
{
"canonical": "LongShortRatio",
"native": "LongShortRatio",
"params": [],
"args": [
"long_size",
"short_size"
]
},
{
"canonical": "OpenInterestDelta",
"native": "OpenInterestDelta",
"params": [],
"args": [
"open_interest"
]
},
{
"canonical": "OIPriceDivergence",
"native": "OIPriceDivergence",
"params": [
20
],
"args": [
"open_interest",
"mark_price"
]
},
{
"canonical": "OiToVolumeRatio",
"native": "OiToVolumeRatio",
"params": [],
"args": [
"open_interest",
"taker_buy_volume",
"taker_sell_volume"
]
},
{
"canonical": "OIWeighted",
"native": "OIWeighted",
"params": [],
"args": [
"mark_price",
"open_interest"
]
},
{
"canonical": "OpenInterestMomentum",
"native": "OpenInterestMomentum",
"params": [
10
],
"args": [
"open_interest"
]
},
{
"canonical": "PerpetualPremiumIndex",
"native": "PerpetualPremiumIndex",
"params": [],
"args": [
"mark_price",
"index_price"
]
},
{
"canonical": "TakerBuySellRatio",
"native": "TakerBuySellRatio",
"params": [],
"args": [
"taker_buy_volume",
"taker_sell_volume"
]
},
{
"canonical": "TermStructureBasis",
"native": "TermStructureBasis",
"params": [],
"args": [
"futures_price",
"index_price"
]
},
{
"canonical": "LiquidationFeatures",
"native": "LiquidationFeatures",
"params": [],
"args": [
"long_liquidation",
"short_liquidation"
],
"n": 5
}
],
"cross": [
{
"canonical": "AbsoluteBreadthIndex",
"native": "AbsoluteBreadthIndex",
"params": []
},
{
"canonical": "AdvanceDecline",
"native": "AdvanceDecline",
"params": []
},
{
"canonical": "AdvanceDeclineRatio",
"native": "AdvanceDeclineRatio",
"params": []
},
{
"canonical": "AdVolumeLine",
"native": "AdVolumeLine",
"params": []
},
{
"canonical": "BreadthThrust",
"native": "BreadthThrust",
"params": [
10
]
},
{
"canonical": "BullishPercentIndex",
"native": "BullishPercentIndex",
"params": [],
"extra": "on_buy_signal"
},
{
"canonical": "CumulativeVolumeIndex",
"native": "CumulativeVolumeIndex",
"params": []
},
{
"canonical": "HighLowIndex",
"native": "HighLowIndex",
"params": [
10
]
},
{
"canonical": "McClellanOscillator",
"native": "McClellanOscillator",
"params": []
},
{
"canonical": "McClellanSummationIndex",
"native": "McClellanSummationIndex",
"params": []
},
{
"canonical": "NewHighsNewLows",
"native": "NewHighsNewLows",
"params": []
},
{
"canonical": "PercentAboveMa",
"native": "PercentAboveMa",
"params": [],
"extra": "above_ma"
},
{
"canonical": "TickIndex",
"native": "TickIndex",
"params": []
},
{
"canonical": "Trin",
"native": "Trin",
"params": []
},
{
"canonical": "UpDownVolumeRatio",
"native": "UpDownVolumeRatio",
"params": []
}
],
"trade": [
{
"canonical": "AmihudIlliquidity",
"native": "AmihudIlliquidity",
"params": [
20
]
},
{
"canonical": "CumulativeVolumeDelta",
"native": "CumulativeVolumeDelta",
"params": []
},
{
"canonical": "Pin",
"native": "Pin",
"params": [
20
]
},
{
"canonical": "RollMeasure",
"native": "RollMeasure",
"params": [
20
]
},
{
"canonical": "SignedVolume",
"native": "SignedVolume",
"params": []
},
{
"canonical": "TradeImbalance",
"native": "TradeImbalance",
"params": [
20
]
},
{
"canonical": "TradeSignAutocorrelation",
"native": "TradeSignAutocorrelation",
"params": [
20
]
},
{
"canonical": "Vpin",
"native": "Vpin",
"params": [
5000.0,
10
]
}
],
"trademid": [
{
"canonical": "KylesLambda",
"native": "KylesLambda",
"params": [
20
]
},
{
"canonical": "RealizedSpread",
"native": "RealizedSpread",
"params": [
20
]
},
{
"canonical": "EffectiveSpread",
"native": "EffectiveSpread",
"params": []
}
],
"ob": [
{
"canonical": "DepthSlope",
"native": "DepthSlope",
"params": []
},
{
"canonical": "Microprice",
"native": "Microprice",
"params": []
},
{
"canonical": "OrderBookImbalanceFull",
"native": "OrderBookImbalanceFull",
"params": []
},
{
"canonical": "OrderBookImbalanceTop1",
"native": "OrderBookImbalanceTop1",
"params": []
},
{
"canonical": "OrderBookImbalanceTopN",
"native": "OrderBookImbalanceTopN",
"params": [
5
]
},
{
"canonical": "OrderFlowImbalance",
"native": "OrderFlowImbalance",
"params": [
20
]
},
{
"canonical": "QuotedSpread",
"native": "QuotedSpread",
"params": []
}
]
}
testdata/golden/g_AbandonedBaby.csv
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+81
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@@ -0,0 +1,81 @@
AbandonedBaby
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testdata/golden/g_Abcd.csv
Vendored
+81
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@@ -0,0 +1,81 @@
Abcd
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1 Abcd
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testdata/golden/g_AbsoluteBreadthIndex.csv
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+81
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@@ -0,0 +1,81 @@
AbsoluteBreadthIndex
5
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1 AbsoluteBreadthIndex
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testdata/golden/g_AccelerationBands.csv
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upper,middle,lower
nan,nan,nan
nan,nan,nan
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testdata/golden/g_AcceleratorOscillator.csv
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+81
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@@ -0,0 +1,81 @@
AcceleratorOscillator
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1 AcceleratorOscillator
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testdata/golden/g_AdOscillator.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AdOscillator
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1 AdOscillator
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testdata/golden/g_AdVolumeLine.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AdVolumeLine
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1 AdVolumeLine
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testdata/golden/g_AdaptiveCci.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AdaptiveCci
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1 AdaptiveCci
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testdata/golden/g_AdaptiveCycle.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AdaptiveCycle
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1 AdaptiveCycle
2 nan
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testdata/golden/g_AdaptiveLaguerreFilter.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AdaptiveLaguerreFilter
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1 AdaptiveLaguerreFilter
2 nan
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testdata/golden/g_AdaptiveRsi.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AdaptiveRsi
nan
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testdata/golden/g_Adl.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
Adl
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1 Adl
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testdata/golden/g_AdvanceBlock.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AdvanceBlock
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1 AdvanceBlock
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testdata/golden/g_AdvanceDecline.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AdvanceDecline
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1 AdvanceDecline
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testdata/golden/g_AdvanceDeclineRatio.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AdvanceDeclineRatio
5
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1 AdvanceDeclineRatio
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testdata/golden/g_Adx.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
plus_di,minus_di,adx
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79 22.507592062957475 27.59047661188655 27.648453495608493
80 21.169522519356338 26.35196828602853 26.452526680749255
81 21.224977830554703 24.775436644747092 25.11436900225873
testdata/golden/g_Adxr.csv
Vendored
+81
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@@ -0,0 +1,81 @@
Adxr
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
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nan
25.983733807999563
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26.224422681142073
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1 Adxr
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3 nan
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5 nan
6 nan
7 nan
8 nan
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16 nan
17 nan
18 nan
19 nan
20 nan
21 nan
22 nan
23 nan
24 nan
25 nan
26 nan
27 nan
28 nan
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30 nan
31 nan
32 nan
33 nan
34 nan
35 nan
36 nan
37 nan
38 nan
39 nan
40 nan
41 nan
42 25.983733807999563
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testdata/golden/g_Alligator.csv
Vendored
+81
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@@ -0,0 +1,81 @@
jaw,teeth,lips
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
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1 jaw teeth lips
