mirror of
https://github.com/mihakralj/QuanTAlib.git
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329b0657bc
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.
173 lines
5.8 KiB
C#
173 lines
5.8 KiB
C#
using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public class PmaIndicatorTests
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{
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[Fact]
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public void PmaIndicator_Constructor_SetsDefaults()
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{
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var indicator = new PmaIndicator();
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Assert.Equal(7, indicator.Period);
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("PMA - Ehlers Predictive Moving Average", indicator.Name);
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Assert.False(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 PmaIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new PmaIndicator();
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Assert.Equal(0, PmaIndicator.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 PmaIndicator_ShortName_IncludesPeriodAndSource()
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{
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var indicator = new PmaIndicator { Period = 14 };
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Assert.Contains("PMA", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("14", indicator.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void PmaIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new PmaIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
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Assert.Contains("Pma.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
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}
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[Fact]
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public void PmaIndicator_Initialize_CreatesInternalPma()
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{
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var indicator = new PmaIndicator { Period = 7 };
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indicator.Initialize();
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// After init, two line series should exist (PMA and Trigger)
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Assert.Equal(2, indicator.LinesSeries.Count);
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}
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[Fact]
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public void PmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new PmaIndicator { Period = 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.Equal(1, indicator.LinesSeries[1].Count);
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
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Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(0)));
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}
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[Fact]
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public void PmaIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new PmaIndicator { Period = 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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Assert.Equal(2, indicator.LinesSeries[1].Count);
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}
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[Fact]
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public void PmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new PmaIndicator { Period = 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.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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double pmaFirst = indicator.LinesSeries[0].GetValue(0);
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double trigFirst = indicator.LinesSeries[1].GetValue(0);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
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double pmaSecond = indicator.LinesSeries[0].GetValue(0);
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double trigSecond = indicator.LinesSeries[1].GetValue(0);
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Assert.True(double.IsFinite(pmaFirst));
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Assert.True(double.IsFinite(trigFirst));
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Assert.True(double.IsFinite(pmaSecond));
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Assert.True(double.IsFinite(trigSecond));
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}
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[Fact]
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public void PmaIndicator_MultipleUpdates_ProducesCorrectSequence()
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{
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var indicator = new PmaIndicator { Period = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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double[] closes = { 100, 102, 104, 103, 105, 107, 106 };
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foreach (var close in closes)
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{
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indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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now = now.AddMinutes(1);
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}
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for (int i = 0; i < closes.Length; i++)
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{
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
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Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(closes.Length - 1 - i)));
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}
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double lastPma = indicator.LinesSeries[0].GetValue(0);
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Assert.True(lastPma >= 95 && lastPma <= 115);
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}
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[Fact]
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public void PmaIndicator_DifferentSourceTypes_Work()
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{
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var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
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foreach (var source in sources)
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{
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var indicator = new PmaIndicator { Source = source };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
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$"Source {source} should produce finite PMA value");
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Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(0)),
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$"Source {source} should produce finite Trigger value");
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}
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}
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[Fact]
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public void PmaIndicator_Period_CanBeChanged()
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{
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var indicator = new PmaIndicator { Period = 7 };
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Assert.Equal(7, indicator.Period);
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indicator.Period = 14;
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Assert.Equal(14, indicator.Period);
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}
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}
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