Files
QuanTAlib/lib/oscillators/kdj/Kdj.Quantower.Tests.cs
T
Miha Kralj 92709ef2ed Add Stochastic Oscillator implementation and validation tests
- Implemented Stochastic Oscillator (%K and %D) in Stoch.cs with streaming and batch processing capabilities.
- Added validation tests for the Stochastic Oscillator in Stoch.Validation.Tests.cs, ensuring consistency with Skender.Stock.Indicators.
- Created documentation for the Stochastic Oscillator in Stoch.md, detailing its mathematical formula, architecture, parameters, and common pitfalls.
- Updated project file to include necessary numeric libraries for highest and lowest calculations.
2026-02-12 14:29:54 -08:00

114 lines
3.6 KiB
C#

using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public sealed class KdjIndicatorTests
{
[Fact]
public void KdjIndicator_Constructor_SetsDefaults()
{
var indicator = new KdjIndicator();
Assert.Equal(9, indicator.Length);
Assert.Equal(3, indicator.Signal);
Assert.True(indicator.ShowColdValues);
Assert.Equal("KDJ", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void KdjIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new KdjIndicator { Length = 14, Signal = 5 };
Assert.Equal(0, KdjIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void KdjIndicator_ShortName_IncludesParameters()
{
var indicator = new KdjIndicator { Length = 14, Signal = 5 };
indicator.Initialize();
Assert.Contains("KDJ", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("14", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("5", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void KdjIndicator_SourceCodeLink_IsValid()
{
var indicator = new KdjIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Kdj.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void KdjIndicator_Initialize_CreatesInternalKdj()
{
var indicator = new KdjIndicator { Length = 9, Signal = 3 };
indicator.Initialize();
// After init, line series should exist (K, D, J)
Assert.Equal(3, indicator.LinesSeries.Count);
}
[Fact]
public void KdjIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new KdjIndicator { Length = 5, Signal = 3 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
double k = indicator.LinesSeries[0].GetValue(0);
double d = indicator.LinesSeries[1].GetValue(0);
double j = indicator.LinesSeries[2].GetValue(0);
Assert.True(double.IsFinite(k));
Assert.True(double.IsFinite(d));
Assert.True(double.IsFinite(j));
}
[Fact]
public void KdjIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new KdjIndicator { Length = 5, Signal = 3 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 10; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
// Simulate a new bar
indicator.HistoricalData.AddBar(now.AddMinutes(10), 110, 120, 100, 115);
var newArgs = new UpdateArgs(UpdateReason.NewBar);
indicator.ProcessUpdate(newArgs);
double k = indicator.LinesSeries[0].GetValue(0);
double d = indicator.LinesSeries[1].GetValue(0);
double j = indicator.LinesSeries[2].GetValue(0);
Assert.True(double.IsFinite(k));
Assert.True(double.IsFinite(d));
Assert.True(double.IsFinite(j));
}
}