mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-25 22:08:05 +00:00
python wrapper
This commit is contained in:
Miha Kralj
@@ -1,257 +0,0 @@
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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namespace QuanTAlib.Tests;
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public class LinRegIndicatorTests
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{
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[Fact]
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public void LinRegIndicator_Constructor_SetsDefaults()
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{
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var indicator = new LinRegIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.Equal(0, indicator.Offset);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("LinReg - Linear Regression Curve", indicator.Name);
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Assert.False(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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Assert.Equal(SourceType.Close, indicator.Source);
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}
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[Fact]
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public void LinRegIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new LinRegIndicator { Period = 20 };
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Assert.Equal(0, LinRegIndicator.MinHistoryDepths);
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IWatchlistIndicator watchlistIndicator = indicator;
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Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
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}
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[Fact]
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public void LinRegIndicator_Initialize_CreatesInternalLinReg()
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{
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var indicator = new LinRegIndicator { Period = 10 };
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// Initialize should not throw
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indicator.Initialize();
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// After init, line series should exist
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Assert.Single(indicator.LinesSeries);
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Assert.Equal("LinReg", indicator.LinesSeries[0].Name);
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}
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[Fact]
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public void LinRegIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new LinRegIndicator { Period = 5 };
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indicator.Initialize();
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// Add historical data
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var now = DateTime.UtcNow;
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// Need enough bars for Period
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for (int i = 0; i < 20; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
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// Process update for each bar to simulate history loading
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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}
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// Line series should have a value
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double linreg = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(linreg));
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}
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}
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public class LinRegSlopeIndicatorTests
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{
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[Fact]
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public void LinRegSlopeIndicator_Constructor_SetsDefaults()
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{
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var indicator = new LinRegSlopeIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("LinReg Slope", indicator.Name);
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Assert.True(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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Assert.Equal(SourceType.Close, indicator.Source);
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}
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[Fact]
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public void LinRegSlopeIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new LinRegSlopeIndicator { Period = 20 };
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Assert.Equal(0, LinRegSlopeIndicator.MinHistoryDepths);
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IWatchlistIndicator watchlistIndicator = indicator;
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Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
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}
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[Fact]
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public void LinRegSlopeIndicator_Initialize_CreatesInternalLinReg()
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{
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var indicator = new LinRegSlopeIndicator { Period = 10 };
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// Initialize should not throw
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indicator.Initialize();
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// After init, line series should exist
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Assert.Single(indicator.LinesSeries);
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Assert.Equal("Slope", indicator.LinesSeries[0].Name);
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}
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[Fact]
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public void LinRegSlopeIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new LinRegSlopeIndicator { Period = 5 };
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indicator.Initialize();
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// Add historical data
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var now = DateTime.UtcNow;
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// Need enough bars for Period
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for (int i = 0; i < 20; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
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// Process update for each bar to simulate history loading
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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}
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// Line series should have a value
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double slope = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(slope));
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}
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}
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public class LinRegInterceptIndicatorTests
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{
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[Fact]
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public void LinRegInterceptIndicator_Constructor_SetsDefaults()
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{
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var indicator = new LinRegInterceptIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("LinReg Intercept", indicator.Name);
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Assert.True(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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Assert.Equal(SourceType.Close, indicator.Source);
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}
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[Fact]
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public void LinRegInterceptIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new LinRegInterceptIndicator { Period = 20 };
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Assert.Equal(0, LinRegInterceptIndicator.MinHistoryDepths);
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IWatchlistIndicator watchlistIndicator = indicator;
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Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
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}
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[Fact]
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public void LinRegInterceptIndicator_Initialize_CreatesInternalLinReg()
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{
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var indicator = new LinRegInterceptIndicator { Period = 10 };
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// Initialize should not throw
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indicator.Initialize();
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// After init, line series should exist
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Assert.Single(indicator.LinesSeries);
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Assert.Equal("Intercept", indicator.LinesSeries[0].Name);
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}
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[Fact]
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public void LinRegInterceptIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new LinRegInterceptIndicator { Period = 5 };
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indicator.Initialize();
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// Add historical data
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var now = DateTime.UtcNow;
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// Need enough bars for Period
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for (int i = 0; i < 20; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
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// Process update for each bar to simulate history loading
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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}
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// Line series should have a value
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double intercept = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(intercept));
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}
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}
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public class LinRegRSquaredIndicatorTests
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{
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[Fact]
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public void LinRegRSquaredIndicator_Constructor_SetsDefaults()
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{
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var indicator = new LinRegRSquaredIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("LinReg R-Squared", indicator.Name);
