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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 04:28:04 +00:00
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 - Removed outdated documentation files related to indicator proposals and channel documentation remediation.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.
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public class TtmSqueezeIndicatorTests
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{
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[Fact]
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public void TtmSqueezeIndicator_Constructor_SetsDefaults()
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{
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var indicator = new TtmSqueezeIndicator();
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Assert.Equal(20, indicator.BbPeriod);
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Assert.Equal(2.0, indicator.BbMult);
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Assert.Equal(20, indicator.KcPeriod);
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Assert.Equal(1.5, indicator.KcMult);
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Assert.Equal(20, indicator.MomPeriod);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("TTM Squeeze", indicator.Name);
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Assert.True(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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}
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[Fact]
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public void TtmSqueezeIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new TtmSqueezeIndicator { BbPeriod = 20 };
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Assert.Equal(0, TtmSqueezeIndicator.MinHistoryDepths);
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IWatchlistIndicator watchlistIndicator = indicator;
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Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
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}
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[Fact]
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public void TtmSqueezeIndicator_ShortName_IncludesParameters()
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{
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var indicator = new TtmSqueezeIndicator
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{
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BbPeriod = 15,
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BbMult = 1.5,
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KcPeriod = 10,
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KcMult = 2.0,
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MomPeriod = 25
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};
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indicator.Initialize();
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Assert.Contains("TTM_SQZ", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("25", indicator.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void TtmSqueezeIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new TtmSqueezeIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
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Assert.Contains("TtmSqueeze.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
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}
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[Fact]
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public void TtmSqueezeIndicator_Initialize_CreatesInternalSqueeze()
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{
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var indicator = new TtmSqueezeIndicator
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{
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BbPeriod = 14,
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KcPeriod = 14,
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MomPeriod = 14
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};
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// Initialize should not throw
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indicator.Initialize();
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// After init, line series should exist (momentum + squeeze)
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Assert.Equal(2, indicator.LinesSeries.Count);
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}
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[Fact]
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public void TtmSqueezeIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new TtmSqueezeIndicator
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{
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BbPeriod = 5,
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KcPeriod = 5,
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MomPeriod = 5
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};
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indicator.Initialize();
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// Add historical data
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var now = DateTime.UtcNow;
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for (int i = 0; i < 20; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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}
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// Line series should have a value
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double momentum = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(momentum));
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}
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[Fact]
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public void TtmSqueezeIndicator_TwoLineSeries_Exist()
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{
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var indicator = new TtmSqueezeIndicator();
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indicator.Initialize();
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// Should have momentum + squeeze dot series
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Assert.Equal(2, indicator.LinesSeries.Count);
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}
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}
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