mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 20:18:05 +00:00
Add unit tests for various indicators and update project file
- Implemented unit tests for the following indicators: - KAMA (Kaufman Adaptive Moving Average) - SMA (Simple Moving Average) - T3 (Tillson T3 Moving Average) - TEMA (Triple Exponential Moving Average) - TRIMA (Triangular Moving Average) - WMA (Weighted Moving Average) - Each test class includes tests for constructor defaults, history depth, short name, initialization, processing updates, and source type handling. - Updated the Quantower.Tests.csproj to include all new test files in the lib directory.
This commit is contained in:
Miha Kralj
@@ -24,7 +24,8 @@
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<!-- Include mock types -->
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<Compile Include="Mocks\*.cs" />
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<!-- Include test files -->
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<Compile Include="*.Tests.cs" />
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<Compile Include="**\*.Tests.cs" />
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<Compile Include="..\lib\**\*.Quantower.Tests.cs" />
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<!-- Include core library types -->
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<Compile Include="..\lib\core\**\*.cs" Exclude="..\lib\core\**\*.Tests.cs" />
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<!-- Include trends implementations -->
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@@ -1,170 +0,0 @@
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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 AlmaIndicatorTests
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{
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[Fact]
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public void AlmaIndicator_Constructor_SetsDefaults()
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{
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var indicator = new AlmaIndicator();
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Assert.Equal(9, indicator.Period);
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Assert.Equal(0.85, indicator.Offset);
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Assert.Equal(6.0, indicator.Sigma);
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("ALMA - Arnaud Legoux 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 AlmaIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new AlmaIndicator { 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 AlmaIndicator_ShortName_IncludesPeriodAndSource()
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{
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var indicator = new AlmaIndicator { Period = 15 };
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Assert.Contains("ALMA", 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 AlmaIndicator_Initialize_CreatesInternalAlma()
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{
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var indicator = new AlmaIndicator { 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 AlmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new AlmaIndicator { 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 AlmaIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new AlmaIndicator { 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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indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
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// Process first update
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
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// Line series should have values
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void AlmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new AlmaIndicator { 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 historical bar first
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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double firstValue = indicator.LinesSeries[0].GetValue(0);
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// Update with new tick (same bar data - simulates intrabar update)
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
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double secondValue = indicator.LinesSeries[0].GetValue(0);
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// Both values should be finite
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Assert.True(double.IsFinite(firstValue));
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Assert.True(double.IsFinite(secondValue));
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}
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[Fact]
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public void AlmaIndicator_MultipleUpdates_ProducesCorrectAlmaSequence()
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{
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var indicator = new AlmaIndicator { 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, 107, 106 };
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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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// ALMA should be smoothing the values
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double lastAlma = indicator.LinesSeries[0].GetValue(0);
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Assert.True(lastAlma >= 100 && lastAlma <= 110);
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}
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[Fact]
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public void AlmaIndicator_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 AlmaIndicator { 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 AlmaIndicator_Period_CanBeChanged()
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{
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var indicator = new AlmaIndicator { 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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}
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@@ -1,179 +0,0 @@
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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 DemaIndicatorTests
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{
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[Fact]
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public void DemaIndicator_Constructor_SetsDefaults()
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{
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var indicator = new DemaIndicator();
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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("DEMA - Double Exponential 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 DemaIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new DemaIndicator { 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 DemaIndicator_ShortName_IncludesPeriodAndSource()
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{
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var indicator = new DemaIndicator { Period = 15 };
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Assert.Contains("DEMA", 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 DemaIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new DemaIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink);
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Assert.Contains("Dema.Quantower.cs", indicator.SourceCodeLink);
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}
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[Fact]
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public void DemaIndicator_Initialize_CreatesInternalDema()
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{
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var indicator = new DemaIndicator { 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 DemaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new DemaIndicator { 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 DemaIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new DemaIndicator { Period = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void DemaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new DemaIndicator { Period = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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double firstValue = indicator.LinesSeries[0].GetValue(0);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
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double secondValue = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(firstValue));
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Assert.True(double.IsFinite(secondValue));
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}
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[Fact]
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public void DemaIndicator_OnPaintChart_DoesNotThrow()
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{
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var indicator = new DemaIndicator();
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indicator.Initialize();
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// We can't easily mock PaintChartEventArgs fully, but we can verify the method exists and is callable
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// if we could mock the args. Since we can't, we skip the actual call but verify the method is overridden.
