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https://github.com/mihakralj/QuanTAlib.git
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python wrapper
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Miha Kralj
@@ -1,236 +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 ChangeIndicatorTests
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{
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[Fact]
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public void ChangeIndicator_Constructor_SetsDefaults()
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{
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var indicator = new ChangeIndicator();
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Assert.Equal(1, indicator.Period);
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("CHANGE - Percentage Change", 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 ChangeIndicator_MinHistoryDepths_IsPeriodPlusOne()
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{
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var indicator = new ChangeIndicator { Period = 10 };
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Assert.Equal(11, indicator.MinHistoryDepths);
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}
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[Fact]
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public void ChangeIndicator_ShortName_IncludesPeriod()
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{
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var indicator = new ChangeIndicator { Period = 5 };
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Assert.Equal("CHANGE(5)", indicator.ShortName);
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}
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[Fact]
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public void ChangeIndicator_Initialize_CreatesLineSeries()
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{
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var indicator = new ChangeIndicator();
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indicator.Initialize();
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Assert.Equal(2, indicator.LinesSeries.Count);
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Assert.Equal("Change", 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 ChangeIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new ChangeIndicator();
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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 ChangeIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new ChangeIndicator();
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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 ChangeIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new ChangeIndicator();
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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 ChangeIndicator_MultipleUpdates_ProducesCorrectSequence()
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{
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var indicator = new ChangeIndicator();
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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 ChangeIndicator_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 ChangeIndicator { 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 ChangeIndicator_ShowColdValues_False_SetsNaN()
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{
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var indicator = new ChangeIndicator { 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 ChangeIndicator_Uptrend_ProducesPositiveChange()
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{
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var indicator = new ChangeIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 10; i++)
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{
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double price = 100 + i * 5;
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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 lastChange = indicator.LinesSeries[0].GetValue(0);
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Assert.True(lastChange > 0);
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}
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[Fact]
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public void ChangeIndicator_Downtrend_ProducesNegativeChange()
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{
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var indicator = new ChangeIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 10; i++)
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{
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double price = 200 - i * 5;
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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 lastChange = indicator.LinesSeries[0].GetValue(0);
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Assert.True(lastChange < 0);
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}
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[Fact]
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public void ChangeIndicator_FlatPrices_ProducesZeroChange()
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{
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var indicator = new ChangeIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 5; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double lastChange = indicator.LinesSeries[0].GetValue(0);
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Assert.Equal(0, lastChange);
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}
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[Fact]
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public void ChangeIndicator_KnownChange_Correct()
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{
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var indicator = new ChangeIndicator { Period = 1 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// Add bar at 100
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indicator.HistoricalData.AddBar(now, 100, 100, 100, 100);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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// Add bar at 110 (10% change)
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indicator.HistoricalData.AddBar(now.AddMinutes(1), 110, 110, 110, 110);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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// (110 - 100) / 100 = 0.1
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double change = indicator.LinesSeries[0].GetValue(0);
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Assert.Equal(0.1, change, 5);
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}
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}
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@@ -1,99 +0,0 @@
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using System.Drawing;
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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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/// CHANGE (Percentage Change) Quantower indicator.
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/// Calculates relative price movement over a lookback period.
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/// Formula: (current - past) / past
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/// </summary>
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public class ChangeIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", 0, 1, 999, 1, 0)]
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public int Period { get; set; } = 1;
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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 Change? _change;
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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 => Period + 1;
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public override string ShortName => $"CHANGE({Period})";
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public ChangeIndicator()
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{
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Name = "CHANGE - Percentage Change";
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Description = "Calculates relative price movement: (current - past) / past";
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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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_change = new Change(Period);
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_selector = Source.GetPriceSelector();
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AddLineSeries(new LineSeries("Change", 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 (_change == 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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TValue input = new(item.TimeLeft, value);
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_change.Update(input, isNew);
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bool isHot = _change.IsHot;
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double changeValue = _change.Last.Value; // Cache to avoid repeated property access
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LinesSeries[0].SetValue(changeValue, 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(changeValue);
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LinesSeries[0].SetMarker(0, marker);
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}
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}
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[System.Runtime.CompilerServices.MethodImpl(System.Runtime.CompilerServices.MethodImplOptions.AggressiveInlining)]
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private static IndicatorLineMarker GetMarker(double value)
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{
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if (!double.IsFinite(value))
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{
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return GrayMarker;
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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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