mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-01 11:17:46 +00:00
Miha Kralj
060649192f
- 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
807 lines
26 KiB
C#
807 lines
26 KiB
C#
using TradingPlatform.BusinessLayer;
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using Xunit;
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namespace QuanTAlib.Tests;
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public class QstickIndicatorTests
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{
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// ── Constructor & Defaults ──────────────────────────────────────────
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[Fact]
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public void Constructor_CreatesValidIndicator()
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{
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var indicator = new QstickIndicator();
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Assert.NotNull(indicator);
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Assert.Equal("Qstick Indicator", indicator.Name);
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}
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[Fact]
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public void Constructor_Description_IsNotEmpty()
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{
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var indicator = new QstickIndicator();
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Assert.False(string.IsNullOrWhiteSpace(indicator.Description));
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Assert.Contains("candlestick", indicator.Description, StringComparison.OrdinalIgnoreCase);
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}
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[Fact]
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public void Constructor_SeparateWindow_IsTrue()
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{
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var indicator = new QstickIndicator();
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Assert.True(indicator.SeparateWindow);
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}
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[Fact]
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public void Constructor_CreatesOneLineSeries()
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{
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var indicator = new QstickIndicator();
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void Constructor_LineSeries_NameIsQstick()
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{
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var indicator = new QstickIndicator();
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Assert.Equal("Qstick", indicator.LinesSeries[0].Name);
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}
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[Fact]
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public void DefaultPeriod_Is14()
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{
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var indicator = new QstickIndicator();
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Assert.Equal(14, indicator.Period);
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}
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[Fact]
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public void DefaultMaType_IsSMA()
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{
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var indicator = new QstickIndicator();
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Assert.Equal("SMA", indicator.MaType);
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}
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[Fact]
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public void DefaultShowColdValues_IsTrue()
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{
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var indicator = new QstickIndicator();
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Assert.True(indicator.ShowColdValues);
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}
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// ── ShortName ───────────────────────────────────────────────────────
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[Fact]
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public void ShortName_DefaultParameters_IncludesPeriodAndMaType()
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{
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var indicator = new QstickIndicator();
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Assert.Equal("QSTICK(14,SMA)", indicator.ShortName);
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}
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[Fact]
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public void ShortName_CustomPeriod_ReflectsNewPeriod()
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{
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var indicator = new QstickIndicator { Period = 20 };
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Assert.Equal("QSTICK(20,SMA)", indicator.ShortName);
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}
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[Fact]
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public void ShortName_EmaMode_IncludesEMA()
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{
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var indicator = new QstickIndicator { Period = 20, MaType = "EMA" };
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Assert.Equal("QSTICK(20,EMA)", indicator.ShortName);
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}
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// ── MinHistoryDepths ────────────────────────────────────────────────
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[Fact]
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public void MinHistoryDepths_Static_EqualsZero()
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{
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Assert.Equal(0, QstickIndicator.MinHistoryDepths);
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}
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[Fact]
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public void MinHistoryDepths_Interface_EqualsZero()
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{
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var indicator = new QstickIndicator();
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IWatchlistIndicator watchlistIndicator = indicator;
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Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
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}
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// ── OnInit ──────────────────────────────────────────────────────────
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[Fact]
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public void Initialize_SmaMode_CreatesInternalIndicator()
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{
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var indicator = new QstickIndicator { MaType = "SMA" };
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indicator.Initialize();
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Assert.NotNull(indicator);
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}
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[Fact]
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public void Initialize_EmaMode_CreatesInternalIndicator()
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{
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var indicator = new QstickIndicator { MaType = "EMA" };
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indicator.Initialize();
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Assert.NotNull(indicator);
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}
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[Fact]
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public void Initialize_AddsZeroLineLevel()
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{
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var indicator = new QstickIndicator();
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indicator.Initialize();
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// OnInit calls AddLineLevel(0, "Zero", ...)