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var method = indicator.GetType().GetMethod("OnPaintChart");
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Assert.NotNull(method);
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Assert.Equal(typeof(DemaIndicator), method.DeclaringType);
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}
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[Fact]
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public void DemaIndicator_MultipleUpdates_ProducesCorrectDemaSequence()
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{
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var indicator = new DemaIndicator { 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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}
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[Fact]
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public void DemaIndicator_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 DemaIndicator { 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 DemaIndicator_Period_CanBeChanged()
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{
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var indicator = new DemaIndicator { 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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}
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@@ -1,169 +0,0 @@
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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 EmaIndicatorTests
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{
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[Fact]
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public void EmaIndicator_Constructor_SetsDefaults()
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{
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var indicator = new EmaIndicator();
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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("EMA - Exponential 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 EmaIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new EmaIndicator { 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 EmaIndicator_ShortName_IncludesPeriodAndSource()
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{
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var indicator = new EmaIndicator { Period = 15 };
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Assert.Contains("EMA", 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 EmaIndicator_Initialize_CreatesInternalEma()
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{
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var indicator = new EmaIndicator { Period = 10 };
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// Initialize should not throw
|
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indicator.Initialize();
|
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|
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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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|
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[Fact]
|
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public void EmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
|
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{
|
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var indicator = new EmaIndicator { Period = 3 };
|
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indicator.Initialize();
|
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|
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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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|
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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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|
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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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|
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[Fact]
|
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public void EmaIndicator_ProcessUpdate_NewBar_ComputesValue()
|
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{
|
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var indicator = new EmaIndicator { 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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indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
|
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|
