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Myalgomate Pivot Point Add new Type #1

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Myalgomate Pivot Point Add new Type #1

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d7299ca
Myalgomate Pivot Point Add new Type
Dec 21, 2021
e69be35
update Standard Pivot Points
DaveSkender Dec 23, 2021
88969d3
update Rolling PP unit tests
DaveSkender Dec 23, 2021
165ec69
code cleanup
DaveSkender Dec 23, 2021
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2 changes: 1 addition & 1 deletion src/m-r/PivotPoints/PivotPoints.Models.cs
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
using System;
using System;

namespace Skender.Stock.Indicators
{
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4 changes: 3 additions & 1 deletion src/m-r/PivotPoints/PivotPoints.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -126,8 +126,10 @@ internal static TPivotPoint GetPivotPointStandard<TPivotPoint>(
PP = pp,
S1 = pp * 2 - high,
S2 = pp - (high - low),
S3 = low - 2 * (high - pp),
R1 = pp * 2 - low,
R2 = pp + (high - low)
R2 = pp + (high - low),
R3 = high + 2 * (pp - low)
};
}

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Binary file modified tests/indicators/m-r/PivotPoints/PivotPoint.Calc.xlsx
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58 changes: 29 additions & 29 deletions tests/indicators/m-r/PivotPoints/PivotPoints.Tests.cs
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
using System;
using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.VisualStudio.TestTools.UnitTesting;
Expand Down Expand Up @@ -28,70 +28,70 @@ public void Standard()

// sample values
PivotPointsResult r1 = results[19];
Assert.AreEqual(null, r1.R4);
Assert.AreEqual(null, r1.R3);
Assert.AreEqual(null, r1.PP);
Assert.AreEqual(null, r1.S1);
Assert.AreEqual(null, r1.S2);
Assert.AreEqual(null, r1.R1);
Assert.AreEqual(null, r1.R2);
Assert.AreEqual(null, r1.S3);
Assert.AreEqual(null, r1.S4);
Assert.AreEqual(null, r1.R1);
Assert.AreEqual(null, r1.R2);
Assert.AreEqual(null, r1.R3);
Assert.AreEqual(null, r1.R4);

PivotPointsResult r2 = results[20];
Assert.AreEqual(null, r2.R4);
Assert.AreEqual(null, r2.R3);
Assert.AreEqual(214.5000m, Math.Round((decimal)r2.PP, 4));
Assert.AreEqual(211.9800m, Math.Round((decimal)r2.S1, 4));
Assert.AreEqual(209.0000m, Math.Round((decimal)r2.S2, 4));
Assert.AreEqual(206.4800m, Math.Round((decimal)r2.S3, 4));
Assert.AreEqual(null, r2.S4);
Assert.AreEqual(217.4800m, Math.Round((decimal)r2.R1, 4));
Assert.AreEqual(220.0000m, Math.Round((decimal)r2.R2, 4));
Assert.AreEqual(null, r2.S3);
Assert.AreEqual(null, r2.S4);
Assert.AreEqual(222.9800m, Math.Round((decimal)r2.R3, 4));
Assert.AreEqual(null, r2.R4);

PivotPointsResult r3 = results[149];
Assert.AreEqual(null, r3.R4);
Assert.AreEqual(null, r3.R3);
Assert.AreEqual(233.6400m, Math.Round((decimal)r3.PP, 4));
Assert.AreEqual(230.8100m, Math.Round((decimal)r3.S1, 4));
Assert.AreEqual(226.3300m, Math.Round((decimal)r3.S2, 4));
Assert.AreEqual(223.5000m, Math.Round((decimal)r3.S3, 4));
Assert.AreEqual(null, r3.S4);
Assert.AreEqual(238.1200m, Math.Round((decimal)r3.R1, 4));
Assert.AreEqual(240.9500m, Math.Round((decimal)r3.R2, 4));
Assert.AreEqual(null, r3.S3);
Assert.AreEqual(null, r3.S4);
Assert.AreEqual(245.4300m, Math.Round((decimal)r3.R3, 4));
Assert.AreEqual(null, r3.R4);

PivotPointsResult r4 = results[250];
Assert.AreEqual(null, r4.R4);
Assert.AreEqual(null, r4.R3);
Assert.AreEqual(251.2767m, Math.Round((decimal)r4.PP, 4));
Assert.AreEqual(247.6133m, Math.Round((decimal)r4.S1, 4));
Assert.AreEqual(241.2867m, Math.Round((decimal)r4.S2, 4));
Assert.AreEqual(237.6233m, Math.Round((decimal)r4.S3, 4));
Assert.AreEqual(null, r4.S4);
Assert.AreEqual(257.6033m, Math.Round((decimal)r4.R1, 4));
Assert.AreEqual(261.2667m, Math.Round((decimal)r4.R2, 4));
Assert.AreEqual(null, r4.S3);
Assert.AreEqual(null, r4.S4);
Assert.AreEqual(267.5933m, Math.Round((decimal)r4.R3, 4));
Assert.AreEqual(null, r4.R4);

