mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-15 00:58:04 +00:00
Miha Kralj
060649192f
- Remove 'C# Implementation Considerations' sections from 34 indicator .md files - Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.) - Move test files into tests/ subdirectories for consistent project structure - Add trader-focused bullet points to indicator documentation
473 lines
14 KiB
C#
473 lines
14 KiB
C#
using TradingPlatform.BusinessLayer;
|
|
using Xunit;
|
|
|
|
namespace QuanTAlib.Tests;
|
|
|
|
public class UchannelQuantowerTests
|
|
{
|
|
#region Constructor Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_Constructor_SetsDefaults()
|
|
{
|
|
var indicator = new UchannelIndicator();
|
|
|
|
Assert.Equal(20, indicator.StrPeriod);
|
|
Assert.Equal(20, indicator.CenterPeriod);
|
|
Assert.Equal(1.0, indicator.Multiplier);
|
|
Assert.True(indicator.ShowColdValues);
|
|
Assert.Equal("UCHANNEL - Ehlers Ultimate Channel", indicator.Name);
|
|
}
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_Constructor_SetsDisplayProperties()
|
|
{
|
|
var indicator = new UchannelIndicator();
|
|
|
|
Assert.False(indicator.SeparateWindow);
|
|
Assert.True(indicator.OnBackGround);
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region MinHistoryDepths Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_MinHistoryDepths_ReturnsMaxOfPeriods()
|
|
{
|
|
var indicator1 = new UchannelIndicator { StrPeriod = 10, CenterPeriod = 20 };
|
|
Assert.Equal(20, indicator1.MinHistoryDepths);
|
|
|
|
var indicator2 = new UchannelIndicator { StrPeriod = 30, CenterPeriod = 15 };
|
|
Assert.Equal(30, indicator2.MinHistoryDepths);
|
|
|
|
var indicator3 = new UchannelIndicator { StrPeriod = 25, CenterPeriod = 25 };
|
|
Assert.Equal(25, indicator3.MinHistoryDepths);
|
|
}
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_MinHistoryDepths_ExplicitInterface()
|
|
{
|
|
var indicator = new UchannelIndicator { StrPeriod = 15, CenterPeriod = 30 };
|
|
|
|
int explicit_value = ((IWatchlistIndicator)indicator).MinHistoryDepths;
|
|
|
|
Assert.Equal(30, explicit_value);
|
|
Assert.Equal(indicator.MinHistoryDepths, explicit_value);
|
|
}
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_MinHistoryDepths_MinPeriods()
|
|
{
|
|
var indicator = new UchannelIndicator { StrPeriod = 1, CenterPeriod = 1 };
|
|
|
|
Assert.Equal(1, indicator.MinHistoryDepths);
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region ShortName Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_ShortName_FormatsCorrectly()
|
|
{
|
|
var indicator = new UchannelIndicator
|
|
{
|
|
StrPeriod = 15,
|
|
CenterPeriod = 25,
|
|
Multiplier = 2.5
|
|
};
|
|
|
|
Assert.Equal("UCHANNEL (15,25,2.5)", indicator.ShortName);
|
|
}
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_ShortName_DefaultParameters()
|
|
{
|
|
var indicator = new UchannelIndicator();
|
|
|
|
Assert.Equal("UCHANNEL (20,20,1.0)", indicator.ShortName);
|
|
}
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_ShortName_UpdatesWithParameters()
|
|
{
|
|
var indicator = new UchannelIndicator();
|
|
Assert.Equal("UCHANNEL (20,20,1.0)", indicator.ShortName);
|
|
|
|
indicator.StrPeriod = 10;
|
|
indicator.CenterPeriod = 30;
|
|
indicator.Multiplier = 3.0;
|
|
|
|
Assert.Equal("UCHANNEL (10,30,3.0)", indicator.ShortName);
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region SourceCodeLink Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_SourceCodeLink_IsValid()
|
|
{
|
|
var indicator = new UchannelIndicator();
|
|
|
|
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.OrdinalIgnoreCase);
|
|
Assert.Contains("Uchannel.cs", indicator.SourceCodeLink, StringComparison.OrdinalIgnoreCase);
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region Parameter Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_Parameters_CanBeModified()
|
|
{
|
|
var indicator = new UchannelIndicator();
|
|
|
|
indicator.StrPeriod = 30;
|
|
indicator.CenterPeriod = 40;
|
|
indicator.Multiplier = 2.0;
|
|
indicator.ShowColdValues = false;
|
|
|
|
Assert.Equal(30, indicator.StrPeriod);
|
|
Assert.Equal(40, indicator.CenterPeriod);
|
|
Assert.Equal(2.0, indicator.Multiplier);
|
|
Assert.False(indicator.ShowColdValues);
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region Description Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_Description_IsNotEmpty()
|
|
{
|
|
var indicator = new UchannelIndicator();
|
|
|
|
Assert.False(string.IsNullOrWhiteSpace(indicator.Description));
|
|
Assert.Contains("Ultrasmooth", indicator.Description, StringComparison.OrdinalIgnoreCase);
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region LineSeries Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_HasFiveLineSeries()