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Assert.True(indicator.LineLevels.Count >= 1);
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}
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// ── ProcessUpdate: HistoricalBar ────────────────────────────────────
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[Fact]
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public void ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new QstickIndicator { Period = 3, MaType = "SMA" };
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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), 100.0, 110.0, 95.0, 105.0, 1000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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// After 5 bars with constant diff=5, Qstick=5
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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 ProcessUpdate_HistoricalBar_BullishBars_PositiveValue()
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{
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var indicator = new QstickIndicator { Period = 3, MaType = "SMA" };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 3; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100.0, 110.0, 95.0, 105.0, 1000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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// All bullish, diff=5 each, SMA=5.0
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Assert.Equal(5.0, indicator.LinesSeries[0].GetValue(0), 10);
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}
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// ── ProcessUpdate: NewBar ───────────────────────────────────────────
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[Fact]
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public void ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new QstickIndicator { Period = 3, MaType = "SMA" };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100.0, 110.0, 95.0, 105.0, 1000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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indicator.HistoricalData.AddBar(now.AddMinutes(1), 100.0, 108.0, 95.0, 103.0, 1000);
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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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// ── ProcessUpdate: NewTick ──────────────────────────────────────────
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[Fact]
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public void ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new QstickIndicator { Period = 3, MaType = "SMA" };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100.0, 110.0, 95.0, 105.0, 1000);
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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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// ── SMA vs EMA ──────────────────────────────────────────────────────
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[Fact]
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public void SmaMode_BearishBars_ProducesNegativeQstick()
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{
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var indicator = new QstickIndicator { Period = 5, MaType = "SMA" };
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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), 100.0, 105.0, 90.0, 95.0, 1000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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// All bearish (close < open), diff=-5
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Assert.Equal(-5.0, indicator.LinesSeries[0].GetValue(0), 10);
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}
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[Fact]
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public void SmaMode_DojiBars_ProducesZeroQstick()
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{
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var indicator = new QstickIndicator { Period = 5, MaType = "SMA" };
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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), 100.0, 105.0, 95.0, 100.0, 1000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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Assert.Equal(0.0, indicator.LinesSeries[0].GetValue(0), 10);
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}
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[Fact]
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public void EmaMode_BullishBars_ProducesPositiveQstick()
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{
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var indicator = new QstickIndicator { Period = 5, MaType = "EMA" };
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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), 100.0, 110.0, 95.0, 105.0, 1000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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// All same diff=5, EMA converges to 5.0