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testdata/golden/g_Alma.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
Alma
nan
nan
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testdata/golden/g_Alpha.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
Alpha
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testdata/golden/g_AmihudIlliquidity.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AmihudIlliquidity
nan
nan
nan
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nan
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nan
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1 AmihudIlliquidity
2 nan
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testdata/golden/g_AnchoredRsi.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AnchoredRsi
nan
100
100
100
100
100
100
95.45605806313631
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1 AnchoredRsi
2 nan
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testdata/golden/g_AnchoredVwap.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AnchoredVwap
99.66666666666667
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1 AnchoredVwap
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testdata/golden/g_AndrewsPitchfork.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
median,upper,lower
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testdata/golden/g_Apo.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
Apo
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testdata/golden/g_Aroon.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
up,down
nan,nan
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testdata/golden/g_AroonOscillator.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AroonOscillator
nan
nan
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nan
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testdata/golden/g_Atr.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
Atr
nan
nan
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testdata/golden/g_AtrBands.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
upper,middle,lower
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testdata/golden/g_AtrRatchet.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
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testdata/golden/g_AtrTrailingStop.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
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testdata/golden/g_AutoFib.csv
Vendored
+81
View File
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124.2878498649492,117.59733618444584,113.45828958549036,110.11303274523868,106.767775904987,102.00503735276428,95.93821562552817
124.2878498649492,117.59733618444584,113.45828958549036,110.11303274523868,106.767775904987,102.00503735276428,95.93821562552817
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
135.065460892756,128.2692287081258,124.06477998373596,120.66666389142087,117.26854779910578,112.43055200665717,106.26786689008574
146.57143212166807,139.65283986732902,135.3726938116786,131.91339768450908,128.45410155733956,123.52900198645413,117.25536324735009
146.57143212166807,139.65283986732902,135.3726938116786,131.91339768450908,128.45410155733956,123.52900198645413,117.25536324735009
146.57143212166807,139.65283986732902,135.3726938116786,131.91339768450908,128.45410155733956,123.52900198645413,117.25536324735009
146.57143212166807,139.65283986732902,135.3726938116786,131.91339768450908,128.45410155733956,123.52900198645413,117.25536324735009
146.57143212166807,139.65283986732902,135.3726938116786,131.91339768450908,128.45410155733956,123.52900198645413,117.25536324735009
146.57143212166807,139.65283986732902,135.3726938116786,131.91339768450908,128.45410155733956,123.52900198645413,117.25536324735009
146.57143212166807,139.65283986732902,135.3726938116786,131.91339768450908,128.45410155733956,123.52900198645413,117.25536324735009
146.57143212166807,139.65283986732902,135.3726938116786,131.91339768450908,128.45410155733956,123.52900198645413,117.25536324735009
1 level_0 level_236 level_382 level_500 level_618 level_786 level_1000
2 nan nan nan nan nan nan nan
3 nan nan nan nan nan nan nan
4 nan nan nan nan nan nan nan
5 nan nan nan nan nan nan nan
6 nan nan nan nan nan nan nan
7 nan nan nan nan nan nan nan
8 nan nan nan nan nan nan nan
9 nan nan nan nan nan nan nan
10 nan nan nan nan nan nan nan
11 nan nan nan nan nan nan nan
12 nan nan nan nan nan nan nan
13 nan nan nan nan nan nan nan
14 nan nan nan nan nan nan nan
15 nan nan nan nan nan nan nan
16 nan nan nan nan nan nan nan
17 nan nan nan nan nan nan nan
18 nan nan nan nan nan nan nan
19 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
20 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
21 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
22 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
23 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
24 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
25 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
26 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
27 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
28 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
29 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
30 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
31 95.93821562552817 100.47556131711858 103.28256331276349 105.55123615855868 107.81990900435389 111.04988390345214 115.1642566915892
32 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
33 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
34 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
35 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
36 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
37 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
38 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
39 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
40 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
41 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
42 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
43 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
44 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
45 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
46 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
47 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
48 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
49 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
50 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
51 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
52 124.2878498649492 117.59733618444584 113.45828958549036 110.11303274523868 106.767775904987 102.00503735276428 95.93821562552817
53 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
54 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
55 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
56 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
57 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
58 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
59 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
60 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
61 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
62 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
63 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
64 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
65 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
66 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
67 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
68 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
69 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
70 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
71 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
72 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
73 135.065460892756 128.2692287081258 124.06477998373596 120.66666389142087 117.26854779910578 112.43055200665717 106.26786689008574
74 146.57143212166807 139.65283986732902 135.3726938116786 131.91339768450908 128.45410155733956 123.52900198645413 117.25536324735009
75 146.57143212166807 139.65283986732902 135.3726938116786 131.91339768450908 128.45410155733956 123.52900198645413 117.25536324735009
76 146.57143212166807 139.65283986732902 135.3726938116786 131.91339768450908 128.45410155733956 123.52900198645413 117.25536324735009
77 146.57143212166807 139.65283986732902 135.3726938116786 131.91339768450908 128.45410155733956 123.52900198645413 117.25536324735009
78 146.57143212166807 139.65283986732902 135.3726938116786 131.91339768450908 128.45410155733956 123.52900198645413 117.25536324735009
79 146.57143212166807 139.65283986732902 135.3726938116786 131.91339768450908 128.45410155733956 123.52900198645413 117.25536324735009
80 146.57143212166807 139.65283986732902 135.3726938116786 131.91339768450908 128.45410155733956 123.52900198645413 117.25536324735009
81 146.57143212166807 139.65283986732902 135.3726938116786 131.91339768450908 128.45410155733956 123.52900198645413 117.25536324735009
