Files
QuanTAlib/lib/reversals/swings/Swings.Quantower.Tests.cs
T

129 lines
4.2 KiB
C#

using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public sealed class SwingsIndicatorTests
{
[Fact]
public void SwingsIndicator_Constructor_SetsDefaults()
{
var indicator = new SwingsIndicator();
Assert.Equal(5, indicator.Lookback);
Assert.True(indicator.ShowColdValues);
Assert.Contains("SWINGS", indicator.Name, StringComparison.Ordinal);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void SwingsIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new SwingsIndicator();
Assert.Equal(0, SwingsIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void SwingsIndicator_ShortName_IsSwings()
{
var indicator = new SwingsIndicator();
indicator.Initialize();
Assert.Contains("SWINGS", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void SwingsIndicator_SourceCodeLink_IsValid()
{
var indicator = new SwingsIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Swings", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void SwingsIndicator_Initialize_CreatesInternalIndicator()
{
var indicator = new SwingsIndicator();
indicator.Initialize();
// After init, line series should exist (SwingHigh + SwingLow)
Assert.Equal(2, indicator.LinesSeries.Count);
}
[Fact]
public void SwingsIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new SwingsIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
{
// Create a pattern with varying highs/lows to generate swings
double basePrice = 100 + (i % 5 == 2 ? 10 : 0);
indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 2);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
double swingHigh = indicator.LinesSeries[0].GetValue(0);
double swingLow = indicator.LinesSeries[1].GetValue(0);
// Values should be set (either finite swing or NaN=no swing)
Assert.True(double.IsFinite(swingHigh) || double.IsNaN(swingHigh));
Assert.True(double.IsFinite(swingLow) || double.IsNaN(swingLow));
}
[Fact]
public void SwingsIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new SwingsIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 15; 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(15), 110, 120, 100, 115);
var newArgs = new UpdateArgs(UpdateReason.NewBar);
indicator.ProcessUpdate(newArgs);
double swingHigh = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(swingHigh) || double.IsNaN(swingHigh));
}
[Fact]
public void SwingsIndicator_TwoLineSeries_ArePresent()
{
var indicator = new SwingsIndicator();
indicator.Initialize();
// SwingHigh is index 0 (red), SwingLow is index 1 (green)
Assert.Equal(2, indicator.LinesSeries.Count);
Assert.Contains("High", indicator.LinesSeries[0].Name, StringComparison.OrdinalIgnoreCase);
Assert.Contains("Low", indicator.LinesSeries[1].Name, StringComparison.OrdinalIgnoreCase);
}
[Fact]
public void SwingsIndicator_Description_IsSet()
{
var indicator = new SwingsIndicator();
Assert.NotNull(indicator.Description);
Assert.NotEmpty(indicator.Description);
Assert.Contains("swing", indicator.Description, StringComparison.OrdinalIgnoreCase);
}
}