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Add Chaikin Money Flow (CMF) Indicator Implementation and Tests
- Implemented CMF indicator in Cmf.cs with detailed calculations and methods. - Created unit tests for CMF validation against Skender, Ooples, and batch processing. - Added documentation for CMF in Cmf.md, explaining its purpose, calculations, and usage. - Updated project files to include new statistics library. - Updated NDepend badges to reflect changes in classes, methods, and lines of code.
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public class BbandsIndicatorTests
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{
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[Fact]
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public void BbandsIndicator_Constructor_SetsDefaults()
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{
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var indicator = new BbandsIndicator();
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Assert.Equal(20, indicator.Period);
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Assert.Equal(2.0, indicator.Multiplier);
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("BBANDS - Bollinger Bands", 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 BbandsIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new BbandsIndicator { 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 BbandsIndicator_ShortName_IncludesPeriodAndMultiplier()
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{
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var indicator = new BbandsIndicator { Period = 15, Multiplier = 2.5 };
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Assert.Contains("BBANDS", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("2.5", indicator.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void BbandsIndicator_Initialize_CreatesInternalBbands()
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{
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var indicator = new BbandsIndicator { Period = 10, Multiplier = 2.0 };
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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.Equal(5, indicator.LinesSeries.Count); // Middle, Upper, Lower, Width, %B
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}
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[Fact]
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public void BbandsIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new BbandsIndicator { Period = 3, Multiplier = 2.0 };
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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 values
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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 BbandsIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new BbandsIndicator { Period = 3, Multiplier = 2.0 };
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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 BbandsIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new BbandsIndicator { Period = 3, Multiplier = 2.0 };
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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 BbandsIndicator_MultipleUpdates_ProducesCorrectSequence()
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{
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var indicator = new BbandsIndicator { Period = 3, Multiplier = 2.0 };
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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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// Middle band should be close to the average of last 3 values
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double lastMiddle = indicator.LinesSeries[0].GetValue(0);
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Assert.True(lastMiddle >= 102 && lastMiddle <= 106);
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}
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[Fact]
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public void BbandsIndicator_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 BbandsIndicator { Period = 3, Multiplier = 2.0, 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 BbandsIndicator_Parameters_CanBeChanged()
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{
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var indicator = new BbandsIndicator { Period = 5, Multiplier = 1.5 };
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Assert.Equal(5, indicator.Period);
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Assert.Equal(1.5, indicator.Multiplier);
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indicator.Period = 20;
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indicator.Multiplier = 2.5;
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Assert.Equal(20, indicator.Period);
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Assert.Equal(2.5, indicator.Multiplier);
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Assert.Equal(20, indicator.MinHistoryDepths);
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}
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[Fact]
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public void BbandsIndicator_AllBandsUpdate_Correctly()
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{
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var indicator = new BbandsIndicator { Period = 3, Multiplier = 2.0 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 5; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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// Verify all 5 line series have values
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Assert.Equal(5, indicator.LinesSeries.Count);
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foreach (var series in indicator.LinesSeries)
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{
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Assert.Equal(5, series.Count);
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Assert.True(double.IsFinite(series.GetValue(0)));
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}
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}
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}
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