feat: add 8 new indicators with full integration

New indicators: - HWC (Holt-Winters Channel) — channels, 27 tests - VWMACD (Volume-Weighted MACD) — momentum, 38 tests - Squeeze Pro — oscillators, 69 tests - BW_MFI (Bill Williams MFI) — oscillators - DSTOCH (Double Stochastic) — oscillators - ATRSTOP (ATR Trailing Stop) — reversals - VSTOP (Volatility Stop) — reversals - Convexity (Beta Convexity) — statistics, 23 tests Integration: - Python bridge: Exports.cs, _bridge.py, wrapper modules - Documentation: _sidebar.md, _index.md pages, SPEC.md - All analyzer warnings fixed (MA0074, xUnit2013, S2699) Build: 0 warnings, 0 errors | Tests: 15,933 passed, 0 failed
2026-08-25 22:08:05 +00:00 · 2026-03-17 08:35:29 -07:00
parent 6f0a339c9b
commit 15f4bb90f3
71 changed files with 10194 additions and 44 deletions
@@ -0,0 +1,82 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public sealed class ConvexityIndicatorTests
+{
+    [Fact]
+    public void Constructor_SetsDefaults()
+    {
+        var ind = new ConvexityIndicator();
+        Assert.Equal("CONVEXITY - Beta Convexity", ind.Name);
+        Assert.True(ind.SeparateWindow);
+        Assert.Equal(20, ind.Period);
+        Assert.True(ind.ShowColdValues);
+    }
+
+    [Fact]
+    public void MinHistoryDepths_EqualsZero()
+    {
+        Assert.Equal(0, ConvexityIndicator.MinHistoryDepths);
+        IWatchlistIndicator w = new ConvexityIndicator();
+        Assert.Equal(0, w.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void ShortName_IncludesParameters()
+    {
+        var ind = new ConvexityIndicator { Period = 30 };
+        ind.Initialize();
+        Assert.Contains("CONVEXITY", ind.ShortName, StringComparison.Ordinal);
+        Assert.Contains("30", ind.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void SourceCodeLink_IsValid()
+    {
+        var ind = new ConvexityIndicator();
+        Assert.Contains("github.com", ind.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Convexity.Quantower.cs", ind.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void Initialize_CreatesLineSeries()
+    {
+        var ind = new ConvexityIndicator();
+        ind.Initialize();
+        Assert.Equal(5, ind.LinesSeries.Count);
+    }
+
+    [Fact]
+    public void ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var ind = new ConvexityIndicator { Period = 5 };
+        ind.Initialize();
+
+        for (int i = 0; i < 10; i++)
+        {
+            ind.HistoricalData.AddBar(
+                DateTime.UtcNow.AddMinutes(i),
+                100 + i * 0.5, 101 + i * 0.5, 99 + i * 0.5, 100.5 + i * 0.5, 1000);
+        }
+
+        ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        double val = ind.LinesSeries[0].GetValue(0);
+        Assert.True(double.IsFinite(val));
+    }
+
+    [Fact]
+    public void ProcessUpdate_NewBar_ComputesValue()
+    {
+        var ind = new ConvexityIndicator { Period = 3 };
+        ind.Initialize();
+
+        ind.HistoricalData.AddBar(DateTime.UtcNow, 100, 101, 99, 100.5, 1000);
+        ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        ind.HistoricalData.AddBar(DateTime.UtcNow.AddMinutes(1), 101, 102, 100, 101.5, 1100);
+        ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.True(double.IsFinite(ind.LinesSeries[0].GetValue(0)));
+    }
+}