public async Task TestDmiAsync()
{
var equity = await ImportEquityAsync();
var indicator = new DirectionalMovementIndex(equity, 14);
var result = indicator.ComputeByIndex(equity.Count - 1);
Assert.IsTrue(29.50m.IsApproximatelyEquals(result.Pdi.Value));
Assert.IsTrue(7.91m.IsApproximatelyEquals(result.Mdi.Value));
Assert.IsTrue(57.57m.IsApproximatelyEquals(result.Adx.Value));
}
public static IEnumerable <(TimeSeries, Color)> GetIndicators(CandleTimeSeries series
, int indicatorPeriod
, int smoothingPeriod
, DateTime?startDate = null)
{
if (startDate == null)
{
startDate = series.Candles.Min(candle => candle.Start);
}
DirectionalIndicatorPlus diPlus =
DirectionalIndicatorPlus.Create(indicatorPeriod);
TimeSeries diPlusSeries = series.Candles
.Where((candle, index) => index > 0 &&
candle.Start >= startDate)
.Select(candle => new DateValue(candle.Start, diPlus[series, candle.Start]))
.ToTimeSeries(DiPlusIndicatorName);
yield return(diPlusSeries, Color.Blue);
DirectionalIndicatorMinus diMinus =
DirectionalIndicatorMinus.Create(indicatorPeriod);
TimeSeries diMinusSeries = series.Candles
.Where((candle, index) => index > 0 &&
candle.Start >= startDate)
.Select(candle => new DateValue(candle.Start, diMinus[series, candle.Start]))
.ToTimeSeries(DiMinusIndicatorName);
yield return(diMinusSeries, Color.Red);
DirectionalMovementIndex dx = DirectionalMovementIndex.Create(indicatorPeriod);
TimeSeries dxSeries = series.Candles
.Where((candle, index) => index > 0 &&
candle.Start >= startDate)
.Select(candle => new DateValue(candle.Start, dx[series, candle.Start]))
.ToTimeSeries(DxIndicatorName);
yield return(dxSeries, Color.DarkSlateGray);
AverageDirectionalMovementIndex adx =
AverageDirectionalMovementIndex.Create(indicatorPeriod, smoothingPeriod);
TimeSeries adxSeries = series.Candles
.Where((candle, index) => index > 0 &&
candle.Start >= startDate)
.Select(candle => new DateValue(candle.Start, adx[series, candle.Start]))
.ToTimeSeries(AdxIndicatorName);
yield return(adxSeries, Color.DarkGray);
}
