mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-19 11:08:05 +00:00
Miha Kralj
1084644a3d
- Implemented Aroon Indicator with constructor, initialization, and update methods. - Added unit tests for AroonIndicator to verify default settings, historical depth, short name, source code link, and processing of historical bars. - Created Aroon class for core calculations, including methods for updating with TBar and TBarSeries. - Added validation tests to ensure Aroon calculations match results from Skender and TA-Lib. - Updated documentation for Aroon Indicator with calculation methods and usage examples. - Refactored Dema and Wma classes to use Batch methods for calculations. - Enhanced performance benchmarks by increasing bar count and integrating OoplesFinance indicators. - Updated project dependencies to include OoplesFinance.StockIndicators.
90 lines
2.6 KiB
C#
90 lines
2.6 KiB
C#
using Xunit;
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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namespace QuanTAlib.Tests;
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public class AroonIndicatorTests
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{
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[Fact]
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public void AroonIndicator_Constructor_SetsDefaults()
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{
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var indicator = new AroonIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("Aroon", indicator.Name);
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Assert.True(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 AroonIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new AroonIndicator { Period = 20 };
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Assert.Equal(20, indicator.MinHistoryDepths);
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IWatchlistIndicator watchlistIndicator = indicator;
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Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
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}
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[Fact]
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public void AroonIndicator_ShortName_IncludesParameters()
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{
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var indicator = new AroonIndicator { Period = 20 };
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indicator.Initialize();
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Assert.Contains("Aroon", indicator.ShortName);
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Assert.Contains("20", indicator.ShortName);
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}
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[Fact]
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public void AroonIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new AroonIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink);
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Assert.Contains("Aroon.Quantower.cs", indicator.SourceCodeLink);
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}
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[Fact]
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public void AroonIndicator_Initialize_CreatesInternalAroon()
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{
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var indicator = new AroonIndicator { Period = 14 };
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// Initialize should not throw
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indicator.Initialize();
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// After init, line series should exist (Up, Down, Osc)
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Assert.Equal(3, indicator.LinesSeries.Count);
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}
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[Fact]
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public void AroonIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new AroonIndicator { Period = 5 };
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indicator.Initialize();
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// Add historical data
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var now = DateTime.UtcNow;
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// Need enough bars for Period
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for (int i = 0; i < 20; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
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// Process update for each bar to simulate history loading
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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}
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// Line series should have a value
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double up = indicator.LinesSeries[0].GetValue(0);
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double down = indicator.LinesSeries[1].GetValue(0);
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double osc = indicator.LinesSeries[2].GetValue(0);
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Assert.True(double.IsFinite(up));
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Assert.True(double.IsFinite(down));
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Assert.True(double.IsFinite(osc));
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}
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}
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