using TradingPlatform.BusinessLayer; using Xunit; namespace QuanTAlib.Tests; public class ApchannelIndicatorTests { [Fact] public void Constructor_SetsDefaults() { var indicator = new ApchannelIndicator(); Assert.Equal(0.2, indicator.Alpha); Assert.True(indicator.ShowColdValues); Assert.Equal("Apchannel - Adaptive Price Channel", indicator.Name); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void MinHistoryDepths_IsCorrect() { var indicator = new ApchannelIndicator { Alpha = 0.1 }; Assert.Equal(30, indicator.MinHistoryDepths); // ceil(3.0 / 0.1) = 30 indicator = new ApchannelIndicator { Alpha = 0.2 }; Assert.Equal(15, indicator.MinHistoryDepths); // ceil(3.0 / 0.2) = 15 indicator = new ApchannelIndicator { Alpha = 0.5 }; Assert.Equal(6, indicator.MinHistoryDepths); // ceil(3.0 / 0.5) = 6 } [Fact] public void ShortName_IncludesParameters() { var indicator = new ApchannelIndicator { Alpha = 0.15 }; Assert.Contains("0.15", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void Initialize_CreatesThreeLineSeries() { var indicator = new ApchannelIndicator { Alpha = 0.2 }; indicator.Initialize(); Assert.Equal(3, indicator.LinesSeries.Count); Assert.Equal("Middle", indicator.LinesSeries[0].Name); Assert.Equal("Upper", indicator.LinesSeries[1].Name); Assert.Equal("Lower", indicator.LinesSeries[2].Name); } [Fact] public void ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new ApchannelIndicator { Alpha = 0.3 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); Assert.Equal(1, indicator.LinesSeries[0].Count); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0))); Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(0))); Assert.True(double.IsFinite(indicator.LinesSeries[2].GetValue(0))); } [Fact] public void ProcessUpdate_NewBar_ComputesValue() { var indicator = new ApchannelIndicator { Alpha = 0.3 }; 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 ApchannelIndicator { Alpha = 0.2 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void MultipleUpdates_ProducesCorrectSequence() { var indicator = new ApchannelIndicator { Alpha = 0.2 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i); indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } Assert.Equal(20, indicator.LinesSeries[0].Count); Assert.Equal(20, indicator.LinesSeries[1].Count); Assert.Equal(20, indicator.LinesSeries[2].Count); // All values should be finite for (int i = 0; i < 20; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i))); Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(i))); Assert.True(double.IsFinite(indicator.LinesSeries[2].GetValue(i))); } } [Fact] public void BandRelationship_UpperAboveLowerBelowMiddle() { var indicator = new ApchannelIndicator { Alpha = 0.2 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 105, 1000); indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } // After warmup, upper > middle > lower double middle = indicator.LinesSeries[0].GetValue(0); double upper = indicator.LinesSeries[1].GetValue(0); double lower = indicator.LinesSeries[2].GetValue(0); Assert.True(upper > middle, $"Upper ({upper}) should be > Middle ({middle})"); Assert.True(lower < middle, $"Lower ({lower}) should be < Middle ({middle})"); } [Fact] public void Alpha_AffectsResponsiveness() { var now = DateTime.UtcNow; // Slow response with low alpha var slowIndicator = new ApchannelIndicator { Alpha = 0.1 }; slowIndicator.Initialize(); // Fast response with high alpha var fastIndicator = new ApchannelIndicator { Alpha = 0.5 }; fastIndicator.Initialize(); // Initialize with stable prices for (int i = 0; i < 10; i++) { slowIndicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 1000); slowIndicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); fastIndicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 1000); fastIndicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } // Then add a price spike for (int i = 10; i < 15; i++) { slowIndicator.HistoricalData.AddBar(now.AddMinutes(i), 120, 130, 115, 125, 1000); slowIndicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); fastIndicator.HistoricalData.AddBar(now.AddMinutes(i), 120, 130, 115, 125, 1000); fastIndicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); } // Fast alpha should adapt more quickly to the new price level double slowUpper = slowIndicator.LinesSeries[1].GetValue(0); double fastUpper = fastIndicator.LinesSeries[1].GetValue(0); // Fast response should be closer to 130 (recent high) Assert.True(fastUpper > slowUpper, $"Fast upper ({fastUpper}) should be > Slow upper ({slowUpper})"); } [Fact] public void Alpha_CanBeChanged() { var indicator = new ApchannelIndicator { Alpha = 0.2 }; Assert.Equal(0.2, indicator.Alpha); indicator.Alpha = 0.35; Assert.Equal(0.35, indicator.Alpha); } [Fact] public void MiddleLine_IsMidpointOfBands() { var indicator = new ApchannelIndicator { Alpha = 0.2 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000); indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } double middle = indicator.LinesSeries[0].GetValue(0); double upper = indicator.LinesSeries[1].GetValue(0); double lower = indicator.LinesSeries[2].GetValue(0); double expectedMiddle = (upper + lower) / 2.0; Assert.Equal(expectedMiddle, middle, 6); // 6 decimal precision } }