mirror of
https://github.com/mihakralj/QuanTAlib.git
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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
163 lines
5.5 KiB
C#
163 lines
5.5 KiB
C#
using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public class DoscIndicatorTests
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{
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[Fact]
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public void DoscIndicator_Constructor_SetsDefaults()
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{
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var indicator = new DoscIndicator();
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Assert.Equal(14, indicator.RsiPeriod);
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Assert.Equal(5, indicator.Ema1Period);
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Assert.Equal(3, indicator.Ema2Period);
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Assert.Equal(9, indicator.SigPeriod);
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("DOSC - Derivative 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 DoscIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new DoscIndicator();
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Assert.Equal(0, DoscIndicator.MinHistoryDepths);
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Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
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}
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[Fact]
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public void DoscIndicator_ShortName_IncludesAllParams()
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{
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var indicator = new DoscIndicator { RsiPeriod = 10, Ema1Period = 4, Ema2Period = 2, SigPeriod = 7 };
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Assert.Contains("DOSC", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("4", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("2", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("7", indicator.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void DoscIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new DoscIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
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Assert.Contains("Dosc.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
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}
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[Fact]
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public void DoscIndicator_Initialize_CreatesInternalIndicator()
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{
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var indicator = new DoscIndicator { RsiPeriod = 14, Ema1Period = 5, Ema2Period = 3, SigPeriod = 9 };
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indicator.Initialize();
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// Single output line series
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void DoscIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new DoscIndicator { RsiPeriod = 3, Ema1Period = 2, Ema2Period = 2, SigPeriod = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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Assert.Equal(1, indicator.LinesSeries[0].Count);
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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 DoscIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new DoscIndicator { RsiPeriod = 3, Ema1Period = 2, Ema2Period = 2, SigPeriod = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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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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[Fact]
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public void DoscIndicator_InternalIndicator_HandlesBarCorrection()
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{
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// Use alternating zigzag data so RSI is not a degenerate 100/0, ensuring DOSC != 0
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// and a large-drop correction produces a measurably different result.
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var ma = new Dosc(3, 2, 2, 3);
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var now = DateTime.UtcNow;
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double[] prices = [100, 102, 99, 103, 97, 104, 98, 105, 97, 106];
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for (int i = 0; i < prices.Length; i++)
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{
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ma.Update(new TValue(now.AddMinutes(i).Ticks, prices[i]), isNew: true);
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}
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double beforeCorrection = ma.Last.Value;
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// Correct last bar with a steep drop — RSI collapses, DOSC must change
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ma.Update(new TValue(now.AddMinutes(9).Ticks, 50), isNew: false);
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double afterCorrection = ma.Last.Value;
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Assert.NotEqual(beforeCorrection, afterCorrection);
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Assert.True(double.IsFinite(afterCorrection));
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}
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[Fact]
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public void DoscIndicator_DifferentSourceTypes()
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{
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foreach (SourceType sourceType in new[] { SourceType.Close, SourceType.Open, SourceType.High, SourceType.Low })
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{
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var indicator = new DoscIndicator();
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indicator.Source = sourceType;
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Assert.Equal(sourceType, indicator.Source);
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}
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}
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[Fact]
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public void DoscIndicator_MultipleHistoricalBars()
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{
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var indicator = new DoscIndicator { RsiPeriod = 5, Ema1Period = 3, Ema2Period = 2, SigPeriod = 4 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 30; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i);
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indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar));
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}
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Assert.Equal(30, indicator.LinesSeries[0].Count);
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for (int i = 0; i < 30; i++)
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{
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i)));
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}
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}
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[Fact]
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public void DoscIndicator_PeriodChange_UpdatesConfig()
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{
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var indicator = new DoscIndicator();
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indicator.RsiPeriod = 7;
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Assert.Equal(7, indicator.RsiPeriod);
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indicator.SigPeriod = 5;
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Assert.Equal(5, indicator.SigPeriod);
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}
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}
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