gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-25 05:48:06 +00:00
Code Issues Packages Projects Releases Wiki Activity

python wrapper

Browse Source
This commit is contained in:
Miha Kralj
2026-02-28 14:14:35 -08:00
parent 82e0248eb0
commit 83e9511261
521 changed files with 62395 additions and 15669 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/statistics/cma/Cma.Quantower.Tests.cs
-169
View File
@@ -1,169 +0,0 @@
using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public class CmaIndicatorTests
{
[Fact]
public void CmaIndicator_Constructor_SetsDefaults()
{
var indicator = new CmaIndicator();
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("CMA - Cumulative Moving Average", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void CmaIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new CmaIndicator();
Assert.Equal(0, CmaIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void CmaIndicator_ShortName_IncludesSource()
{
var indicator = new CmaIndicator();
Assert.Contains("CMA", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void CmaIndicator_Initialize_CreatesInternalCma()
{
var indicator = new CmaIndicator();
// Initialize should not throw
indicator.Initialize();
// After init, line series should exist
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void CmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new CmaIndicator();
indicator.Initialize();
// Add historical data
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
// Process update
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
// Line series should have a value
Assert.Equal(1, indicator.LinesSeries[0].Count);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
[Fact]
public void CmaIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new CmaIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void CmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new CmaIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
double firstValue = indicator.LinesSeries[0].GetValue(0);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
double secondValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(firstValue));
Assert.True(double.IsFinite(secondValue));
}
[Fact]
public void CmaIndicator_MultipleUpdates_ProducesCorrectCmaSequence()
{
var indicator = new CmaIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
double[] closes = { 100, 102, 104, 103, 105 };
foreach (var close in closes)
{
indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
now = now.AddMinutes(1);
}
// All values should be finite
for (int i = 0; i < closes.Length; i++)
{
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
}
// Last CMA should be average of all values: (100 + 102 + 104 + 103 + 105) / 5 = 102.8
double lastCma = indicator.LinesSeries[0].GetValue(0);
Assert.Equal(102.8, lastCma, 1e-10);
}
[Fact]
public void CmaIndicator_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 CmaIndicator { Source = source };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
$"Source {source} should produce finite value");
}
}
[Fact]
public void CmaIndicator_CalculatesRunningAverage()
{
var indicator = new CmaIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
// Add bars with known close prices: 10, 20, 30
indicator.HistoricalData.AddBar(now, 10, 10, 10, 10);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
Assert.Equal(10.0, indicator.LinesSeries[0].GetValue(0), 1e-10); // CMA = 10
indicator.HistoricalData.AddBar(now.AddMinutes(1), 20, 20, 20, 20);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(15.0, indicator.LinesSeries[0].GetValue(0), 1e-10); // CMA = (10+20)/2 = 15
indicator.HistoricalData.AddBar(now.AddMinutes(2), 30, 30, 30, 30);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(20.0, indicator.LinesSeries[0].GetValue(0), 1e-10); // CMA = (10+20+30)/3 = 20
}
}
lib/statistics/cma/Cma.Quantower.cs
-52
View File
@@ -1,52 +0,0 @@
using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class CmaIndicator : Indicator, IWatchlistIndicator
{
[IndicatorExtensions.DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Cma _cma = null!;
private readonly LineSeries _series;
private string _sourceName = null!;
private Func<IHistoryItem, double> _priceSelector = null!;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"CMA:{_sourceName}";
public CmaIndicator()
{
OnBackGround = true;
SeparateWindow = false;
Name = "CMA - Cumulative Moving Average";
Description = "Cumulative Moving Average (Running Average)";
_series = new LineSeries(name: "CMA", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
protected override void OnInit()
{
_priceSelector = Source.GetPriceSelector();
_sourceName = Source.ToString();
_cma = new Cma();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
bool isNew = args.IsNewBar();
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
double value = _cma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew).Value;
_series.SetValue(value, _cma.IsHot, ShowColdValues);
}
}