PivotPointsResult r5 = results[251];
Assert.AreEqual(null, r5.R4);
Assert.AreEqual(null, r5.R3);
Assert.AreEqual(255.1967m, Math.Round((decimal)r5.PP, 4));
Assert.AreEqual(251.6933m, Math.Round((decimal)r5.S1, 4));
Assert.AreEqual(246.3667m, Math.Round((decimal)r5.S2, 4));
Assert.AreEqual(242.8633m, Math.Round((decimal)r5.S3, 4));
Assert.AreEqual(null, r5.S4);
Assert.AreEqual(260.5233m, Math.Round((decimal)r5.R1, 4));
Assert.AreEqual(264.0267m, Math.Round((decimal)r5.R2, 4));
Assert.AreEqual(null, r5.S3);
Assert.AreEqual(null, r5.S4);
Assert.AreEqual(269.3533m, Math.Round((decimal)r5.R3, 4));
Assert.AreEqual(null, r5.R4);

PivotPointsResult r6 = results[501];
Assert.AreEqual(null, r6.R4);
Assert.AreEqual(null, r6.R3);
Assert.AreEqual(266.6767m, Math.Round((decimal)r6.PP, 4));
Assert.AreEqual(258.9633m, Math.Round((decimal)r6.S1, 4));
Assert.AreEqual(248.9667m, Math.Round((decimal)r6.S2, 4));
Assert.AreEqual(241.2533m, Math.Round((decimal)r6.S3, 4));
Assert.AreEqual(null, r6.S4);
Assert.AreEqual(276.6733m, Math.Round((decimal)r6.R1, 4));
Assert.AreEqual(284.3867m, Math.Round((decimal)r6.R2, 4));
Assert.AreEqual(null, r6.S3);
Assert.AreEqual(null, r6.S4);
Assert.AreEqual(294.3833m, Math.Round((decimal)r6.R3, 4));
Assert.AreEqual(null, r6.R4);
}

[TestMethod]
Expand Down Expand Up @@ -419,15 +419,15 @@ public void Removed()
Assert.AreEqual(482, results.Count);

PivotPointsResult last = results.LastOrDefault();
Assert.AreEqual(null, last.R4);
Assert.AreEqual(null, last.R3);
Assert.AreEqual(266.6767m, Math.Round((decimal)last.PP, 4));
Assert.AreEqual(258.9633m, Math.Round((decimal)last.S1, 4));
Assert.AreEqual(248.9667m, Math.Round((decimal)last.S2, 4));
Assert.AreEqual(241.2533m, Math.Round((decimal)last.S3, 4));
Assert.AreEqual(null, last.S4);
Assert.AreEqual(276.6733m, Math.Round((decimal)last.R1, 4));
Assert.AreEqual(284.3867m, Math.Round((decimal)last.R2, 4));
Assert.AreEqual(null, last.S3);
Assert.AreEqual(null, last.S4);
Assert.AreEqual(294.3833m, Math.Round((decimal)last.R3, 4));
Assert.AreEqual(null, last.R4);
}

[TestMethod]
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Binary file modified tests/indicators/m-r/RollingPivots/RollingPivots.Calc.xlsx
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50 changes: 25 additions & 25 deletions tests/indicators/m-r/RollingPivots/RollingPivots.Tests.cs
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
using System;
using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.VisualStudio.TestTools.UnitTesting;
Expand Down Expand Up @@ -30,59 +30,59 @@ public void Standard()

// sample values
RollingPivotsResult r1 = results[19];
Assert.AreEqual(null, r1.R4);
Assert.AreEqual(null, r1.R3);
Assert.AreEqual(null, r1.PP);
Assert.AreEqual(null, r1.S1);
Assert.AreEqual(null, r1.S2);
Assert.AreEqual(null, r1.R1);
Assert.AreEqual(null, r1.R2);
Assert.AreEqual(null, r1.S3);
Assert.AreEqual(null, r1.S4);
Assert.AreEqual(null, r1.R1);
Assert.AreEqual(null, r1.R2);
Assert.AreEqual(null, r1.R3);
Assert.AreEqual(null, r1.R4);

