adding missing validations

lib/statistics/trim/Trim.Quantower.Tests.cs

@@ -0,0 +1,61 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class TrimIndicatorTests
+{
+    [Fact]
+    public void TrimIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new TrimIndicator();
+
+        Assert.Equal(20, indicator.Period);
+        Assert.Equal(10.0, indicator.TrimPct);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("Trim - Trimmed Mean Moving Average", indicator.Name);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+        Assert.Equal(SourceType.Close, indicator.Source);
+    }
+
+    [Fact]
+    public void TrimIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new TrimIndicator { Period = 20 };
+
+        Assert.Equal(0, TrimIndicator.MinHistoryDepths);
+        IWatchlistIndicator watchlistIndicator = indicator;
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void TrimIndicator_Initialize_CreatesInternalTrim()
+    {
+        var indicator = new TrimIndicator { Period = 10, TrimPct = 10.0 };
+
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+        Assert.Equal("Trim", indicator.LinesSeries[0].Name);
+    }
+
+    [Fact]
+    public void TrimIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new TrimIndicator { Period = 5, TrimPct = 10.0 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            double close = 100 + Math.Sin(i * 0.5);
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 2, close - 2, close);
+
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        double value = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(double.IsFinite(value));
+    }
+}