Files
QuanTAlib/lib/trends_IIR/rgma/Rgma.Quantower.Tests.cs
T
86fe32a682 SIMD Refactor: Merge simd-dev into dev (#55)
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>
Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat>
Co-authored-by: Warp <agent@warp.dev>
2026-01-18 19:02:03 -08:00

121 lines
4.0 KiB
C#

using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public class RgmaIndicatorTests
{
[Fact]
public void RgmaIndicator_Constructor_SetsDefaults()
{
var indicator = new RgmaIndicator();
Assert.Equal(10, indicator.Period);
Assert.Equal(3, indicator.Passes);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("RGMA - Recursive Gaussian Moving Average", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void RgmaIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new RgmaIndicator { Period = 10 };
Assert.Equal(0, RgmaIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void RgmaIndicator_ShortName_IncludesParametersAndSource()
{
var indicator = new RgmaIndicator { Period = 15, Passes = 4, Source = SourceType.HLC3 };
Assert.Contains("RGMA", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("4", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("HLC3", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void RgmaIndicator_Initialize_CreatesInternalRgma()
{
var indicator = new RgmaIndicator { Period = 10, Passes = 3 };
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void RgmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new RgmaIndicator { Period = 10, Passes = 3 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
Assert.Equal(1, indicator.LinesSeries[0].Count);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
[Fact]
public void RgmaIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new RgmaIndicator { Period = 10, Passes = 3 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 112, 98, 110);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void RgmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new RgmaIndicator { Period = 10, Passes = 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 RgmaIndicator_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 RgmaIndicator { Source = source, Period = 10, Passes = 3 };
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");
}
}
}