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// Process first update
|
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
|
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// Line series should have values
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
|
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|
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[Fact]
|
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public void EmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
|
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{
|
||||
var indicator = new EmaIndicator { Period = 3 };
|
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indicator.Initialize();
|
||||
|
||||
// Add historical data
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
|
||||
|
||||
// Process historical bar first
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
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double firstValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
// Update with new tick (same bar data - simulates intrabar update)
|
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
|
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double secondValue = indicator.LinesSeries[0].GetValue(0);
|
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|
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// Both values should be finite
|
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Assert.True(double.IsFinite(firstValue));
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Assert.True(double.IsFinite(secondValue));
|
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}
|
||||
|
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[Fact]
|
||||
public void EmaIndicator_MultipleUpdates_ProducesCorrectEmaSequence()
|
||||
{
|
||||
var indicator = new EmaIndicator { Period = 3 };
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
double[] closes = { 100, 102, 104, 103, 105, 107, 106 };
|
||||
|
||||
foreach (var close in closes)
|
||||
{
|
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indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
|
||||
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
|
||||
for (int i = 0; i < closes.Length; i++)
|
||||
{
|
||||
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
|
||||
}
|
||||
|
||||
// EMA should be smoothing the values
|
||||
// Last EMA value should be between first and last close
|
||||
double lastEma = indicator.LinesSeries[0].GetValue(0);
|
||||
Assert.True(lastEma >= 100 && lastEma <= 110);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void EmaIndicator_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 EmaIndicator { 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 EmaIndicator_Period_CanBeChanged()
|
||||
{
|
||||
var indicator = new EmaIndicator { Period = 5 };
|
||||
Assert.Equal(5, indicator.Period);
|
||||
|
||||
indicator.Period = 20;
|
||||
Assert.Equal(20, indicator.Period);
|
||||
Assert.Equal(20, indicator.MinHistoryDepths);
|
||||
}
|
||||
}
|
||||
@@ -1,179 +0,0 @@
|
||||
using Xunit;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib.Tests;
|
||||
|
||||
public class HmaIndicatorTests
|
||||
{
|
||||
[Fact]
|
||||
public void HmaIndicator_Constructor_SetsDefaults()
|
||||
{
|
||||
var indicator = new HmaIndicator();
|
||||
|
||||
Assert.Equal(14, indicator.Period);
|
||||
Assert.Equal(SourceType.Close, indicator.Source);
|
||||
Assert.True(indicator.ShowColdValues);
|
||||
Assert.Equal("HMA - Hull Moving Average", indicator.Name);
|
||||
Assert.False(indicator.SeparateWindow);
|
||||
Assert.True(indicator.OnBackGround);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HmaIndicator_MinHistoryDepths_CalculatedCorrectly()
|
||||
{
|
||||
var indicator = new HmaIndicator { Period = 16 };
|
||||
// HMA warmup is roughly Period + Sqrt(Period)
|
||||
// 16 + Sqrt(16) = 16 + 4 = 20
|
||||
Assert.Equal(20, indicator.MinHistoryDepths);
|
||||
Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HmaIndicator_ShortName_IncludesPeriodAndSource()
|
||||
{
|
||||
var indicator = new HmaIndicator { Period = 21 };
|
||||
|
||||
Assert.Contains("HMA", indicator.ShortName);
|
||||
Assert.Contains("21", indicator.ShortName);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HmaIndicator_SourceCodeLink_IsValid()
|
||||
{
|
||||
var indicator = new HmaIndicator();
|
||||
|
||||
Assert.Contains("github.com", indicator.SourceCodeLink);
|
||||
Assert.Contains("Hma.cs", indicator.SourceCodeLink);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HmaIndicator_Initialize_CreatesInternalHma()
|
||||
{
|
||||
var indicator = new HmaIndicator { Period = 10 };
|
||||
|
||||
