Files
QuanTAlib/lib/oscillators/stochf/Stochf.Quantower.Tests.cs
T
Miha Kralj 951842acca Add validation tests for various volume and momentum indicators
- Introduced Massi validation tests to ensure mathematical properties hold for the Mass Index indicator.
- Added Va validation tests for Volume Accumulation, checking for finite outputs and correct accumulation behavior.
- Implemented Vf validation tests for Volume Force, verifying outputs for rising and falling prices, and ensuring batch and streaming results match.
- Created Vo validation tests for Volume Oscillator, confirming behavior with constant, increasing, and decreasing volumes.
- Developed Vroc validation tests for Volume Rate of Change, validating outputs for constant volume and changes in volume.
- Updated project file to include new momentum indicators (MACD and RSI) in the compilation.
2026-02-12 19:43:09 -08:00

109 lines
3.4 KiB
C#

using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public sealed class StochfIndicatorTests
{
[Fact]
public void StochfIndicator_Constructor_SetsDefaults()
{
var indicator = new StochfIndicator();
Assert.Equal(5, indicator.KLength);
Assert.Equal(3, indicator.DPeriod);
Assert.True(indicator.ShowColdValues);
Assert.Equal("STOCHF", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void StochfIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new StochfIndicator { KLength = 5, DPeriod = 3 };
Assert.Equal(0, StochfIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void StochfIndicator_ShortName_IncludesParameters()
{
var indicator = new StochfIndicator { KLength = 5, DPeriod = 5 };
indicator.Initialize();
Assert.Contains("STOCHF", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("5", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void StochfIndicator_SourceCodeLink_IsValid()
{
var indicator = new StochfIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Stochf", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void StochfIndicator_Initialize_CreatesInternalStochf()
{
var indicator = new StochfIndicator { KLength = 5, DPeriod = 3 };
indicator.Initialize();
// After init, line series should exist (K, D)
Assert.Equal(2, indicator.LinesSeries.Count);
}
[Fact]
public void StochfIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new StochfIndicator { 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 StochfIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new StochfIndicator { 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));
}
}