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Add eventing support to WMA indicator and implement unit tests for various indicators
- Enhanced WMA indicator with event-driven capabilities using ITValuePublisher interface. - Created a new TODO file listing various indicators and their corresponding libraries. - Added unit tests for DEMA, HMA, TEMA, and WMA indicators to ensure proper functionality. - Implemented tests for handling new bars, ticks, and historical data updates across indicators. - Verified that indicators correctly compute values and handle different source types.
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using System;
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using Xunit;
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namespace QuanTAlib.Tests;
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public class DemaCoverageTests
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{
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[Fact]
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public void Dema_CompensationLogic_IsTriggered()
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{
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// Compensation happens when E <= 1e-10
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// E starts at 1.0 and decays by (1-alpha) each step.
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// We need enough steps to reach 1e-10.
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// If period=10, alpha ~ 0.18, decay ~ 0.81
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// 0.81^n <= 1e-10 => n * log(0.81) <= -10
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// n * -0.09 <= -10 => n >= 111
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int count = 200;
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int period = 10;
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var dema = new Dema(period);
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for (int i = 0; i < count; i++)
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{
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dema.Update(new TValue(DateTime.UtcNow, 100.0));
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}
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// Just ensuring no exception and value is correct
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Assert.Equal(100.0, dema.Last.Value, 1e-9);
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}
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[Fact]
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public void Dema_IsHot_Logic()
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{
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// IsHot happens when E <= 0.05
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// 0.81^n <= 0.05 => n >= 14
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int period = 10;
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var dema = new Dema(period);
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Assert.False(dema.IsHot);
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for (int i = 0; i < 50; i++)
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{
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dema.Update(new TValue(DateTime.UtcNow, 100.0));
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if (i > 30) // Should be hot by now
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{
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Assert.True(dema.IsHot);
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}
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}
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}
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[Fact]
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public void Dema_StaticCalculate_Alpha_Coverage()
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{
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double[] source = new double[100];
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double[] output = new double[100];
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for(int i=0; i<100; i++) source[i] = 100.0;
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// Use alpha overload
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Dema.Calculate(source.AsSpan(), output.AsSpan(), 0.1);
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Assert.Equal(100.0, output[^1], 1e-9);
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}
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[Fact]
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public void Dema_Reset_ClearsState()
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{
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var dema = new Dema(10);
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dema.Update(new TValue(DateTime.UtcNow, 100.0));
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Assert.NotEqual(0, dema.Last.Value);
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dema.Reset();
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Assert.Equal(0, dema.Last.Value);
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Assert.False(dema.IsHot);
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}
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[Fact]
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public void Dema_Constructor_Alpha_Validation()
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{
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Assert.Throws<ArgumentException>(() => new Dema(0.0));
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Assert.Throws<ArgumentException>(() => new Dema(1.1));
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var dema = new Dema(0.5);
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Assert.NotNull(dema);
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}
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}
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