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.
2026-08-25 05:48:06 +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 +1,113 @@
+using TradingPlatform.BusinessLayer;
+using QuanTAlib;
+
+namespace QuanTAlib.Tests;
+
+public sealed class KdjIndicatorTests
+{
+    [Fact]
+    public void KdjIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new KdjIndicator();
+
+        Assert.Equal(9, indicator.Length);
+        Assert.Equal(3, indicator.Signal);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("KDJ", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void KdjIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new KdjIndicator { Length = 14, Signal = 5 };
+
+        Assert.Equal(0, KdjIndicator.MinHistoryDepths);
+        IWatchlistIndicator watchlistIndicator = indicator;
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void KdjIndicator_ShortName_IncludesParameters()
+    {
+        var indicator = new KdjIndicator { Length = 14, Signal = 5 };
+        indicator.Initialize();
+
+        Assert.Contains("KDJ", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("14", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("5", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void KdjIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new KdjIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Kdj.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void KdjIndicator_Initialize_CreatesInternalKdj()
+    {
+        var indicator = new KdjIndicator { Length = 9, Signal = 3 };
+
+        indicator.Initialize();
+
+        // After init, line series should exist (K, D, J)
+        Assert.Equal(3, indicator.LinesSeries.Count);
+    }
+
+    [Fact]
+    public void KdjIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new KdjIndicator { Length = 5, Signal = 3 };
+        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 k = indicator.LinesSeries[0].GetValue(0);
+        double d = indicator.LinesSeries[1].GetValue(0);
+        double j = indicator.LinesSeries[2].GetValue(0);
+
+        Assert.True(double.IsFinite(k));
+        Assert.True(double.IsFinite(d));
+        Assert.True(double.IsFinite(j));
+    }
+
+    [Fact]
+    public void KdjIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new KdjIndicator { Length = 5, Signal = 3 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Simulate a new bar
+        indicator.HistoricalData.AddBar(now.AddMinutes(10), 110, 120, 100, 115);
+        var newArgs = new UpdateArgs(UpdateReason.NewBar);
+        indicator.ProcessUpdate(newArgs);
+
+        double k = indicator.LinesSeries[0].GetValue(0);
+        double d = indicator.LinesSeries[1].GetValue(0);
+        double j = indicator.LinesSeries[2].GetValue(0);
+
+        Assert.True(double.IsFinite(k));
+        Assert.True(double.IsFinite(d));
+        Assert.True(double.IsFinite(j));
+    }
+}