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python wrapper
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Miha Kralj
@@ -1,224 +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 HighestIndicatorTests
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{
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[Fact]
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public void HighestIndicator_Constructor_SetsDefaults()
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{
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var indicator = new HighestIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.Equal(SourceType.High, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("HIGHEST - Rolling Maximum", indicator.Name);
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Assert.False(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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}
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[Fact]
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public void HighestIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new HighestIndicator { Period = 20 };
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Assert.Equal(20, indicator.MinHistoryDepths);
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}
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[Fact]
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public void HighestIndicator_ShortName_IncludesPeriod()
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{
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var indicator = new HighestIndicator { Period = 14 };
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Assert.Equal("HIGHEST(14)", indicator.ShortName);
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}
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[Fact]
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public void HighestIndicator_Initialize_CreatesLineSeries()
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{
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var indicator = new HighestIndicator();
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indicator.Initialize();
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Assert.Single(indicator.LinesSeries);
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Assert.Equal("Highest", indicator.LinesSeries[0].Name);
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}
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[Fact]
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public void HighestIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new HighestIndicator { Period = 5 };
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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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}
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[Fact]
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public void HighestIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new HighestIndicator { Period = 5 };
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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 HighestIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new HighestIndicator { Period = 5 };
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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 HighestIndicator_MultipleUpdates_ProducesCorrectSequence()
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{
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var indicator = new HighestIndicator { Period = 5 };
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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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110 + i * 2, // High increases
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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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}
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}
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[Fact]
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public void HighestIndicator_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 HighestIndicator { Period = 5, 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 HighestIndicator_ShowColdValues_False_SetsNaN()
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{
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var indicator = new HighestIndicator { Period = 10, 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 HighestIndicator_TracksMaximum_Correctly()
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{
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var indicator = new HighestIndicator { Period = 5, Source = SourceType.High };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// Add bars with increasing highs
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double[] highs = { 100, 105, 110, 108, 112 };
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for (int i = 0; i < highs.Length; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 95, highs[i], 90, 98);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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// The highest should be 112 (most recent bar's high)
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double lastHighest = indicator.LinesSeries[0].GetValue(0);
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Assert.Equal(112, lastHighest);
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}
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[Fact]
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public void HighestIndicator_WindowSlides_Correctly()
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{
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var indicator = new HighestIndicator { Period = 3, Source = SourceType.High };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// Highs: 100, 120, 110, 105, 115
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double[] highs = { 100, 120, 110, 105, 115 };
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for (int i = 0; i < highs.Length; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 95, highs[i], 90, 98);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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// After all bars, window contains [110, 105, 115], highest should be 115
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double lastHighest = indicator.LinesSeries[0].GetValue(0);
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Assert.Equal(115, lastHighest);
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}
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[Fact]
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public void HighestIndicator_DifferentPeriods_Work()
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{
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var periods = new[] { 5, 10, 20, 50 };
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foreach (int period in periods)
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{
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var indicator = new HighestIndicator { Period = period };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < period + 10; 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,
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105 + i,
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95 + i,
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102 + i);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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Assert.Equal(period + 10, indicator.LinesSeries[0].Count);
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}
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}
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}
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@@ -1,62 +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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/// HIGHEST (Rolling Maximum) Quantower indicator.
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/// Calculates the maximum value over a rolling lookback window.
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/// </summary>
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public class HighestIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 0, minimum: 1, maximum: 1000)]
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public int Period { get; set; } = 14;
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[DataSourceInput]
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public SourceType Source { get; set; } = SourceType.High;
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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 Highest? _highest;
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private Func<IHistoryItem, double>? _selector;
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public int MinHistoryDepths => Period;
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public override string ShortName => $"HIGHEST({Period})";
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public HighestIndicator()
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{
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Name = "HIGHEST - Rolling Maximum";
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Description = "Calculates the maximum value over a rolling lookback window";
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SeparateWindow = false;
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OnBackGround = true;
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}
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protected override void OnInit()
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{
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_highest = new Highest(Period);
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_selector = Source.GetPriceSelector();
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AddLineSeries(new LineSeries("Highest", Color.Green, 2, LineStyle.Solid));
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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if (_highest == 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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_highest.Update(input, isNew);
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bool isHot = _highest.IsHot;
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LinesSeries[0].SetValue(_highest.Last.Value, isHot, ShowColdValues);
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}
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}
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