Implement ZTEST: One-Sample t-Test Statistic with validation tests

- Added Ztest class to compute the one-sample t-statistic using sample standard deviation with Bessel correction. - Implemented validation tests for Ztest to ensure accuracy against manual calculations and PineScript. - Updated documentation for Ztest, detailing its mathematical foundation, performance profile, and common pitfalls. - Adjusted NDepend badges to reflect changes in code metrics after implementation. - Updated missing indicators report to reflect the completion of statistical indicators, including ZTEST.
2026-08-19 11:08:05 +00:00 · 2026-02-16 16:54:36 -08:00
parent 09ffd31a40
commit b3a64f18fa
73 changed files with 13041 additions and 88 deletions
@@ -0,0 +1,66 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class ModeIndicatorTests
+{
+    [Fact]
+    public void ModeIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new ModeIndicator();
+
+        Assert.Equal(14, indicator.Period);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("Mode - Statistical Mode (Most Frequent Value)", indicator.Name);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+        Assert.Equal(SourceType.Close, indicator.Source);
+    }
+
+    [Fact]
+    public void ModeIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new ModeIndicator { Period = 14 };
+
+        Assert.Equal(0, ModeIndicator.MinHistoryDepths);
+        IWatchlistIndicator watchlistIndicator = indicator;
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void ModeIndicator_Initialize_CreatesInternalMode()
+    {
+        var indicator = new ModeIndicator { Period = 10 };
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+        Assert.Equal("Mode", indicator.LinesSeries[0].Name);
+    }
+
+    [Fact]
+    public void ModeIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new ModeIndicator { Period = 5 };
+        indicator.Initialize();
+
+        // Add historical data with repeating close prices to produce a mode
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            double close = 100 + (i % 3); // cycles 100, 101, 102, 100, 101, ...
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 5, close - 5, close);
+
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Line series should have a value
+        double mode = indicator.LinesSeries[0].GetValue(0);
+
+        // Mode of cycling values should be finite
+        Assert.True(double.IsFinite(mode));
+    }
+}