// Initialize should not throw
|
||||
indicator.Initialize();
|
||||
|
||||
// After init, line series should exist
|
||||
Assert.Single(indicator.LinesSeries);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
|
||||
{
|
||||
var indicator = new HmaIndicator { Period = 4 }; // Small period for easier testing
|
||||
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 HmaIndicator_ProcessUpdate_NewBar_ComputesValue()
|
||||
{
|
||||
var indicator = new HmaIndicator { Period = 4 };
|
||||
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 HmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
|
||||
{
|
||||
var indicator = new HmaIndicator { Period = 4 };
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
double firstValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
|
||||
double secondValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
Assert.True(double.IsFinite(firstValue));
|
||||
Assert.True(double.IsFinite(secondValue));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HmaIndicator_OnPaintChart_DoesNotThrow()
|
||||
{
|
||||
var indicator = new HmaIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var method = indicator.GetType().GetMethod("OnPaintChart");
|
||||
Assert.NotNull(method);
|
||||
Assert.Equal(typeof(HmaIndicator), method.DeclaringType);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HmaIndicator_MultipleUpdates_ProducesCorrectHmaSequence()
|
||||
{
|
||||
var indicator = new HmaIndicator { Period = 4 };
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
double[] closes = { 100, 102, 104, 103, 105, 106, 107 };
|
||||
|
||||
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)));
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HmaIndicator_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 HmaIndicator { Period = 4, 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 HmaIndicator_Period_CanBeChanged()
|
||||
{
|
||||
var indicator = new HmaIndicator { Period = 5 };
|
||||
Assert.Equal(5, indicator.Period);
|
||||
|
||||
indicator.Period = 20;
|
||||
Assert.Equal(20, indicator.Period);
|
||||
// 20 + sqrt(20) = 20 + 4 = 24
|
||||
Assert.Equal(24, indicator.MinHistoryDepths);
|
||||
}
|
||||
}
|
||||
@@ -1,170 +0,0 @@
|
||||
using Xunit;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib.Tests;
|
||||
|
||||
public class KamaIndicatorTests
|
||||
{
|
||||
[Fact]
|
||||
public void KamaIndicator_Constructor_SetsDefaults()
|
||||
{
|
||||
var indicator = new KamaIndicator();
|
||||
|
||||
Assert.Equal(10, indicator.Period);
|
||||
Assert.Equal(2, indicator.FastPeriod);
|
||||
Assert.Equal(30, indicator.SlowPeriod);
|
||||
Assert.Equal(SourceType.Close, indicator.Source);
|
||||
Assert.True(indicator.ShowColdValues);
|
||||
Assert.Equal("KAMA - Kaufman Adaptive Moving Average", indicator.Name);
|
||||
Assert.False(indicator.SeparateWindow);
|
||||
Assert.True(indicator.OnBackGround);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void KamaIndicator_MinHistoryDepths_EqualsPeriod()
|
||||
{
|
||||
var indicator = new KamaIndicator { Period = 20 };
|
||||
|
||||
Assert.Equal(20, indicator.MinHistoryDepths);
|
||||
Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void KamaIndicator_ShortName_IncludesPeriodAndSource()
|
||||
{
|
||||
var indicator = new KamaIndicator { Period = 15 };
|
||||
|
||||
Assert.Contains("KAMA", indicator.ShortName);
|
||||
Assert.Contains("15", indicator.ShortName);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void KamaIndicator_Initialize_CreatesInternalKama()
|
||||
{
|
||||
var indicator = new KamaIndicator { Period = 10 };
|
||||
|
||||
// Initialize should not throw
|
||||
indicator.Initialize();
|
||||
|
||||
// After init, line series should exist
|
||||
Assert.Single(indicator.LinesSeries);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void KamaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
|
||||
{
|
||||
var indicator = new KamaIndicator { 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 KamaIndicator_ProcessUpdate_NewBar_ComputesValue()
|
||||
{
|
||||
var indicator = new KamaIndicator { Period = 3 };
|
||||
indicator.Initialize();
|
||||
|
||||
// Add historical data
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
|
||||
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
|
||||
|
||||
// Process first update
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
|
||||
|
||||
// Line series should have values
|
||||
Assert.Equal(2, indicator.LinesSeries[0].Count);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void KamaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
|
||||
{
|
||||
var indicator = new KamaIndicator { Period = 3 };
|
||||
