mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-16 17:48:05 +00:00
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.
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using Xunit;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public class TrimaIndicatorTests
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{
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[Fact]
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public void TrimaIndicator_Constructor_SetsDefaults()
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{
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var indicator = new TrimaIndicator();
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Assert.Equal(10, 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("TRIMA - Triangular Moving Average", indicator.Name);
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Assert.False(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 TrimaIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new TrimaIndicator { Period = 20 };
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Assert.Equal(20, indicator.MinHistoryDepths);
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Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
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}
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[Fact]
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public void TrimaIndicator_ShortName_IncludesPeriodAndSource()
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{
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var indicator = new TrimaIndicator { Period = 15 };
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Assert.Contains("TRIMA", indicator.ShortName);
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Assert.Contains("15", indicator.ShortName);
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}
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[Fact]
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public void TrimaIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new TrimaIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink);
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Assert.Contains("Trima.Quantower.cs", indicator.SourceCodeLink);
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}
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[Fact]
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public void TrimaIndicator_Initialize_CreatesInternalTrima()
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{
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var indicator = new TrimaIndicator { Period = 10 };
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// Initialize should not throw
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indicator.Initialize();
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// After init, line series should exist
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void TrimaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new TrimaIndicator { Period = 3 };
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indicator.Initialize();
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// Add historical data
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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// Process update
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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// Line series should have a value
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Assert.Equal(1, indicator.LinesSeries[0].Count);
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
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}
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[Fact]
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public void TrimaIndicator_MultipleUpdates_ProducesCorrectTrimaSequence()
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{
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var indicator = new TrimaIndicator { Period = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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double[] closes = { 100, 102, 104, 103, 105 };
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foreach (var close in closes)
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{
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indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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now = now.AddMinutes(1);
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}
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// All values should be finite
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for (int i = 0; i < closes.Length; i++)
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{
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
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}
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// TRIMA is smoothed, so check last value is reasonable
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double lastTrima = indicator.LinesSeries[0].GetValue(0);
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Assert.True(lastTrima >= 100 && lastTrima <= 106);
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}
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[Fact]
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public void TrimaIndicator_DifferentSourceTypes_Work()
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{
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var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
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foreach (var source in sources)
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{
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var indicator = new TrimaIndicator { Period = 3, Source = source };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
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$"Source {source} should produce finite value");
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}
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}
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[Fact]
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public void TrimaIndicator_Period_CanBeChanged()
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{
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var indicator = new TrimaIndicator { Period = 5 };
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Assert.Equal(5, indicator.Period);
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indicator.Period = 20;
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Assert.Equal(20, indicator.Period);
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Assert.Equal(20, indicator.MinHistoryDepths);
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}
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[Fact]
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public void TrimaIndicator_DescriptionIsSet()
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{
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var indicator = new TrimaIndicator();
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Assert.Contains("Triangular", indicator.Description);
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}
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}
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