Add Choppiness Index (CHOP) implementation and tests

- Implemented ChopIndicator for Quantower with configurable period and cold value display. - Created Chop class for calculating the Choppiness Index with detailed documentation. - Added comprehensive unit tests for Chop functionality, covering various market conditions and edge cases. - Developed markdown documentation for CHOP, detailing its historical context, mathematical foundation, and usage examples. - Established a remediation plan for channel indicators documentation, identifying gaps and prioritizing updates.
2026-08-23 13:08:04 +00:00 · 2026-02-05 19:42:49 -08:00
parent 95838a6435
commit 26280ce80b
73 changed files with 8485 additions and 5254 deletions
@@ -0,0 +1,120 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Quantower.Tests;
+
+public class HtDcphaseIndicatorTests
+{
+    [Fact]
+    public void HtDcphaseIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new HtDcphaseIndicator();
+
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("HT_DCPHASE - Hilbert Transform Dominant Cycle Phase", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void HtDcphaseIndicator_MinHistoryDepths_EqualsLookback()
+    {
+        var indicator = new HtDcphaseIndicator();
+
+        Assert.Equal(63, HtDcphaseIndicator.MinHistoryDepths);
+        Assert.Equal(63, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void HtDcphaseIndicator_ShortName_IsFixed()
+    {
+        var indicator = new HtDcphaseIndicator();
+        Assert.Equal("HT_DCPHASE", indicator.ShortName);
+    }
+
+    [Fact]
+    public void HtDcphaseIndicator_Initialize_CreatesInternalHtDcphase()
+    {
+        var indicator = new HtDcphaseIndicator();
+
+        indicator.Initialize();
+
+        // 2 line series: DCPhase + Zero
+        Assert.Equal(2, indicator.LinesSeries.Count);
+    }
+
+    [Fact]
+    public void HtDcphaseIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new HtDcphaseIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
+
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void HtDcphaseIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new HtDcphaseIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void HtDcphaseIndicator_ProcessUpdate_NewTick_NoThrow()
+    {
+        var indicator = new HtDcphaseIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        double first = indicator.LinesSeries[0].GetValue(0);
+
+        // simulate same-bar update should not advance or corrupt; value remains finite
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+        double second = indicator.LinesSeries[0].GetValue(0);
+
+        Assert.True(double.IsFinite(first));
+        Assert.True(double.IsFinite(second));
+        Assert.Equal(first, second);
+    }
+
+    [Fact]
+    public void HtDcphaseIndicator_MultipleUpdates_ProducesSequence()
+    {
+        var indicator = new HtDcphaseIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        double[] closes = { 100, 102, 104, 103, 105, 106, 107, 108 };
+
+        foreach (var close in closes)
+        {
+            indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            now = now.AddMinutes(1);
+        }
+
+        for (int j = 0; j < indicator.LinesSeries[0].Count; j++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(j)));
+        }
+    }
+}