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Assert.Equal(5.0, indicator.LinesSeries[0].GetValue(0), 10);
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}
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// ── Core Calculation Integration ────────────────────────────────────
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[Fact]
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public void CalculationIntegration_SmaMode_ProducesCorrectValues()
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{
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var qstickCore = new Qstick(3);
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var time = DateTime.UtcNow;
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var bar1 = new TBar(time.Ticks, 100.0, 110.0, 95.0, 105.0, 1000);
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var bar2 = new TBar(time.AddMinutes(1).Ticks, 100.0, 105.0, 95.0, 103.0, 1000);
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var bar3 = new TBar(time.AddMinutes(2).Ticks, 100.0, 108.0, 95.0, 106.0, 1000);
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qstickCore.Update(bar1);
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qstickCore.Update(bar2);
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var result = qstickCore.Update(bar3);
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// SMA of (5, 3, 6) = 14/3 ≈ 4.667
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Assert.Equal(14.0 / 3.0, result.Value, 10);
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}
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[Fact]
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public void EmaMode_CalculatesCorrectly()
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{
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var qstickCore = new Qstick(3, useEma: true);
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var time = DateTime.UtcNow;
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// Bar 1: diff = 5
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qstickCore.Update(new TBar(time.Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
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// Bar 2: diff = -3, EMA with alpha = 2/(3+1) = 0.5
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var result = qstickCore.Update(new TBar(time.AddMinutes(1).Ticks, 100.0, 105.0, 95.0, 97.0, 1000));
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// EMA = 0.5 * -3 + 0.5 * 5 = 1.0
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Assert.Equal(1.0, result.Value, 10);
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}
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[Fact]
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public void CalculationIntegration_MixedBullishBearish()
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{
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var qstickCore = new Qstick(4);
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var time = DateTime.UtcNow;
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// 2 bullish (diff=5), 2 bearish (diff=-5) → SMA = 0
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qstickCore.Update(new TBar(time.Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
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qstickCore.Update(new TBar(time.AddMinutes(1).Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
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qstickCore.Update(new TBar(time.AddMinutes(2).Ticks, 100.0, 105.0, 90.0, 95.0, 1000));
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var result = qstickCore.Update(new TBar(time.AddMinutes(3).Ticks, 100.0, 105.0, 90.0, 95.0, 1000));
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Assert.Equal(0.0, result.Value, 10);
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}
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[Fact]
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public void BullishBars_ProducePositiveQstick()
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{
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var qstick = new Qstick(5);
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var time = DateTime.UtcNow;
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for (int i = 0; i < 5; i++)
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{
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qstick.Update(new TBar(time.AddMinutes(i).Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
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}
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Assert.True(qstick.Last.Value > 0);
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Assert.Equal(5.0, qstick.Last.Value, 10);
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}
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[Fact]
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public void BearishBars_ProduceNegativeQstick()