indicator.Initialize();
|
||||
|
||||
// Add historical data
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
|
||||
|
||||
// Process historical bar first
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
double firstValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
// Update with new tick (same bar data - simulates intrabar update)
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
|
||||
double secondValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
// Both values should be finite
|
||||
Assert.True(double.IsFinite(firstValue));
|
||||
Assert.True(double.IsFinite(secondValue));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void KamaIndicator_MultipleUpdates_ProducesCorrectKamaSequence()
|
||||
{
|
||||
var indicator = new KamaIndicator { Period = 3 };
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
double[] closes = { 100, 102, 104, 103, 105, 107, 106 };
|
||||
|
||||
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)));
|
||||
}
|
||||
|
||||
// KAMA should be smoothing the values
|
||||
double lastKama = indicator.LinesSeries[0].GetValue(0);
|
||||
Assert.True(lastKama >= 100 && lastKama <= 110);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void KamaIndicator_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 KamaIndicator { 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 KamaIndicator_Period_CanBeChanged()
|
||||
{
|
||||
var indicator = new KamaIndicator { Period = 5 };
|
||||
Assert.Equal(5, indicator.Period);
|
||||
|
||||
indicator.Period = 20;
|
||||
Assert.Equal(20, indicator.Period);
|
||||
Assert.Equal(20, indicator.MinHistoryDepths);
|
||||
}
|
||||
}
|
||||
@@ -1,182 +0,0 @@
|
||||
using Xunit;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib.Tests;
|
||||
|
||||
public class SmaIndicatorTests
|
||||
{
|
||||
[Fact]
|
||||
public void SmaIndicator_Constructor_SetsDefaults()
|
||||
{
|
||||
var indicator = new SmaIndicator();
|
||||
|
||||
Assert.Equal(10, indicator.Period);
|
||||
Assert.Equal(SourceType.Close, indicator.Source);
|
||||
Assert.True(indicator.ShowColdValues);
|
||||
Assert.Equal("SMA - Simple Moving Average", indicator.Name);
|
||||
Assert.False(indicator.SeparateWindow);
|
||||
Assert.True(indicator.OnBackGround);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SmaIndicator_MinHistoryDepths_EqualsPeriod()
|
||||
{
|
||||
var indicator = new SmaIndicator { Period = 20 };
|
||||
|
||||
Assert.Equal(20, indicator.MinHistoryDepths);
|
||||
Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SmaIndicator_ShortName_IncludesPeriodAndSource()
|
||||
{
|
||||
var indicator = new SmaIndicator { Period = 15 };
|
||||
|
||||
Assert.Contains("SMA", indicator.ShortName);
|
||||
Assert.Contains("15", indicator.ShortName);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SmaIndicator_SourceCodeLink_IsValid()
|
||||
{
|
||||
var indicator = new SmaIndicator();
|
||||
|
||||
Assert.Contains("github.com", indicator.SourceCodeLink);
|
||||
Assert.Contains("Sma.Quantower.cs", indicator.SourceCodeLink);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SmaIndicator_Initialize_CreatesInternalSma()
|
||||
{
|
||||
var indicator = new SmaIndicator { Period = 10 };
|
||||
|
||||
// Initialize should not throw
|
||||
indicator.Initialize();
|
||||
|
||||
// After init, line series should exist
|
||||
Assert.Single(indicator.LinesSeries);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
|
||||
{
|
||||
var indicator = new SmaIndicator { 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 SmaIndicator_ProcessUpdate_NewBar_ComputesValue()
|
||||
{
|
||||
var indicator = new SmaIndicator { Period = 3 };
|
||||
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 SmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
|
||||
{
|
||||
var indicator = new SmaIndicator { Period = 3 };
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
double firstValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
|
||||
double secondValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
Assert.True(double.IsFinite(firstValue));
|
||||
Assert.True(double.IsFinite(secondValue));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SmaIndicator_OnPaintChart_DoesNotThrow()
|
||||
{
|
||||
var indicator = new SmaIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var method = indicator.GetType().GetMethod("OnPaintChart");
|
||||
Assert.NotNull(method);
|
||||
Assert.Equal(typeof(SmaIndicator), method.DeclaringType);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SmaIndicator_MultipleUpdates_ProducesCorrectSmaSequence()
|
||||
{
|
||||
var indicator = new SmaIndicator { 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)));
