Files
QuanTAlib/lib/trends_IIR/ahrens/Ahrens.Quantower.Tests.cs
T
Miha Kralj 7253f61299 Add TRAMA implementation and comprehensive tests
- Implemented the TRAMA (Trend Regularity Adaptive Moving Average) class with adaptive EMA logic.
- Added unit tests for TRAMA functionality, including constructor validation, basic calculations, state management, and robustness checks.
- Created validation tests to ensure consistency across different modes of operation (streaming, batch, and static calculations).
- Enhanced documentation for TRAMA, including performance profiles and quality metrics.
- Updated workspace configuration by removing unnecessary folder references.
2026-02-21 20:45:38 -08:00

133 lines
4.1 KiB
C#

using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public class AhrensIndicatorTests
{
[Fact]
public void Constructor_SetsDefaults()
{
var indicator = new AhrensIndicator();
Assert.Equal(9, indicator.Period);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("AHRENS - Ahrens Moving Average", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void MinHistoryDepths_EqualsZero()
{
var indicator = new AhrensIndicator { Period = 20 };
Assert.Equal(0, AhrensIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void ShortName_IncludesPeriodAndSource()
{
var indicator = new AhrensIndicator { Period = 15 };
Assert.Contains("AHRENS", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void Initialize_CreatesLineSeries()
{
var indicator = new AhrensIndicator { Period = 9 };
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new AhrensIndicator { 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 ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new AhrensIndicator { 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 ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new AhrensIndicator { 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 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 AhrensIndicator { 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 Period_CanBeChanged()
{
var indicator = new AhrensIndicator { Period = 5 };
Assert.Equal(5, indicator.Period);
indicator.Period = 20;
Assert.Equal(20, indicator.Period);
}
[Fact]
public void SourceCodeLink_IsValid()
{
var indicator = new AhrensIndicator();
Assert.Contains("Ahrens.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
}