using System; using QuanTAlib; using Xunit; namespace QuanTAlib.Tests; public class DcTests { [Fact] public void Dc_Constructor_ValidatesInput() { Assert.Throws(() => new Dc(0)); Assert.Throws(() => new Dc(-5)); var d = new Dc(10); Assert.Equal(10, d.WarmupPeriod); Assert.Contains("Dc", d.Name, StringComparison.OrdinalIgnoreCase); } [Fact] public void Dc_InitialState_Defaults() { var d = new Dc(5); Assert.Equal(0, d.Last.Value); Assert.Equal(0, d.Upper.Value); Assert.Equal(0, d.Lower.Value); Assert.False(d.IsHot); } [Fact] public void Dc_CalculatesBands() { var d = new Dc(3); d.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000)); d.Update(new TBar(DateTime.UtcNow, 105, 115, 95, 110, 1000)); d.Update(new TBar(DateTime.UtcNow, 110, 120, 100, 115, 1000)); // Highest High = 120, Lowest Low = 90, Middle = 105 Assert.Equal(120.0, d.Upper.Value, 1e-10); Assert.Equal(90.0, d.Lower.Value, 1e-10); Assert.Equal(105.0, d.Last.Value, 1e-10); Assert.True(d.IsHot); } [Fact] public void Dc_SlidingWindow_Updates() { var d = new Dc(2); d.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); d.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 101, 1000)); double mid1 = d.Last.Value; d.Update(new TBar(DateTime.UtcNow, 102, 109, 95, 102, 1000)); Assert.NotEqual(mid1, d.Last.Value); // Period=2: last 2 bars have H=[111,109], L=[91,95] // Upper=111, Lower=91, Middle=101 Assert.Equal(111.0, d.Upper.Value, 1e-10); Assert.Equal(91.0, d.Lower.Value, 1e-10); Assert.Equal(101.0, d.Last.Value, 1e-10); } [Fact] public void Dc_IsHot_TurnsTrueAfterWarmup() { var d = new Dc(4); for (int i = 0; i < 3; i++) { d.Update(new TBar(DateTime.UtcNow, 100 + i, 101 + i, 99 + i, 100 + i, 1000)); Assert.False(d.IsHot); } d.Update(new TBar(DateTime.UtcNow, 200, 201, 199, 200, 1000)); Assert.True(d.IsHot); } [Fact] public void Dc_IsNewFalse_RebuildsState() { var d = new Dc(3); var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 7); TBar remembered = default; for (int i = 0; i < 6; i++) { remembered = gbm.Next(isNew: true); d.Update(remembered, isNew: true); } double mid = d.Last.Value; double up = d.Upper.Value; double lo = d.Lower.Value; for (int i = 0; i < 3; i++) { var corrected = gbm.Next(isNew: false); d.Update(corrected, isNew: false); } d.Update(remembered, isNew: false); Assert.Equal(mid, d.Last.Value, 1e-10); Assert.Equal(up, d.Upper.Value, 1e-10); Assert.Equal(lo, d.Lower.Value, 1e-10); } [Fact] public void Dc_NaN_UsesLastValid() { var d = new Dc(3); d.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000)); d.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 106, 1000)); var result = d.Update(new TBar(DateTime.UtcNow, 102, double.NaN, 92, 107, 1000)); Assert.True(double.IsFinite(result.Value)); Assert.True(double.IsFinite(d.Upper.Value)); Assert.True(double.IsFinite(d.Lower.Value)); var result2 = d.Update(new TBar(DateTime.UtcNow, 103, 113, double.PositiveInfinity, 108, 1000)); Assert.True(double.IsFinite(result2.Value)); } [Fact] public void Dc_Reset_Clears() { var d = new Dc(3); d.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); d.