mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-31 10:57:43 +00:00
b3a64f18fa
- 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.
67 lines
2.1 KiB
C#
67 lines
2.1 KiB
C#
using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public class ModeIndicatorTests
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{
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[Fact]
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public void ModeIndicator_Constructor_SetsDefaults()
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{
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var indicator = new ModeIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("Mode - Statistical Mode (Most Frequent Value)", indicator.Name);
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Assert.False(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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Assert.Equal(SourceType.Close, indicator.Source);
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}
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[Fact]
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public void ModeIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new ModeIndicator { Period = 14 };
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Assert.Equal(0, ModeIndicator.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 ModeIndicator_Initialize_CreatesInternalMode()
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{
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var indicator = new ModeIndicator { Period = 10 };
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// Initialize should not throw
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indicator.Initialize();
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// After init, line series should exist
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Assert.Single(indicator.LinesSeries);
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Assert.Equal("Mode", indicator.LinesSeries[0].Name);
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}
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[Fact]
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public void ModeIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new ModeIndicator { Period = 5 };
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indicator.Initialize();
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// Add historical data with repeating close prices to produce a mode
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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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double close = 100 + (i % 3); // cycles 100, 101, 102, 100, 101, ...
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indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 5, close - 5, close);
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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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// Line series should have a value
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double mode = indicator.LinesSeries[0].GetValue(0);
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// Mode of cycling values should be finite
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Assert.True(double.IsFinite(mode));
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}
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}
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