public ITaLibOutput <double[]> ChaikinADOscillator(Frequency unitType, int historiesLength, int fastPeriod = 3, int slowPeriod = 10)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] highs = database.CurrentHistory
.Select(bar => bar.PriceHigh)
.ToArray();
double[] lows = database.CurrentHistory
.Select(bar => bar.PriceLow)
.ToArray();
double[] closes = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
double[] volumes = database.CurrentHistory
.Select(bar => bar.Volume)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.AdOsc(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inHigh: highs,
inLow: lows,
inClose: closes,
inVolume: volumes,
optInFastPeriod: fastPeriod,
optInSlowPeriod: slowPeriod,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
/// <summary>
/// Calculation of Chaikin A/D Oscillator indicators
/// </summary>
/// <param name="db">data to calculate AD</param>
/// <param name="name"></param>
public ADOSC(DataBars db, double fastPeriod, double slowPeriod, string name)
: base(db, name)
{
int begin = 0, length = 0;
Core.RetCode retCode = Core.RetCode.UnknownErr;
double[] output = new double[db.Count];
retCode = Core.AdOsc(0, db.Count - 1, db.High.Values, db.Low.Values, db.Close.Values, db.Volume.Values, (int)fastPeriod, (int)slowPeriod, out begin, out length, output);
if (retCode != Core.RetCode.Success)
{
return;
}
//Assign first bar that contains indicator data
FirstValidValue = begin;
this.Name = name;
for (int i = begin, j = 0; j < length; i++, j++)
{
this[i] = output[j];
}
}
public void ChaikinADOscillator()
{
var goodOutputsLine1 = new double[HistoriesLength];
int outBeginningIndex = 0;
int outNBElement = 0;
int fastPeriod = 3;
int slowPeriod = 10;
var GoodOutputsRetCode1 = Core.AdOsc(
FakeDataBase.ManualStartingIndex,
EndingIndex,
PriceHighs,
PriceLows,
ClosingPrices,
Volumes,
fastPeriod,
slowPeriod,
out outBeginningIndex,
out outNBElement,
goodOutputsLine1);
var possiblyBadOutput1 = objectToTest.ChaikinADOscillator(
TestDataFrequency,
HistoriesLength
);
Assert.Equal(GoodOutputsRetCode1, possiblyBadOutput1.Outcome);
Assert.Equal(outBeginningIndex, possiblyBadOutput1.AlgorithmsBeginningIndex);
Assert.Equal(outNBElement, possiblyBadOutput1.NBElement);
for (int i = 0; i < goodOutputsLine1.Length; i++)
{
Assert.Equal(goodOutputsLine1[i], possiblyBadOutput1.Series[i]);
}
//CustomHistory test
FakeDataBase.HistoryIsCustom = true;
FakeDataBase.ManualStartingIndex = 5;
goodOutputsLine1 = new double[HistoriesLength];
var GoodOutputsRetCode2 = Core.AdOsc(
FakeDataBase.ManualStartingIndex,
EndingIndex,
PriceHighs,
PriceLows,
ClosingPrices,
Volumes,
fastPeriod,
slowPeriod,
out outBeginningIndex,
out outNBElement,
goodOutputsLine1);
var possiblyBadOutput2 = objectToTest.ChaikinADOscillator(
TestDataFrequency,
HistoriesLength
);
Assert.Equal(GoodOutputsRetCode2, possiblyBadOutput2.Outcome);
Assert.Equal(outBeginningIndex, possiblyBadOutput2.AlgorithmsBeginningIndex);
Assert.Equal(outNBElement, possiblyBadOutput2.NBElement);
for (int i = 0; i < goodOutputsLine1.Length; i++)
{
Assert.Equal(goodOutputsLine1[i], possiblyBadOutput2.Series[i]);
}
}