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{
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var qstick = new Qstick(5);
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var time = DateTime.UtcNow;
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for (int i = 0; i < 5; i++)
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{
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qstick.Update(new TBar(time.AddMinutes(i).Ticks, 100.0, 105.0, 90.0, 95.0, 1000));
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}
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Assert.True(qstick.Last.Value < 0);
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Assert.Equal(-5.0, qstick.Last.Value, 10);
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}
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[Fact]
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public void DojiBars_ProduceZeroQstick()
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{
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var qstick = new Qstick(5);
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var time = DateTime.UtcNow;
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for (int i = 0; i < 5; i++)
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{
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qstick.Update(new TBar(time.AddMinutes(i).Ticks, 100.0, 105.0, 95.0, 100.0, 1000));
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}
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Assert.Equal(0.0, qstick.Last.Value, 10);
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}
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// ── Core Indicator Features ─────────────────────────────────────────
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[Fact]
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public void CoreIndicator_ResetsCorrectly()
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{
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var qstick = new Qstick(3);
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var time = DateTime.UtcNow;
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qstick.Update(new TBar(time.Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
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qstick.Update(new TBar(time.AddMinutes(1).Ticks, 100.0, 105.0, 95.0, 103.0, 1000));
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Assert.NotEqual(default, qstick.Last);
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qstick.Reset();
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Assert.False(qstick.IsHot);
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Assert.Equal(default, qstick.Last);
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}
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[Fact]
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public void CoreIndicator_IsHot_SmaMode_AfterPeriodBars()
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{
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var qstick = new Qstick(3);
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var time = DateTime.UtcNow;
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Assert.False(qstick.IsHot);
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qstick.Update(new TBar(time.Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
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Assert.False(qstick.IsHot);
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qstick.Update(new TBar(time.AddMinutes(1).Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
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Assert.False(qstick.IsHot);
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qstick.Update(new TBar(time.AddMinutes(2).Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
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Assert.True(qstick.IsHot);
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}
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[Fact]
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public void CoreIndicator_IsHot_EmaMode_AfterFirstBar()
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{
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var qstick = new Qstick(3, useEma: true);
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var time = DateTime.UtcNow;
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Assert.False(qstick.IsHot);
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qstick.Update(new TBar(time.Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
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Assert.True(qstick.IsHot);
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}
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[Fact]
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public void CoreIndicator_Period_ReturnsConstructorValue()
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{
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var qstick = new Qstick(20);
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Assert.Equal(20, qstick.Period);