testdata/golden/g_Autocorrelation.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
Autocorrelation
nan
nan
nan
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0.6350373907840188
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0.6975877865016052
0.7431028082864907
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0.7626379258822382
0.7551541640582837
1 Autocorrelation
2 nan
3 nan
4 nan
5 nan
6 nan
7 nan
8 nan
9 nan
10 nan
11 0.6350373907840188
12 0.5405958230224509
13 0.5715509867319618
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65 0.6484051513599884
66 0.701634870935319
67 0.7265871731416474
68 0.7382375020131329
69 0.7426529432973633
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72 0.720177679673926
73 0.6880037896027371
74 0.6202378952393583
75 0.5306891887744772
76 0.5926832075977227
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78 0.7431028082864907
79 0.7595363725248612
80 0.7626379258822382
81 0.7551541640582837
testdata/golden/g_AutocorrelationPeriodogram.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AutocorrelationPeriodogram
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
21.370134797170195
21.740355712706783
21.746722633874473
21.740310825815456
21.738725576107456
21.749343751613182
21.766185715939745
21.75280720655723
21.730273225340735
21.40113988450871
21.4057206919317
21.75019334383562
21.79086264109681
21.81280419301341
21.82788909151058
21.844734772756343
21.855934020583508
21.837309938261576
21.805673317865626
21.777167581422532
21.443409700389537
21.445501400132258
21.79881307579408
21.8119294822053
21.817181956120407
21.823218785838115
21.835956629473383
21.82597746701043
21.796450877056287
21.762894634740192
1 AutocorrelationPeriodogram
2 nan
3 nan
4 nan
5 nan
6 nan
7 nan
8 nan
9 nan
10 nan
11 nan
12 nan
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testdata/golden/g_AverageDailyRange.csv
Vendored
+81
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@@ -0,0 +1,81 @@
AverageDailyRange
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testdata/golden/g_AverageDrawdown.csv
Vendored
+81
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@@ -0,0 +1,81 @@
AverageDrawdown
nan
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1 AverageDrawdown
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testdata/golden/g_AvgPrice.csv
Vendored
+81
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@@ -0,0 +1,81 @@
AvgPrice
99.5
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1 AvgPrice
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testdata/golden/g_AwesomeOscillator.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
AwesomeOscillator
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1 AwesomeOscillator
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testdata/golden/g_AwesomeOscillatorHistogram.csv
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+81
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@@ -0,0 +1,81 @@
AwesomeOscillatorHistogram
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testdata/golden/g_BalanceOfPower.csv
Vendored
+81
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@@ -0,0 +1,81 @@
BalanceOfPower
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testdata/golden/g_Bat.csv
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testdata/golden/g_BeltHold.csv
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testdata/golden/g_Beta.csv
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testdata/golden/g_BetaNeutralSpread.csv
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testdata/golden/g_BetterVolume.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
BetterVolume
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testdata/golden/g_BipowerVariation.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
BipowerVariation
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testdata/golden/g_BodySizePct.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
BodySizePct
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testdata/golden/g_BollingerBands.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
upper,middle,lower,stddev
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testdata/golden/g_BollingerBandwidth.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
BollingerBandwidth
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testdata/golden/g_BomarBands.csv
Vendored
+81
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@@ -0,0 +1,81 @@
upper,middle,lower
nan,nan,nan
nan,nan,nan
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testdata/golden/g_BreadthThrust.csv
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@@ -0,0 +1,81 @@
BreadthThrust
nan
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testdata/golden/g_Breakaway.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
Breakaway
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testdata/golden/g_BullishPercentIndex.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
BullishPercentIndex
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testdata/golden/g_BurkeRatio.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
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testdata/golden/g_Butterfly.csv
Vendored
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View File
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testdata/golden/g_CalendarSpread.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
CalendarSpread
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testdata/golden/g_CalmarRatio.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
CalmarRatio
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testdata/golden/g_Camarilla.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
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119.6553939855807,120.27872556278697,120.62077248708242,120.96281941137788,121.98896018426422,119.59463171419608,119.25258478990064,118.91053786560518,117.88439709271884
121.54740034135453,122.24423032717334,122.60846088659929,122.97269144602525,124.0653831243031,121.51576920832144,121.1515386488955,120.78730808946953,119.69461641119169
122.68295119326267,123.3073924174329,123.62935138111975,123.95131034480659,124.91718723586712,122.66347449005922,122.34151552637236,122.01955656268552,121.05367967162499
123.0005912206809,123.44138791563655,123.68387772282226,123.92636753000795,124.65383695156505,122.95640830126517,122.71391849407946,122.47142868689377,121.74395926533667
122.50041000814686,122.8043699910581,123.0627509012334,123.32113181140869,124.09627454193458,122.28760817070751,122.02922726053221,121.77084635035692,120.99570361983103
121.2480003897514,121.43656394581242,121.743435590803,122.0503072357936,122.97092217076536,120.82282065583124,120.51594901084066,120.20907736585006,119.2884624308783
119.37441415670385,119.4508496779621,119.78051450350664,120.11017932905116,121.09917380568476,118.79152002687304,118.4618552013285,118.13219037578398,117.14319589915038
117.0706953893436,117.04388229553408,117.34322035599752,117.64255841646096,118.54057259785128,116.4452061746072,116.14586811414375,115.84653005368031,114.94851587228999
114.57595201454465,114.56429357775264,114.87185496773508,115.17941635771751,116.10210052766485,113.94917079778776,113.64160940780532,113.33404801782288,112.41136384787555
112.1587734147477,112.25441963456801,112.58419820688923,112.91397677921046,113.90331249617411,111.59486248992557,111.26508391760436,110.93530534528313,109.94596962831947
110.09297423674845,110.29889128757917,110.59652945109374,110.89416761460834,111.78708210515208,109.70361496054998,109.40597679703541,109.10833863352082,108.21542414297707
108.62989574587948,108.96069883714864,109.218355274014,109.47601171087935,110.24898102147542,108.44538596341795,108.18772952655259,107.93007308968724,107.15710377909117
107.97053212992039,108.44066080423896,108.69068390914283,108.94070701404672,109.69077632875835,107.94061459443121,107.69059148952734,107.44056838462345,106.69049906991182
108.24129915337737,108.88756232781016,109.2206505376602,109.55373874751025,110.55300337706038,108.22138590811007,107.88829769826002,107.55520948840997,106.55594485885985
109.47714653729103,110.17185510429249,110.53699546523174,110.90213582617098,111.99755690898873,109.44157438241399,109.07643402147474,108.7112936605355,107.61587257771775
111.61489250420503,112.21228559059719,112.54440702038471,112.87652845017223,113.8728927395348,111.54804273102215,111.21592130123463,110.88379987144711,109.88743558208454
114.49824346605784,114.87984470625676,115.12541859251787,115.37099247877899,116.10771413756234,114.38869693373454,114.14312304747342,113.89754916121231,113.16082750242896
117.8942032754348,118.09616043868955,118.32463879103715,118.55311714338472,119.23855220042748,117.63920373399439,117.4107253816468,117.18224702929922,116.49681197225647
