mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-08 14:07:44 +00:00
92709ef2ed
- 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.
110 lines
3.4 KiB
C#
110 lines
3.4 KiB
C#
using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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namespace QuanTAlib.Tests;
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public sealed class StochIndicatorTests
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{
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[Fact]
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public void StochIndicator_Constructor_SetsDefaults()
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{
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var indicator = new StochIndicator();
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Assert.Equal(14, indicator.KLength);
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Assert.Equal(3, indicator.DPeriod);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("STOCH", 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 StochIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new StochIndicator { KLength = 14, DPeriod = 3 };
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Assert.Equal(0, StochIndicator.MinHistoryDepths);
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IWatchlistIndicator watchlistIndicator = indicator;
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Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
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}
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[Fact]
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public void StochIndicator_ShortName_IncludesParameters()
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{
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var indicator = new StochIndicator { KLength = 14, DPeriod = 5 };
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indicator.Initialize();
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Assert.Contains("STOCH", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("14", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("5", indicator.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void StochIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new StochIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
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Assert.Contains("Stoch", indicator.SourceCodeLink, StringComparison.Ordinal);
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}
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[Fact]
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public void StochIndicator_Initialize_CreatesInternalStoch()
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{
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var indicator = new StochIndicator { KLength = 14, DPeriod = 3 };
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indicator.Initialize();
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// After init, line series should exist (K, D)
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Assert.Equal(2, indicator.LinesSeries.Count);
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}
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[Fact]
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public void StochIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new StochIndicator { KLength = 5, DPeriod = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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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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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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}
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double k = indicator.LinesSeries[0].GetValue(0);
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double d = indicator.LinesSeries[1].GetValue(0);
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Assert.True(double.IsFinite(k));
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Assert.True(double.IsFinite(d));
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}
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[Fact]
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public void StochIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new StochIndicator { KLength = 5, DPeriod = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 10; 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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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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}
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// Simulate a new bar
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indicator.HistoricalData.AddBar(now.AddMinutes(10), 110, 120, 100, 115);
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var newArgs = new UpdateArgs(UpdateReason.NewBar);
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indicator.ProcessUpdate(newArgs);
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double k = indicator.LinesSeries[0].GetValue(0);
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double d = indicator.LinesSeries[1].GetValue(0);
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Assert.True(double.IsFinite(k));
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Assert.True(double.IsFinite(d));
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}
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}
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