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https://github.com/mihakralj/QuanTAlib.git
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python wrapper
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Miha Kralj
@@ -1,218 +0,0 @@
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using Xunit;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public class AccelIndicatorTests
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{
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[Fact]
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public void AccelIndicator_Constructor_SetsDefaults()
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{
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var indicator = new AccelIndicator();
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("ACCEL - Second Derivative (Acceleration)", indicator.Name);
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Assert.True(indicator.SeparateWindow);
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Assert.False(indicator.OnBackGround);
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}
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[Fact]
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public void AccelIndicator_MinHistoryDepths_IsThree()
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{
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var indicator = new AccelIndicator();
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Assert.Equal(3, indicator.MinHistoryDepths);
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}
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[Fact]
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public void AccelIndicator_ShortName_IsAccel()
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{
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var indicator = new AccelIndicator();
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Assert.Equal("ACCEL", indicator.ShortName);
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}
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[Fact]
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public void AccelIndicator_Initialize_CreatesLineSeries()
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{
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var indicator = new AccelIndicator();
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indicator.Initialize();
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Assert.Equal(2, indicator.LinesSeries.Count);
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Assert.Equal("Accel", indicator.LinesSeries[0].Name);
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Assert.Equal("Zero", indicator.LinesSeries[1].Name);
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}
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[Fact]
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public void AccelIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new AccelIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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Assert.Equal(1, indicator.LinesSeries[0].Count);
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Assert.Equal(1, indicator.LinesSeries[1].Count);
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}
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[Fact]
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public void AccelIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new AccelIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void AccelIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new AccelIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void AccelIndicator_MultipleUpdates_ProducesCorrectSequence()
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{
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var indicator = new AccelIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 20; i++)
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{
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indicator.HistoricalData.AddBar(
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now.AddMinutes(i),
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100 + i * 2,
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105 + i * 2,
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95 + i * 2,
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102 + i * 2);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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Assert.Equal(20, indicator.LinesSeries[0].Count);
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for (int i = 0; i < 20; i++)
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{
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i)));
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Assert.Equal(0, indicator.LinesSeries[1].GetValue(i));
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}
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}
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[Fact]
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public void AccelIndicator_DifferentSourceTypes_Work()
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{
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var sources = new[]
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{
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SourceType.Open,
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SourceType.High,
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SourceType.Low,
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SourceType.Close,
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SourceType.HL2,
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SourceType.HLC3,
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};
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foreach (var source in sources)
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{
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var indicator = new AccelIndicator { Source = source };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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Assert.Equal(1, indicator.LinesSeries[0].Count);
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}
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}
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[Fact]
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public void AccelIndicator_ShowColdValues_False_SetsNaN()
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{
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var indicator = new AccelIndicator { ShowColdValues = false };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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Assert.True(double.IsNaN(indicator.LinesSeries[0].GetValue(0)));
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}
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[Fact]
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public void AccelIndicator_LinearTrend_ProducesZeroAcceleration()
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{
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var indicator = new AccelIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// Linear trend: constant slope = zero acceleration
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for (int i = 0; i < 10; i++)
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{
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double price = 100 + i * 5; // constant +5 per bar
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indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double lastAccel = indicator.LinesSeries[0].GetValue(0);
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Assert.Equal(0, lastAccel, 6);
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}
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[Fact]
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public void AccelIndicator_AcceleratingTrend_ProducesPositiveAcceleration()
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{
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var indicator = new AccelIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// Quadratic trend: increasing slope = positive acceleration
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for (int i = 0; i < 10; i++)
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{
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double price = 100 + i * i; // quadratic growth
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indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double lastAccel = indicator.LinesSeries[0].GetValue(0);
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Assert.True(lastAccel > 0);
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}
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[Fact]
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public void AccelIndicator_DeceleratingTrend_ProducesNegativeAcceleration()
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{
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var indicator = new AccelIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// Decelerating trend: decreasing slope = negative acceleration
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for (int i = 0; i < 10; i++)
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{
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double price = 200 - i * i; // quadratic decay
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indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double lastAccel = indicator.LinesSeries[0].GetValue(0);
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Assert.True(lastAccel < 0);
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}
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}
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@@ -1,107 +0,0 @@
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using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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using static QuanTAlib.IndicatorExtensions;
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namespace QuanTAlib;
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/// <summary>
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/// ACCEL (Second Derivative / Acceleration) Quantower indicator.
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/// Measures the rate of change of the rate of change - derivative of slope.
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/// </summary>
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public class AccelIndicator : Indicator, IWatchlistIndicator
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{
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[DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Show Cold Values", sortIndex: 100)]
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public bool ShowColdValues { get; set; } = true;
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private Accel? _accel;
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private Func<IHistoryItem, double>? _selector;
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// Cached markers to avoid per-update allocations
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private static readonly IndicatorLineMarker GreenMarker = new(Color.Green);
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private static readonly IndicatorLineMarker RedMarker = new(Color.Red);
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private static readonly IndicatorLineMarker GrayMarker = new(Color.Gray);
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public int MinHistoryDepths => 3;
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public override string ShortName => "ACCEL";
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public AccelIndicator()
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{
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Name = "ACCEL - Second Derivative (Acceleration)";
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Description = "Measures rate of change of rate of change - derivative of slope";
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SeparateWindow = true;
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OnBackGround = false;
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}
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protected override void OnInit()
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{
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_accel = new Accel();
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_selector = Source.GetPriceSelector();
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AddLineSeries(new LineSeries("Accel", Momentum, 2, LineStyle.Histogramm));
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AddLineSeries(new LineSeries("Zero", Color.Gray, 1, LineStyle.Dot));
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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if (_accel == null || _selector == null)
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{
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return;
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}
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var item = HistoricalData[0, SeekOriginHistory.End];
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double value = _selector(item);
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bool isNew = args.IsNewBar();
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ProcessUpdateCore(item.TimeLeft, value, isNew);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private void ProcessUpdateCore(DateTime time, double value, bool isNew)
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{
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// Validate non-finite inputs - use last valid if not finite
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if (!double.IsFinite(value))
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{
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value = _accel!.Last.Value;
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if (!double.IsFinite(value))
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{
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value = 0.0;
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}
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}
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TValue input = new(time, value);
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_accel!.Update(input, isNew);
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bool isHot = _accel.IsHot;
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double accelValue = _accel.Last.Value; // Cache to avoid repeated property access
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LinesSeries[0].SetValue(accelValue, isHot, ShowColdValues);
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LinesSeries[1].SetValue(0);
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if (isHot || ShowColdValues)
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{
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// Use cached markers to avoid per-update allocations
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IndicatorLineMarker marker = GetMarker(accelValue);
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LinesSeries[0].SetMarker(0, marker);
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}
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private static IndicatorLineMarker GetMarker(double value)
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{
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if (value > 0)
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{
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return GreenMarker;
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}
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if (value < 0)
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{
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return RedMarker;
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}
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return GrayMarker;
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}
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}
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