|
|
{
|
|
var indicator = new UchannelIndicator();
|
|
|
|
// The constructor adds 5 line series: Middle, Upper, Lower, STR, Width
|
|
Assert.Equal(5, indicator.LinesSeries.Count);
|
|
}
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_LineSeries_HaveCorrectNames()
|
|
{
|
|
var indicator = new UchannelIndicator();
|
|
|
|
Assert.Equal("Middle", indicator.LinesSeries[0].Name);
|
|
Assert.Equal("Upper", indicator.LinesSeries[1].Name);
|
|
Assert.Equal("Lower", indicator.LinesSeries[2].Name);
|
|
Assert.Equal("STR", indicator.LinesSeries[3].Name);
|
|
Assert.Equal("Width", indicator.LinesSeries[4].Name);
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region Initialize Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_Initialize_DoesNotThrow()
|
|
{
|
|
var indicator = new UchannelIndicator
|
|
{
|
|
StrPeriod = 10,
|
|
CenterPeriod = 15,
|
|
Multiplier = 1.5
|
|
};
|
|
|
|
indicator.Initialize();
|
|
|
|
Assert.NotNull(indicator);
|
|
}
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_Initialize_PreservesLineSeries()
|
|
{
|
|
var indicator = new UchannelIndicator();
|
|
|
|
indicator.Initialize();
|
|
|
|
// Line series should still be present after init
|
|
Assert.Equal(5, indicator.LinesSeries.Count);
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region ProcessUpdate Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
|
|
{
|
|
var indicator = new UchannelIndicator { StrPeriod = 5, CenterPeriod = 5 };
|
|
indicator.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102, 1000);
|
|
|
|
var args = new UpdateArgs(UpdateReason.HistoricalBar);
|
|
indicator.ProcessUpdate(args);
|
|
|
|
// All 5 line series should have values
|
|
for (int i = 0; i < 5; i++)
|
|
{
|
|
Assert.Equal(1, indicator.LinesSeries[i].Count);
|
|
Assert.True(double.IsFinite(indicator.LinesSeries[i].GetValue(0)));
|
|
}
|
|
}
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_ProcessUpdate_NewBar_ComputesValue()
|
|
{
|
|
var indicator = new UchannelIndicator { StrPeriod = 5, CenterPeriod = 5 };
|
|
indicator.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102, 1000);
|
|
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106, 1500);
|
|
|
|
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
|
|
|
|
Assert.Equal(2, indicator.LinesSeries[0].Count);
|
|
}
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
|
|
{
|
|
var indicator = new UchannelIndicator { StrPeriod = 5, CenterPeriod = 5 };
|
|
indicator.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102, 1000);
|
|
|
|
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));
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region Multiple Updates Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_MultipleUpdates_ProducesCorrectSequence()
|
|
{
|
|
var indicator = new UchannelIndicator { StrPeriod = 5, CenterPeriod = 5, Multiplier = 1.5 };
|
|
indicator.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
double[] closes = { 100, 102, 104, 103, 105, 107, 106, 108, 110, 109 };
|
|
|
|
for (int i = 0; i < closes.Length; i++)
|
|
{
|
|
double close = closes[i];
|
|
indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 3, close - 3, close, 1000);
|
|
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
}
|
|
|
|
// All 5 series should have values for each bar
|
|
for (int s = 0; s < 5; s++)
|
|
{
|
|
Assert.Equal(closes.Length, indicator.LinesSeries[s].Count);
|
|
}
|
|
|
|
// All last values should be finite
|
|
for (int s = 0; s < 5; s++)
|
|
{
|
|
Assert.True(double.IsFinite(indicator.LinesSeries[s].GetValue(0)));
|
|
}
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region Band Relationship Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_BandRelationships_AreCorrect()
|
|
{
|
|
var indicator = new UchannelIndicator { StrPeriod = 5, CenterPeriod = 5, Multiplier = 2.0 };
|
|
indicator.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
// Add varied data to generate band width
|
|
double[] closes = { 100, 105, 95, 110, 90, 105, 100, 108, 92, 103 };
|
|
|
|
for (int i = 0; i < closes.Length; i++)
|
|
{
|
|
double close = closes[i];
|
|
indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 5, close - 5, close, 1000);
|
|
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
}
|
|
|
|
// Get last values: Middle=0, Upper=1, Lower=2, STR=3, Width=4
|
|
double middle = indicator.LinesSeries[0].GetValue(0);
|
|
double upper = indicator.LinesSeries[1].GetValue(0);
|
|
double lower = indicator.LinesSeries[2].GetValue(0);
|
|
double width = indicator.LinesSeries[4].GetValue(0);
|
|
|
|
// Band relationships: Upper >= Middle >= Lower
|
|