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Assert.True(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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Assert.Equal(SourceType.Close, indicator.Source);
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}
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[Fact]
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public void LinRegRSquaredIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new LinRegRSquaredIndicator { Period = 20 };
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Assert.Equal(0, LinRegRSquaredIndicator.MinHistoryDepths);
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IWatchlistIndicator watchlistIndicator = indicator;
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Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
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}
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[Fact]
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public void LinRegRSquaredIndicator_Initialize_CreatesInternalLinReg()
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{
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var indicator = new LinRegRSquaredIndicator { Period = 10 };
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// Initialize should not throw
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indicator.Initialize();
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// After init, line series should exist
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Assert.Single(indicator.LinesSeries);
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Assert.Equal("RSquared", indicator.LinesSeries[0].Name);
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}
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[Fact]
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public void LinRegRSquaredIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new LinRegRSquaredIndicator { Period = 5 };
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indicator.Initialize();
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// Add historical data
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var now = DateTime.UtcNow;
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// Need enough bars for Period
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for (int i = 0; i < 20; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
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// Process update for each bar to simulate history loading
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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}
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// Line series should have a value
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double r2 = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(r2));
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}
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}
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@@ -1,228 +0,0 @@
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using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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[SkipLocalsInit]
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public sealed class LinRegIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int Period { get; set; } = 14;
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[InputParameter("Offset", sortIndex: 2, -2000, 2000, 1, 0)]
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public int Offset { get; set; } = 0;
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[IndicatorExtensions.DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private LinReg _linreg = null!;
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private readonly LineSeries _series;
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private Func<IHistoryItem, double> _priceSelector = null!;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"LinReg({Period})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/linreg/LinReg.Quantower.cs";
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public LinRegIndicator()
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{
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OnBackGround = true;
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SeparateWindow = false;
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Name = "LinReg - Linear Regression Curve";
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Description = "Plots the end point of the linear regression line for each bar.";
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_series = new LineSeries(name: "LinReg", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_linreg = new LinReg(Period, Offset);
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_priceSelector = Source.GetPriceSelector();
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
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double value = _priceSelector(item);
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var time = this.HistoricalData.Time();
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var input = new TValue(time, value);
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TValue result = _linreg.Update(input, args.IsNewBar());
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_series.SetValue(result.Value, _linreg.IsHot, ShowColdValues);
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}
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}
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[SkipLocalsInit]
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public sealed class LinRegSlopeIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int Period { get; set; } = 14;
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[IndicatorExtensions.DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private LinReg _linreg = null!;
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private readonly LineSeries _series;
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private Func<IHistoryItem, double> _priceSelector = null!;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"LinRegSlope({Period})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/linreg/LinReg.Quantower.cs";
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public LinRegSlopeIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "LinReg Slope";
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Description = "Plots the slope of the linear regression line.";
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_series = new LineSeries(name: "Slope", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_linreg = new LinReg(Period);
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_priceSelector = Source.GetPriceSelector();
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
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double value = _priceSelector(item);
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var time = this.HistoricalData.Time();
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var input = new TValue(time, value);
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_linreg.Update(input, args.IsNewBar());
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_series.SetValue(_linreg.Slope, _linreg.IsHot, ShowColdValues);
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}
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}
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[SkipLocalsInit]
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public sealed class LinRegInterceptIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int Period { get; set; } = 14;
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[IndicatorExtensions.DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private LinReg _linreg = null!;
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private readonly LineSeries _series;
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private Func<IHistoryItem, double> _priceSelector = null!;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"LinRegIntercept({Period})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/linreg/LinReg.Quantower.cs";
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public LinRegInterceptIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "LinReg Intercept";
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Description = "Plots the intercept of the linear regression line.";
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_series = new LineSeries(name: "Intercept", color: IndicatorExtensions.Experiments, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_linreg = new LinReg(Period);
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_priceSelector = Source.GetPriceSelector();
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
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double value = _priceSelector(item);
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var time = this.HistoricalData.Time();
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var input = new TValue(time, value);
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_linreg.Update(input, args.IsNewBar());
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_series.SetValue(_linreg.Intercept, _linreg.IsHot, ShowColdValues);
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}
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}
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[SkipLocalsInit]
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public sealed class LinRegRSquaredIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int Period { get; set; } = 14;
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[IndicatorExtensions.DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private LinReg _linreg = null!;
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private readonly LineSeries _series;
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private Func<IHistoryItem, double> _priceSelector = null!;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"LinRegR2({Period})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/linreg/LinReg.Quantower.cs";
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public LinRegRSquaredIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "LinReg R-Squared";
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Description = "Plots the R-Squared (coefficient of determination) of the linear regression line.";
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_series = new LineSeries(name: "RSquared", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_linreg = new LinReg(Period);
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_priceSelector = Source.GetPriceSelector();
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
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double value = _priceSelector(item);
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var time = this.HistoricalData.Time();
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var input = new TValue(time, value);
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_linreg.Update(input, args.IsNewBar());
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_series.SetValue(_linreg.RSquared, _linreg.IsHot, ShowColdValues);
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}
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}
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Block a user