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

173 lines
5.8 KiB
C#

using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public class PmaIndicatorTests
{
[Fact]
public void PmaIndicator_Constructor_SetsDefaults()
{
var indicator = new PmaIndicator();
Assert.Equal(7, indicator.Period);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("PMA - Ehlers Predictive Moving Average", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void PmaIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new PmaIndicator();
Assert.Equal(0, PmaIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void PmaIndicator_ShortName_IncludesPeriodAndSource()
{
var indicator = new PmaIndicator { Period = 14 };
Assert.Contains("PMA", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("14", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void PmaIndicator_SourceCodeLink_IsValid()
{
var indicator = new PmaIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Pma.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void PmaIndicator_Initialize_CreatesInternalPma()
{
var indicator = new PmaIndicator { Period = 7 };
indicator.Initialize();
// After init, two line series should exist (PMA and Trigger)
Assert.Equal(2, indicator.LinesSeries.Count);
}
[Fact]
public void PmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new PmaIndicator { Period = 3 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
Assert.Equal(1, indicator.LinesSeries[0].Count);
Assert.Equal(1, indicator.LinesSeries[1].Count);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(0)));
}
[Fact]
public void PmaIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new PmaIndicator { Period = 3 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
Assert.Equal(2, indicator.LinesSeries[1].Count);
}
[Fact]
public void PmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new PmaIndicator { Period = 3 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
double pmaFirst = indicator.LinesSeries[0].GetValue(0);
double trigFirst = indicator.LinesSeries[1].GetValue(0);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
double pmaSecond = indicator.LinesSeries[0].GetValue(0);
double trigSecond = indicator.LinesSeries[1].GetValue(0);
Assert.True(double.IsFinite(pmaFirst));
Assert.True(double.IsFinite(trigFirst));
Assert.True(double.IsFinite(pmaSecond));
Assert.True(double.IsFinite(trigSecond));
}
[Fact]
public void PmaIndicator_MultipleUpdates_ProducesCorrectSequence()
{
var indicator = new PmaIndicator { Period = 3 };
indicator.Initialize();
var now = DateTime.UtcNow;
double[] closes = { 100, 102, 104, 103, 105, 107, 106 };
foreach (var close in closes)
{
indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
now = now.AddMinutes(1);
}
for (int i = 0; i < closes.Length; i++)
{
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(closes.Length - 1 - i)));
}
double lastPma = indicator.LinesSeries[0].GetValue(0);
Assert.True(lastPma >= 95 && lastPma <= 115);
}
[Fact]
public void PmaIndicator_DifferentSourceTypes_Work()
{
var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
foreach (var source in sources)
{
var indicator = new PmaIndicator { Source = source };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
$"Source {source} should produce finite PMA value");
Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(0)),
$"Source {source} should produce finite Trigger value");
}
}
[Fact]
public void PmaIndicator_Period_CanBeChanged()
{
var indicator = new PmaIndicator { Period = 7 };
Assert.Equal(7, indicator.Period);
indicator.Period = 14;
Assert.Equal(14, indicator.Period);
}
}