Remove multiple Pine Script indicators: SSFDSP, STARCHANNEL, STBANDS, STC, UBANDS, UCHANNEL, VWAPBANDS, and VWAPSD. These indicators were deleted to streamline the library and remove unused or redundant code.

2026-08-26 06:18:05 +00:00 · 2026-02-20 18:44:56 -08:00
parent 3dd05f23e4
commit cbeefc9d64
283 changed files with 23963 additions and 3838 deletions
@@ -0,0 +1,192 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class EvwmaIndicatorTests
+{
+    [Fact]
+    public void EvwmaIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new EvwmaIndicator();
+
+        Assert.Equal("EVWMA - Elastic Volume Weighted Moving Average", indicator.Name);
+        Assert.Equal(20, indicator.Period);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+        Assert.Equal(20, indicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void EvwmaIndicator_ShortName_ReflectsPeriod()
+    {
+        var indicator = new EvwmaIndicator { Period = 14 };
+        Assert.Equal("EVWMA(14)", indicator.ShortName);
+
+        var indicatorDefault = new EvwmaIndicator { Period = 20 };
+        Assert.Equal("EVWMA(20)", indicatorDefault.ShortName);
+    }
+
+    [Fact]
+    public void EvwmaIndicator_MinHistoryDepths_EqualsPeriod()
+    {
+        var indicator = new EvwmaIndicator { Period = 10 };
+
+        Assert.Equal(10, indicator.MinHistoryDepths);
+        Assert.Equal(10, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void EvwmaIndicator_Initialize_CreatesInternalEvwma()
+    {
+        var indicator = new EvwmaIndicator();
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void EvwmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new EvwmaIndicator { Period = 5 };
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 30; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000);
+
+            // Process update for each bar to simulate history loading
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Line series should have a value
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(double.IsFinite(val));
+    }
+
+    [Fact]
+    public void EvwmaIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new EvwmaIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 30; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000);
+        }
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        // Add new bar
+        indicator.HistoricalData.AddBar(now.AddMinutes(30), 130, 140, 120, 135, 1500);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void EvwmaIndicator_Value_TracksVolumeWeightedAverage()
+    {
+        var indicator = new EvwmaIndicator { Period = 10 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        var recordedValues = new List<double>();
+
+        for (int i = 0; i < 50; i++)
+        {
+            // Create varying price patterns
+            double open = 100 + i;
+            double high = open + 10 + (i % 5);
+            double low = open - 5;
+            double close = (i % 2 == 0) ? high - 1 : low + 1;
+            double vol = 1000 + (i * 100);
+
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, vol);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+            if (i > 0)
+            {
+                double val = indicator.LinesSeries[0].GetValue(0);
+                recordedValues.Add(val);
+            }
+        }
+
+        // EVWMA should produce finite values
+        Assert.True(recordedValues.Count > 0, "Should have recorded values");
+        Assert.All(recordedValues, v => Assert.True(double.IsFinite(v)));
+
+        // EVWMA values should be within price range (approximately)
+        double avgValue = recordedValues.Average();
+        Assert.True(avgValue > 90 && avgValue < 200, $"EVWMA {avgValue} should be within reasonable price range");
+    }
+
+    [Fact]
+    public void EvwmaIndicator_DifferentPeriods_ProduceDifferentResults()
+    {
+        var indicator5 = new EvwmaIndicator { Period = 5 };
+        var indicator20 = new EvwmaIndicator { Period = 20 };
+
+        indicator5.Initialize();
+        indicator20.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 50; i++)
+        {
+            double open = 100 + i;
+            double high = open + 10;
+            double low = open - 5;
+            double close = open + 5;
+            double volume = 1000 + (i * 50);
+
+            indicator5.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, volume);
+            indicator20.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, volume);
+
+            indicator5.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            indicator20.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double val5 = indicator5.LinesSeries[0].GetValue(0);
+        double val20 = indicator20.LinesSeries[0].GetValue(0);
+
+        // Different periods should produce different results
+        Assert.NotEqual(val5, val20, 6);
+    }
+
+    [Fact]
+    public void EvwmaIndicator_SlidingWindow_DropsOldValues()
+    {
+        var indicator = new EvwmaIndicator { Period = 3 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Add initial bars with constant price/volume
+        for (int i = 0; i < 3; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 101, 99, 100, 1000);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double valueAtConstant = indicator.LinesSeries[0].GetValue(0);
+
+        // Add bars with higher prices - behavior should shift
+        for (int i = 3; i < 6; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 200, 201, 199, 200, 1000);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double valueAfterHigh = indicator.LinesSeries[0].GetValue(0);
+
+        // Value should have changed significantly as old volumes drop and new prices dominate
+        Assert.True(valueAfterHigh > valueAtConstant + 50,
+            $"EVWMA should increase as low-price bars drop out: {valueAtConstant} -> {valueAfterHigh}");
+    }
+}