Add Stochastic Oscillator implementation and validation tests

- Implemented Stochastic Oscillator (%K and %D) in Stoch.cs with streaming and batch processing capabilities. - Added validation tests for the Stochastic Oscillator in Stoch.Validation.Tests.cs, ensuring consistency with Skender.Stock.Indicators. - Created documentation for the Stochastic Oscillator in Stoch.md, detailing its mathematical formula, architecture, parameters, and common pitfalls. - Updated project file to include necessary numeric libraries for highest and lowest calculations.
2026-08-20 11:38:05 +00:00 · 2026-02-12 14:29:54 -08:00
parent 653aafacd8
commit 92709ef2ed
73 changed files with 14721 additions and 35 deletions
@@ -0,0 +1,112 @@
+using TradingPlatform.BusinessLayer;
+using QuanTAlib;
+
+namespace QuanTAlib.Tests;
+
+public sealed class BbbIndicatorTests
+{
+    [Fact]
+    public void BbbIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new BbbIndicator();
+
+        Assert.Equal(20, indicator.Period);
+        Assert.Equal(2.0, indicator.Multiplier);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("BBB - Bollinger %B", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void BbbIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new BbbIndicator { Period = 20 };
+
+        Assert.Equal(0, BbbIndicator.MinHistoryDepths);
+        IWatchlistIndicator watchlistIndicator = indicator;
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void BbbIndicator_ShortName_IncludesParameters()
+    {
+        var indicator = new BbbIndicator { Period = 10, Multiplier = 2.5 };
+        indicator.Initialize();
+
+        Assert.Contains("BBB", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("2.5", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void BbbIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new BbbIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Bbb.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void BbbIndicator_Initialize_CreatesInternalBbb()
+    {
+        var indicator = new BbbIndicator { Period = 20, Multiplier = 2.0 };
+
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void BbbIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new BbbIndicator { Period = 5, Multiplier = 2.0 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        double value = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(double.IsFinite(value));
+    }
+
+    [Fact]
+    public void BbbIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new BbbIndicator { Period = 5, Multiplier = 2.0 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+        }
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void BbbIndicator_Parameters_CanBeChanged()
+    {
+        var indicator = new BbbIndicator { Period = 20, Multiplier = 2.0 };
+
+        indicator.Period = 10;
+        indicator.Multiplier = 1.5;
+
+        Assert.Equal(10, indicator.Period);
+        Assert.Equal(1.5, indicator.Multiplier);
+        Assert.Equal(0, BbbIndicator.MinHistoryDepths);
+    }
+}