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python wrapper

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Miha Kralj
2026-02-28 14:14:35 -08:00
parent 82e0248eb0
commit 83e9511261
521 changed files with 62395 additions and 15669 deletions
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lib/statistics/jb/Jb.Quantower.Tests.cs
-130
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using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public sealed class JbIndicatorTests
{
[Fact]
public void JbIndicator_Constructor_SetsDefaults()
{
var indicator = new JbIndicator();
Assert.Equal(20, indicator.Period);
Assert.True(indicator.ShowColdValues);
Assert.Equal("JB - Jarque-Bera Test", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
Assert.Equal(SourceType.Close, indicator.Source);
}
[Fact]
public void JbIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new JbIndicator { Period = 20 };
Assert.Equal(0, JbIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void JbIndicator_Initialize_CreatesInternalJb()
{
var indicator = new JbIndicator { Period = 10 };
indicator.Initialize();
Assert.Equal(4, indicator.LinesSeries.Count);
Assert.Equal("JB", indicator.LinesSeries[0].Name);
Assert.Equal("10%", indicator.LinesSeries[1].Name);
Assert.Equal("5%", indicator.LinesSeries[2].Name);
Assert.Equal("1%", indicator.LinesSeries[3].Name);
}
[Fact]
public void JbIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new JbIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
double jb = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(jb));
}
[Fact]
public void JbIndicator_DifferentSourceTypes()
{
var indicator = new JbIndicator { Period = 5, Source = SourceType.Open };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
double jb = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(jb));
}
[Fact]
public void JbIndicator_ShortName_IncludesPeriod()
{
var indicator = new JbIndicator { Period = 30 };
Assert.Equal("JB 30", indicator.ShortName);
}
[Fact]
public void JbIndicator_NewBar_UpdatesValue()
{
var indicator = new JbIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
_ = indicator.LinesSeries[0].GetValue(0);
indicator.HistoricalData.AddBar(now.AddMinutes(20), 200, 210, 190, 205);
var newArgs = new UpdateArgs(UpdateReason.NewBar);
indicator.ProcessUpdate(newArgs);
double valueAfter = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(valueAfter));
}
[Fact]
public void JbIndicator_CriticalValueLines_AreSet()
{
var indicator = new JbIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
// Critical value lines should be set
Assert.Equal(4.605, indicator.LinesSeries[1].GetValue(0), 3);
Assert.Equal(5.991, indicator.LinesSeries[2].GetValue(0), 3);
Assert.Equal(9.210, indicator.LinesSeries[3].GetValue(0), 3);
}
}
lib/statistics/jb/Jb.Quantower.cs
-72
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using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class JbIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 3, 2000, 1, 0)]
public int Period { get; set; } = 20;
[IndicatorExtensions.DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Jb _jb = null!;
private readonly LineSeries _series;
private readonly LineSeries _crit10;
private readonly LineSeries _crit05;
private readonly LineSeries _crit01;
private Func<IHistoryItem, double> _priceSelector = null!;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"JB {Period}";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/jb/Jb.Quantower.cs";
public JbIndicator()
{
OnBackGround = true;
SeparateWindow = true;
Name = "JB - Jarque-Bera Test";
Description = "Normality test using skewness and kurtosis. Large values reject normality.";
_series = new LineSeries(name: "JB", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
_crit10 = new LineSeries(name: "10%", color: Color.Gray, width: 1, style: LineStyle.Dash);
_crit05 = new LineSeries(name: "5%", color: Color.Orange, width: 1, style: LineStyle.Dash);
_crit01 = new LineSeries(name: "1%", color: Color.Red, width: 1, style: LineStyle.Solid);
AddLineSeries(_series);
AddLineSeries(_crit10);
AddLineSeries(_crit05);
AddLineSeries(_crit01);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_jb = new Jb(Period);
_priceSelector = Source.GetPriceSelector();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
double value = _priceSelector(item);
var time = this.HistoricalData.Time();
var input = new TValue(time, value);
TValue result = _jb.Update(input, args.IsNewBar());
_series.SetValue(result.Value, _jb.IsHot, ShowColdValues);
_crit10.SetValue(4.605);
_crit05.SetValue(5.991);
_crit01.SetValue(9.210);
}
}