Files
QuanTAlib/lib/trends_IIR/zldema/Zldema.Quantower.Tests.cs
T
Miha Kralj c034cbd5e5 Add Yang-Zhang Volatility (YZV) Indicator Implementation
- 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.
2026-02-02 19:47:21 -08:00

127 lines
4.1 KiB
C#

using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public class ZldemaIndicatorTests
{
[Fact]
public void ZldemaIndicator_Constructor_SetsDefaults()
{
var indicator = new ZldemaIndicator();
Assert.Equal(10, indicator.Period);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("ZLDEMA - Zero-Lag Double Exponential Moving Average", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void ZldemaIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new ZldemaIndicator { Period = 20 };
Assert.Equal(0, ZldemaIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void ZldemaIndicator_ShortName_IncludesPeriodAndSource()
{
var indicator = new ZldemaIndicator { Period = 15 };
Assert.Contains("ZLDEMA", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void ZldemaIndicator_Initialize_CreatesLineSeries()
{
var indicator = new ZldemaIndicator { Period = 10 };
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void ZldemaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new ZldemaIndicator { Period = 4 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
Assert.Equal(1, indicator.LinesSeries[0].Count);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
[Fact]
public void ZldemaIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new ZldemaIndicator { Period = 4 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void ZldemaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new ZldemaIndicator { Period = 4 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
double firstValue = indicator.LinesSeries[0].GetValue(0);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
double secondValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(firstValue));
Assert.True(double.IsFinite(secondValue));
}
[Fact]
public void ZldemaIndicator_DifferentSourceTypes_Work()
{
var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
foreach (var source in sources)
{
var indicator = new ZldemaIndicator { Period = 3, Source = source };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
$"Source {source} should produce finite value");
}
}
[Fact]
public void ZldemaIndicator_Period_CanBeChanged()
{
var indicator = new ZldemaIndicator { Period = 5 };
Assert.Equal(5, indicator.Period);
indicator.Period = 20;
Assert.Equal(20, indicator.Period);
Assert.Equal(0, ZldemaIndicator.MinHistoryDepths);
}
}