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}
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[Fact]
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public void CoreIndicator_UseEma_ReturnsConstructorValue()
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{
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var qstickSma = new Qstick(10, useEma: false);
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Assert.False(qstickSma.UseEma);
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var qstickEma = new Qstick(10, useEma: true);
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Assert.True(qstickEma.UseEma);
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}
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[Fact]
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public void CoreIndicator_WarmupPeriod_EqualsPeriod()
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{
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var qstick = new Qstick(20);
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Assert.Equal(20, qstick.WarmupPeriod);
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}
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[Fact]
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public void CoreIndicator_Name_SmaMode_DoesNotIncludeEma()
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{
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var qstick = new Qstick(14);
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Assert.Equal("QSTICK(14)", qstick.Name);
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}
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[Fact]
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public void CoreIndicator_Name_EmaMode_IncludesEma()
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{
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var qstick = new Qstick(14, useEma: true);
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Assert.Equal("QSTICK(14,EMA)", qstick.Name);
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}
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[Fact]
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public void CoreIndicator_InvalidPeriod_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new Qstick(0));
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Assert.Throws<ArgumentException>(() => new Qstick(-1));
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}
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// ── NaN/Infinity Handling ───────────────────────────────────────────
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[Fact]
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public void CoreIndicator_NaNOpen_ReturnsLastValue()
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{
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var qstick = new Qstick(3);
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var time = DateTime.UtcNow;
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var firstResult = qstick.Update(new TBar(time.Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
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var nanResult = qstick.Update(new TBar(time.AddMinutes(1).Ticks, double.NaN, 110.0, 95.0, 105.0, 1000));
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Assert.Equal(firstResult.Value, nanResult.Value);
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}
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[Fact]
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public void CoreIndicator_InfinityClose_ReturnsLastValue()
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{
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var qstick = new Qstick(3);
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var time = DateTime.UtcNow;
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var firstResult = qstick.Update(new TBar(time.Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
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var infResult = qstick.Update(new TBar(time.AddMinutes(1).Ticks, 100.0, 110.0, 95.0, double.PositiveInfinity, 1000));
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Assert.Equal(firstResult.Value, infResult.Value);
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}
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[Fact]
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public void CoreIndicator_NegativeInfinityOpen_ReturnsLastValue()
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{
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var qstick = new Qstick(3);
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var time = DateTime.UtcNow;
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var firstResult = qstick.Update(new TBar(time.Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
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var infResult = qstick.Update(new TBar(time.AddMinutes(1).Ticks, double.NegativeInfinity, 110.0, 95.0, 105.0, 1000));
