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Add validation tests for various volume and momentum indicators

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- Introduced Massi validation tests to ensure mathematical properties hold for the Mass Index indicator.
- Added Va validation tests for Volume Accumulation, checking for finite outputs and correct accumulation behavior.
- Implemented Vf validation tests for Volume Force, verifying outputs for rising and falling prices, and ensuring batch and streaming results match.
- Created Vo validation tests for Volume Oscillator, confirming behavior with constant, increasing, and decreasing volumes.
- Developed Vroc validation tests for Volume Rate of Change, validating outputs for constant volume and changes in volume.
- Updated project file to include new momentum indicators (MACD and RSI) in the compilation.
This commit is contained in:
Miha Kralj
2026-02-12 19:43:09 -08:00
parent 92709ef2ed
commit 951842acca
56 changed files with 12350 additions and 359 deletions
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quantower/Oscillators.csproj
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@@ -20,6 +20,8 @@
<Compile Include="..\lib\trends_FIR\**\*.cs" Exclude="..\lib\trends_FIR\**\*.Tests.cs;..\lib\trends_FIR\**\obj\**;..\lib\trends_FIR\**\bin\**" />
<Compile Include="..\lib\trends_IIR\**\*.cs" Exclude="..\lib\trends_IIR\**\*.Tests.cs;..\lib\trends_IIR\**\obj\**;..\lib\trends_IIR\**\bin\**" />
<Compile Include="..\lib\oscillators\**\*.cs" Exclude="..\lib\oscillators\**\*.Tests.cs;..\lib\oscillators\**\obj\**;..\lib\oscillators\**\bin\**" />
<Compile Include="..\lib\momentum\macd\Macd.cs" />
<Compile Include="..\lib\momentum\rsi\Rsi.cs" />
<Compile Include="..\lib\numerics\highest\*.cs" Exclude="..\lib\numerics\highest\*.Tests.cs" />
<Compile Include="..\lib\numerics\lowest\*.cs" Exclude="..\lib\numerics\lowest\*.Tests.cs" />
<Reference Include="TradingPlatform.BusinessLayer">