Files
QuanTAlib/lib/core/wclprice/tests/Wclprice.Quantower.Tests.cs
Miha Kralj 060649192f docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files
- Remove 'C# Implementation Considerations' sections from 34 indicator .md files
- Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.)
- Move test files into tests/ subdirectories for consistent project structure
- Add trader-focused bullet points to indicator documentation
2026-03-12 12:34:16 -07:00

132 lines
4.0 KiB
C#

using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public class WclpriceIndicatorTests
{
[Fact]
public void WclpriceIndicator_Constructor_SetsDefaults()
{
var indicator = new WclpriceIndicator();
Assert.True(indicator.ShowColdValues);
Assert.Equal("WCLPRICE - Weighted Close Price", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void WclpriceIndicator_ShortName_IsWclprice()
{
var indicator = new WclpriceIndicator();
Assert.Equal("WCLPRICE", indicator.ShortName);
}
[Fact]
public void WclpriceIndicator_MinHistoryDepths_EqualsOne()
{
var indicator = new WclpriceIndicator();
Assert.Equal(1, WclpriceIndicator.MinHistoryDepths);
Assert.Equal(1, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void WclpriceIndicator_Initialize_CreatesInternalIndicator()
{
var indicator = new WclpriceIndicator();
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void WclpriceIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new WclpriceIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 10; i++)
{
double basePrice = 100 + i;
indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 1, 1000);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
double val = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(val));
}
[Fact]
public void WclpriceIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new WclpriceIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 10; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i, 1000);
}
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.HistoricalData.AddBar(now.AddMinutes(10), 110, 115, 105, 112, 1500);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void WclpriceIndicator_ShowColdValues_CanBeToggled()
{
var indicator = new WclpriceIndicator();
Assert.True(indicator.ShowColdValues);
indicator.ShowColdValues = false;
Assert.False(indicator.ShowColdValues);
indicator.ShowColdValues = true;
Assert.True(indicator.ShowColdValues);
}
[Fact]
public void WclpriceIndicator_SourceCodeLink_IsValid()
{
var indicator = new WclpriceIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Wclprice.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void WclpriceIndicator_ComputesCorrectWeightedClose()
{
var indicator = new WclpriceIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
// H=110, L=90, C=105 → (110+90+2*105)/4 = (110+90+210)/4 = 410/4 = 102.5
indicator.HistoricalData.AddBar(now, 100, 110, 90, 105, 1000);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
double val = indicator.LinesSeries[0].GetValue(0);
Assert.Equal(102.5, val, 10);
}
[Fact]
public void WclpriceIndicator_IsHotImmediately()
{
var indicator = new WclpriceIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102, 1000);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
double val = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(val));
}
}