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Assert.Equal(firstResult.Value, infResult.Value);
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}
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// ── Bar Correction (isNew=false) ────────────────────────────────────
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[Fact]
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public void CoreIndicator_BarCorrection_SmaMode_UpdatesLastBar()
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{
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var qstick = new Qstick(3);
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var time = DateTime.UtcNow;
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qstick.Update(new TBar(time.Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
|
|
qstick.Update(new TBar(time.AddMinutes(1).Ticks, 100.0, 110.0, 95.0, 103.0, 1000));
|
|
|
|
// New bar
|
|
qstick.Update(new TBar(time.AddMinutes(2).Ticks, 100.0, 108.0, 95.0, 106.0, 1000), isNew: true);
|
|
var afterNew = qstick.Last.Value;
|
|
|
|
// Correct the same bar (isNew=false)
|
|
var afterCorrection = qstick.Update(new TBar(time.AddMinutes(2).Ticks, 100.0, 112.0, 93.0, 110.0, 1000), isNew: false);
|
|
|
|
// Value should change since close-open changed from 6 to 10
|
|
Assert.NotEqual(afterNew, afterCorrection.Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void CoreIndicator_BarCorrection_EmaMode_RollsBackState()
|
|
{
|
|
var qstick = new Qstick(3, useEma: true);
|
|
var time = DateTime.UtcNow;
|
|
|
|
qstick.Update(new TBar(time.Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
|
|
|
|
// New bar
|
|
qstick.Update(new TBar(time.AddMinutes(1).Ticks, 100.0, 108.0, 95.0, 106.0, 1000), isNew: true);
|
|
var afterNew = qstick.Last.Value;
|
|
|
|
// Correct the same bar (isNew=false)
|
|
var afterCorrection = qstick.Update(new TBar(time.AddMinutes(1).Ticks, 100.0, 112.0, 93.0, 110.0, 1000), isNew: false);
|
|
|
|
Assert.NotEqual(afterNew, afterCorrection.Value);
|
|
}
|
|
|
|
// ── Batch / Update(TBarSeries) / Calculate ──────────────────────────
|
|
|
|
[Fact]
|
|
public void CoreIndicator_UpdateTBarSeries_ReturnsTSeries()
|
|
{
|
|
var qstick = new Qstick(3);
|
|
var time = DateTime.UtcNow;
|
|
var series = new TBarSeries();
|
|
|
|
for (int i = 0; i < 5; i++)
|
|
{
|
|
series.Add(time.AddMinutes(i).Ticks, 100.0, 110.0, 95.0, 105.0 + i, 1000);
|
|
}
|
|
|
|
var result = qstick.Update(series);
|
|
|
|
Assert.Equal(5, result.Count);
|
|
}
|
|
|
|
[Fact]
|
|
public void CoreIndicator_UpdateTBarSeries_EmptySeries_ReturnsEmpty()
|
|
{
|
|
var qstick = new Qstick(3);
|
|
var series = new TBarSeries();
|
|
|
|
var result = qstick.Update(series);
|
|
|
|
Assert.Empty(result);
|
|
}
|
|
|
|
[Fact]
|
|
public void CoreIndicator_Batch_ReturnsResults()
|
|
{
|
|
var time = DateTime.UtcNow;
|
|
var series = new TBarSeries();
|
|
|
|
for (int i = 0; i < 5; i++)
|
|
{
|
|
series.Add(time.AddMinutes(i).Ticks, 100.0, 110.0, 95.0, 105.0, 1000);
|
|
}
|
|
|
|
var result = Qstick.Batch(series, period: 3);
|
|
|
|
Assert.Equal(5, result.Count);
|
|
}
|
|
|
|
[Fact]
|
|
public void CoreIndicator_BatchEma_ReturnsResults()
|
|
{
|
|
var time = DateTime.UtcNow;
|
|
var series = new TBarSeries();
|
|
|
|
for (int i = 0; i < 5; i++)
|
|
{
|
|
series.Add(time.AddMinutes(i).Ticks, 100.0, 110.0, 95.0, 105.0, 1000);
|
|
}
|
|
|
|
var result = Qstick.Batch(series, period: 3, useEma: true);
|
|
|
|
Assert.Equal(5, result.Count);
|
|
Assert.Equal(5.0, result.Last.Value, 10);
|
|
}
|
|
|
|
[Fact]
|
|
public void CoreIndicator_Calculate_ReturnsResultsAndIndicator()
|
|
{
|
|
var time = DateTime.UtcNow;
|
|
var series = new TBarSeries();
|
|
|
|
for (int i = 0; i < 5; i++)
|
|
{
|
|
series.Add(time.AddMinutes(i).Ticks, 100.0, 110.0, 95.0, 105.0, 1000);
|
|
}
|
|
|
|
var (results, indicator) = Qstick.Calculate(series, period: 3);
|
|
|
|
Assert.Equal(5, results.Count);
|
|
Assert.NotNull(indicator);
|
|
Assert.True(indicator.IsHot);
|
|
}
|
|
|
|
[Fact]
|
|
public void CoreIndicator_Prime_WarmsUpIndicator()
|
|
{
|
|
var qstick = new Qstick(3);
|
|
var time = DateTime.UtcNow;
|
|
var series = new TBarSeries();
|
|
|
|
for (int i = 0; i < 5; i++)
|
|
{
|
|
series.Add(time.AddMinutes(i).Ticks, 100.0, 110.0, 95.0, 105.0, 1000);
|
|
}
|
|
|
|
qstick.Prime(series);
|
|
|
|
Assert.True(qstick.IsHot);
|
|
Assert.Equal(5.0, qstick.Last.Value, 10);
|
|
}
|
|
|
|
// ── Pub Event ───────────────────────────────────────────────────────
|
|
|
|
[Fact]
|
|
public void CoreIndicator_PubEvent_FiresOnUpdate()
|
|
{
|
|
var qstick = new Qstick(3);
|
|
var time = DateTime.UtcNow;
|
|
int eventCount = 0;
|
|
|
|
qstick.Pub += (object? sender, in TValueEventArgs args) => eventCount++;
|
|
|
|
qstick.Update(new TBar(time.Ticks, 100.0, 110.0, 95.0, 105.0, 1000));
|
|
qstick.Update(new TBar(time.AddMinutes(1).Ticks, 100.0, 105.0, 95.0, 103.0, 1000));
|
|
|
|
Assert.Equal(2, eventCount);
|
|
}
|
|
|
|
[Fact]
|
|
public void CoreIndicator_PubEvent_NaN_StillFires()
|
|
{
|
|
var qstick = new Qstick(3);
|
|
var time = DateTime.UtcNow;
