feat: Dpo, Tsi, Vortex, Bpp, Cci, Cfo, Tr, Ui, Vc, Vov, Vr, Vs, Mfi, …

…Nvi, Obv, Pvi, Pvo, Pvol, Pvr, Pvt, Tvi
mihakralj · Oct 30, 2024 · 6231bab · 6231bab
1 parent 06c6875
commit 6231bab
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Showing 34 changed files with 3,151 additions and 254 deletions.
diff --git a/Tests/test_updates_momentum.cs b/Tests/test_updates_momentum.cs
@@ -105,6 +105,21 @@ public void Dmx_Update()
         Assert.Equal(initialValue, finalValue, precision);
     }
 
+    [Fact]
+    public void Dpo_Update()
+    {
+        var indicator = new Dpo(period: 20);
+        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
     [Fact]
     public void Pmo_Update()
     {
@@ -214,6 +229,21 @@ public void Trix_Update()
         Assert.Equal(initialValue, finalValue, precision);
     }
 
+    [Fact]
+    public void Tsi_Update()
+    {
+        var indicator = new Tsi(firstPeriod: 25, secondPeriod: 13);
+        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble() + 100, IsNew: false)); // Ensure positive prices
+        }
+        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
     [Fact]
     public void Vel_Update()
     {
@@ -228,4 +258,20 @@ public void Vel_Update()
 
         Assert.Equal(initialValue, finalValue, precision);
     }
+
+    [Fact]
+    public void Vortex_Update()
+    {
+        var indicator = new Vortex(period: 14);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
 }
diff --git a/Tests/test_updates_oscillators.cs b/Tests/test_updates_oscillators.cs
@@ -109,4 +109,51 @@ public void Aroon_Update()
 
         Assert.Equal(initialValue, finalValue, precision);
     }
+
+    [Fact]
+    public void Bop_Update()
+    {
+        var indicator = new Bop();
+        TBar r = new(DateTime.Now, ReferenceValue, ReferenceValue, ReferenceValue, ReferenceValue, 1000, IsNew: true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TBar(DateTime.Now, GetRandomDouble(), GetRandomDouble(), GetRandomDouble(), GetRandomDouble(), 1000, IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Cci_Update()
+    {
+        var indicator = new Cci(period: 20);
+        TBar r = new(DateTime.Now, ReferenceValue, ReferenceValue, ReferenceValue, ReferenceValue, 1000, IsNew: true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TBar(DateTime.Now, GetRandomDouble(), GetRandomDouble(), GetRandomDouble(), GetRandomDouble(), 1000, IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Cfo_Update()
+    {
+        var indicator = new Cfo(period: 14);
+        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
 }
diff --git a/Tests/test_updates_volatility.cs b/Tests/test_updates_volatility.cs
@@ -101,4 +101,100 @@ public void Rvi_Update()
 
         Assert.Equal(initialValue, finalValue, precision);
     }
+
+    [Fact]
+    public void Tr_Update()
+    {
+        var indicator = new Tr();
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Ui_Update()
+    {
+        var indicator = new Ui(period: 14);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Vc_Update()
+    {
+        var indicator = new Vc(period: 20, deviations: 2.0);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Vov_Update()
+    {
+        var indicator = new Vov(period: 20);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Vr_Update()
+    {
+        var indicator = new Vr(shortPeriod: 10, longPeriod: 20);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Vs_Update()
+    {
+        var indicator = new Vs(period: 14, multiplier: 2.0);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
 }
diff --git a/Tests/test_updates_volume.cs b/Tests/test_updates_volume.cs
@@ -156,4 +156,167 @@ public void Kvo_Update()
 
         Assert.Equal(initialValue, finalValue, precision);
     }
+
+    [Fact]
+    public void Mfi_Update()
+    {
+        var indicator = new Mfi(period: 14);
+        TBar r = GetRandomBar(true);
+
+        // Generate a sequence of bars for warmup
+        var warmupBars = new List<TBar>();
+        for (int i = 0; i < indicator.WarmupPeriod; i++)
+        {
+            var bar = GetRandomBar(IsNew: true);
+            warmupBars.Add(bar);
+            indicator.Calc(bar);
+        }
+
+        // Calculate initial value after warmup
+        double initialValue = indicator.Calc(r);
+
+        // Apply random updates
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+
+        // Reset and replay the same sequence
+        indicator.Init();
+        foreach (var bar in warmupBars)
+        {
+            indicator.Calc(bar);
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Nvi_Update()
+    {
+        var indicator = new Nvi();
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Obv_Update()
+    {
+        var indicator = new Obv();
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Pvi_Update()
+    {
+        var indicator = new Pvi();
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Pvol_Update()
+    {
+        var indicator = new Pvol();
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Pvo_Update()
+    {
+        var indicator = new Pvo(shortPeriod: 12, longPeriod: 26);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Pvr_Update()
+    {
+        var indicator = new Pvr();
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Pvt_Update()
+    {
+        var indicator = new Pvt();
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Tvi_Update()
+    {
+        var indicator = new Tvi(minTick: 0.5);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
 }