Files
Miha Kralj 329b0657bc Add "Ehlers" prefix to 5 Ehlers indicators: SAM, PMA, ILRS, CTI, RVGI
Standardize naming convention so all Ehlers-originated indicators
have "Ehlers" in their display name across all documentation and
code surfaces:

- SAM: Smoothed Adaptive Momentum → Ehlers Smoothed Adaptive Momentum
- PMA: Predictive Moving Average → Ehlers Predictive Moving Average
- ILRS: Integral of LinReg Slope → Ehlers Integral of LinReg Slope
- CTI: Correlation Trend Indicator → Ehlers Correlation Trend Indicator
- RVGI: Relative Vigor Index → Ehlers Relative Vigor Index

Updated across: .md H1 titles, XML doc summaries, Quantower Name
properties, Quantower test assertions, _sidebar.md, lib/_index.md,
category _index.md files, docs/indicators.md, docs/validation.md.

Build: 0 warnings, 0 errors. All tests pass.
2026-03-17 10:51:24 -07:00

158 lines
5.0 KiB
C#

using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public sealed class RvgiIndicatorTests
{
[Fact]
public void RvgiIndicator_Constructor_SetsDefaults()
{
var indicator = new RvgiIndicator();
Assert.Equal(10, indicator.Period);
Assert.True(indicator.ShowColdValues);
Assert.Equal("RVGI - Ehlers Relative Vigor Index", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void RvgiIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new RvgiIndicator { Period = 10 };
Assert.Equal(0, RvgiIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void RvgiIndicator_ShortName_IncludesPeriod()
{
var indicator = new RvgiIndicator { Period = 14 };
indicator.Initialize();
Assert.Contains("RVGI", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("14", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void RvgiIndicator_SourceCodeLink_IsValid()
{
var indicator = new RvgiIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Rvgi.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void RvgiIndicator_Initialize_CreatesTwoLineSeries()
{
var indicator = new RvgiIndicator { Period = 10 };
indicator.Initialize();
// RVGI line + Signal line
Assert.Equal(2, indicator.LinesSeries.Count);
}
[Fact]
public void RvgiIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new RvgiIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
double rvgiValue = indicator.LinesSeries[0].GetValue(0);
double signalValue = indicator.LinesSeries[1].GetValue(0);
Assert.True(double.IsFinite(rvgiValue));
Assert.True(double.IsFinite(signalValue));
}
[Fact]
public void RvgiIndicator_ProcessUpdate_NewBar_UpdatesValue()
{
var indicator = new RvgiIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
// After new bar, series should have grown
Assert.True(indicator.LinesSeries[0].Count >= 2);
}
[Fact]
public void RvgiIndicator_Parameters_CanBeChanged()
{
var indicator = new RvgiIndicator { Period = 14 };
indicator.Initialize();
Assert.Equal(14, indicator.Period);
}
[Fact]
public void RvgiIndicator_DifferentOhlcSource_ComputesValues()
{
var indicator = new RvgiIndicator { Period = 10 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 30; i++)
{
double basePrice = 100.0 + i * 0.5;
indicator.HistoricalData.AddBar(
now.AddMinutes(i),
open: basePrice,
high: basePrice + 3.0,
low: basePrice - 2.0,
close: basePrice + 1.0);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
// Both lines should have finite values
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(0)));
}
[Fact]
public void RvgiIndicator_BullishBars_ParallelOutput_Positive()
{
// Persistent up bars → RVGI line should be positive
var indicator = new RvgiIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 30; i++)
{
double basePrice = 100.0 + i;
indicator.HistoricalData.AddBar(
now.AddMinutes(i),
open: basePrice,
high: basePrice + 4.0,
low: basePrice - 1.0,
close: basePrice + 3.0);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
double rvgiValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(rvgiValue > 0.0, $"Expected RVGI line > 0 for bullish bars, got {rvgiValue}");
}
}