feat(dynamics): add PTA - Ehlers Precision Trend Analysis

TASC Sep 2024. Dual 2-pole Butterworth highpass bandpass for near-zero-lag trend extraction. HP(long) - HP(short) preserves cycles between shortPeriod and longPeriod. - Core: Pta.cs with O(1) streaming, Span batch, state rollback - Quantower: PtaIndicator adapter with LineSeries + SetValue - Tests: 31 lib + 11 Quantower (all passing) - Pine: pta.pine PineScript v6 reference - Docs: Pta.md canonical template v3 - Python: Exports.Generated.cs + _bridge.py + dynamics.py - Indexes: _sidebar.md, lib/_index.md, dynamics/_index.md, docs/indicators.md, docs/pinescript.md
2026-08-15 09:08:04 +00:00 · 2026-03-17 17:25:17 -07:00
parent 84d12e5706
commit aec3a64e4e
14 changed files with 1023 additions and 1 deletions
@@ -0,0 +1,156 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class PtaIndicatorTests
+{
+    [Fact]
+    public void PtaIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new PtaIndicator();
+
+        Assert.Equal(250, indicator.LongPeriod);
+        Assert.Equal(40, indicator.ShortPeriod);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("PTA - Ehlers Precision Trend Analysis", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void PtaIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new PtaIndicator();
+
+        Assert.Equal(0, PtaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void PtaIndicator_ShortName_IncludesPeriodsAndSource()
+    {
+        var indicator = new PtaIndicator { LongPeriod = 100, ShortPeriod = 20 };
+
+        Assert.Contains("PTA", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("100", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void PtaIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new PtaIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Pta.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void PtaIndicator_Initialize_CreatesInternalIndicator()
+    {
+        var indicator = new PtaIndicator { LongPeriod = 50, ShortPeriod = 10 };
+
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void PtaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new PtaIndicator { LongPeriod = 50, ShortPeriod = 10 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
+
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void PtaIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new PtaIndicator { LongPeriod = 50, ShortPeriod = 10 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void PtaIndicator_InternalIndicator_HandlesBarCorrection()
+    {
+        var ma = new Pta(50, 10);
+        double[] prices = [100, 102, 99, 103, 97, 104, 98, 105, 97, 106,
+                           101, 103, 98, 104, 96, 105, 99, 107, 98, 108];
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < prices.Length; i++)
+        {
+            ma.Update(new TValue(now.AddMinutes(i).Ticks, prices[i]), isNew: true);
+        }
+
+        double beforeCorrection = ma.Last.Value;
+
+        // Correct last bar with significantly different value
+        ma.Update(new TValue(now.AddMinutes(19).Ticks, 200), isNew: false);
+        double afterCorrection = ma.Last.Value;
+
+        Assert.NotEqual(beforeCorrection, afterCorrection);
+        Assert.True(double.IsFinite(afterCorrection));
+    }
+
+    [Fact]
+    public void PtaIndicator_DifferentSourceTypes()
+    {
+        foreach (SourceType sourceType in new[] { SourceType.Close, SourceType.Open, SourceType.High, SourceType.Low })
+        {
+            var indicator = new PtaIndicator();
+            indicator.Source = sourceType;
+            Assert.Equal(sourceType, indicator.Source);
+        }
+    }
+
+    [Fact]
+    public void PtaIndicator_MultipleHistoricalBars()
+    {
+        var indicator = new PtaIndicator { LongPeriod = 50, ShortPeriod = 10 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i);
+            indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar));
+        }
+
+        Assert.Equal(20, indicator.LinesSeries[0].Count);
+
+        for (int i = 0; i < 20; i++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i)));
+        }
+    }
+
+    [Fact]
+    public void PtaIndicator_PeriodChange_UpdatesConfig()
+    {
+        var indicator = new PtaIndicator();
+        indicator.LongPeriod = 100;
+        Assert.Equal(100, indicator.LongPeriod);
+
+        indicator.ShortPeriod = 20;
+        Assert.Equal(20, indicator.ShortPeriod);
+    }
+}