mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-25 13:58:04 +00:00
SIMD Refactor: Merge simd-dev into dev (#55)
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
This commit is contained in:
co-authored by
Claude Opus 4.5
aider
Warp
parent
5bcdf8d614
commit
86fe32a682
@@ -0,0 +1,120 @@
|
||||
using Xunit;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib.Tests;
|
||||
|
||||
public class LogtransIndicatorTests
|
||||
{
|
||||
[Fact]
|
||||
public void LogtransIndicator_Constructor_SetsDefaults()
|
||||
{
|
||||
var indicator = new LogtransIndicator();
|
||||
|
||||
Assert.Equal(SourceType.Close, indicator.Source);
|
||||
Assert.True(indicator.ShowColdValues);
|
||||
Assert.Equal("LOGTRANS - Natural Logarithm", indicator.Name);
|
||||
Assert.True(indicator.SeparateWindow);
|
||||
Assert.True(indicator.OnBackGround);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LogtransIndicator_MinHistoryDepths_IsOne()
|
||||
{
|
||||
var indicator = new LogtransIndicator();
|
||||
Assert.Equal(1, indicator.MinHistoryDepths);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LogtransIndicator_ShortName_IsCorrect()
|
||||
{
|
||||
var indicator = new LogtransIndicator();
|
||||
Assert.Equal("Logtrans", indicator.ShortName);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LogtransIndicator_Initialize_CreatesLineSeries()
|
||||
{
|
||||
var indicator = new LogtransIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
Assert.Single(indicator.LinesSeries);
|
||||
Assert.Equal("Logtrans", indicator.LinesSeries[0].Name);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LogtransIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
|
||||
{
|
||||
var indicator = new LogtransIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, 100);
|
||||
|
||||
var args = new UpdateArgs(UpdateReason.HistoricalBar);
|
||||
indicator.ProcessUpdate(args);
|
||||
|
||||
// Log of 100 is approximately 4.605
|
||||
double value = indicator.LinesSeries[0].GetValue(0);
|
||||
Assert.True(value > 4.0 && value < 5.0);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LogtransIndicator_ProcessUpdate_NewBar_ComputesValue()
|
||||
{
|
||||
var indicator = new LogtransIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, Math.E);
|
||||
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, Math.E);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
|
||||
|
||||
Assert.Equal(2, indicator.LinesSeries[0].Count);
|
||||
// Log of e is 1.0
|
||||
Assert.Equal(1.0, indicator.LinesSeries[0].GetValue(0), 1e-10);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LogtransIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
|
||||
{
|
||||
var indicator = new LogtransIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, 100);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
|
||||
|
||||
Assert.Equal(2, indicator.LinesSeries[0].Count);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LogtransIndicator_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 LogtransIndicator { Source = source };
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
|
||||
Assert.Equal(1, indicator.LinesSeries[0].Count);
|
||||
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user