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Add Intraday Intensity Index (III) implementation and tests
- Implemented the III indicator in Iii.Quantower.cs, measuring buying/selling pressure based on close price within the day's range, weighted by volume. - Added unit tests for III functionality in Iii.Tests.cs, covering various scenarios including default parameters, updates, and cumulative mode. - Created validation tests in Iii.Validation.Tests.cs to ensure consistency between streaming, batch, and span calculations. - Developed comprehensive documentation for III in Iii.md, detailing its historical context, mathematical foundation, and common pitfalls.
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public class EfiIndicatorTests
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{
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[Fact]
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public void EfiIndicator_Constructor_SetsDefaults()
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{
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var indicator = new EfiIndicator();
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Assert.Equal("EFI - Elder's Force Index", indicator.Name);
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Assert.Equal(13, indicator.Period);
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Assert.True(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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Assert.Equal(13, indicator.MinHistoryDepths);
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}
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[Fact]
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public void EfiIndicator_ShortName_ReflectsPeriod()
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{
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var indicator = new EfiIndicator { Period = 20 };
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Assert.Equal("EFI(20)", indicator.ShortName);
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}
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[Fact]
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public void EfiIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new EfiIndicator { Period = 26 };
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Assert.Equal(26, indicator.MinHistoryDepths);
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Assert.Equal(26, ((IWatchlistIndicator)indicator).MinHistoryDepths);
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}
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[Fact]
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public void EfiIndicator_Initialize_CreatesInternalEfi()
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{
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var indicator = new EfiIndicator();
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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 EfiIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new EfiIndicator();
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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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for (int i = 0; i < 30; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000 + (i * 100));
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// Process update for each bar to simulate history loading
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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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double val = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(val));
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}
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[Fact]
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public void EfiIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new EfiIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 30; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000 + (i * 100));
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}
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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// Add new bar
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indicator.HistoricalData.AddBar(now.AddMinutes(30), 130, 140, 120, 135, 1500);
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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 EfiIndicator_Value_IsFinite()
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{
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var indicator = new EfiIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 50; i++)
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{
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// Create varying price patterns
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double open = 100 + i;
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double high = open + 10 + (i % 5);
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double low = open - 5;
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double close = (i % 2 == 0) ? high - 1 : low + 1; // Alternate high/low closes
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double volume = 1000 + (i * 100);
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indicator.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, volume);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double val = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(val), $"EFI value {val} should be finite");
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}
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[Fact]
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public void EfiIndicator_PositiveForce_OnPriceIncrease()
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{
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var indicator = new EfiIndicator { Period = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// First bar: baseline
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 1000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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// Add bars with increasing prices and high volume
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for (int i = 1; i <= 10; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + (i * 5), 110 + (i * 5), 95 + (i * 5), 105 + (i * 5), 5000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double val = indicator.LinesSeries[0].GetValue(0);
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Assert.True(val > 0, $"EFI should be positive on sustained price increase, got {val}");
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}
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[Fact]
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public void EfiIndicator_NegativeForce_OnPriceDecrease()
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{
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var indicator = new EfiIndicator { Period = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// First bar: baseline
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indicator.HistoricalData.AddBar(now, 150, 155, 145, 150, 1000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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// Add bars with decreasing prices and high volume
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for (int i = 1; i <= 10; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 150 - (i * 5), 155 - (i * 5), 145 - (i * 5), 145 - (i * 5), 5000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double val = indicator.LinesSeries[0].GetValue(0);
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Assert.True(val < 0, $"EFI should be negative on sustained price decrease, got {val}");
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}
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}
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