|
||||
}
|
||||
|
||||
// Last SMA(3) should be average of last 3 values: (103 + 105 + 104) / 3 ≈ 104
|
||||
// Actually: (104 + 103 + 105) / 3 = 104
|
||||
double lastSma = indicator.LinesSeries[0].GetValue(0);
|
||||
Assert.True(lastSma >= 103 && lastSma <= 105);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SmaIndicator_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 SmaIndicator { 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 SmaIndicator_Period_CanBeChanged()
|
||||
{
|
||||
var indicator = new SmaIndicator { Period = 5 };
|
||||
Assert.Equal(5, indicator.Period);
|
||||
|
||||
indicator.Period = 20;
|
||||
Assert.Equal(20, indicator.Period);
|
||||
Assert.Equal(20, indicator.MinHistoryDepths);
|
||||
}
|
||||
}
|
||||
@@ -1,173 +0,0 @@
|
||||
using Xunit;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib.Tests;
|
||||
|
||||
public class T3IndicatorTests
|
||||
{
|
||||
[Fact]
|
||||
public void T3Indicator_Constructor_SetsDefaults()
|
||||
{
|
||||
var indicator = new T3Indicator();
|
||||
|
||||
Assert.Equal(10, indicator.Period);
|
||||
Assert.Equal(0.7, indicator.VolumeFactor);
|
||||
Assert.Equal(SourceType.Close, indicator.Source);
|
||||
Assert.True(indicator.ShowColdValues);
|
||||
Assert.Equal("T3 - Tillson T3 Moving Average", indicator.Name);
|
||||
Assert.False(indicator.SeparateWindow);
|
||||
Assert.True(indicator.OnBackGround);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void T3Indicator_MinHistoryDepths_EqualsSixTimesPeriod()
|
||||
{
|
||||
var indicator = new T3Indicator { Period = 10 };
|
||||
|
||||
// MinHistoryDepths is Period * 6 for T3 due to 6 stages
|
||||
Assert.Equal(60, indicator.MinHistoryDepths);
|
||||
Assert.Equal(60, ((IWatchlistIndicator)indicator).MinHistoryDepths);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void T3Indicator_ShortName_IncludesPeriodAndFactor()
|
||||
{
|
||||
var indicator = new T3Indicator { Period = 15, VolumeFactor = 0.618 };
|
||||
|
||||
Assert.Contains("T3", indicator.ShortName);
|
||||
Assert.Contains("15", indicator.ShortName);
|
||||
Assert.Contains("0.62", indicator.ShortName); // F2 formatting
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void T3Indicator_Initialize_CreatesInternalT3()
|
||||
{
|
||||
var indicator = new T3Indicator { Period = 10 };
|
||||
|
||||
// Initialize should not throw
|
||||
indicator.Initialize();
|
||||
|
||||
// After init, line series should exist
|
||||
Assert.Single(indicator.LinesSeries);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void T3Indicator_ProcessUpdate_HistoricalBar_ComputesValue()
|
||||
{
|
||||
var indicator = new T3Indicator { 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 T3Indicator_ProcessUpdate_NewBar_ComputesValue()
|
||||
{
|
||||
var indicator = new T3Indicator { Period = 3 };
|
||||
indicator.Initialize();
|
||||
|
||||
// Add historical data
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
|
||||
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
|
||||
|
||||
// Process first update
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
|
||||
|
||||
// Line series should have values
|
||||
Assert.Equal(2, indicator.LinesSeries[0].Count);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void T3Indicator_ProcessUpdate_NewTick_ProcessesWithoutError()
|
||||
{
|
||||
var indicator = new T3Indicator { Period = 3 };
|
||||
indicator.Initialize();
|
||||
|
||||
// Add historical data
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
|
||||
|
||||
// Process historical bar first
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
double firstValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
// Update with new tick (same bar data - simulates intrabar update)
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
|
||||
double secondValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
// Both values should be finite
|
||||
Assert.True(double.IsFinite(firstValue));
|
||||
Assert.True(double.IsFinite(secondValue));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void T3Indicator_MultipleUpdates_ProducesCorrectT3Sequence()
|
||||
{
|
||||
var indicator = new T3Indicator { Period = 3 };
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
double[] closes = { 100, 102, 104, 103, 105, 107, 106 };
|
||||
|
||||
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)));
|
||||
}
|
||||
|
||||
double lastT3 = indicator.LinesSeries[0].GetValue(0);
|
||||
Assert.True(lastT3 >= 100 && lastT3 <= 110);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void T3Indicator_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 T3Indicator { 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 T3Indicator_Parameters_CanBeChanged()
