DWMA Indicator implementation and tests

2026-08-23 13:08:04 +00:00 · 2025-12-10 18:22:10 -05:00
parent 81830c9031
commit 8df3480d1f
11 changed files with 525 additions and 31 deletions
@@ -0,0 +1,78 @@
+using Xunit;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class DwmaIndicatorTests
+{
+    [Fact]
+    public void DwmaIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new DwmaIndicator();
+
+        Assert.Equal(10, indicator.Period);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("DWMA - Double Weighted Moving Average", indicator.Name);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void DwmaIndicator_MinHistoryDepths_EqualsTwoTimesPeriod()
+    {
+        var indicator = new DwmaIndicator { Period = 20 };
+
+        Assert.Equal(40, indicator.MinHistoryDepths);
+        Assert.Equal(40, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void DwmaIndicator_ShortName_IncludesPeriodAndSource()
+    {
+        var indicator = new DwmaIndicator { Period = 15 };
+
+        Assert.Contains("DWMA", indicator.ShortName);
+        Assert.Contains("15", indicator.ShortName);
+    }
+
+    [Fact]
+    public void DwmaIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new DwmaIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink);
+        Assert.Contains("Dwma.Quantower.cs", indicator.SourceCodeLink);
+    }
+
+    [Fact]
+    public void DwmaIndicator_Initialize_CreatesInternalDwma()
+    {
+        var indicator = new DwmaIndicator { Period = 10 };
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void DwmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new DwmaIndicator { Period = 3 };
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        // Process update
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
+
+        // Line series should have a value
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
+    }
+}