Add Price Volume Trend (PVT) Indicator and Tests

- Implemented the PvtIndicator class for calculating Price Volume Trend in Quantower. - Created unit tests for the Pvt class to validate calculations and state management. - Added validation tests to ensure consistency with OoplesFinance's implementation. - Developed a comprehensive documentation (Pvt.md) explaining the PVT concept, calculations, and usage. - Included methods for batch calculations and streaming updates for PVT.
2026-08-22 04:28:04 +00:00 · 2026-01-28 17:54:43 -08:00
parent dc1902f4d5
commit 76d2b50cbb
39 changed files with 8633 additions and 14 deletions
@@ -0,0 +1,187 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class PviIndicatorTests
+{
+    [Fact]
+    public void PviIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new PviIndicator();
+
+        Assert.Equal("PVI - Positive Volume Index", indicator.Name);
+        Assert.Equal(100, indicator.StartValue);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+        Assert.Equal(2, indicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void PviIndicator_ShortName_ReflectsStartValue()
+    {
+        var indicator = new PviIndicator { StartValue = 1000 };
+        Assert.Equal("PVI(1000)", indicator.ShortName);
+    }
+
+    [Fact]
+    public void PviIndicator_MinHistoryDepths_EqualsTwo()
+    {
+        var indicator = new PviIndicator();
+
+        Assert.Equal(2, indicator.MinHistoryDepths);
+        Assert.Equal(2, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void PviIndicator_Initialize_CreatesInternalPvi()
+    {
+        var indicator = new PviIndicator();
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void PviIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new PviIndicator();
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 30; i++)
+        {
+            // Volume increasing pattern to trigger PVI changes
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 + (i * 1000));
+
+            // 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 val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(double.IsFinite(val));
+    }
+
+    [Fact]
+    public void PviIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new PviIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 30; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000);
+        }
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        // Add new bar with higher volume to trigger PVI update
+        indicator.HistoricalData.AddBar(now.AddMinutes(30), 130, 140, 120, 135, 150000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void PviIndicator_Value_IsPositive()
+    {
+        var indicator = new PviIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 50; i++)
+        {
+            // Create varying price and volume patterns
+            double open = 100 + i;
+            double high = open + 10 + (i % 5);
+            double low = open - 5;
+            double close = (i % 2 == 0) ? high - 1 : low + 1;
+            // Alternate volume up/down to trigger PVI updates
+            double volume = (i % 2 == 0) ? 100000 + (i * 1000) : 100000 - (i * 1000);
+
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, volume);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(val > 0, $"PVI value {val} should be positive");
+    }
+
+    [Fact]
+    public void PviIndicator_CustomStartValue_AffectsResult()
+    {
+        var indicator1 = new PviIndicator { StartValue = 100 };
+        var indicator2 = new PviIndicator { StartValue = 1000 };
+
+        indicator1.Initialize();
+        indicator2.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            indicator1.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 + (i * 2000));
+            indicator2.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 + (i * 2000));
+
+            indicator1.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            indicator2.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double val1 = indicator1.LinesSeries[0].GetValue(0);
+        double val2 = indicator2.LinesSeries[0].GetValue(0);
+
+        // Ratio should be approximately 10:1
+        Assert.Equal(10.0, val2 / val1, 1);
+    }
+
+    [Fact]
+    public void PviIndicator_VolumeDecrease_PviUnchanged()
+    {
+        var indicator = new PviIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // First bar
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102, 100000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        double firstVal = indicator.LinesSeries[0].GetValue(0);
+
+        // Second bar with lower volume - PVI should not change
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 110, 100, 108, 80000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        double secondVal = indicator.LinesSeries[0].GetValue(0);
+
+        Assert.Equal(firstVal, secondVal);
+    }
+
+    [Fact]
+    public void PviIndicator_VolumeIncrease_PviUpdates()
+    {
+        var indicator = new PviIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // First bar
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 100000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        double firstVal = indicator.LinesSeries[0].GetValue(0);
+
+        // Second bar with higher volume and higher close - PVI should increase
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 110, 98, 108, 150000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        double secondVal = indicator.LinesSeries[0].GetValue(0);
+
+        Assert.True(secondVal > firstVal, $"PVI should increase when volume increases and price rises: {secondVal} vs {firstVal}");
+    }
+}