121.51880689228612,121.65250649348452,121.96878251475769,122.28505853603085,123.23388659985032,121.01995445093822,120.70367842966505,120.38740240839189,119.43857434457242
125.06867496722403,125.12761411184715,125.48048383231736,125.83335355278759,126.89196271419824,124.4218746709067,124.0690049504365,123.71613522996627,122.65752606855561
128.2540554225371,128.24868876856593,128.57664239005965,128.90459601155334,129.88845687603444,127.59278152557853,127.26482790408484,126.93687428259113,125.95301341811003
130.82894581221407,130.80892818262987,131.08001209974353,131.35109601685716,132.16434776819813,130.26676034840256,129.9956764312889,129.72459251417527,128.9113407628343
132.61456770121885,132.73386525487982,133.03077381531858,133.32768237575732,134.21840805707362,132.14004813400228,131.84313957356352,131.54623101312478,130.65550533180848
133.51372898547731,133.7734240495645,134.05375421164987,134.3340843737352,135.17507485999127,133.21276372539384,132.93243356330848,132.65210340122314,131.81111291496708
133.51518476304713,133.9537560811636,134.2509343968344,134.54811271250523,135.43964765951765,133.35939944982198,133.06222113415117,132.76504281848034,131.87350787146792
132.68866514679192,133.23806839554868,133.518668479668,133.79926856378734,134.6410688161453,132.67686822731002,132.3962681431907,132.11566805907137,131.2738678067134
131.17247746428333,131.8163220706958,132.12976573982044,132.44320940894505,133.38354041631897,131.18943473244653,130.8759910633219,130.56254739419728,129.62221638682337
129.1563006939515,129.81967906149674,130.17195239168734,130.52422572187794,131.58104571244974,129.11513240111555,128.76285907092495,128.41058574073435,127.35376575016255
126.86189674888487,127.40847514811799,127.73941377324154,128.0703523983651,129.06316827373576,126.74659789787088,126.41565927274733,126.08472064762378,125.09190477225312
124.52403581279573,124.84496825109156,125.09852231592498,125.35207638075842,126.11273857525872,124.33786012142468,124.08430605659126,123.83075199175782,123.07008979725752
122.37315973892662,122.49512526070693,122.7144703853985,122.93381551009008,123.59185088416483,122.05643501132376,121.83708988663219,121.6177447619406,120.95970938786586
120.62044223256866,120.6968255527843,121.01150452925984,121.32618350573539,122.27022043516199,120.06746759983324,119.7527886233577,119.43810964688215,118.49407271745555
119.44519828628948,119.48734463199692,119.85035959980887,120.21337456762083,121.30241947105671,118.76131469637299,118.39829972856104,118.03528476074908,116.9462398573132
118.98423170775713,119.00608999479411,119.35283004040464,119.69957008601519,120.73979022284678,118.31260990357305,117.96586985796252,117.61912981235197,116.57890967552038
119.32275870519,119.34716359875881,119.62092100222395,119.89467840568909,120.71595061608453,118.79964879182853,118.52589138836339,118.25213398489825,117.43086177450282
120.48694857241185,120.6291587967551,120.88414209142206,121.13912538608902,121.9040752700899,120.1191922074212,119.86420891275424,119.60922561808728,118.8442757340864
122.4387103823207,122.77161505708187,123.0531025818805,123.33459010667913,124.179052681075,122.2086400074846,121.92715248268598,121.64566495788735,120.80120238349147
125.07389544503057,125.6039558312047,125.93099755867671,126.25803928614873,127.23916446856478,124.94987237626066,124.62283064878865,124.29578892131663,123.31466373890058
128.2253492633656,128.84785962930889,129.16545587598398,129.4830521226591,130.43584086268444,128.21266713595864,127.89507088928353,127.57747464260842,126.62468590258308
131.67207090888238,132.2896676353533,132.57510839263853,132.86054914992377,133.71687142177942,131.71878612078288,131.43334536349766,131.14790460621242,130.29158233435678
135.15507483469676,135.7598309638397,136.08651263948047,136.41319431512125,137.3932393420436,135.10646761255816,134.7797859369174,134.45310426127662,133.47305923435428
138.3994880837803,138.8731449458564,139.1908911945168,139.5086374431772,140.46187618915837,138.2376524485356,137.91990619987521,137.60215995121482,136.64892120523365
141.1411629574787,141.39443335426606,141.6521293334611,141.9098253126561,142.68291325024117,140.87904139587604,140.621345416681,140.363649437486,139.59056149990093
143.154923777789,143.23994258729024,143.48863963810155,143.73733668891285,144.48342784134675,142.74254848566764,142.49385143485634,142.24515438404504,141.49906323161113
144.28078575968826,144.3010611099437,144.60419321846072,144.9073253269777,145.81672165252874,143.69479689290972,143.3916647843927,143.0885326758757,142.17913635032468
144.44430932083742,144.4709947348903,144.83046222475943,145.18992971462856,146.26833218423596,143.75205975515203,143.3925922652829,143.03312477541377,141.95472230580637
143.66778712039107,143.72015549733024,144.0737546092999,144.42735372126958,145.4881510571786,143.01295727339087,142.6593581614212,142.30575904945152,141.2449617135425
142.07015356602253,142.16055651565432,142.44688706980628,142.7332176239582,143.59220928641403,141.58789540735046,141.3015648531985,141.01523429904657,140.15624263659075
139.85515947975856,140.01986187563278,140.22721883471613,140.4345757937995,141.05664667104958,139.60514795746604,139.3977909983827,139.19043403929933,138.56836316204925
137.28916235919314,137.69477198042676,137.97931979885507,138.26386761728335,139.11751107256825,137.1256763435702,136.8411285251419,136.55658070671362,135.70293725142872
134.6714977766173,135.27173843175984,135.6168410695873,135.96194370741475,136.9972516208971,134.58153315610497,134.2364305182775,133.89132788045006,132.85601996696772
132.3015073284582,132.97365009660936,133.31904531782385,133.6644405390383,134.70062620268175,132.28285965418044,131.93746443296595,131.5920692117515,130.55588354810806
130.44669455820846,131.05478070846547,131.34450897737338,131.6342372462813,132.503422053005,130.47532417064966,130.18559590174175,129.89586763283384,129.02668282611012
129.31610321851522,129.83864309660322,130.12915987140326,130.41967664620327,131.2912269706034,129.25760954700314,128.9670927722031,128.6765759974031,127.80502567300299
129.04196344134022,129.4238197929536,129.7167951671137,130.00977054127378,130.88869666375405,128.83786904463344,128.54489367047333,128.25191829631325,127.37299217383298
129.6711671025228,129.8863359319469,130.17752707286533,130.4687182137838,131.3422916365392,129.30395365010995,129.0127625091915,128.72157136827303,127.84799794551763
1 pp r1 r2 r3 r4 s1 s2 s3 s4
2 99.66666666666667 100.275 100.55 100.825 101.65 99.725 99.45 99.175 98.35
3 103.16267454598328 103.7780337561168 104.10086544562022 104.42369713512362 105.39219220363384 103.13237037710999 102.80953868760658 102.48670699810317 101.51821192959295
4 106.46632396532765 106.96961867057054 107.29281260719073 107.61600654381093 108.58558835367148 106.32323079733017 106.00003686070998 105.67684292408978 104.70726111422923
5 109.30969002905226 109.60221419837052 109.8711593004662 110.14010440256189 110.94693970884894 109.06432399417915 108.79537889208346 108.52643378998778 107.71959848370072
6 111.45910647185464 111.57257823345337 111.82476560723448 112.0769529810156 112.83351510235893 111.06820348589115 110.81601611211003 110.56382873832892 109.80726661698559
7 112.74199773788952 112.76387649333724 113.05280312063391 113.3417297479306 114.20850962982065 112.18602323874386 111.89709661144718 111.60816998415049 110.74139010226044
8 113.06847380764877 113.09245340010824 113.44643049143453 113.80040758276081 114.86233885673968 112.38449921745567 112.03052212612938 111.6765450348031 110.61461376082423
9 112.44424589558567 112.49132701898097 112.85056037147318 113.2097937239654 114.28749378144207 111.77286031399652 111.4136269615043 111.05439360901208 109.97669355153542
10 110.97251301246604 111.05574857922898 111.35686535294643 111.6579821266639 112.56133244781628 110.45351503179404 110.15239825807659 109.85128148435912 108.94793116320673
11 108.84406406881523 108.97799635816386 109.18219391398941 109.38639146981497 109.99898413729163 108.56960124651275 108.3654036906872 108.16120613486164 107.54861346738498
12 106.3166460187776 106.68075955248203 106.95031902436538 107.21987849624873 108.02855691189879 106.14164060871532 105.87208113683197 105.60252166494863 104.79384324929856
13 103.68631980047041 104.26141987598294 104.60029669339836 104.93917351081379 105.95580396306005 103.58366624115209 103.24478942373666 102.90591260632124 101.88928215407498
14 101.25473880483469 101.92448274323586 102.27416991942023 102.6238570956046 103.67291862415775 101.2251083908671 100.87542121468273 100.52573403849836 99.47667250994522
15 99.29680919958425 99.92444295706736 100.22654750597445 100.52865205488155 101.43496570160283 99.32023385925316 99.01812931034607 98.71602476143897 97.80971111471769
16 98.03294152441634 98.57027723602701 98.8563121961899 99.1423471563528 100.0004520368415 97.99820731570122 97.71217235553833 97.42613739537543 96.56803251488674
17 97.60915371740403 98.02044583881464 98.31619285428026 98.61193986974587 99.4991809161427 97.42895180788342 97.1332047924178 96.83745777695219 95.95021673055535
