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QuanTAlib/lib/oscillators/stoch/Stoch.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

110 lines
3.4 KiB
C#

using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public sealed class StochIndicatorTests
{
[Fact]
public void StochIndicator_Constructor_SetsDefaults()
{
var indicator = new StochIndicator();
Assert.Equal(14, indicator.KLength);
Assert.Equal(3, indicator.DPeriod);
Assert.True(indicator.ShowColdValues);
Assert.Equal("STOCH", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void StochIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new StochIndicator { KLength = 14, DPeriod = 3 };
Assert.Equal(0, StochIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void StochIndicator_ShortName_IncludesParameters()
{
var indicator = new StochIndicator { KLength = 14, DPeriod = 5 };
indicator.Initialize();
Assert.Contains("STOCH", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("14", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("5", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void StochIndicator_SourceCodeLink_IsValid()
{
var indicator = new StochIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Stoch", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void StochIndicator_Initialize_CreatesInternalStoch()
{
var indicator = new StochIndicator { KLength = 14, DPeriod = 3 };
indicator.Initialize();
// After init, line series should exist (K, D)
Assert.Equal(2, indicator.LinesSeries.Count);
}
[Fact]
public void StochIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new StochIndicator { KLength = 5, DPeriod = 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);
Assert.True(double.IsFinite(k));
Assert.True(double.IsFinite(d));
}
[Fact]
public void StochIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new StochIndicator { KLength = 5, DPeriod = 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);
Assert.True(double.IsFinite(k));
Assert.True(double.IsFinite(d));
}
}