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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.
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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namespace QuanTAlib.Tests;
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public sealed class DpoIndicatorTests
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{
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[Fact]
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public void DpoIndicator_Constructor_SetsDefaults()
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{
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var indicator = new DpoIndicator();
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Assert.Equal(20, indicator.Period);
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("DPO - Detrended Price Oscillator", 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 DpoIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new DpoIndicator { Period = 20 };
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Assert.Equal(0, DpoIndicator.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 DpoIndicator_ShortName_IncludesParameters()
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{
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var indicator = new DpoIndicator { Period = 10 };
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indicator.Initialize();
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Assert.Contains("DPO", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void DpoIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new DpoIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
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Assert.Contains("Dpo.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
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}
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[Fact]
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public void DpoIndicator_Initialize_CreatesInternalDpo()
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{
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var indicator = new DpoIndicator { Period = 10 };
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indicator.Initialize();
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void DpoIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new DpoIndicator { Period = 5 };
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indicator.Initialize();
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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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double value = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(value));
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}
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[Fact]
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public void DpoIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new DpoIndicator { Period = 5 };
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indicator.Initialize();
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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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}
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void DpoIndicator_Parameters_CanBeChanged()
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{
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var indicator = new DpoIndicator { Period = 20 };
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indicator.Period = 10;
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indicator.Source = SourceType.Open;
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Assert.Equal(10, indicator.Period);
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Assert.Equal(SourceType.Open, indicator.Source);
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Assert.Equal(0, DpoIndicator.MinHistoryDepths);
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}
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}
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