Add unit tests for various moving average indicators

- Implement tests for HMA (Hull Moving Average) indicator to verify default settings, history depth calculations, and value computations during updates. - Create tests for KAMA (Kaufman Adaptive Moving Average) indicator, ensuring correct defaults, history depth, and value calculations. - Add tests for SMA (Simple Moving Average) indicator, checking default values, history depth, and value computations. - Develop tests for T3 (Tillson T3 Moving Average) indicator, validating defaults, history depth, and value calculations. - Implement tests for TEMA (Triple Exponential Moving Average) indicator, ensuring correct defaults and value computations. - Create tests for TRIMA (Triangular Moving Average) indicator, verifying defaults, history depth, and value calculations. - Add tests for WMA (Weighted Moving Average) indicator, checking default values, history depth, and value computations.
2026-08-19 02:58:05 +00:00 · 2025-12-08 11:00:58 -08:00
parent 488de7ea1e
commit ed5e5c8209
72 changed files with 2834 additions and 92 deletions
@@ -27,8 +27,8 @@
    <Compile Include="*.Tests.cs" />
    <!-- Include core library types -->
    <Compile Include="..\lib\core\**\*.cs" Exclude="..\lib\core\**\*.Tests.cs" />
-    <!-- Include averages implementations -->
-    <Compile Include="..\lib\averages\**\*.cs" Exclude="..\lib\averages\**\*.Tests.cs;..\lib\averages\**\*.Validation.Tests.cs" />
+    <!-- Include trends implementations -->
+    <Compile Include="..\lib\trends\**\*.cs" Exclude="..\lib\trends\**\*.Tests.cs;..\lib\trends\**\*.Validation.Tests.cs" />
    <!-- Include IndicatorExtensions -->
    <Compile Include="IndicatorExtensions.cs" />
  </ItemGroup>
@@ -2,7 +2,7 @@

  <PropertyGroup>
    <TargetFramework>net8.0</TargetFramework>
-    <AssemblyName>Averages</AssemblyName>
+    <AssemblyName>Trends</AssemblyName>
    <AlgoType>Indicator</AlgoType>
    <OutputPath>bin\$(Configuration)\</OutputPath>
    <EnableDefaultCompileItems>false</EnableDefaultCompileItems>
@@ -16,7 +16,7 @@
  <ItemGroup>
    <Compile Include="IndicatorExtensions.cs" />
    <Compile Include="..\lib\core\**\*.cs" Exclude="..\lib\core\**\*.Tests.cs" />
-    <Compile Include="..\lib\averages\**\*.cs" Exclude="..\lib\averages\**\*.Tests.cs" />
+    <Compile Include="..\lib\trends\**\*.cs" Exclude="..\lib\trends\**\*.Tests.cs" />
    <Reference Include="TradingPlatform.BusinessLayer">
      <HintPath>..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
    </Reference>
@@ -26,7 +26,7 @@
  </ItemGroup>

  <Target Name="CopyCustomContent" AfterTargets="AfterBuild" Condition="'$(IsLocalBuild)' == 'true' AND $([MSBuild]::IsOSPlatform('Windows'))">
-    <Copy SourceFiles="$(OutputPath)\Averages.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Averages" />
+    <Copy SourceFiles="$(OutputPath)\Trends.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Trends" />
  </Target>

 </Project>
@@ -0,0 +1,170 @@
+using Xunit;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class AlmaIndicatorTests
+{
+    [Fact]
+    public void AlmaIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new AlmaIndicator();
+
+        Assert.Equal(9, indicator.Period);
+        Assert.Equal(0.85, indicator.Offset);
+        Assert.Equal(6.0, indicator.Sigma);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("ALMA - Arnaud Legoux Moving Average", indicator.Name);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void AlmaIndicator_MinHistoryDepths_EqualsPeriod()
+    {
+        var indicator = new AlmaIndicator { Period = 20 };
+
+        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void AlmaIndicator_ShortName_IncludesPeriodAndSource()
+    {
+        var indicator = new AlmaIndicator { Period = 15 };
+
+        Assert.Contains("ALMA", indicator.ShortName);
+        Assert.Contains("15", indicator.ShortName);
+    }
+
+    [Fact]
+    public void AlmaIndicator_Initialize_CreatesInternalAlma()
+    {
+        var indicator = new AlmaIndicator { Period = 10 };
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void AlmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new AlmaIndicator { 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 AlmaIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new AlmaIndicator { 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 AlmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new AlmaIndicator { 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 AlmaIndicator_MultipleUpdates_ProducesCorrectAlmaSequence()
+    {
+        var indicator = new AlmaIndicator { 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)));
+        }
+
+        // ALMA should be smoothing the values
+        double lastAlma = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(lastAlma >= 100 && lastAlma <= 110);
+    }
+
+    [Fact]
+    public void AlmaIndicator_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 AlmaIndicator { 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 AlmaIndicator_Period_CanBeChanged()
+    {
+        var indicator = new AlmaIndicator { Period = 5 };
+        Assert.Equal(5, indicator.Period);
+
+        indicator.Period = 20;
+        Assert.Equal(20, indicator.Period);
+        Assert.Equal(20, indicator.MinHistoryDepths);
+    }
+}
@@ -0,0 +1,170 @@
+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);
+    }
+}