Files
QuanTAlib/lib/statistics/median/Median.Quantower.Tests.cs
T

69 lines
2.0 KiB
C#

using Xunit;
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public class MedianIndicatorTests
{
[Fact]
public void MedianIndicator_Constructor_SetsDefaults()
{
var indicator = new MedianIndicator();
Assert.Equal(10, indicator.Period);
Assert.True(indicator.ShowColdValues);
Assert.Equal("Median - Rolling Median", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
Assert.Equal(SourceType.Close, indicator.Source);
}
[Fact]
public void MedianIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new MedianIndicator { Period = 20 };
Assert.Equal(0, MedianIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void MedianIndicator_Initialize_CreatesInternalMedian()
{
var indicator = new MedianIndicator { Period = 10 };
// Initialize should not throw
indicator.Initialize();
// After init, line series should exist
Assert.Single(indicator.LinesSeries);
Assert.Equal("Median", indicator.LinesSeries[0].Name);
}
[Fact]
public void MedianIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new MedianIndicator { Period = 5 };
indicator.Initialize();
// Add historical data
var now = DateTime.UtcNow;
// Need enough bars for Period
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
// Process update for each bar to simulate history loading
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
// Line series should have a value
double median = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(median));
}
}