add DMI output to ADX #1262

DaveSkender · Nov 11, 2024 · b9c127e · b9c127e
1 parent 54b391b
commit b9c127e
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Showing 4 changed files with 26 additions and 0 deletions.
diff --git a/src/a-d/Adx/Adx.Models.cs b/src/a-d/Adx/Adx.Models.cs
@@ -6,6 +6,7 @@ namespace Skender.Stock.Indicators;
 /// <param name="Timestamp">Gets the timestamp of the result.</param>
 /// <param name="Pdi">Gets the Positive Directional Indicator (PDI) value.</param>
 /// <param name="Mdi">Gets the Negative Directional Indicator (MDI) value.</param>
+/// <param name="Dx">Gets the Directional Index (DX) value.</param>
 /// <param name="Adx">Gets the Average Directional Index (ADX) value.</param>
 /// <param name="Adxr">Gets the Average Directional Movement Rating (ADXR) value.</param>
 [Serializable]
@@ -14,6 +15,7 @@ public record AdxResult
     DateTime Timestamp,
     double? Pdi = null,
     double? Mdi = null,
+    double? Dx = null,
     double? Adx = null,
     double? Adxr = null
 ) : IReusable

diff --git a/src/a-d/Adx/Adx.StaticSeries.cs b/src/a-d/Adx/Adx.StaticSeries.cs
@@ -166,6 +166,7 @@ private static List<AdxResult> CalcAdx(
                 Timestamp: q.Timestamp,
                 Pdi: pdi,
                 Mdi: mdi,
+                Dx: dx.NaN2Null(),
                 Adx: adx.NaN2Null(),
                 Adxr: adxr.NaN2Null());
 

diff --git a/tests/indicators/a-d/Adx/Adx.Calc.xlsx b/tests/indicators/a-d/Adx/Adx.Calc.xlsx
diff --git a/tests/indicators/a-d/Adx/Adx.StaticSeries.Tests.cs b/tests/indicators/a-d/Adx/Adx.StaticSeries.Tests.cs
@@ -10,18 +10,39 @@ public override void Standard()
 
         // proper quantities
         Assert.AreEqual(502, results.Count);
+        Assert.AreEqual(488, results.Count(x => x.Dx != null));
         Assert.AreEqual(475, results.Count(x => x.Adx != null));
         Assert.AreEqual(462, results.Count(x => x.Adxr != null));
 
         // sample values
+        AdxResult r13 = results[13];
+        Assert.AreEqual(null, r13.Pdi);
+        Assert.AreEqual(null, r13.Mdi);
+        Assert.AreEqual(null, r13.Dx);
+        Assert.AreEqual(null, r13.Adx);
+
+        AdxResult r14 = results[14];
+        Assert.AreEqual(21.9669, r14.Pdi.Round(4));
+        Assert.AreEqual(18.5462, r14.Mdi.Round(4));
+        Assert.AreEqual(8.4433, r14.Dx.Round(4));
+        Assert.AreEqual(null, r14.Adx);
+
         AdxResult r19 = results[19];
         Assert.AreEqual(21.0361, r19.Pdi.Round(4));
         Assert.AreEqual(25.0124, r19.Mdi.Round(4));
+        Assert.AreEqual(8.6351, r19.Dx.Round(4));
         Assert.AreEqual(null, r19.Adx);
 
+        AdxResult r26 = results[26];
+        Assert.AreEqual(null, r26.Adx);
+
+        AdxResult r27 = results[27];
+        Assert.AreEqual(15.9459, r27.Adx.Round(4));
+
         AdxResult r29 = results[29];
         Assert.AreEqual(37.9719, r29.Pdi.Round(4));
         Assert.AreEqual(14.1658, r29.Mdi.Round(4));
+        Assert.AreEqual(45.6600, r29.Dx.Round(4));
         Assert.AreEqual(19.7949, r29.Adx.Round(4));
 
         AdxResult r39 = results[39];
@@ -33,12 +54,14 @@ public override void Standard()
         AdxResult r248 = results[248];
         Assert.AreEqual(32.3167, r248.Pdi.Round(4));
         Assert.AreEqual(18.2471, r248.Mdi.Round(4));
+        Assert.AreEqual(27.8255, r248.Dx.Round(4));
         Assert.AreEqual(30.5903, r248.Adx.Round(4));
         Assert.AreEqual(29.1252, r248.Adxr.Round(4));
 
         AdxResult r501 = results[501];
         Assert.AreEqual(17.7565, r501.Pdi.Round(4));
         Assert.AreEqual(31.1510, r501.Mdi.Round(4));
+        Assert.AreEqual(27.3873, r501.Dx.Round(4));
         Assert.AreEqual(34.2987, r501.Adx.Round(4));
     }