18 98.08685392291113 98.32478270657958 98.61121150151759 98.89764029645558 99.75692668126956 97.7519251167036 97.4654963217656 97.17906752682761 96.31978114201362
19 99.44252381095095 99.53703350309051 99.83221382945834 100.12739415582618 101.01293513492969 98.94667285035483 98.651492523987 98.35631219761916 97.47077121851565
20 101.57606521173501 101.5422908444415 101.81222656444285 102.08216228444422 102.89196944444832 101.00241940443875 100.7324836844374 100.46254796443603 99.65274080443193
21 104.32553529275576 104.32926258320965 104.66538059239568 105.0014986015817 106.00985262913977 103.65702656483761 103.32090855565158 102.98479054646556 101.97643651890749
22 107.48553552770288 107.55689891578143 107.90795281355214 108.25900671132284 109.31216840463496 106.85479112024004 106.50373722246933 106.15268332469863 105.09952163138651
23 110.82665131417549 110.9725900160979 111.2770410273523 111.5814920386067 112.49484507236991 110.3636879935891 110.0592369823347 109.7547859710803 108.84143293731708
24 114.11393840247109 114.3269385068177 114.53846337850163 114.74998825018555 115.38456286523734 113.90388876344986 113.69236389176592 113.480839020082 112.84626440503021
25 117.12329605763098 117.54705712667621 117.80971660947044 118.07237609226466 118.86035454064734 117.02173816108777 116.75907867829353 116.49641919549931 115.70844074711664
26 119.6553939855807 120.27872556278697 120.62077248708242 120.96281941137788 121.98896018426422 119.59463171419608 119.25258478990064 118.91053786560518 117.88439709271884
27 121.54740034135453 122.24423032717334 122.60846088659929 122.97269144602525 124.0653831243031 121.51576920832144 121.1515386488955 120.78730808946953 119.69461641119169
28 122.68295119326267 123.3073924174329 123.62935138111975 123.95131034480659 124.91718723586712 122.66347449005922 122.34151552637236 122.01955656268552 121.05367967162499
29 123.0005912206809 123.44138791563655 123.68387772282226 123.92636753000795 124.65383695156505 122.95640830126517 122.71391849407946 122.47142868689377 121.74395926533667
30 122.50041000814686 122.8043699910581 123.0627509012334 123.32113181140869 124.09627454193458 122.28760817070751 122.02922726053221 121.77084635035692 120.99570361983103
31 121.2480003897514 121.43656394581242 121.743435590803 122.0503072357936 122.97092217076536 120.82282065583124 120.51594901084066 120.20907736585006 119.2884624308783
32 119.37441415670385 119.4508496779621 119.78051450350664 120.11017932905116 121.09917380568476 118.79152002687304 118.4618552013285 118.13219037578398 117.14319589915038
33 117.0706953893436 117.04388229553408 117.34322035599752 117.64255841646096 118.54057259785128 116.4452061746072 116.14586811414375 115.84653005368031 114.94851587228999
34 114.57595201454465 114.56429357775264 114.87185496773508 115.17941635771751 116.10210052766485 113.94917079778776 113.64160940780532 113.33404801782288 112.41136384787555
35 112.1587734147477 112.25441963456801 112.58419820688923 112.91397677921046 113.90331249617411 111.59486248992557 111.26508391760436 110.93530534528313 109.94596962831947
36 110.09297423674845 110.29889128757917 110.59652945109374 110.89416761460834 111.78708210515208 109.70361496054998 109.40597679703541 109.10833863352082 108.21542414297707
37 108.62989574587948 108.96069883714864 109.218355274014 109.47601171087935 110.24898102147542 108.44538596341795 108.18772952655259 107.93007308968724 107.15710377909117
38 107.97053212992039 108.44066080423896 108.69068390914283 108.94070701404672 109.69077632875835 107.94061459443121 107.69059148952734 107.44056838462345 106.69049906991182
39 108.24129915337737 108.88756232781016 109.2206505376602 109.55373874751025 110.55300337706038 108.22138590811007 107.88829769826002 107.55520948840997 106.55594485885985
40 109.47714653729103 110.17185510429249 110.53699546523174 110.90213582617098 111.99755690898873 109.44157438241399 109.07643402147474 108.7112936605355 107.61587257771775
41 111.61489250420503 112.21228559059719 112.54440702038471 112.87652845017223 113.8728927395348 111.54804273102215 111.21592130123463 110.88379987144711 109.88743558208454
42 114.49824346605784 114.87984470625676 115.12541859251787 115.37099247877899 116.10771413756234 114.38869693373454 114.14312304747342 113.89754916121231 113.16082750242896
43 117.8942032754348 118.09616043868955 118.32463879103715 118.55311714338472 119.23855220042748 117.63920373399439 117.4107253816468 117.18224702929922 116.49681197225647
44 121.51880689228612 121.65250649348452 121.96878251475769 122.28505853603085 123.23388659985032 121.01995445093822 120.70367842966505 120.38740240839189 119.43857434457242
45 125.06867496722403 125.12761411184715 125.48048383231736 125.83335355278759 126.89196271419824 124.4218746709067 124.0690049504365 123.71613522996627 122.65752606855561
46 128.2540554225371 128.24868876856593 128.57664239005965 128.90459601155334 129.88845687603444 127.59278152557853 127.26482790408484 126.93687428259113 125.95301341811003
47 130.82894581221407 130.80892818262987 131.08001209974353 131.35109601685716 132.16434776819813 130.26676034840256 129.9956764312889 129.72459251417527 128.9113407628343
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testdata/golden/g_CandleVolume.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
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testdata/golden/g_Cci.csv
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+81
View File
@@ -0,0 +1,81 @@
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testdata/golden/g_CenterOfGravity.csv
Vendored
+81
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@@ -0,0 +1,81 @@
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testdata/golden/g_CentralPivotRange.csv
Vendored
+81
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@@ -0,0 +1,81 @@
pivot,tc,bc
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testdata/golden/g_Cfo.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
Cfo
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testdata/golden/g_ChaikinMoneyFlow.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
ChaikinMoneyFlow
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testdata/golden/g_ChaikinOscillator.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
ChaikinOscillator
nan
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1 ChaikinOscillator
2 nan
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testdata/golden/g_ChaikinVolatility.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
ChaikinVolatility
nan
nan
nan
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1 ChaikinVolatility
2 nan
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testdata/golden/g_ChandeKrollStop.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
stop_long,stop_short
nan,nan
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1 stop_long stop_short
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testdata/golden/g_ChandelierExit.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
long_stop,short_stop
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1 long_stop short_stop
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testdata/golden/g_ChoppinessIndex.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
ChoppinessIndex
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1 ChoppinessIndex
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testdata/golden/g_ClassicPivots.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
pp,r1,r2,r3,s1,s2,s3
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1 pp r1 r2 r3 s1 s2 s3
2 99.66666666666667 101.33333333333334 102.66666666666667 104.33333333333334 98.33333333333334 96.66666666666667 95.33333333333334
3 103.16267454598328 105.06983843086239 106.68447479511136 108.59163867999047 101.54803818173431 99.6408742968552 98.02623793260624
4 106.46632396532765 108.3192503675673 109.99207600118424 111.8450024034239 104.79349833171071 102.94057192947105 101.26774629585411
5 109.30969002905226 110.78845284682183 112.24363659736883 113.7223994151384 107.85450627850526 106.37574346073569 104.92055971018868
6 111.45910647185464 112.76531615911497 114.21024145855769 115.51645114581802 110.01418117241192 108.70797148515159 107.26304618570887
7 112.74199773788952 114.1844372235833 115.89392458112607 117.33636406681985 111.03251038034675 109.59007089465297 107.8805835371102
8 113.06847380764877 114.83425919272239 116.93004207666282 118.69582746173643 110.97269092370834 109.20690553863473 107.1111226546943
9 112.44424589558567 114.24762443099476 116.36315519550081 118.1665337309099 110.32871513107962 108.52533659567052 106.40980583116448
10 110.97251301246604 112.50602753835673 114.25742327120199 115.79093779709268 109.22111727962078 107.68760275373009 105.93620702088484
11 108.84406406881523 109.92273628553433 111.07167376873036 112.15034598544946 107.69512658561919 106.6164543689001 105.46751688570406
12 106.3166460187776 107.83424744177915 109.25729480295962 110.77489622596117 104.89359865759714 103.37599723459559 101.95294987341512
