Files
QuanTAlib/lib/cycles/ht_dcphase/HtDcphase.Quantower.Tests.cs
T
Miha Kralj 26280ce80b Add Choppiness Index (CHOP) implementation and tests
- Implemented ChopIndicator for Quantower with configurable period and cold value display.
- Created Chop class for calculating the Choppiness Index with detailed documentation.
- Added comprehensive unit tests for Chop functionality, covering various market conditions and edge cases.
- Developed markdown documentation for CHOP, detailing its historical context, mathematical foundation, and usage examples.
- Established a remediation plan for channel indicators documentation, identifying gaps and prioritizing updates.
2026-02-05 19:42:49 -08:00

121 lines
3.8 KiB
C#

using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Quantower.Tests;
public class HtDcphaseIndicatorTests
{
[Fact]
public void HtDcphaseIndicator_Constructor_SetsDefaults()
{
var indicator = new HtDcphaseIndicator();
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("HT_DCPHASE - Hilbert Transform Dominant Cycle Phase", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void HtDcphaseIndicator_MinHistoryDepths_EqualsLookback()
{
var indicator = new HtDcphaseIndicator();
Assert.Equal(63, HtDcphaseIndicator.MinHistoryDepths);
Assert.Equal(63, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void HtDcphaseIndicator_ShortName_IsFixed()
{
var indicator = new HtDcphaseIndicator();
Assert.Equal("HT_DCPHASE", indicator.ShortName);
}
[Fact]
public void HtDcphaseIndicator_Initialize_CreatesInternalHtDcphase()
{
var indicator = new HtDcphaseIndicator();
indicator.Initialize();
// 2 line series: DCPhase + Zero
Assert.Equal(2, indicator.LinesSeries.Count);
}
[Fact]
public void HtDcphaseIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new HtDcphaseIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
Assert.Equal(1, indicator.LinesSeries[0].Count);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
[Fact]
public void HtDcphaseIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new HtDcphaseIndicator();
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 HtDcphaseIndicator_ProcessUpdate_NewTick_NoThrow()
{
var indicator = new HtDcphaseIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
double first = indicator.LinesSeries[0].GetValue(0);
// simulate same-bar update should not advance or corrupt; value remains finite
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
double second = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(first));
Assert.True(double.IsFinite(second));
Assert.Equal(first, second);
}
[Fact]
public void HtDcphaseIndicator_MultipleUpdates_ProducesSequence()
{
var indicator = new HtDcphaseIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
double[] closes = { 100, 102, 104, 103, 105, 106, 107, 108 };
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);
}
for (int j = 0; j < indicator.LinesSeries[0].Count; j++)
{
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(j)));
}
}
}