Refactor and optimize various components of QuanTAlib

- Removed WmaVector class to streamline weighted moving average calculations. - Simplified RingBuffer implementation by removing unnecessary comments and improving clarity. - Enhanced SIMD extensions for better performance and readability. - Updated TBar and TBarSeries classes to improve property calculations and reduce overhead. - Cleaned up TValue struct by removing redundant comments. - Added comprehensive unit tests for IndicatorExtensions and TrimaIndicator to ensure functionality and correctness.
2026-08-12 15:48:05 +00:00 · 2025-12-04 13:49:05 -08:00
parent 3ed35322a5
commit 967096d4f5
27 changed files with 387 additions and 3367 deletions
@@ -0,0 +1,148 @@
+using Xunit;
+using TradingPlatform.BusinessLayer;
+using System.Drawing;
+using System.Reflection;
+
+namespace QuanTAlib.Tests;
+
+public class IndicatorExtensionsTests
+{
+    private class TestIndicator : Indicator
+    {
+        public TestIndicator()
+        {
+            Name = "Test Indicator";
+        }
+    }
+
+    private class TestCoordinatesConverter : ICoordinatesConverter
+    {
+        private readonly DateTime _time;
+        public TestCoordinatesConverter(DateTime time) => _time = time;
+        
+        public DateTime GetTime(int x) => _time;
+        public double GetChartX(DateTime time) => 0;
+        public double GetChartY(double value) => 0;
+    }
+
+    [Fact]
+    public void DataSourceInputAttribute_HasCorrectDefaults()
+    {
+        var attr = new IndicatorExtensions.DataSourceInputAttribute();
+        
+        Assert.Equal("Data source", attr.Name);
+        Assert.Equal(20, attr.SortIndex);
+        Assert.NotNull(attr.Variants);
+        Assert.NotEmpty(attr.Variants);
+    }
+
+    [Fact]
+    public void GetInputValue_ReturnsCorrectValues_ForSourceTypes()
+    {
+        var indicator = new TestIndicator();
+        var now = DateTime.UtcNow;
+        
+        // Open=100, High=110, Low=90, Close=105, Volume=1000
+        indicator.HistoricalData.AddBar(now, 100, 110, 90, 105, 1000);
+        
+        // Ensure Count is updated (mock implementation detail)
+        // The mock HistoricalData.Count reflects added items.
+        // Indicator.Count => HistoricalData.Count.
+        
+        var args = new UpdateArgs(UpdateReason.NewBar);
+
+        // Test each SourceType
+        Assert.Equal(100, IndicatorExtensions.GetInputValue(indicator, args, SourceType.Open).Value);
+        Assert.Equal(110, IndicatorExtensions.GetInputValue(indicator, args, SourceType.High).Value);
+        Assert.Equal(90, IndicatorExtensions.GetInputValue(indicator, args, SourceType.Low).Value);
+        Assert.Equal(105, IndicatorExtensions.GetInputValue(indicator, args, SourceType.Close).Value);
+        
+        // HL2 = (110 + 90) / 2 = 100
+        Assert.Equal(100, IndicatorExtensions.GetInputValue(indicator, args, SourceType.HL2).Value);
+        
+        // OC2 = (100 + 105) / 2 = 102.5
+        Assert.Equal(102.5, IndicatorExtensions.GetInputValue(indicator, args, SourceType.OC2).Value);
+        
+        // OHL3 = (100 + 110 + 90) / 3 = 100
+        Assert.Equal(100, IndicatorExtensions.GetInputValue(indicator, args, SourceType.OHL3).Value);
+        
+        // HLC3 = (110 + 90 + 105) / 3 = 101.666...
+        Assert.Equal(101.66666666666667, IndicatorExtensions.GetInputValue(indicator, args, SourceType.HLC3).Value, 5);
+        
+        // OHLC4 = (100 + 110 + 90 + 105) / 4 = 101.25
+        Assert.Equal(101.25, IndicatorExtensions.GetInputValue(indicator, args, SourceType.OHLC4).Value);
+        
+        // HLCC4 = (110 + 90 + 105 + 105) / 4 = 102.5
+        Assert.Equal(102.5, IndicatorExtensions.GetInputValue(indicator, args, SourceType.HLCC4).Value);
+    }
+
+    [Fact]
+    public void GetInputBar_ReturnsCorrectBar()
+    {
+        var indicator = new TestIndicator();
+        var now = DateTime.UtcNow;
+        
+        indicator.HistoricalData.AddBar(now, 100, 110, 90, 105, 1000);
+        var args = new UpdateArgs(UpdateReason.NewBar);
+
+        var bar = IndicatorExtensions.GetInputBar(indicator, args);
+
+        Assert.Equal(now, bar.AsDateTime);
+        Assert.Equal(100, bar.Open);
+        Assert.Equal(110, bar.High);
+        Assert.Equal(90, bar.Low);
+        Assert.Equal(105, bar.Close);
+        Assert.Equal(1000, bar.Volume);
+    }
+
+    [Fact]
+    public void PaintMethods_DoNotThrow_WithValidGraphics()
+    {
+        // This test attempts to verify that paint methods don't crash.