13 103.68631980047041 105.65285043360308 107.38315780863867 109.34968844177133 101.95601242543482 99.98948179230216 98.25917441726656
14 101.25473880483469 103.3221517833124 105.06950799957335 107.13692097805107 99.50738258857375 97.43996961009603 95.69261339383509
15 99.29680919958425 101.10741679791094 102.59249518766164 104.40310278598834 97.81173080983355 96.00112321150685 94.51604482175615
16 98.03294152441634 99.71878259193784 101.15332290801157 102.83916397553307 96.59840120834261 94.91256014082111 93.47801982474738
17 97.60915371740403 99.28009180927988 100.83548479521072 102.50642288708657 96.05376073147319 94.38282263959734 92.8274296536665
18 98.08685392291113 99.62494279875634 101.21153168587108 102.74962056171628 96.50026503579639 94.96217615995118 93.37558727283644
19 99.44252381095095 100.95226300129774 102.6626728258728 104.1724120162196 97.73211398637588 96.22237479602909 94.51196497145402
20 101.57606521173501 102.89658682264047 104.52081852084083 105.84134013174629 99.95183351353465 98.6313119026292 97.00708020442883
21 104.32553529275576 105.99271089258619 107.99227721114875 109.65945281097918 102.3259689741932 100.65879337436277 98.65922705580022
22 107.48553552770288 109.26052971524246 111.31521441247419 113.09020860001377 105.43085083047114 103.65585664293157 101.60117194569983
23 110.82665131417549 112.40803703907896 114.14793507331443 115.7293207982179 109.08675327994003 107.50536755503656 105.76546952080109
24 114.11393840247109 115.26844804616931 116.42148245720485 117.57599210090306 112.96090399143556 111.80639434773734 110.6533599367018
25 117.12329605763098 118.63653493872498 119.98867223356798 121.50191111466198 115.77115876278798 114.25791988169398 112.90578258685098
26 119.6553939855807 121.66174680819312 123.38681497789469 125.3931678005071 117.93032581587913 115.92397299326672 114.19890482356514
27 121.54740034135453 123.70041219687434 125.52082462600127 127.67383648152108 119.7269879122276 117.57397605670779 115.75356362758086
28 122.68295119326267 124.59033212543261 126.19523079711914 128.1026117292891 121.07805252157614 119.1706715894062 117.56577291771967
29 123.0005912206809 124.42241634012424 125.64593457179761 127.06775969124095 121.77707298900754 120.3552478695642 119.13172963789083
30 122.50041000814686 123.9325499636528 125.31911084642282 126.75125080192876 121.11384912537684 119.6817091698709 118.29514828710089
31 121.2480003897514 122.86269168159892 124.595691062376 126.21038235422353 119.51500100897431 117.90030971712679 116.1673103363497
32 119.37441415670385 121.04597128025816 122.97075770809873 124.64231483165304 117.44962772886328 115.77807060530897 113.8532841774684
33 117.0706953893436 118.54037286928043 120.33620150349023 121.80587898342706 115.2748667551338 113.80518927519697 112.00936064098717
34 114.57595201454465 116.09394968287982 117.93116717798947 119.44916484632463 112.73873451943501 111.22073685109984 109.3835193559902
35 112.1587734147477 113.84049945115845 115.7563578400701 117.43808387648085 110.24291502583606 108.5611889894253 106.64533060051366
36 110.09297423674845 111.67059457230425 113.33993602054392 114.91755635609972 108.42363278850878 106.84601245295298 105.17667100471331
37 108.62989574587948 110.07186781961968 111.44069323895606 112.88266531269626 107.2610703265431 105.8190982528029 104.45027283346653
38 107.97053212992039 109.44434730501251 110.69805691068996 112.17187208578208 106.71682252424294 105.24300734915082 103.98929774347337
39 108.24129915337737 110.214731416669 111.87498871537785 113.84842097866948 106.58104185466851 104.60760959137689 102.94735229266803
40 109.47714653729103 111.63360533635442 113.46049592935555 115.61695472841893 107.65025594428991 105.49379714522652 103.6669065522254
41 111.61489250420503 113.55909976771203 115.23803537461436 117.18224263812135 109.9359568973027 107.9917496337957 106.31281402689338
42 114.49824346605784 115.90575106808735 117.17723131617909 118.5847389182086 113.22676321796611 111.8192556159366 110.54777536784486
43 117.8942032754348 119.12718823914791 120.3866943919539 121.619679355667 116.63469712262882 115.40171215891571 114.14220600610973
44 121.51880689228612 123.15266061646597 124.96909076072058 126.60294448490042 119.70237674803151 118.06852302385167 116.25209287959706
45 125.06867496722403 126.84645360913802 128.91816282689916 130.69594146881315 122.9969657494629 121.2191871075489 119.14747788978778
46 128.2540554225371 129.87623322022483 131.83173129337746 133.4539090910652 126.29855734938448 124.67637955169674 122.72088147854411
47 130.82894581221407 132.1620345867578 133.78622490799935 135.1193136825431 129.20475549097253 127.87166671642879 126.24747639518725
48 132.61456770121885 134.14526343658682 135.85357017873258 137.38426591410055 130.90626095907308 129.3755652237051 127.66725848155934
49 133.51372898547731 135.03248504785287 136.57187620822657 138.09063227060213 131.97433782510362 130.45558176272806 128.91619060235436
50 133.51518476304713 135.20685389520168 136.75713002491054 138.44879915706508 131.96490863333827 130.27323950118372 128.72296337147486
51 132.68866514679192 134.35361264248874 135.7497569735482 137.414704469245 131.29252081573247 129.62757332003565 128.2314289889762
52 131.17247746428333 133.04737067360705 134.59186294564296 136.46675615496667 129.62798519224742 127.7530919829237 126.2085997108878
53 129.1563006939515 131.23334410457753 132.99928247784894 135.07632588847497 127.39036232068008 125.31331891005405 123.54738053678264
54 126.86189674888487 128.77483640934082 130.47213629568728 132.38507595614323 125.16459686253845 123.25165720208248 121.55435731573606
55 124.52403581279573 125.94074717134566 127.29008015643319 128.70679151498314 123.1747028277082 121.75799146915827 120.40865848407074
56 122.37315973892662 123.52089789033414 124.76601564465295 125.91375379606048 121.1280419846078 119.98030383320028 118.73518607888147
57 120.62044223256866 122.21772518521438 124.05330379411997 125.65058674676568 118.78486362366307 117.18758067101736 115.35200206211177
58 119.44519828628948 121.26484561784791 123.40536157151085 125.22500890306928 117.30468233262654 115.48503500106811 113.34451904740517
59 118.98423170775713 120.71310016816417 122.76685038714477 124.49571884755181 116.93048148877654 115.2016130283695 113.1478628093889
60 119.32275870519 120.69130465096077 122.3092031066279 123.67774905239868 117.70486024952287 116.33631430375209 114.71841584808496
61 120.48694857241185 121.8213800081607 123.26858451423321 124.60301594998207 119.03974406633934 117.70531263059048 116.25810812451797
62 122.4387103823207 123.99980545620357 125.50948338012392 127.07057845400679 120.92903245840036 119.36793738451749 117.85825946059714
63 125.07389544503057 126.95926874241083 128.64162338108895 130.52699667846917 123.39154080635247 121.50616750897221 119.8238128702941
64 128.2253492633656 130.11014948668213 131.69003559073047 133.574835814047 126.64546315931725 124.76066293600071 123.18077683195237
65 131.67207090888238 133.39509847866734 134.7859700792666 136.50899764905157 130.2811993082831 128.55817173849815 127.16730013789888
66 135.15507483469676 137.07601211039753 138.71887493259612 140.6398122082969 133.51221201249817 131.5912747367974 129.9484119145988
67 138.3994880837803 140.21060474681758 141.86581079643918 143.67692745947645 136.74428203415872 134.93316537112145 133.27795932149985
68 141.1411629574787 142.5445645982477 143.95239182142438 145.35579346219336 139.73333573430202 138.32993409353304 136.92210687035634
69 143.154923777789 144.4296140251956 145.8679825139123 147.1426727613189 141.71655528907232 140.44186504166572 139.00349655294903
70 144.28078575968826 145.7928052451957 147.58768148896465 149.09970097447209 142.4859095159193 140.97389003041187 139.1790137866429
71 144.44430932083742 146.23865004585184 148.3657728466825 150.1601135716969 142.31718652000677 140.52284579499235 138.3957229941617
72 143.66778712039107 145.44589418180132 147.52523197824206 149.30333903965231 141.58844932395033 139.81034226254008 137.73100446609934
73 142.07015356602253 143.5339927864094 145.1937596113164 146.6575988317033 140.41038674111553 138.94654752072864 137.28678069582165
74 139.85515947975856 140.9648701567905 142.11723539703158 143.22694607406353 138.7027942395175 137.59308356248553 136.44071832224446
75 137.28916235919314 138.9017722702047 140.3933203784109 142.00593028942245 135.79761425098695 134.1850043399754 132.6934562317692
76 134.6714977766173 136.6814448097882 138.43625382564397 140.44620085881488 132.9166887607615 130.9067417275906 129.15193271173482
77 132.3015073284582 134.34885503582368 136.06945519625245 138.11680290361792 130.58090716802943 128.53355946066395 126.81295930023518
78 130.44669455820846 132.18620951110796 133.60736658265836 135.34688153555786 129.02553748665807 127.28602253375857 125.86486546220817
79 129.31610321851522 131.01675172361394 132.4853771254247 134.1860256305234 127.8474778167045 126.14682931160577 124.67820390979504