|
||||
{
|
||||
var indicator = new T3Indicator { Period = 5, VolumeFactor = 0.5 };
|
||||
Assert.Equal(5, indicator.Period);
|
||||
Assert.Equal(0.5, indicator.VolumeFactor);
|
||||
|
||||
indicator.Period = 20;
|
||||
indicator.VolumeFactor = 0.9;
|
||||
Assert.Equal(20, indicator.Period);
|
||||
Assert.Equal(0.9, indicator.VolumeFactor);
|
||||
Assert.Equal(120, indicator.MinHistoryDepths); // 20 * 6
|
||||
}
|
||||
}
|
||||
@@ -1,177 +0,0 @@
|
||||
using Xunit;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib.Tests;
|
||||
|
||||
public class TemaIndicatorTests
|
||||
{
|
||||
[Fact]
|
||||
public void TemaIndicator_Constructor_SetsDefaults()
|
||||
{
|
||||
var indicator = new TemaIndicator();
|
||||
|
||||
Assert.Equal(10, indicator.Period);
|
||||
Assert.Equal(SourceType.Close, indicator.Source);
|
||||
Assert.True(indicator.ShowColdValues);
|
||||
Assert.Equal("TEMA - Triple Exponential Moving Average", indicator.Name);
|
||||
Assert.False(indicator.SeparateWindow);
|
||||
Assert.True(indicator.OnBackGround);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TemaIndicator_MinHistoryDepths_EqualsPeriod()
|
||||
{
|
||||
var indicator = new TemaIndicator { Period = 20 };
|
||||
|
||||
Assert.Equal(20, indicator.MinHistoryDepths);
|
||||
Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TemaIndicator_ShortName_IncludesPeriodAndSource()
|
||||
{
|
||||
var indicator = new TemaIndicator { Period = 15 };
|
||||
|
||||
Assert.Contains("TEMA", indicator.ShortName);
|
||||
Assert.Contains("15", indicator.ShortName);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TemaIndicator_SourceCodeLink_IsValid()
|
||||
{
|
||||
var indicator = new TemaIndicator();
|
||||
|
||||
Assert.Contains("github.com", indicator.SourceCodeLink);
|
||||
Assert.Contains("Tema.Quantower.cs", indicator.SourceCodeLink);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TemaIndicator_Initialize_CreatesInternalTema()
|
||||
{
|
||||
var indicator = new TemaIndicator { Period = 10 };
|
||||
|
||||
// Initialize should not throw
|
||||
indicator.Initialize();
|
||||
|
||||
// After init, line series should exist
|
||||
Assert.Single(indicator.LinesSeries);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TemaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
|
||||
{
|
||||
var indicator = new TemaIndicator { 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 TemaIndicator_ProcessUpdate_NewBar_ComputesValue()
|
||||
{
|
||||
var indicator = new TemaIndicator { Period = 3 };
|
||||
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 TemaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
|
||||
{
|
||||
var indicator = new TemaIndicator { Period = 3 };
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
double firstValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
|
||||
double secondValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
Assert.True(double.IsFinite(firstValue));
|
||||
Assert.True(double.IsFinite(secondValue));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TemaIndicator_OnPaintChart_DoesNotThrow()
|
||||
{
|
||||
var indicator = new TemaIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var method = indicator.GetType().GetMethod("OnPaintChart");
|
||||
Assert.NotNull(method);
|
||||
Assert.Equal(typeof(TemaIndicator), method.DeclaringType);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TemaIndicator_MultipleUpdates_ProducesCorrectTemaSequence()
|
||||
{
|
||||
var indicator = new TemaIndicator { 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)));
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TemaIndicator_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 TemaIndicator { 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 TemaIndicator_Period_CanBeChanged()
|
||||
{
|
||||
var indicator = new TemaIndicator { Period = 5 };
|
||||
Assert.Equal(5, indicator.Period);
|
||||
|
||||
indicator.Period = 20;
|
||||
Assert.Equal(20, indicator.Period);
|
||||
Assert.Equal(20, indicator.MinHistoryDepths);
|
||||
}
|
||||
}
|
||||
@@ -1,189 +0,0 @@
|
||||
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_ProcessUpdate_NewBar_ComputesValue()
|
||||
{
|
||||
var indicator = new TrimaIndicator { Period = 3 };
|
||||
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 TrimaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
|
||||
{
|
||||
var indicator = new TrimaIndicator { Period = 3 };
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
double firstValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
|
||||
double secondValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