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 101, 1000)); d.Reset(); Assert.Equal(0, d.Last.Value); Assert.Equal(0, d.Upper.Value); Assert.Equal(0, d.Lower.Value); Assert.False(d.IsHot); d.Update(new TBar(DateTime.UtcNow, 50, 60, 40, 55, 1000)); Assert.NotEqual(0, d.Last.Value); } [Fact] public void Dc_BatchVsStreaming_Match() { var dStream = new Dc(10); var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42); var series = new TBarSeries(); for (int i = 0; i < 200; i++) { var bar = gbm.Next(isNew: true); series.Add(bar); dStream.Update(bar, isNew: true); } double expectedMid = dStream.Last.Value; double expectedUp = dStream.Upper.Value; double expectedLo = dStream.Lower.Value; var (midBatch, upBatch, loBatch) = Dc.Batch(series, 10); Assert.Equal(expectedMid, midBatch.Last.Value, 1e-10); Assert.Equal(expectedUp, upBatch.Last.Value, 1e-10); Assert.Equal(expectedLo, loBatch.Last.Value, 1e-10); } [Fact] public void Dc_SpanBatch_Validates() { double[] high = [110, 115, 120]; double[] low = [90, 95, 100]; double[] middle = new double[3]; double[] upper = new double[3]; double[] lower = new double[3]; double[] highShort = [110, 115]; double[] smallOut = new double[1]; Assert.Throws(() => Dc.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 0)); Assert.Throws(() => Dc.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), -1)); Assert.Throws(() => Dc.Batch(highShort.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 2)); Assert.Throws(() => Dc.Batch(high.AsSpan(), low.AsSpan(), smallOut.AsSpan(), upper.AsSpan(), lower.AsSpan(), 2)); } [Fact] public void Dc_SpanBatch_ComputesCorrectly() { double[] high = [110, 115, 120, 125]; double[] low = [90, 95, 100, 105]; double[] middle = new double[4]; double[] upper = new double[4]; double[] lower = new double[4]; Dc.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3); // Period=3: index 2 is first valid (indices 0,1,2) // H=[110,115,120], L=[90,95,100] → Upper=120, Lower=90, Middle=105 Assert.Equal(120.0, upper[2], 1e-10); Assert.Equal(90.0, lower[2], 1e-10); Assert.Equal(105.0, middle[2], 1e-10); // Index 3: H=[115,120,125], L=[95,100,105] → Upper=125, Lower=95, Middle=110 Assert.Equal(125.0, upper[3], 1e-10); Assert.Equal(95.0, lower[3], 1e-10); Assert.Equal(110.0, middle[3], 1e-10); } [Fact] public void Dc_Calculate_ReturnsIndicatorAndResults() { var series = new TBarSeries(); series.Add(DateTime.UtcNow, 100, 110, 90, 100, 1000); series.Add(DateTime.UtcNow, 105, 115, 95, 105, 1000); series.Add(DateTime.UtcNow, 110, 120, 100, 110, 1000); var ((mid, up, lo), ind) = Dc.Calculate(series, 2); Assert.True(ind.IsHot); // Period=2: last 2 bars H=[115,120], L=[95,100] → Upper=120, Lower=95, Middle=107.5 Assert.Equal(120.0, up.Last.Value, 1e-10); Assert.Equal(95.0, lo.Last.Value, 1e-10); Assert.Equal(107.5, mid.Last.Value, 1e-10); ind.Update(new TBar(DateTime.UtcNow, 120, 130, 110, 120, 1000)); // Period=2: last 2 bars H=[120,130], L=[100,110] → Upper=130, Lower=100, Middle=115 Assert.Equal(130.0, ind.Upper.Value, 1e-10); Assert.Equal(100.0, ind.Lower.Value, 1e-10); Assert.Equal(115.0, ind.Last.Value, 1e-10); } [Fact] public void Dc_Event_Publishes() { var src = new TBarSeries(); var d = new Dc(src, 2); bool fired = false; d.Pub += (object? sender, in TValueEventArgs args) => fired = true; src.Add(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); Assert.True(fired); } }