Files
QuanTAlib/lib/dynamics/impulse/Impulse.Quantower.Tests.cs
Miha Kralj dfeb23bf3d Add Savitzky-Golay Moving Average (SGMA) Indicator Implementation
- Implemented SgmaIndicator class in C# with properties for Period, Degree, and Source.
- Added unit tests for SgmaIndicator covering constructor defaults, initialization, and various update scenarios.
- Created a new Quantower adapter for the SGMA indicator, including input parameters and line series setup.
- Removed legacy SGMA implementation and tests to streamline the codebase.
- Updated project files to include new indicator and tests in the build process.
- Generated a missing indicators report and outlined a plan for oscillator documentation rewrite.
2026-02-13 21:44:45 -08:00

150 lines
4.2 KiB
C#

using TradingPlatform.BusinessLayer;
using Xunit;
namespace QuanTAlib.Tests;
public class ImpulseIndicatorTests
{
[Fact]
public void Constructor_CreatesValidIndicator()
{
var indicator = new ImpulseIndicator();
Assert.NotNull(indicator);
Assert.Equal("Elder Impulse System", indicator.Name);
}
[Fact]
public void Constructor_SetsDescription()
{
var indicator = new ImpulseIndicator();
Assert.Contains("Elder", indicator.Description, StringComparison.Ordinal);
Assert.Contains("Impulse", indicator.Description, StringComparison.Ordinal);
}
[Fact]
public void DefaultParameters_AreCorrect()
{
var indicator = new ImpulseIndicator();
Assert.Equal(13, indicator.EmaPeriod);
Assert.Equal(12, indicator.MacdFast);
Assert.Equal(26, indicator.MacdSlow);
Assert.Equal(9, indicator.MacdSignal);
}
[Fact]
public void DefaultShowColdValues_IsTrue()
{
var indicator = new ImpulseIndicator();
Assert.True(indicator.ShowColdValues);
}
[Fact]
public void ShortName_IncludesParameters()
{
var indicator = new ImpulseIndicator { EmaPeriod = 8, MacdFast = 5, MacdSlow = 20, MacdSignal = 7 };
Assert.Equal("IMPULSE(8,5,20,7)", indicator.ShortName);
}
[Fact]
public void MinHistoryDepths_EqualsZero()
{
var indicator = new ImpulseIndicator();
Assert.Equal(0, ImpulseIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void SeparateWindow_IsFalse()
{
var indicator = new ImpulseIndicator();
Assert.False(indicator.SeparateWindow);
}
[Fact]
public void OnBackGround_IsTrue()
{
var indicator = new ImpulseIndicator();
Assert.True(indicator.OnBackGround);
}
[Fact]
public void Constructor_AddsOneLineSeries()
{
var indicator = new ImpulseIndicator();
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void Parameters_CanBeChanged()
{
var indicator = new ImpulseIndicator();
indicator.EmaPeriod = 20;
indicator.MacdFast = 8;
indicator.MacdSlow = 30;
indicator.MacdSignal = 5;
Assert.Equal(20, indicator.EmaPeriod);
Assert.Equal(8, indicator.MacdFast);
Assert.Equal(30, indicator.MacdSlow);
Assert.Equal(5, indicator.MacdSignal);
}
[Fact]
public void ShowColdValues_CanBeChanged()
{
var indicator = new ImpulseIndicator();
indicator.ShowColdValues = false;
Assert.False(indicator.ShowColdValues);
}
[Fact]
public void Initialize_CreatesInternalIndicator()
{
var indicator = new ImpulseIndicator { EmaPeriod = 13 };
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new ImpulseIndicator { EmaPeriod = 13 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 40; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
double value = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(value));
}
[Fact]
public void ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new ImpulseIndicator { EmaPeriod = 13 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125);
var newArgs = new UpdateArgs(UpdateReason.NewBar);
indicator.ProcessUpdate(newArgs);
double value = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(value));
}
}