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.
2026-08-21 20:18:05 +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 +1,84 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class ChopIndicatorTests
+{
+    [Fact]
+    public void ChopIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new ChopIndicator();
+
+        Assert.Equal(14, indicator.Period);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("Choppiness Index", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void ChopIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new ChopIndicator { Period = 20 };
+
+        Assert.Equal(0, ChopIndicator.MinHistoryDepths);
+        IWatchlistIndicator watchlistIndicator = indicator;
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void ChopIndicator_ShortName_IncludesParameters()
+    {
+        var indicator = new ChopIndicator { Period = 20 };
+        indicator.Initialize();
+
+        Assert.Contains("CHOP", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void ChopIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new ChopIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Chop.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void ChopIndicator_Initialize_CreatesInternalChop()
+    {
+        var indicator = new ChopIndicator { Period = 14 };
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist (single CHOP line)
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void ChopIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new ChopIndicator { Period = 5 };
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        // Need enough bars for Period
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+
+            // Process update for each bar to simulate history loading
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Line series should have a value
+        double chop = indicator.LinesSeries[0].GetValue(0);
+
+        Assert.True(double.IsFinite(chop));
+        Assert.InRange(chop, 0.0, 100.0);
+    }
+}