Add validation tests for USF and enhance ATR indicator tests

- Introduced Usf.Validation.Tests.cs to validate the USF (Ehlers Ultimate Smoother Filter) for consistency across batch, streaming, and span modes, as well as mathematical properties and coefficient calculations.
- Added comprehensive tests for the ATR indicator in Atr.Quantower.Tests.cs, including constructor validation, historical data processing, and handling of NaN/Infinity inputs.
- Enhanced Atr.Tests.cs with additional tests for iterative corrections, warmup behavior, and true range calculations.
- Updated Atr.cs to ensure warmup period is derived from RMA.
- Added new tests for Adosc in Adosc.Tests.cs to validate handling of NaN and Infinity inputs, and to ensure batch calculations match iterative results.
- Created a new Volatility.csproj to organize volatility-related implementations.
This commit is contained in:
Miha Kralj
2025-12-28 23:33:46 -08:00
parent 3cc2726654
commit 84ff67fb50
22 changed files with 2813 additions and 1284 deletions
+2
View File
@@ -37,6 +37,8 @@
<Compile Include="..\lib\volume\**\*.cs" Exclude="..\lib\volume\**\*.Tests.cs;..\lib\volume\**\*.Validation.Tests.cs;..\lib\volume\**\obj\**;..\lib\volume\**\bin\**" />
<!-- Include statistics implementations -->
<Compile Include="..\lib\statistics\**\*.cs" Exclude="..\lib\statistics\**\*.Tests.cs;..\lib\statistics\**\*.Validation.Tests.cs;..\lib\statistics\**\obj\**;..\lib\statistics\**\bin\**" />
<!-- Include volatility implementations -->
<Compile Include="..\lib\volatility\**\*.cs" Exclude="..\lib\volatility\**\*.Tests.cs;..\lib\volatility\**\*.Validation.Tests.cs;..\lib\volatility\**\obj\**;..\lib\volatility\**\bin\**" />
<!-- Include IndicatorExtensions -->
<Compile Include="IndicatorExtensions.cs" />
</ItemGroup>