Assert.True(upper >= middle, $"Upper ({upper}) should be >= Middle ({middle})");
|
|
Assert.True(middle >= lower, $"Middle ({middle}) should be >= Lower ({lower})");
|
|
|
|
// Width = Upper - Lower
|
|
Assert.Equal(upper - lower, width, 6);
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region Multiplier Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_Multiplier_AffectsBandWidth()
|
|
{
|
|
var indicator1 = new UchannelIndicator { StrPeriod = 5, CenterPeriod = 5, Multiplier = 1.0 };
|
|
var indicator2 = new UchannelIndicator { StrPeriod = 5, CenterPeriod = 5, Multiplier = 2.0 };
|
|
indicator1.Initialize();
|
|
indicator2.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
double[] closes = { 100, 105, 95, 110, 90, 105, 100, 108, 92, 103 };
|
|
|
|
for (int i = 0; i < closes.Length; i++)
|
|
{
|
|
double close = closes[i];
|
|
indicator1.HistoricalData.AddBar(now.AddMinutes(i), close, close + 5, close - 5, close, 1000);
|
|
indicator1.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
indicator2.HistoricalData.AddBar(now.AddMinutes(i), close, close + 5, close - 5, close, 1000);
|
|
indicator2.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
}
|
|
|
|
double width1 = indicator1.LinesSeries[4].GetValue(0);
|
|
double width2 = indicator2.LinesSeries[4].GetValue(0);
|
|
|
|
// Width2 should be approximately 2x Width1
|
|
Assert.True(Math.Abs(width2 - 2 * width1) < 0.0001,
|
|
$"Width2 ({width2}) should be ~2x Width1 ({width1})");
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region Different Period Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_DifferentPeriods_ProduceDifferentResults()
|
|
{
|
|
var indicator1 = new UchannelIndicator { StrPeriod = 5, CenterPeriod = 5 };
|
|
var indicator2 = new UchannelIndicator { StrPeriod = 20, CenterPeriod = 20 };
|
|
indicator1.Initialize();
|
|
indicator2.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
for (int i = 0; i < 30; i++)
|
|
{
|
|
double close = 100 + (i % 5) * 2;
|
|
indicator1.HistoricalData.AddBar(now.AddMinutes(i), close, close + 3, close - 3, close, 1000);
|
|
indicator1.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
indicator2.HistoricalData.AddBar(now.AddMinutes(i), close, close + 3, close - 3, close, 1000);
|
|
indicator2.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
}
|
|
|
|
double middle1 = indicator1.LinesSeries[0].GetValue(0);
|
|
double middle2 = indicator2.LinesSeries[0].GetValue(0);
|
|
|
|
// Different smoothing periods should produce different middle values
|
|
Assert.NotEqual(middle1, middle2);
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region STR Series Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_STR_IsNonNegative()
|
|
{
|
|
var indicator = new UchannelIndicator { StrPeriod = 5, CenterPeriod = 5 };
|
|
indicator.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
double[] closes = { 100, 105, 95, 110, 90, 105, 100, 108, 92, 103 };
|
|
|
|
for (int i = 0; i < closes.Length; i++)
|
|
{
|
|
double close = closes[i];
|
|
indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 5, close - 5, close, 1000);
|
|
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
}
|
|
|
|
// STR (smoothed true range) should be non-negative
|
|
double str = indicator.LinesSeries[3].GetValue(0);
|
|
Assert.True(str >= 0, $"STR ({str}) should be >= 0");
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region ShowColdValues Tests
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_ShowColdValues_True_ShowsValues()
|
|
{
|
|
var indicator = new UchannelIndicator
|
|
{
|
|
StrPeriod = 50,
|
|
CenterPeriod = 50,
|
|
ShowColdValues = true
|
|
};
|
|
indicator.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
|
|
// Add fewer bars than warmup
|
|
for (int i = 0; i < 5; i++)
|
|
{
|
|
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102, 1000);
|
|
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
}
|
|
|
|
// With ShowColdValues = true, values should be shown even before warmup
|
|
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
|
|
}
|
|
|
|
[Fact]
|
|
public void UchannelIndicator_ShowColdValues_False_SetsNaN()
|
|
{
|
|
var indicator = new UchannelIndicator
|
|
{
|
|
StrPeriod = 50,
|
|
CenterPeriod = 50,
|
|
ShowColdValues = false
|
|
};
|
|
indicator.Initialize();
|
|
|
|
var now = DateTime.UtcNow;
|
|
|
|
// Add fewer bars than warmup
|
|
for (int i = 0; i < 5; i++)
|
|
{
|
|
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102, 1000);
|
|
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
|
|
}
|
|
|
|
// With ShowColdValues = false, cold values should be NaN before warmup
|
|
Assert.True(double.IsNaN(indicator.LinesSeries[0].GetValue(0)));
|
|
}
|
|
|
|
#endregion
|
|
}
|