mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 04:28:04 +00:00
python wrapper
This commit is contained in:
Miha Kralj
@@ -1,191 +0,0 @@
|
||||
using Xunit;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib.Tests;
|
||||
|
||||
public class ExptransIndicatorTests
|
||||
{
|
||||
[Fact]
|
||||
public void ExptransIndicator_Constructor_SetsDefaults()
|
||||
{
|
||||
var indicator = new ExptransIndicator();
|
||||
|
||||
Assert.Equal(SourceType.Close, indicator.Source);
|
||||
Assert.True(indicator.ShowColdValues);
|
||||
Assert.Equal("EXPTRANS - Exponential Function", indicator.Name);
|
||||
Assert.True(indicator.SeparateWindow);
|
||||
Assert.True(indicator.OnBackGround);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ExptransIndicator_MinHistoryDepths_IsOne()
|
||||
{
|
||||
var indicator = new ExptransIndicator();
|
||||
Assert.Equal(1, indicator.MinHistoryDepths);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ExptransIndicator_ShortName_IsCorrect()
|
||||
{
|
||||
var indicator = new ExptransIndicator();
|
||||
Assert.Equal("Exptrans", indicator.ShortName);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ExptransIndicator_Initialize_CreatesLineSeries()
|
||||
{
|
||||
var indicator = new ExptransIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
Assert.Single(indicator.LinesSeries);
|
||||
Assert.Equal("Exptrans", indicator.LinesSeries[0].Name);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ExptransIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
|
||||
{
|
||||
var indicator = new ExptransIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 0, 1, -1, 0);
|
||||
|
||||
var args = new UpdateArgs(UpdateReason.HistoricalBar);
|
||||
indicator.ProcessUpdate(args);
|
||||
|
||||
// Exp of 0 is 1.0
|
||||
Assert.Equal(1.0, indicator.LinesSeries[0].GetValue(0), 1e-10);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ExptransIndicator_ProcessUpdate_NewBar_ComputesValue()
|
||||
{
|
||||
var indicator = new ExptransIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 0, 1, -1, 1);
|
||||
indicator.HistoricalData.AddBar(now.AddMinutes(1), 0, 1, -1, 1);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
|
||||
|
||||
Assert.Equal(2, indicator.LinesSeries[0].Count);
|
||||
// Exp of 1 is e (~2.718)
|
||||
Assert.Equal(Math.E, indicator.LinesSeries[0].GetValue(0), 1e-10);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ExptransIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
|
||||
{
|
||||
var indicator = new ExptransIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 0, 1, -1, 0);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
|
||||
|
||||
Assert.Equal(2, indicator.LinesSeries[0].Count);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ExptransIndicator_DifferentSourceTypes_Work()
|
||||
{
|
||||
var sources = new[]
|
||||
{
|
||||
SourceType.Open,
|
||||
SourceType.High,
|
||||
SourceType.Low,
|
||||
SourceType.Close,
|
||||
SourceType.HL2,
|
||||
SourceType.HLC3,
|
||||
};
|
||||
|
||||
foreach (var source in sources)
|
||||
{
|
||||
var indicator = new ExptransIndicator { Source = source };
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 1, 2, 0, 1);
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
|
||||
Assert.Equal(1, indicator.LinesSeries[0].Count);
|
||||
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ExptransIndicator_NaNInput_ProducesFiniteOutput()
|
||||
{
|
||||
var indicator = new ExptransIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
// First add a valid bar to establish last valid value
|
||||
indicator.HistoricalData.AddBar(now, 1, 2, 0, 1);
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
|
||||
// Add bar with NaN close - should use last valid value (1), so exp(1) = e
|
||||
indicator.HistoricalData.AddBar(now.AddMinutes(1), double.NaN, double.NaN, double.NaN, double.NaN);
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
|
||||
|
||||
Assert.Equal(2, indicator.LinesSeries[0].Count);
|
||||
Assert.Equal(Math.E, indicator.LinesSeries[0].GetValue(0), 1e-10);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ExptransIndicator_InfinityInput_ProducesFiniteOutput()
|
||||
{
|
||||
var indicator = new ExptransIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
// First add a valid bar to establish last valid value
|
||||
indicator.HistoricalData.AddBar(now, 1, 2, 0, 1);
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
|
||||
// Add bar with Infinity close - should use last valid value (1), so exp(1) = e
|
||||
indicator.HistoricalData.AddBar(now.AddMinutes(1), double.PositiveInfinity, double.PositiveInfinity, double.NegativeInfinity, double.PositiveInfinity);
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
|
||||
|
||||
Assert.Equal(2, indicator.LinesSeries[0].Count);
|
||||
Assert.Equal(Math.E, indicator.LinesSeries[0].GetValue(0), 1e-10);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ExptransIndicator_NewTick_UpdatesSameBar()
|
||||
{
|
||||
var indicator = new ExptransIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 0, 1, -1, 0);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
double firstValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
// NewTick should recalculate the same bar
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
|
||||
|
||||
// Value should remain consistent (exp(0) = 1)
|
||||
Assert.Equal(1.0, indicator.LinesSeries[0].GetValue(0), 1e-10);
|
||||
Assert.Equal(firstValue, indicator.LinesSeries[0].GetValue(0), 1e-10);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ExptransIndicator_KnownValues_ComputesCorrectly()
|
||||
{
|
||||
var indicator = new ExptransIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
// exp(2) ≈ 7.389
|
||||
indicator.HistoricalData.AddBar(now, 2, 3, 1, 2);
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
|
||||
Assert.Equal(Math.Exp(2), indicator.LinesSeries[0].GetValue(0), 1e-10);
|
||||
}
|
||||
}
|
||||
@@ -1,59 +0,0 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
using static QuanTAlib.IndicatorExtensions;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
/// <summary>
|
||||
/// EXPTRANS (Exponential Function) Quantower indicator.
|
||||
/// Transforms values using the natural exponential function e^x.
|
||||
/// </summary>
|
||||
public class ExptransIndicator : Indicator, IWatchlistIndicator
|
||||
{
|
||||
[DataSourceInput]
|
||||
public SourceType Source { get; set; } = SourceType.Close;
|
||||
|
||||
[InputParameter("Show Cold Values", sortIndex: 100)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Exptrans? _exptrans;
|
||||
private Func<IHistoryItem, double>? _selector;
|
||||
|
||||
public int MinHistoryDepths => 1;
|
||||
public override string ShortName => "Exptrans";
|
||||
|
||||
public ExptransIndicator()
|
||||
{
|
||||
Name = "EXPTRANS - Exponential Function";
|
||||
Description = "Transforms values using the natural exponential function e^x";
|
||||
SeparateWindow = true;
|
||||
OnBackGround = true;
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
_exptrans = new Exptrans();
|
||||
_selector = Source.GetPriceSelector();
|
||||
|
||||
AddLineSeries(new LineSeries("Exptrans", Color.Green, 2, LineStyle.Solid));
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
if (_exptrans == null || _selector == null)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
var item = HistoricalData[0, SeekOriginHistory.End];
|
||||
double value = _selector(item);
|
||||
bool isNew = args.IsNewBar();
|
||||
|
||||
TValue input = new(item.TimeLeft, value);
|
||||
_exptrans.Update(input, isNew);
|
||||
|
||||
bool isHot = _exptrans.IsHot;
|
||||
|
||||
LinesSeries[0].SetValue(_exptrans.Last.Value, isHot, ShowColdValues);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user