mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-12 23:58:04 +00:00
- Introduced YZV class for calculating Yang-Zhang Volatility, a comprehensive volatility measure that incorporates overnight, open-to-close, and high-low components. - Implemented calculation methods, including batch processing for TBarSeries and spans. - Added documentation for YZV, detailing its mathematical foundation, performance profile, and trading applications. - Updated volume index documentation to reflect changes in file paths. - Refactored VWMA calculation method to use a more generic source parameter instead of price.
127 lines
4.1 KiB
C#
127 lines
4.1 KiB
C#
using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public class ZldemaIndicatorTests
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{
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[Fact]
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public void ZldemaIndicator_Constructor_SetsDefaults()
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{
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var indicator = new ZldemaIndicator();
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Assert.Equal(10, indicator.Period);
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("ZLDEMA - Zero-Lag Double Exponential Moving Average", indicator.Name);
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Assert.False(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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}
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[Fact]
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public void ZldemaIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new ZldemaIndicator { Period = 20 };
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Assert.Equal(0, ZldemaIndicator.MinHistoryDepths);
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Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
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}
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[Fact]
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public void ZldemaIndicator_ShortName_IncludesPeriodAndSource()
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{
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var indicator = new ZldemaIndicator { Period = 15 };
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Assert.Contains("ZLDEMA", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void ZldemaIndicator_Initialize_CreatesLineSeries()
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{
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var indicator = new ZldemaIndicator { Period = 10 };
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indicator.Initialize();
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void ZldemaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new ZldemaIndicator { Period = 4 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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Assert.Equal(1, indicator.LinesSeries[0].Count);
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
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}
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[Fact]
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public void ZldemaIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new ZldemaIndicator { Period = 4 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void ZldemaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new ZldemaIndicator { Period = 4 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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double firstValue = indicator.LinesSeries[0].GetValue(0);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
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double secondValue = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(firstValue));
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Assert.True(double.IsFinite(secondValue));
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}
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[Fact]
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public void ZldemaIndicator_DifferentSourceTypes_Work()
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{
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var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
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foreach (var source in sources)
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{
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var indicator = new ZldemaIndicator { Period = 3, Source = source };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
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$"Source {source} should produce finite value");
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}
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}
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[Fact]
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public void ZldemaIndicator_Period_CanBeChanged()
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{
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var indicator = new ZldemaIndicator { Period = 5 };
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Assert.Equal(5, indicator.Period);
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indicator.Period = 20;
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Assert.Equal(20, indicator.Period);
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Assert.Equal(0, ZldemaIndicator.MinHistoryDepths);
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}
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} |