|
|
int eventCount = 0;
|
|
|
|
qstick.Pub += (object? sender, in TValueEventArgs args) => eventCount++;
|
|
|
|
qstick.Update(new TBar(time.Ticks, double.NaN, 110.0, 95.0, 105.0, 1000));
|
|
|
|
Assert.Equal(1, eventCount);
|
|
}
|
|
|
|
// ── Different Periods ───────────────────────────────────────────────
|
|
|
|
[Fact]
|
|
public void DifferentPeriods_ProduceDifferentResults()
|
|
{
|
|
var indicator1 = new QstickIndicator { Period = 3, MaType = "SMA" };
|
|
var indicator2 = new QstickIndicator { Period = 10, MaType = "SMA" };
|
|
indicator1.Initialize();
|
|
indicator2.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
for (int i = 0; i < 10; i++)
|
|
{
|
|
double close = 105.0 + (i % 2 == 0 ? 3.0 : -3.0);
|
|
indicator1.HistoricalData.AddBar(now.AddMinutes(i), 100.0, 115.0, 85.0, close, 1000);
|
|
indicator1.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
|
|
indicator2.HistoricalData.AddBar(now.AddMinutes(i), 100.0, 115.0, 85.0, close, 1000);
|
|
indicator2.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
}
|
|
|
|
double val1 = indicator1.LinesSeries[0].GetValue(0);
|
|
double val2 = indicator2.LinesSeries[0].GetValue(0);
|
|
Assert.NotEqual(val1, val2);
|
|
}
|
|
|
|
[Fact]
|
|
public void SmaVsEma_SameData_ProduceDifferentResults()
|
|
{
|
|
var smaIndicator = new QstickIndicator { Period = 5, MaType = "SMA" };
|
|
var emaIndicator = new QstickIndicator { Period = 5, MaType = "EMA" };
|
|
smaIndicator.Initialize();
|
|
emaIndicator.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
double[] closes = [105.0, 97.0, 108.0, 99.0, 102.0];
|
|
for (int i = 0; i < 5; i++)
|
|
{
|
|
smaIndicator.HistoricalData.AddBar(now.AddMinutes(i), 100.0, 115.0, 85.0, closes[i], 1000);
|
|
smaIndicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
|
|
emaIndicator.HistoricalData.AddBar(now.AddMinutes(i), 100.0, 115.0, 85.0, closes[i], 1000);
|
|
emaIndicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
}
|
|
|
|
double smaVal = smaIndicator.LinesSeries[0].GetValue(0);
|
|
double emaVal = emaIndicator.LinesSeries[0].GetValue(0);
|
|
// SMA = (5 + -3 + 8 + -1 + 2) / 5 = 11/5 = 2.2
|
|
Assert.Equal(2.2, smaVal, 10);
|
|
Assert.NotEqual(smaVal, emaVal);
|
|
}
|
|
|
|
// ── Reinit ──────────────────────────────────────────────────────────
|
|
|
|
[Fact]
|
|
public void Reinitialize_WithDifferentParameters_ResetsState()
|
|
{
|
|
var indicator = new QstickIndicator { Period = 5, MaType = "SMA" };
|
|
indicator.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
for (int i = 0; i < 5; i++)
|
|
{
|
|
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100.0, 110.0, 95.0, 105.0, 1000);
|
|
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
}
|
|
|
|
indicator.Period = 10;
|
|
indicator.MaType = "EMA";
|
|
indicator.Initialize();
|
|
|
|
Assert.Equal("QSTICK(10,EMA)", indicator.ShortName);
|
|
}
|
|
|
|
// ── ShowColdValues ──────────────────────────────────────────────────
|
|
|
|
[Fact]
|
|
public void ShowColdValues_CanBeSetToFalse()
|
|
{
|
|
var indicator = new QstickIndicator { ShowColdValues = false };
|
|
Assert.False(indicator.ShowColdValues);
|
|
}
|
|
|
|
[Fact]
|
|
public void ShowColdValues_False_ProcessesWithoutError()
|
|
{
|
|
var indicator = new QstickIndicator { Period = 5, ShowColdValues = false };
|
|
indicator.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
for (int i = 0; i < 2; i++)
|
|
{
|
|
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100.0, 110.0, 95.0, 105.0, 1000);
|
|
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
}
|
|
|
|
Assert.NotNull(indicator);
|
|
}
|
|
|
|
// ── Multiple bars through adapter with known values ─────────────────
|
|
|
|
[Fact]
|
|
public void MultipleBars_ThroughAdapter_ProducesExpectedValues()
|
|
{
|
|
var indicator = new QstickIndicator { Period = 3, MaType = "SMA" };
|
|
indicator.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
// Bar 1: diff = 5 (105-100)
|
|
indicator.HistoricalData.AddBar(now, 100.0, 110.0, 95.0, 105.0, 1000);
|
|
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
|
|
// Bar 2: diff = 3 (103-100)
|
|
indicator.HistoricalData.AddBar(now.AddMinutes(1), 100.0, 105.0, 95.0, 103.0, 1000);
|
|
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
|
|
// Bar 3: diff = 6 (106-100)
|
|
indicator.HistoricalData.AddBar(now.AddMinutes(2), 100.0, 108.0, 95.0, 106.0, 1000);
|
|
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
|
|
// SMA(3) of [5, 3, 6] = 14/3 ≈ 4.667
|
|
Assert.Equal(14.0 / 3.0, indicator.LinesSeries[0].GetValue(0), 10);
|
|
}
|
|
|
|
// ── Parameters can be modified ──────────────────────────────────────
|
|
|
|
[Fact]
|
|
public void Period_CanBeChanged()
|
|
{
|
|
var indicator = new QstickIndicator();
|
|
Assert.Equal(14, indicator.Period);
|
|
|
|
indicator.Period = 30;
|
|
Assert.Equal(30, indicator.Period);
|
|
}
|
|
|
|
[Fact]
|
|
public void MaType_CanBeChanged()
|
|
{
|
|
var indicator = new QstickIndicator();
|
|
Assert.Equal("SMA", indicator.MaType);
|
|
|
|
indicator.MaType = "EMA";
|
|
Assert.Equal("EMA", indicator.MaType);
|
|
}
|
|
}
|