public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(5 + qty);
IEnumerable <FisherTransformResult> r = Indicator.GetFisherTransform(h, 10);
FisherTransformResult l = r.LastOrDefault();
Console.WriteLine("FT on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Fisher);
}
}
public void FisherTransform()
{
foreach (int qty in QuotesQuantities)
{
IEnumerable <Quote> quotes = TestData.GetLongish(qty);
IEnumerable <FisherTransformResult> r = quotes.GetFisherTransform(10);
FisherTransformResult l = r.LastOrDefault();
Console.WriteLine(
"FT(10) on {0:d} with {1,4} periods: {2:N8}",
l.Date, quotes.Count(), l.Fisher);
}
}
