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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

342 lines
11 KiB
C#

using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Quantower.Tests;
public class CgIndicatorTests
{
[Fact]
public void CgIndicator_Constructor_SetsDefaults()
{
var indicator = new CgIndicator();
Assert.Equal(10, indicator.Period);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("CG - Ehlers Center of Gravity", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void CgIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new CgIndicator();
Assert.Equal(0, CgIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void CgIndicator_ShortName_IncludesPeriod()
{
var indicator = new CgIndicator { Period = 14 };
Assert.True(indicator.ShortName.Contains("CG", StringComparison.Ordinal));
Assert.True(indicator.ShortName.Contains("14", StringComparison.Ordinal));
}
[Fact]
public void CgIndicator_Initialize_CreatesInternalCg()
{
var indicator = new CgIndicator { Period = 10 };
// Initialize should not throw
indicator.Initialize();
// After init, line series should exist (CG + Zero line)
Assert.Equal(2, indicator.LinesSeries.Count);
}
[Fact]
public void CgIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new CgIndicator { Period = 5 };
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 CgIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new CgIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void CgIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new CgIndicator { Period = 5 };
indicator.Initialize();
// Should not throw an exception
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
// Assert that the indicator still exists (method completed without exception)
Assert.NotNull(indicator);
}
[Fact]
public void CgIndicator_MultipleUpdates_ProducesCorrectSequence()
{
var indicator = new CgIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
double[] closes = { 100, 102, 105, 103, 107, 110 };
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)));
}
}
[Fact]
public void CgIndicator_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 CgIndicator { Period = 5, 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 CgIndicator_Period_CanBeChanged()
{
var indicator = new CgIndicator { Period = 10 };
Assert.Equal(10, indicator.Period);
indicator.Period = 20;
Assert.Equal(20, indicator.Period);
}
[Fact]
public void CgIndicator_Source_CanBeChanged()
{
var indicator = new CgIndicator { Source = SourceType.Close };
Assert.Equal(SourceType.Close, indicator.Source);
indicator.Source = SourceType.Open;
Assert.Equal(SourceType.Open, indicator.Source);
}
[Fact]
public void CgIndicator_ShowColdValues_CanBeChanged()
{
var indicator = new CgIndicator { ShowColdValues = true };
Assert.True(indicator.ShowColdValues);
indicator.ShowColdValues = false;
Assert.False(indicator.ShowColdValues);
}
[Fact]
public void CgIndicator_ShortName_UpdatesWhenPeriodChanges()
{
var indicator = new CgIndicator { Period = 10 };
string initialName = indicator.ShortName;
Assert.True(initialName.Contains("10", StringComparison.Ordinal));
indicator.Period = 20;
string updatedName = indicator.ShortName;
Assert.True(updatedName.Contains("20", StringComparison.Ordinal));
}
[Fact]
public void CgIndicator_ProcessUpdate_IgnoresNonBarUpdates()
{
var indicator = new CgIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
// Process historical bar first
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
// Process other update reasons - should not throw
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
// Assert that the indicator still exists (method completed without exception)
Assert.NotNull(indicator);
}
[Fact]
public void CgIndicator_LineSeries_HasCorrectProperties()
{
var indicator = new CgIndicator { Period = 10 };
indicator.Initialize();
var lineSeries = indicator.LinesSeries[0];
Assert.Equal("CG", lineSeries.Name);
Assert.Equal(2, lineSeries.Width);
Assert.Equal(LineStyle.Solid, lineSeries.Style);
}
[Fact]
public void CgIndicator_ZeroLine_HasCorrectProperties()
{
var indicator = new CgIndicator { Period = 10 };
indicator.Initialize();
var zeroLine = indicator.LinesSeries[1];
Assert.Equal("Zero", zeroLine.Name);
Assert.Equal(1, zeroLine.Width);
Assert.Equal(LineStyle.Dash, zeroLine.Style);
}
[Fact]
public void CgIndicator_DifferentPeriods_Work()
{
var periods = new[] { 5, 10, 20, 50 };
foreach (var period in periods)
{
var indicator = new CgIndicator { Period = period };
indicator.Initialize();
var now = DateTime.UtcNow;
// Add enough bars to fill the buffer
for (int i = 0; i < period + 5; i++)
{
double close = 100 + (i % 10);
indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 2, close - 2, close);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
// Last value should be finite
double cgValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(cgValue), $"Period {period} should produce finite value");
}
}
[Fact]
public void CgIndicator_CgValuesAreBounded()
{
var indicator = new CgIndicator { Period = 10 };
indicator.Initialize();
var now = DateTime.UtcNow;
double[] closes = { 100, 102, 98, 105, 97, 110, 95, 108, 92, 115, 90, 120 };
double maxExpectedBound = (10 - 1) / 2.0 + 1.0; // Period-based bound with margin
foreach (var close in closes)
{
indicator.HistoricalData.AddBar(now, close, close + 5, close - 5, close);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
now = now.AddMinutes(1);
}
// All CG values should be bounded based on period
for (int i = 0; i < closes.Length; i++)
{
double value = indicator.LinesSeries[0].GetValue(closes.Length - 1 - i);
Assert.True(Math.Abs(value) <= maxExpectedBound,
$"CG value at index {i} should be bounded ±{maxExpectedBound}, got {value}");
}
}
[Fact]
public void CgIndicator_ConstantPrice_ProducesZeroCg()
{
var indicator = new CgIndicator { Period = 10 };
indicator.Initialize();
var now = DateTime.UtcNow;
// Add constant price bars
for (int i = 0; i < 15; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 100, 100, 100);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
// CG should be approximately zero for constant price
double cgValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(Math.Abs(cgValue) < 1e-9, $"Constant price should produce zero CG, got {cgValue}");
}
[Fact]
public void CgIndicator_Uptrend_ProducesPositiveCg()
{
var indicator = new CgIndicator { Period = 10 };
indicator.Initialize();
var now = DateTime.UtcNow;
// Add uptrending price bars
for (int i = 0; i < 15; i++)
{
double price = 100 + i;
indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
// CG should be positive for uptrend
double cgValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(cgValue > 0, $"Uptrend should produce positive CG, got {cgValue}");
}
[Fact]
public void CgIndicator_Downtrend_ProducesNegativeCg()
{
var indicator = new CgIndicator { Period = 10 };
indicator.Initialize();
var now = DateTime.UtcNow;
// Add downtrending price bars
for (int i = 0; i < 15; i++)
{
double price = 200 - i;
indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
// CG should be negative for downtrend
double cgValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(cgValue < 0, $"Downtrend should produce negative CG, got {cgValue}");
}
}