RollingPivotsResult r2 = results[20];
Assert.AreEqual(null, r2.R4);
Assert.AreEqual(null, r2.R3);
Assert.AreEqual(213.6367m, Math.Round((decimal)r2.PP, 4));
Assert.AreEqual(212.1033m, Math.Round((decimal)r2.S1, 4));
Assert.AreEqual(209.9867m, Math.Round((decimal)r2.S2, 4));
Assert.AreEqual(208.4533m, Math.Round((decimal)r2.S3, 4));
Assert.AreEqual(null, r2.S4);
Assert.AreEqual(215.7533m, Math.Round((decimal)r2.R1, 4));
Assert.AreEqual(217.2867m, Math.Round((decimal)r2.R2, 4));
Assert.AreEqual(null, r2.S3);
Assert.AreEqual(null, r2.S4);
Assert.AreEqual(219.4033m, Math.Round((decimal)r2.R3, 4));
Assert.AreEqual(null, r2.R4);

RollingPivotsResult r3 = results[149];
Assert.AreEqual(null, r3.R4);
Assert.AreEqual(null, r3.R3);
Assert.AreEqual(233.6333m, Math.Round((decimal)r3.PP, 4));
Assert.AreEqual(231.3567m, Math.Round((decimal)r3.S1, 4));
Assert.AreEqual(227.3733m, Math.Round((decimal)r3.S2, 4));
Assert.AreEqual(225.0967m, Math.Round((decimal)r3.S3, 4));
Assert.AreEqual(null, r3.S4);
Assert.AreEqual(237.6167m, Math.Round((decimal)r3.R1, 4));
Assert.AreEqual(239.8933m, Math.Round((decimal)r3.R2, 4));
Assert.AreEqual(null, r3.S3);
Assert.AreEqual(null, r3.S4);
Assert.AreEqual(243.8767m, Math.Round((decimal)r3.R3, 4));
Assert.AreEqual(null, r3.R4);

RollingPivotsResult r4 = results[249];
Assert.AreEqual(null, r4.R4);
Assert.AreEqual(null, r4.R3);
Assert.AreEqual(253.9533m, Math.Round((decimal)r4.PP, 4));
Assert.AreEqual(251.5267m, Math.Round((decimal)r4.S1, 4));
Assert.AreEqual(247.4433m, Math.Round((decimal)r4.S2, 4));
Assert.AreEqual(245.0167m, Math.Round((decimal)r4.S3, 4));
Assert.AreEqual(null, r4.S4);
Assert.AreEqual(258.0367m, Math.Round((decimal)r4.R1, 4));
Assert.AreEqual(260.4633m, Math.Round((decimal)r4.R2, 4));
Assert.AreEqual(null, r4.S3);
Assert.AreEqual(null, r4.S4);
Assert.AreEqual(264.5467m, Math.Round((decimal)r4.R3, 4));
Assert.AreEqual(null, r4.R4);

RollingPivotsResult r5 = results[501];
Assert.AreEqual(null, r5.R4);
Assert.AreEqual(null, r5.R3);
Assert.AreEqual(260.0267m, Math.Round((decimal)r5.PP, 4));
Assert.AreEqual(246.4633m, Math.Round((decimal)r5.S1, 4));
Assert.AreEqual(238.7767m, Math.Round((decimal)r5.S2, 4));
Assert.AreEqual(225.2133m, Math.Round((decimal)r5.S3, 4));
Assert.AreEqual(null, r5.S4);
Assert.AreEqual(267.7133m, Math.Round((decimal)r5.R1, 4));
Assert.AreEqual(281.2767m, Math.Round((decimal)r5.R2, 4));
Assert.AreEqual(null, r5.S3);
Assert.AreEqual(null, r5.S4);
Assert.AreEqual(288.9633m, Math.Round((decimal)r5.R3, 4));
Assert.AreEqual(null, r5.R4);
}

[TestMethod]
Expand Down Expand Up @@ -415,15 +415,15 @@ public void Removed()
Assert.AreEqual(502 - (windowPeriods + offsetPeriods), results.Count);

RollingPivotsResult last = results.LastOrDefault();
Assert.AreEqual(null, last.R4);
Assert.AreEqual(null, last.R3);
Assert.AreEqual(260.0267m, Math.Round((decimal)last.PP, 4));
Assert.AreEqual(246.4633m, Math.Round((decimal)last.S1, 4));
Assert.AreEqual(238.7767m, Math.Round((decimal)last.S2, 4));
Assert.AreEqual(225.2133m, Math.Round((decimal)last.S3, 4));
Assert.AreEqual(null, last.S4);
Assert.AreEqual(267.7133m, Math.Round((decimal)last.R1, 4));
Assert.AreEqual(281.2767m, Math.Round((decimal)last.R2, 4));
Assert.AreEqual(null, last.S3);
Assert.AreEqual(null, last.S4);
Assert.AreEqual(288.9633m, Math.Round((decimal)last.R3, 4));
Assert.AreEqual(null, last.R4);
}

[TestMethod]
Expand Down