Assert.True(double.IsFinite(firstValue));
|
||||
Assert.True(double.IsFinite(secondValue));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TrimaIndicator_OnPaintChart_DoesNotThrow()
|
||||
{
|
||||
var indicator = new TrimaIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var method = indicator.GetType().GetMethod("OnPaintChart");
|
||||
Assert.NotNull(method);
|
||||
Assert.Equal(typeof(TrimaIndicator), method.DeclaringType);
|
||||
}
|
||||
|
||||
[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);
|
||||
}
|
||||
}
|
||||
@@ -1,190 +0,0 @@
|
||||
using Xunit;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib.Tests;
|
||||
|
||||
public class WmaIndicatorTests
|
||||
{
|
||||
[Fact]
|
||||
public void WmaIndicator_Constructor_SetsDefaults()
|
||||
{
|
||||
var indicator = new WmaIndicator();
|
||||
|
||||
Assert.Equal(10, indicator.Period);
|
||||
Assert.Equal(SourceType.Close, indicator.Source);
|
||||
Assert.True(indicator.ShowColdValues);
|
||||
Assert.Equal("WMA - Weighted Moving Average", indicator.Name);
|
||||
Assert.False(indicator.SeparateWindow);
|
||||
Assert.True(indicator.OnBackGround);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void WmaIndicator_MinHistoryDepths_EqualsPeriod()
|
||||
{
|
||||
var indicator = new WmaIndicator { Period = 20 };
|
||||
|
||||
Assert.Equal(20, indicator.MinHistoryDepths);
|
||||
Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void WmaIndicator_ShortName_IncludesPeriodAndSource()
|
||||
{
|
||||
var indicator = new WmaIndicator { Period = 15 };
|
||||
|
||||
Assert.Contains("WMA", indicator.ShortName);
|
||||
Assert.Contains("15", indicator.ShortName);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void WmaIndicator_SourceCodeLink_IsValid()
|
||||
{
|
||||
var indicator = new WmaIndicator();
|
||||
|
||||
Assert.Contains("github.com", indicator.SourceCodeLink);
|
||||
Assert.Contains("Wma.Quantower.cs", indicator.SourceCodeLink);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void WmaIndicator_Initialize_CreatesInternalWma()
|
||||
{
|
||||
var indicator = new WmaIndicator { Period = 10 };
|
||||
|
||||
// Initialize should not throw
|
||||
indicator.Initialize();
|
||||
|
||||
// After init, line series should exist
|
||||
Assert.Single(indicator.LinesSeries);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void WmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
|
||||
{
|
||||
var indicator = new WmaIndicator { 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 WmaIndicator_ProcessUpdate_NewBar_ComputesValue()
|
||||
{
|
||||
var indicator = new WmaIndicator { Period = 3 };
|
||||
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 WmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
|
||||
{
|
||||
var indicator = new WmaIndicator { Period = 3 };
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
||||
double firstValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
|
||||
double secondValue = indicator.LinesSeries[0].GetValue(0);
|
||||
|
||||
Assert.True(double.IsFinite(firstValue));
|
||||
Assert.True(double.IsFinite(secondValue));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void WmaIndicator_OnPaintChart_DoesNotThrow()
|
||||
{
|
||||
var indicator = new WmaIndicator();
|
||||
indicator.Initialize();
|
||||
|
||||
var method = indicator.GetType().GetMethod("OnPaintChart");
|
||||
Assert.NotNull(method);
|
||||
Assert.Equal(typeof(WmaIndicator), method.DeclaringType);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void WmaIndicator_MultipleUpdates_ProducesCorrectWmaSequence()
|
||||
{
|
||||
var indicator = new WmaIndicator { 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)));
|
||||
}
|
||||
|
||||
// WMA gives more weight to recent values
|
||||
// With weights [1, 2, 3] for period 3: (104*1 + 103*2 + 105*3) / 6 = 625/6 ≈ 104.17
|
||||
double lastWma = indicator.LinesSeries[0].GetValue(0);
|
||||
Assert.True(lastWma >= 103 && lastWma <= 106);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void WmaIndicator_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 WmaIndicator { 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 WmaIndicator_Period_CanBeChanged()
|
||||
{
|
||||
var indicator = new WmaIndicator { Period = 5 };
|
||||
Assert.Equal(5, indicator.Period);
|
||||
|
||||
indicator.Period = 20;
|
||||
Assert.Equal(20, indicator.Period);
|
||||
Assert.Equal(20, indicator.MinHistoryDepths);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void WmaIndicator_DescriptionIsSet()
|
||||
{
|
||||
var indicator = new WmaIndicator();
|
||||
|
||||
Assert.Contains("Weighted", indicator.Description);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user