80 129.04196344134022 130.68445142548555 132.23805843217755 133.8805464163229 127.48835643464821 125.84586845050288 124.29226144381087
81 129.6711671025228 131.2214712608763 132.8477977307242 134.39810188907774 128.0448406326749 126.49453647432136 124.86821000447347
testdata/golden/g_CloseVsOpen.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
CloseVsOpen
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1 CloseVsOpen
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testdata/golden/g_ClosingMarubozu.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
ClosingMarubozu
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1 ClosingMarubozu
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testdata/golden/g_Cmo.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
Cmo
nan
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1 Cmo
2 nan
3 nan
4 nan
5 nan
6 nan
7 nan
8 nan
9 nan
10 nan
11 nan
12 nan
13 nan
14 nan
15 nan
16 -6.309623802026029
17 -23.585179418104072
18 -40.18803983609773
19 -50.61870753197415
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24 11.423208126347545
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26 43.773927029629604
27 59.161765948521584
28 73.5486994910907
29 86.13436536850944
30 90.91341625954821
31 84.97494554022931
32 72.10700218636418
33 57.553061503398894
34 42.063233364958506
35 26.021961072622712
36 9.576366070068588
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39 -41.011362248468814
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41 -49.957500462142484
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43 -21.596719449647093
44 -4.3989711839650605
45 12.346415257888
46 28.699821576547777
47 44.636903482904096
48 59.976169553580036
49 74.28058778071009
50 86.72401707514427
51 90.9173180846449
52 84.40458015844972
53 71.39645210603713
54 56.757948394849045
55 41.214656272755995
56 25.13397701598401
57 8.6516746735776
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59 -25.60986126475306
60 -41.83702630293789
61 -51.251969124929765
62 -49.61599407697504
63 -37.72649332188565
64 -20.6139828923025
65 -3.4484013882067246
66 13.270173846570357
67 29.59862567224627
68 45.50554992832919
69 60.79783166842711
70 75.0203485899678
71 87.32071182839712
72 90.92382588112373
73 83.84006201411987
74 70.69229084065218
75 55.968467586101504
76 40.37002765283327
77 24.247537873364106
78 7.725419130004263
79 -9.208983781652792
80 -26.63801799740332
81 -42.66561701311583
testdata/golden/g_CoefficientOfVariation.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
CoefficientOfVariation
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
0.042198947518417386
0.04420009764455734
0.04912514698082987
0.053561681528259505
0.05546212891822009
0.054121763617195506
0.05009954449321031
0.04545252237558829
0.04375460509936006
0.048005282404993785
0.057403302909466394
0.06863082586446227
0.07869664928989409
0.08565487269491705
0.0884705846819482
0.08684845916832683
0.08110544545556446
0.07208161674110854
0.06111341097075534
0.05011380445950993
0.04168132662233679
0.03841358604652942
0.040471943691629195
0.04498966868303821
0.04891080988565587
0.0504501894503239
0.049039413260702436
0.04526448478603251
0.04108410888060864
0.03979240455828674
0.04397935876725868
0.05272233330343878
0.06298313425360125
0.07209758076037223
0.07833974570903884
0.08079128470741828
0.07919424943243951
0.07384480679334972
0.06552088035016176
0.05546615008374518
0.0454704512585596
0.03795711639673175
0.03526381302788098
0.03736043612546626
0.04152970743977054
0.0450180281910257
0.04625878275346648
0.04479603264135374
0.04123735088244432
0.037458549067844946
0.036514709988694466
0.040645383751873806
0.04883194830869879
0.05827494905786766
0.06658212276187829
0.07221056571830242
0.07434082386896386
0.0727491290744694
0.06771748556747267
0.059974362818769965
0.05068714937337615
0.041542338974273306
0.03481236022637338
0.03260507116244679
0.0347251349975641
0.03859138026260156
0.041710256212078044
1 CoefficientOfVariation
2 nan
3 nan
4 nan
5 nan
6 nan
7 nan
8 nan
9 nan
10 nan
11 nan
12 nan
13 nan
14 nan
15 0.042198947518417386
16 0.04420009764455734
17 0.04912514698082987
18 0.053561681528259505
19 0.05546212891822009
20 0.054121763617195506
21 0.05009954449321031
22 0.04545252237558829
23 0.04375460509936006
24 0.048005282404993785
25 0.057403302909466394
26 0.06863082586446227
27 0.07869664928989409
28 0.08565487269491705
29 0.0884705846819482
30 0.08684845916832683
31 0.08110544545556446
32 0.07208161674110854
33 0.06111341097075534
34 0.05011380445950993
35 0.04168132662233679
36 0.03841358604652942
37 0.040471943691629195
38 0.04498966868303821
39 0.04891080988565587
40 0.0504501894503239
41 0.049039413260702436
42 0.04526448478603251
43 0.04108410888060864
44 0.03979240455828674
45 0.04397935876725868
46 0.05272233330343878
47 0.06298313425360125
48 0.07209758076037223
49 0.07833974570903884
50 0.08079128470741828
51 0.07919424943243951
52 0.07384480679334972
53 0.06552088035016176
54 0.05546615008374518
55 0.0454704512585596
56 0.03795711639673175
57 0.03526381302788098
58 0.03736043612546626
59 0.04152970743977054
60 0.0450180281910257
61 0.04625878275346648
62 0.04479603264135374
63 0.04123735088244432
64 0.037458549067844946
65 0.036514709988694466
66 0.040645383751873806
67 0.04883194830869879
68 0.05827494905786766
69 0.06658212276187829
70 0.07221056571830242
71 0.07434082386896386
72 0.0727491290744694
73 0.06771748556747267
74 0.059974362818769965
75 0.05068714937337615
76 0.041542338974273306
77 0.03481236022637338
78 0.03260507116244679
79 0.0347251349975641
80 0.03859138026260156
81 0.041710256212078044
testdata/golden/g_Cointegration.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
hedge_ratio,spread,adf_stat
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
0.9831741715885588,0.7637502174167139,-37.06292974591647
0.988049944506012,0.4180083055516093,-53.02790420211617
0.9908298876205223,-0.026094383653301634,-76.18889860289656
0.9896699107743651,-0.42201316847710757,-67.05774667167432
0.9855100037353596,-0.6384826740990803,-43.64832949269429
0.98102971421731,-0.6246943527980306,-31.566998705957356
0.9784574011248798,-0.40854944698915574,-26.400550331427972
0.978492219300515,-0.056993665567318885,-25.114680855081065
0.9806341336314889,0.35034149419959704,-26.755610608042968
0.9839886265683043,0.7277663187407484,-31.200662128763277
0.9878468714460394,0.9897397437845825,-38.44701971128641
0.9918726526401084,1.0673630494394217,-48.760048981190806
0.9960037423228644,0.9296516185798112,-64.32162716963158
1.0002323969127653,0.59748402286084,-87.41842104399706
1.0043908124072178,0.14194016146119282,-91.39563736186307
1.0080158642517327,-0.33336707531772447,-66.12557591204316
1.010345446651303,-0.7197480392397893,-51.00414022878885
1.0105064057673996,-0.9311376520304719,-47.77238754146207
1.0079357778399198,-0.9229355070142589,-54.95027583527567
1.0029329603673436,-0.6977955729245195,-77.06824911339838
0.9969740830160352,-0.3022863093708992,-106.07863624642668
0.9923443600822355,0.17802102382424323,-90.60500963029261
0.9910798321636649,0.625883248189183,-76.01747657035645
0.9937989177888921,0.9144430423566945,-76.13824267626535
0.9991556453298867,0.9511310622544897,-76.7412363430093
1.004414800743516,0.7248725384263253,-69.92637594856254
1.0070264849688413,0.31688944005517783,-70.01053541061334
1.0060699680742147,-0.14169125053064135,-95.25682008347349
1.0023737904971097,-0.5286760646388018,-208.45489260061652
0.9975215361650617,-0.7616381016691207,-105.4518175128289
0.9928501653617889,-0.7996173790677119,-55.492829556581476
0.9890401299987015,-0.6385231648546608,-39.793058656981565
0.986194342363428,-0.3112064054581367,-32.90276652537735
0.9841228605245638,0.11279378013580299,-29.155161263898552
0.9826448202766037,0.5366624123809061,-26.81889657397013
0.9818076334487978,0.8580051775815605,-25.738114011232078
0.9819555605638626,0.9970293474723633,-26.55271687976332
0.9835926757110114,0.9193549847091731,-30.46133350391611
0.9870159784141638,0.6430918727181165,-40.42673538677094
0.9917912682193969,0.22921341608116563,-67.63069769812668
0.9963814994369898,-0.23442772335766904,-180.95017308586478
1 hedge_ratio spread adf_stat
2 nan nan nan
3 nan nan nan
4 nan nan nan
5 nan nan nan
6 nan nan nan
7 nan nan nan
8 nan nan nan
9 nan nan nan
10 nan nan nan
11 nan nan nan
12 nan nan nan
13 nan nan nan
14 nan nan nan
15 nan nan nan
16 nan nan nan
17 nan nan nan
18 nan nan nan
19 nan nan nan
20 nan nan nan
21 nan nan nan
22 nan nan nan
23 nan nan nan
24 nan nan nan
25 nan nan nan
26 nan nan nan
27 nan nan nan
28 nan nan nan
29 nan nan nan
30 nan nan nan
31 nan nan nan
32 nan nan nan
33 nan nan nan
34 nan nan nan
35 nan nan nan
36 nan nan nan
37 nan nan nan
38 nan nan nan
39 nan nan nan
40 nan nan nan
41 0.9831741715885588 0.7637502174167139 -37.06292974591647
42 0.988049944506012 0.4180083055516093 -53.02790420211617