+        // It requires System.Drawing.Common to be functional.
+        
+        if (!System.Runtime.InteropServices.RuntimeInformation.IsOSPlatform(System.Runtime.InteropServices.OSPlatform.Windows))
+        {
+            // Skip on non-Windows if System.Drawing is not fully supported (GDI+)
+            return; 
+        }
+
+        using var bitmap = new Bitmap(100, 100);
+        using var graphics = Graphics.FromImage(bitmap);
+        
+        var indicator = new TestIndicator();
+        indicator.CurrentChart = new MockChart();
+        
+        // Add some data
+        var now = new DateTime(2024, 1, 1, 12, 0, 0, DateTimeKind.Utc);
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 105);
+        }
+
+        // Setup converter to return a time that exists in our data (e.g. the middle bar)
+        // We added bars at now, now+1min, ..., now+19min.
+        // Let's return now+10min.
+        var validTime = now.AddMinutes(10);
+        indicator.CurrentChart.MainWindow.CoordinatesConverter = new TestCoordinatesConverter(validTime);
+
+        var args = new PaintChartEventArgs(graphics, new Rectangle(0, 0, 100, 100));
+        using var pen = new Pen(Color.Red);
+        
+        // Test PaintHLine
+        IndicatorExtensions.PaintHLine(indicator, args, 100, pen);
+
+        // Test PaintSmoothCurve
+        var series = new LineSeries("Test", Color.Blue, 1, LineStyle.Solid);
+        for (int i = 0; i < 20; i++) series.AddValue(); // Fill with NaNs or values
+        for (int i = 0; i < 20; i++) series.SetValue(100 + i, i); // Set some values
+        
+        IndicatorExtensions.PaintSmoothCurve(indicator, args, series, 0);
+
+        // Test PaintHistogram
+        IndicatorExtensions.PaintHistogram(indicator, args, series, 0);
+
+        // Test DrawText
+        IndicatorExtensions.DrawText(indicator, args, "Test Text");
+    }
+}
@@ -0,0 +1,143 @@
+using Xunit;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class TrimaIndicatorTests
+{
+    [Fact]
+    public void TrimaIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new TrimaIndicator();
+
+        Assert.Equal(10, indicator.Period);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("TRIMA - Triangular Moving Average", indicator.Name);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void TrimaIndicator_MinHistoryDepths_EqualsPeriod()
+    {
+        var indicator = new TrimaIndicator { Period = 20 };
+
+        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void TrimaIndicator_ShortName_IncludesPeriodAndSource()
+    {
+        var indicator = new TrimaIndicator { Period = 15 };
+
+        Assert.Contains("TRIMA", indicator.ShortName);
+        Assert.Contains("15", indicator.ShortName);
+    }
+
+    [Fact]
+    public void TrimaIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new TrimaIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink);
+        Assert.Contains("Trima.Quantower.cs", indicator.SourceCodeLink);
+    }
+
+    [Fact]
+    public void TrimaIndicator_Initialize_CreatesInternalTrima()
+    {
+        var indicator = new TrimaIndicator { Period = 10 };
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void TrimaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new TrimaIndicator { Period = 3 };
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        // Process update
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
+
+        // Line series should have a value
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void TrimaIndicator_MultipleUpdates_ProducesCorrectTrimaSequence()
+    {
+        var indicator = new TrimaIndicator { Period = 3 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        double[] closes = { 100, 102, 104, 103, 105 };
+
+        foreach (var close in closes)
+        {
+            indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            now = now.AddMinutes(1);
+        }
+
+        // All values should be finite
+        for (int i = 0; i < closes.Length; i++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
+        }
+
+        // TRIMA is smoothed, so check last value is reasonable
+        double lastTrima = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(lastTrima >= 100 && lastTrima <= 106);
+    }
+
+    [Fact]
+    public void TrimaIndicator_DifferentSourceTypes_Work()
+    {
+        var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
+
+        foreach (var source in sources)
+        {
+            var indicator = new TrimaIndicator { Period = 3, Source = source };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
+                $"Source {source} should produce finite value");
+        }
+    }
+
+    [Fact]
+    public void TrimaIndicator_Period_CanBeChanged()
+    {
+        var indicator = new TrimaIndicator { Period = 5 };
+        Assert.Equal(5, indicator.Period);
+
+        indicator.Period = 20;
+        Assert.Equal(20, indicator.Period);
+        Assert.Equal(20, indicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void TrimaIndicator_DescriptionIsSet()
+    {
+        var indicator = new TrimaIndicator();
+
+        Assert.Contains("Triangular", indicator.Description);
+    }
+}