Add Standardize class for Z-Score normalization and update project files

- Implemented the Standardize class for calculating Z-Score normalization over a specified lookback period. - Updated NDepend badge SVG files to reflect new metrics. - Modified NDepend project files to reference the updated solution file name. - Removed outdated documentation files related to indicator proposals and channel documentation remediation. - Updated workspace configuration to point to the new solution file.
2026-08-26 06:18:05 +00:00 · 2026-02-07 12:47:13 -08:00
parent 58f0812584
commit 915d7a007b
59 changed files with 12387 additions and 698 deletions
@@ -0,0 +1,214 @@
+using TradingPlatform.BusinessLayer;
+using QuanTAlib;
+
+namespace QuanTAlib.Tests;
+
+public class IchimokuIndicatorTests
+{
+    [Fact]
+    public void IchimokuIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new IchimokuIndicator();
+
+        Assert.Equal(9, indicator.TenkanPeriod);
+        Assert.Equal(26, indicator.KijunPeriod);
+        Assert.Equal(52, indicator.SenkouBPeriod);
+        Assert.Equal(26, indicator.Displacement);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("Ichimoku Kinko Hyo", indicator.Name);
+        Assert.False(indicator.SeparateWindow); // Overlay on price chart
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void IchimokuIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new IchimokuIndicator { TenkanPeriod = 10 };
+
+        Assert.Equal(0, IchimokuIndicator.MinHistoryDepths);
+        IWatchlistIndicator watchlistIndicator = indicator;
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void IchimokuIndicator_ShortName_IncludesParameters()
+    {
+        var indicator = new IchimokuIndicator { TenkanPeriod = 9, KijunPeriod = 26, SenkouBPeriod = 52 };
+        indicator.Initialize();
+
+        Assert.Contains("ICHIMOKU", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("9", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("26", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("52", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void IchimokuIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new IchimokuIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Ichimoku.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void IchimokuIndicator_Initialize_CreatesInternalIchimoku()
+    {
+        var indicator = new IchimokuIndicator { TenkanPeriod = 9, KijunPeriod = 26, SenkouBPeriod = 52 };
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist (Tenkan, Kijun, SenkouA, SenkouB, Chikou)
+        Assert.Equal(5, indicator.LinesSeries.Count);
+    }
+
+    [Fact]
+    public void IchimokuIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new IchimokuIndicator { TenkanPeriod = 9, KijunPeriod = 26, SenkouBPeriod = 52 };
+        indicator.Initialize();
+
+        // Add historical data - need enough bars for longest period (SenkouB = 52)
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 60; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+
+            // Process update for each bar to simulate history loading
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Line series should have values
+        double tenkan = indicator.LinesSeries[0].GetValue(0);
+        double kijun = indicator.LinesSeries[1].GetValue(0);
+        double senkouA = indicator.LinesSeries[2].GetValue(0);
+        double senkouB = indicator.LinesSeries[3].GetValue(0);
+        double chikou = indicator.LinesSeries[4].GetValue(0);
+
+        Assert.True(double.IsFinite(tenkan));
+        Assert.True(double.IsFinite(kijun));
+        Assert.True(double.IsFinite(senkouA));
+        Assert.True(double.IsFinite(senkouB));
+        Assert.True(double.IsFinite(chikou));
+    }
+
+    [Fact]
+    public void IchimokuIndicator_FiveLineSeries_HaveCorrectNames()
+    {
+        var indicator = new IchimokuIndicator();
+        indicator.Initialize();
+
+        Assert.Equal(5, indicator.LinesSeries.Count);
+        Assert.Equal("Tenkan-sen", indicator.LinesSeries[0].Name);
+        Assert.Equal("Kijun-sen", indicator.LinesSeries[1].Name);
+        Assert.Equal("Senkou A", indicator.LinesSeries[2].Name);
+        Assert.Equal("Senkou B", indicator.LinesSeries[3].Name);
+        Assert.Equal("Chikou", indicator.LinesSeries[4].Name);
+    }
+
+    [Fact]
+    public void IchimokuIndicator_CustomParameters_AppliesCorrectly()
+    {
+        var indicator = new IchimokuIndicator
+        {
+            TenkanPeriod = 10,
+            KijunPeriod = 30,
+            SenkouBPeriod = 60,
+            Displacement = 30
+        };
+        indicator.Initialize();
+
+        Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("30", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("60", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void IchimokuIndicator_ConstantPrice_ProducesEqualLines()
+    {
+        var indicator = new IchimokuIndicator
+        {
+            TenkanPeriod = 3,
+            KijunPeriod = 5,
+            SenkouBPeriod = 10,
+            Displacement = 5
+        };
+        indicator.Initialize();
+
+        // Add constant price bars
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 15; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 100, 100, 100);
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // All Donchian midpoints should equal 100
+        double tenkan = indicator.LinesSeries[0].GetValue(0);
+        double kijun = indicator.LinesSeries[1].GetValue(0);
+        double senkouA = indicator.LinesSeries[2].GetValue(0);
+        double senkouB = indicator.LinesSeries[3].GetValue(0);
+
+        Assert.Equal(100.0, tenkan, precision: 10);
+        Assert.Equal(100.0, kijun, precision: 10);
+        Assert.Equal(100.0, senkouA, precision: 10);
+        Assert.Equal(100.0, senkouB, precision: 10);
+    }
+
+    [Fact]
+    public void IchimokuIndicator_TrendingMarket_ComputesCorrectly()
+    {
+        var indicator = new IchimokuIndicator
+        {
+            TenkanPeriod = 3,
+            KijunPeriod = 5,
+            SenkouBPeriod = 10,
+            Displacement = 5
+        };
+        indicator.Initialize();
+
+        // Add uptrending bars
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            double basePrice = 100 + i * 2;
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice);
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // In uptrend, faster lines should be higher
+        double tenkan = indicator.LinesSeries[0].GetValue(0);
+        double kijun = indicator.LinesSeries[1].GetValue(0);
+
+        Assert.True(tenkan >= kijun);
+    }
+
+    [Fact]
+    public void IchimokuIndicator_Chikou_EqualsClose()
+    {
+        var indicator = new IchimokuIndicator
+        {
+            TenkanPeriod = 3,
+            KijunPeriod = 5,
+            SenkouBPeriod = 10,
+            Displacement = 5
+        };
+        indicator.Initialize();
+
+        // Add bars with specific close price
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 105.5);
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        double chikou = indicator.LinesSeries[4].GetValue(0);
+        Assert.Equal(105.5, chikou, precision: 10);
+    }
+}