mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 05:27:43 +00:00
Miha Kralj
15f4bb90f3
New indicators: - HWC (Holt-Winters Channel) — channels, 27 tests - VWMACD (Volume-Weighted MACD) — momentum, 38 tests - Squeeze Pro — oscillators, 69 tests - BW_MFI (Bill Williams MFI) — oscillators - DSTOCH (Double Stochastic) — oscillators - ATRSTOP (ATR Trailing Stop) — reversals - VSTOP (Volatility Stop) — reversals - Convexity (Beta Convexity) — statistics, 23 tests Integration: - Python bridge: Exports.cs, _bridge.py, wrapper modules - Documentation: _sidebar.md, _index.md pages, SPEC.md - All analyzer warnings fixed (MA0074, xUnit2013, S2699) Build: 0 warnings, 0 errors | Tests: 15,933 passed, 0 failed
83 lines
2.5 KiB
C#
83 lines
2.5 KiB
C#
using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public sealed class ConvexityIndicatorTests
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{
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[Fact]
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public void Constructor_SetsDefaults()
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{
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var ind = new ConvexityIndicator();
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Assert.Equal("CONVEXITY - Beta Convexity", ind.Name);
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Assert.True(ind.SeparateWindow);
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Assert.Equal(20, ind.Period);
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Assert.True(ind.ShowColdValues);
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}
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[Fact]
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public void MinHistoryDepths_EqualsZero()
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{
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Assert.Equal(0, ConvexityIndicator.MinHistoryDepths);
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IWatchlistIndicator w = new ConvexityIndicator();
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Assert.Equal(0, w.MinHistoryDepths);
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}
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[Fact]
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public void ShortName_IncludesParameters()
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{
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var ind = new ConvexityIndicator { Period = 30 };
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ind.Initialize();
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Assert.Contains("CONVEXITY", ind.ShortName, StringComparison.Ordinal);
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Assert.Contains("30", ind.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void SourceCodeLink_IsValid()
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{
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var ind = new ConvexityIndicator();
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Assert.Contains("github.com", ind.SourceCodeLink, StringComparison.Ordinal);
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Assert.Contains("Convexity.Quantower.cs", ind.SourceCodeLink, StringComparison.Ordinal);
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}
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[Fact]
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public void Initialize_CreatesLineSeries()
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{
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var ind = new ConvexityIndicator();
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ind.Initialize();
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Assert.Equal(5, ind.LinesSeries.Count);
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}
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[Fact]
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public void ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var ind = new ConvexityIndicator { Period = 5 };
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ind.Initialize();
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for (int i = 0; i < 10; i++)
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{
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ind.HistoricalData.AddBar(
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DateTime.UtcNow.AddMinutes(i),
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100 + i * 0.5, 101 + i * 0.5, 99 + i * 0.5, 100.5 + i * 0.5, 1000);
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}
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ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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double val = ind.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(val));
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}
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[Fact]
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public void ProcessUpdate_NewBar_ComputesValue()
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{
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var ind = new ConvexityIndicator { Period = 3 };
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ind.Initialize();
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ind.HistoricalData.AddBar(DateTime.UtcNow, 100, 101, 99, 100.5, 1000);
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ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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ind.HistoricalData.AddBar(DateTime.UtcNow.AddMinutes(1), 101, 102, 100, 101.5, 1100);
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ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
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Assert.True(double.IsFinite(ind.LinesSeries[0].GetValue(0)));
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}
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}
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