mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 05:27:43 +00:00
3dd05f23e4
- Updated the name and description of the Hilbert Trendline (HTIT) to "Ehlers Hilbert Transform Instantaneous Trend (HTIT)". - Changed the name and description of the MESA Adaptive Moving Average (MAMA) to "Ehlers MESA Adaptive Moving Average". - Modified the Center of Gravity (CG) indicator to "Ehlers Center of Gravity (CG)". - Renamed the Detrended Synthetic Price (DSP) to "Ehlers Detrended Synthetic Price (DSP)". - Updated the Autocorrelation Periodogram (EACP) to "Ehlers Autocorrelation Periodogram (EACP)". - Changed the Homodyne Discriminator (HOMOD) to "Ehlers Homodyne Discriminator (HOMOD)". - Updated the Hilbert Transform Dominant Cycle Period and Phase indicators to include "Ehlers" in their names. - Renamed the Hilbert Transform Phasor Components to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)". - Updated the SineWave indicator to "Ehlers Hilbert Transform SineWave (HT_SINE)". - Changed the Phasor Analysis indicator to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)". - Updated the SSF-Based Detrended Synthetic Price to "Ehlers SSF Detrended Synthetic Price (SSFDSP)". - Renamed the Ultimate Channel to "Ehlers Ultimate Channel (UCHANNEL)". - Added new indicators: Moving Average Variable Period (MAVP), Ehlers Predictive Moving Average (PMA), Ehlers Reverse EMA (REVERSEEMA), and Ehlers Trendflex Indicator (TRENDFLEX). - Updated various SVG badges to reflect changes in classes, comments, source files, lines of code, methods, and public types.
143 lines
4.7 KiB
C#
143 lines
4.7 KiB
C#
using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public sealed class DecoIndicatorTests
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{
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[Fact]
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public void DecoIndicator_Constructor_SetsDefaults()
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{
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var indicator = new DecoIndicator();
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Assert.Equal(30, indicator.ShortPeriod);
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Assert.Equal(60, indicator.LongPeriod);
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("DECO - Ehlers Decycler Oscillator", indicator.Name);
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Assert.True(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 DecoIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new DecoIndicator { ShortPeriod = 10, LongPeriod = 20 };
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Assert.Equal(0, DecoIndicator.MinHistoryDepths);
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IWatchlistIndicator watchlistIndicator = indicator;
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Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
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}
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[Fact]
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public void DecoIndicator_ShortName_IncludesParameters()
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{
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var indicator = new DecoIndicator { ShortPeriod = 10, LongPeriod = 30 };
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indicator.Initialize();
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Assert.Contains("DECO", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("30", indicator.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void DecoIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new DecoIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
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Assert.Contains("Deco.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
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}
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[Fact]
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public void DecoIndicator_Initialize_CreatesInternalDeco()
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{
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var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10 };
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indicator.Initialize();
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void DecoIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 20; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
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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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double value = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(value));
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}
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[Fact]
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public void DecoIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 20; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
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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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// Add a new bar
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indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125);
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var newArgs = new UpdateArgs(UpdateReason.NewBar);
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indicator.ProcessUpdate(newArgs);
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double value = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(value));
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}
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[Fact]
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public void DecoIndicator_ProcessUpdate_DifferentSources()
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{
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foreach (SourceType source in new[] { SourceType.Close, SourceType.Open, SourceType.High, SourceType.Low })
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{
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var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10, Source = source };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 15; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
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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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double value = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(value), $"Source {source} produced non-finite value");
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}
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}
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[Fact]
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public void DecoIndicator_Reinitialize_ResetsState()
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{
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var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 15; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
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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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// Re-initialize should reset
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indicator.Initialize();
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Assert.Single(indicator.LinesSeries);
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}
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}
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