43 0.9908298876205223 -0.026094383653301634 -76.18889860289656
44 0.9896699107743651 -0.42201316847710757 -67.05774667167432
45 0.9855100037353596 -0.6384826740990803 -43.64832949269429
46 0.98102971421731 -0.6246943527980306 -31.566998705957356
47 0.9784574011248798 -0.40854944698915574 -26.400550331427972
48 0.978492219300515 -0.056993665567318885 -25.114680855081065
49 0.9806341336314889 0.35034149419959704 -26.755610608042968
50 0.9839886265683043 0.7277663187407484 -31.200662128763277
51 0.9878468714460394 0.9897397437845825 -38.44701971128641
52 0.9918726526401084 1.0673630494394217 -48.760048981190806
53 0.9960037423228644 0.9296516185798112 -64.32162716963158
54 1.0002323969127653 0.59748402286084 -87.41842104399706
55 1.0043908124072178 0.14194016146119282 -91.39563736186307
56 1.0080158642517327 -0.33336707531772447 -66.12557591204316
57 1.010345446651303 -0.7197480392397893 -51.00414022878885
58 1.0105064057673996 -0.9311376520304719 -47.77238754146207
59 1.0079357778399198 -0.9229355070142589 -54.95027583527567
60 1.0029329603673436 -0.6977955729245195 -77.06824911339838
61 0.9969740830160352 -0.3022863093708992 -106.07863624642668
62 0.9923443600822355 0.17802102382424323 -90.60500963029261
63 0.9910798321636649 0.625883248189183 -76.01747657035645
64 0.9937989177888921 0.9144430423566945 -76.13824267626535
65 0.9991556453298867 0.9511310622544897 -76.7412363430093
66 1.004414800743516 0.7248725384263253 -69.92637594856254
67 1.0070264849688413 0.31688944005517783 -70.01053541061334
68 1.0060699680742147 -0.14169125053064135 -95.25682008347349
69 1.0023737904971097 -0.5286760646388018 -208.45489260061652
70 0.9975215361650617 -0.7616381016691207 -105.4518175128289
71 0.9928501653617889 -0.7996173790677119 -55.492829556581476
72 0.9890401299987015 -0.6385231648546608 -39.793058656981565
73 0.986194342363428 -0.3112064054581367 -32.90276652537735
74 0.9841228605245638 0.11279378013580299 -29.155161263898552
75 0.9826448202766037 0.5366624123809061 -26.81889657397013
76 0.9818076334487978 0.8580051775815605 -25.738114011232078
77 0.9819555605638626 0.9970293474723633 -26.55271687976332
78 0.9835926757110114 0.9193549847091731 -30.46133350391611
79 0.9870159784141638 0.6430918727181165 -40.42673538677094
80 0.9917912682193969 0.22921341608116563 -67.63069769812668
81 0.9963814994369898 -0.23442772335766904 -180.95017308586478
testdata/golden/g_CommonSenseRatio.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
CommonSenseRatio
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
nan
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1 CommonSenseRatio
2 nan
3 nan
4 nan
5 nan
6 nan
7 nan
8 nan
9 nan
10 nan
11 nan
12 nan
13 nan
14 nan
15 0
16 0
17 0
18 0
19 0
20 0
21 0
22 0
23 0
24 0
25 0
26 0
27 0
28 0
29 0
30 0
31 0
32 0
33 0
34 0
35 0
36 0
37 0
38 0
39 0
40 0
41 0
42 0
43 0
44 0
45 0
46 0
47 0
48 0
49 0
50 0
51 0
52 0
53 0
54 0
55 0
56 0
57 0
58 0
59 0
60 0
61 0
62 0
63 0
64 0
65 0
66 0
67 0
68 0
69 0
70 0
71 0
72 0
73 0
74 0
75 0
76 0
77 0
78 0
79 0
80 0
81 0
testdata/golden/g_CompositeProfile.csv
Vendored
+81
View File
@@ -0,0 +1,81 @@
poc,vah,val
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
nan,nan,nan
99.54309832541462,109.15611885844513,96.33875814773778
99.54309832541462,109.95720390286434,97.13984319215699
111.55937399170276,114.7637141693796,101.94635345867225
111.64283084076067,114.86429037209041,101.97845224677144
111.43255281280342,115.18875576729438,101.10299468795326
99.64854324445065,111.30957290392128,96.46826242823138
98.79546532812748,111.3673640195644,96.50966556604803
98.89130252546786,113.06611964517838,96.5288330055161
98.89130252546786,113.06611964517838,96.5288330055161
98.89130252546786,115.42858916513012,96.5288330055161
121.3347629650095,123.69723248496126,101.25377204541961
121.3347629650095,123.69723248496126,101.25377204541961
121.3347629650095,123.69723248496126,101.25377204541961
121.3347629650095,123.69723248496126,103.61624156537137
121.3347629650095,123.69723248496126,105.97871108532311
121.3347629650095,123.69723248496126,109.52241536525075
121.39836186308636,123.70995226457663,109.84040985563499
121.54253056866325,123.738786005692,109.46312566500511
121.7844846291034,123.78717681778004,109.76833149704358
109.41757537168279,120.23232045769473,106.7138891001798
109.19378668856066,120.03054999468576,106.87162312296242
121.65993568111494,123.91243355297287,111.14827894577793
121.65993568111494,123.91243355297287,111.89911156973056
121.65993568111494,123.91243355297287,111.89911156973056
121.48741075094989,124.09647541281232,111.05115210350019
121.73020615620499,124.72291698190548,110.75693312863649
123.17918660976211,124.27023949490253,110.08655198807718
109.19026351021895,122.04880863880511,106.85234621411239
109.26633077089463,122.45957184645371,106.86755966624752
109.2676162653639,123.66641326669901,106.86781676514137
109.2676162653639,126.06621276692154,106.86781676514137
132.06571151747784,134.46551101770035,111.66741576558641
132.06571151747784,134.46551101770035,111.66741576558641
132.06571151747784,134.46551101770035,111.66741576558641
132.06571151747784,134.46551101770035,112.86731551569767
132.06571151747784,134.46551101770035,115.2671150159202
132.06571151747784,134.46551101770035,118.86681426625398
132.06571151747784,134.46551101770035,120.06671401636524
132.17538035582595,134.48744478536997,120.61505820810581
132.4201717623333,134.53640306667145,120.78089958847339
120.87345097836938,130.94519994986956,117.21099680691476
120.87885723654206,130.08097852705922,117.81148347303635
121.3368439577556,129.49980537856663,117.62640694829605
131.7260675842424,133.9523297899181,122.07893135964753
131.7260675842424,133.9523297899181,122.07893135964753
120.91959594913983,131.5051570876435,119.29104808167772
132.9299032315107,134.82984747201505,121.53023778848481
120.94401717512378,131.48302839733432,117.78231380846061
121.24214456264362,131.49386794482697,117.82490343524917
121.45832348261571,132.26593551615588,117.85578613810232
121.53062329152147,132.5241491193907,117.86611468223171
121.53062329152147,136.18865772868045,117.86611468223171
121.53062329152147,139.8531663379702,117.86611468223171
121.53062329152147,141.07466920773345,117.86611468223171
121.53062329152147,141.07466920773345,117.86611468223171
142.2961720774967,145.96068068678645,122.7521261612847
142.2961720774967,145.96068068678645,126.41663477057446
142.2961720774967,145.96068068678645,128.85964051010095
142.3980876313401,145.9752400516212,130.47424623040308
142.5728403530215,146.00020472614713,130.00583765156082
129.97750876312355,142.82441716973867,127.83635736202103
1 poc vah val
2 nan nan nan
3 nan nan nan
4 nan nan nan
5 nan nan nan
6 nan nan nan
7 nan nan nan
8 nan nan nan
9 nan nan nan
10 nan nan nan
11 nan nan nan
12 nan nan nan
13 nan nan nan
14 nan nan nan
15 nan nan nan
16 nan nan nan
17 nan nan nan
18 nan nan nan
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testdata/golden/g_ConcealingBabySwallow.csv
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testdata/golden/g_ConditionalValueAtRisk.csv
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ConditionalValueAtRisk
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testdata/golden/g_ConnorsRsi.csv
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ConnorsRsi
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testdata/golden/g_Coppock.csv
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Coppock
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testdata/golden/g_CorrelationTrendIndicator.csv
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CorrelationTrendIndicator
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testdata/golden/g_Counterattack.csv
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Counterattack
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testdata/golden/g_Crab.csv
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testdata/golden/g_CumulativeVolumeDelta.csv
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CumulativeVolumeDelta
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testdata/golden/g_CumulativeVolumeIndex.csv
Vendored
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CumulativeVolumeIndex
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testdata/golden/g_CupAndHandle.csv
Vendored
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View File
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testdata/golden/g_CyberneticCycle.csv
Vendored
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CyberneticCycle
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testdata/golden/g_Cypher.csv
Vendored
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View File
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testdata/golden/g_DayOfWeekProfile.csv
Vendored
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profile
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testdata/golden/g_DemandIndex.csv
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