Files
QuanTAlib/lib/statistics/mode/Mode.Quantower.Tests.cs
T
Miha Kralj b3a64f18fa Implement ZTEST: One-Sample t-Test Statistic with validation tests
- Added Ztest class to compute the one-sample t-statistic using sample standard deviation with Bessel correction.
- Implemented validation tests for Ztest to ensure accuracy against manual calculations and PineScript.
- Updated documentation for Ztest, detailing its mathematical foundation, performance profile, and common pitfalls.
- Adjusted NDepend badges to reflect changes in code metrics after implementation.
- Updated missing indicators report to reflect the completion of statistical indicators, including ZTEST.
2026-02-16 16:54:36 -08:00

67 lines
2.1 KiB
C#

using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public class ModeIndicatorTests
{
[Fact]
public void ModeIndicator_Constructor_SetsDefaults()
{
var indicator = new ModeIndicator();
Assert.Equal(14, indicator.Period);
Assert.True(indicator.ShowColdValues);
Assert.Equal("Mode - Statistical Mode (Most Frequent Value)", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
Assert.Equal(SourceType.Close, indicator.Source);
}
[Fact]
public void ModeIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new ModeIndicator { Period = 14 };
Assert.Equal(0, ModeIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void ModeIndicator_Initialize_CreatesInternalMode()
{
var indicator = new ModeIndicator { Period = 10 };
// Initialize should not throw
indicator.Initialize();
// After init, line series should exist
Assert.Single(indicator.LinesSeries);
Assert.Equal("Mode", indicator.LinesSeries[0].Name);
}
[Fact]
public void ModeIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new ModeIndicator { Period = 5 };
indicator.Initialize();
// Add historical data with repeating close prices to produce a mode
var now = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
{
double close = 100 + (i % 3); // cycles 100, 101, 102, 100, 101, ...
indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 5, close - 5, close);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
// Line series should have a value
double mode = indicator.LinesSeries[0].GetValue(0);
// Mode of cycling values should be finite
Assert.True(double.IsFinite(mode));
}
}