using Xunit; namespace QuanTAlib.Tests; public class VolatilityUpdateTests : UpdateTestBase { [Fact] public void Adr_Update() { var indicator = new Adr(period: 14); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Atr_Update() { var indicator = new Atr(period: 14); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Atrs_Update() { var indicator = new Atrs(period: 14, factor: 2.0); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Ap_Update() { var indicator = new Ap(period: 20); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Atrp_Update() { var indicator = new Atrp(period: 14); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Bband_Update() { var indicator = new Bband(period: 20, multiplier: 2.0); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Ccv_Update() { var indicator = new Ccv(period: 20); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Ce_Update() { var indicator = new Ce(period: 22, multiplier: 3.0); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Cv_Update() { var indicator = new Cv(period: 20); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Cvi_Update() { var indicator = new Cvi(period: 10, smoothPeriod: 10); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Dchn_Update() { var indicator = new Dchn(period: 20); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Ewma_Update() { var indicator = new Ewma(period: 20, lambda: 0.94); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Fcb_Update() { var indicator = new Fcb(period: 20, smoothing: 0.5); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Gkv_Update() { var indicator = new Gkv(period: 20); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Historical_Update() { var indicator = new Hv(period: 14); TestTValueUpdate(indicator, indicator.Calc); } [Fact] public void Hlv_Update() { var indicator = new Hlv(period: 20); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Jvolty_Update() { var indicator = new Jvolty(period: 14); TestTValueUpdate(indicator, indicator.Calc); } [Fact] public void Natr_Update() { var indicator = new Natr(period: 14); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Pch_Update() { var indicator = new Pch(period: 20); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Pv_Update() { var indicator = new Pv(period: 10); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Realized_Update() { var indicator = new Rv(period: 14); TestTValueUpdate(indicator, indicator.Calc); } [Fact] public void Rsv_Update() { var indicator = new Rsv(period: 10); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Rvi_Update() { var indicator = new Rvi(period: 14); TestTValueUpdate(indicator, indicator.Calc); } [Fact] public void Sv_Update() { var indicator = new Sv(period: 20, lambda: 0.94); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Tr_Update() { var indicator = new Tr(); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Ui_Update() { var indicator = new Ui(period: 14); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Vc_Update() { var indicator = new Vc(period: 20, deviations: 2.0); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Vov_Update() { var indicator = new Vov(period: 20); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Vr_Update() { var indicator = new Vr(shortPeriod: 10, longPeriod: 20); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Vs_Update() { var indicator = new Vs(period: 14, multiplier: 2.0); TestTBarUpdate(indicator, indicator.Calc); } [Fact] public void Yzv_Update() { var indicator = new Yzv(period: 20); TestTBarUpdate(indicator, indicator.Calc); } }