feat: add DMH (Ehlers Directional Movement with Hann) indicator

2026-08-19 19:18:05 +00:00 · 2026-03-17 13:35:03 -07:00
parent 4552d8529d
commit 4fa29c04b7
15 changed files with 1419 additions and 0 deletions
@@ -0,0 +1,138 @@
+using TradingPlatform.BusinessLayer;
+using QuanTAlib;
+
+namespace QuanTAlib.Tests;
+
+public class DmhIndicatorTests
+{
+    [Fact]
+    public void DmhIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new DmhIndicator();
+
+        Assert.Equal(14, indicator.Period);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("DMH - Ehlers Directional Movement with Hann", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void DmhIndicator_MinHistoryDepths_IsZero()
+    {
+        var indicator = new DmhIndicator { Period = 20 };
+
+        Assert.Equal(0, DmhIndicator.MinHistoryDepths);
+        IWatchlistIndicator watchlistIndicator = indicator;
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void DmhIndicator_ShortName_IncludesPeriod()
+    {
+        var indicator = new DmhIndicator { Period = 20 };
+        indicator.Initialize();
+
+        Assert.Contains("DMH", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void DmhIndicator_Name_ContainsEhlers()
+    {
+        var indicator = new DmhIndicator();
+        Assert.Contains("Ehlers", indicator.Name, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void DmhIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new DmhIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Dmh.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void DmhIndicator_Initialize_CreatesInternalDmh()
+    {
+        var indicator = new DmhIndicator { Period = 14 };
+
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void DmhIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new DmhIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+        }
+
+        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 DmhIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new DmhIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+        }
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        indicator.HistoricalData.AddBar(now.AddMinutes(10), 110, 120, 100, 115);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void DmhIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new DmhIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+        }
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        double firstValue = indicator.LinesSeries[0].GetValue(0);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+        double secondValue = indicator.LinesSeries[0].GetValue(0);
+
+        Assert.True(double.IsFinite(firstValue));
+        Assert.True(double.IsFinite(secondValue));
+    }
+
+    [Fact]
+    public void DmhIndicator_Parameters_CanBeChanged()
+    {
+        var indicator = new DmhIndicator { Period = 14 };
+        Assert.Equal(14, indicator.Period);
+
+        indicator.Period = 20;
+
+        Assert.Equal(20, indicator.Period);
+        Assert.Equal(0, DmhIndicator.MinHistoryDepths);
+    }
+}