Files
QuanTAlib/quantower/TrimaIndicator.Tests.cs
T
Miha Kralj 875998b288 Add eventing support to WMA indicator and implement unit tests for various indicators
- Enhanced WMA indicator with event-driven capabilities using ITValuePublisher interface.
- Created a new TODO file listing various indicators and their corresponding libraries.
- Added unit tests for DEMA, HMA, TEMA, and WMA indicators to ensure proper functionality.
- Implemented tests for handling new bars, ticks, and historical data updates across indicators.
- Verified that indicators correctly compute values and handle different source types.
2025-12-07 16:46:38 -08:00

190 lines
5.9 KiB
C#

using Xunit;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public class TrimaIndicatorTests
{
[Fact]
public void TrimaIndicator_Constructor_SetsDefaults()
{
var indicator = new TrimaIndicator();
Assert.Equal(10, indicator.Period);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("TRIMA - Triangular Moving Average", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void TrimaIndicator_MinHistoryDepths_EqualsPeriod()
{
var indicator = new TrimaIndicator { Period = 20 };
Assert.Equal(20, indicator.MinHistoryDepths);
Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void TrimaIndicator_ShortName_IncludesPeriodAndSource()
{
var indicator = new TrimaIndicator { Period = 15 };
Assert.Contains("TRIMA", indicator.ShortName);
Assert.Contains("15", indicator.ShortName);
}
[Fact]
public void TrimaIndicator_SourceCodeLink_IsValid()
{
var indicator = new TrimaIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink);
Assert.Contains("Trima.Quantower.cs", indicator.SourceCodeLink);
}
[Fact]
public void TrimaIndicator_Initialize_CreatesInternalTrima()
{
var indicator = new TrimaIndicator { Period = 10 };
// Initialize should not throw
indicator.Initialize();
// After init, line series should exist
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void TrimaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new TrimaIndicator { Period = 3 };
indicator.Initialize();
// Add historical data
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
// Process update
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
// Line series should have a value
Assert.Equal(1, indicator.LinesSeries[0].Count);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
[Fact]
public void TrimaIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new TrimaIndicator { 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);
}
[Fact]
public void TrimaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new TrimaIndicator { Period = 3 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
double firstValue = indicator.LinesSeries[0].GetValue(0);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
double secondValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(firstValue));
Assert.True(double.IsFinite(secondValue));
}
[Fact]
public void TrimaIndicator_OnPaintChart_DoesNotThrow()
{
var indicator = new TrimaIndicator();
indicator.Initialize();
var method = indicator.GetType().GetMethod("OnPaintChart");
Assert.NotNull(method);
Assert.Equal(typeof(TrimaIndicator), method.DeclaringType);
}
[Fact]
public void TrimaIndicator_MultipleUpdates_ProducesCorrectTrimaSequence()
{
var indicator = new TrimaIndicator { Period = 3 };
indicator.Initialize();
var now = DateTime.UtcNow;
double[] closes = { 100, 102, 104, 103, 105 };
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);
}
// All values should be finite
for (int i = 0; i < closes.Length; i++)
{
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
}
// TRIMA is smoothed, so check last value is reasonable
double lastTrima = indicator.LinesSeries[0].GetValue(0);
Assert.True(lastTrima >= 100 && lastTrima <= 106);
}
[Fact]
public void TrimaIndicator_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 TrimaIndicator { Period = 3, 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 value");
}
}
[Fact]
public void TrimaIndicator_Period_CanBeChanged()
{
var indicator = new TrimaIndicator { Period = 5 };
Assert.Equal(5, indicator.Period);
indicator.Period = 20;
Assert.Equal(20, indicator.Period);
Assert.Equal(20, indicator.MinHistoryDepths);
}
[Fact]
public void TrimaIndicator_DescriptionIsSet()
{
var indicator = new TrimaIndicator();
Assert.Contains("Triangular", indicator.Description);
}
}