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https://github.com/mihakralj/QuanTAlib.git
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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 LowestIndicatorTests
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{
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[Fact]
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public void LowestIndicator_Constructor_SetsDefaults()
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{
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var indicator = new LowestIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.Equal(SourceType.Low, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("LOWEST - Rolling Minimum", 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 LowestIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new LowestIndicator { 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 LowestIndicator_ShortName_IncludesPeriod()
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{
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var indicator = new LowestIndicator { Period = 14 };
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Assert.Equal("LOWEST(14)", indicator.ShortName);
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}
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[Fact]
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public void LowestIndicator_Initialize_CreatesLineSeries()
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{
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var indicator = new LowestIndicator();
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indicator.Initialize();
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Assert.Single(indicator.LinesSeries);
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Assert.Equal("Lowest", indicator.LinesSeries[0].Name);
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}
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[Fact]
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public void LowestIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new LowestIndicator { 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 LowestIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new LowestIndicator { 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, 92, 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 LowestIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new LowestIndicator { 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 LowestIndicator_MultipleUpdates_ProducesCorrectSequence()
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{
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var indicator = new LowestIndicator { 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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105 - i * 2,
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90 - i * 2, // Low decreases
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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 LowestIndicator_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 LowestIndicator { 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 LowestIndicator_ShowColdValues_False_SetsNaN()
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{
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var indicator = new LowestIndicator { 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 LowestIndicator_TracksMinimum_Correctly()
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{
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var indicator = new LowestIndicator { Period = 5, Source = SourceType.Low };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// Add bars with decreasing lows
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double[] lows = { 100, 95, 90, 92, 88 };
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for (int i = 0; i < lows.Length; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 102, 110, lows[i], 105);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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// The lowest should be 88 (most recent bar's low)
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double lastLowest = indicator.LinesSeries[0].GetValue(0);
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Assert.Equal(88, lastLowest);
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}
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[Fact]
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public void LowestIndicator_WindowSlides_Correctly()
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{
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var indicator = new LowestIndicator { Period = 3, Source = SourceType.Low };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// Lows: 100, 80, 90, 95, 85
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double[] lows = { 100, 80, 90, 95, 85 };
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for (int i = 0; i < lows.Length; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 102, 110, lows[i], 105);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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// After all bars, window contains [90, 95, 85], lowest should be 85
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double lastLowest = indicator.LinesSeries[0].GetValue(0);
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Assert.Equal(85, lastLowest);
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}
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[Fact]
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public void LowestIndicator_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 LowestIndicator { 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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/// LOWEST (Rolling Minimum) Quantower indicator.
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/// Calculates the minimum value over a rolling lookback window.
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/// </summary>
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public class LowestIndicator : 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.Low;
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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 Lowest? _lowest;
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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 => $"LOWEST({Period})";
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public LowestIndicator()
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{
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Name = "LOWEST - Rolling Minimum";
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Description = "Calculates the minimum 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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_lowest = new Lowest(Period);
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_selector = Source.GetPriceSelector();
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AddLineSeries(new LineSeries("Lowest", Color.Red, 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 (_lowest == 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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_lowest.Update(input, isNew);
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bool isHot = _lowest.IsHot;
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LinesSeries[0].SetValue(_lowest.Last.Value, isHot, ShowColdValues);
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}
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}
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