using TradingPlatform.BusinessLayer; using Xunit; namespace QuanTAlib.Tests; public class FcbIndicatorTests { [Fact] public void Constructor_SetsDefaults() { var ind = new FcbIndicator(); Assert.Equal(20, ind.Period); Assert.True(ind.ShowColdValues); Assert.Equal("Fcb - Fractal Chaos Bands", ind.Name); Assert.False(ind.SeparateWindow); Assert.True(ind.OnBackGround); } [Fact] public void MinHistoryDepths_EqualsPeriodPlusTwo() { var ind = new FcbIndicator { Period = 15 }; Assert.Equal(17, ind.MinHistoryDepths); // Period + 2 for fractal detection } [Fact] public void ShortName_ReflectsParameters() { var ind = new FcbIndicator { Period = 12 }; Assert.Contains("12", ind.ShortName, StringComparison.Ordinal); } [Fact] public void Initialize_AddsThreeLineSeries() { var ind = new FcbIndicator { Period = 14 }; ind.Initialize(); Assert.Equal(3, ind.LinesSeries.Count); Assert.Equal("Middle", ind.LinesSeries[0].Name); Assert.Equal("Upper", ind.LinesSeries[1].Name); Assert.Equal("Lower", ind.LinesSeries[2].Name); } [Fact] public void ProcessUpdate_Historical_ComputesValues() { var ind = new FcbIndicator { Period = 3 }; ind.Initialize(); var now = DateTime.UtcNow; ind.HistoricalData.AddBar(now, 100, 110, 90, 102); ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.Equal(1, ind.LinesSeries[0].Count); Assert.True(double.IsFinite(ind.LinesSeries[0].GetValue(0))); Assert.True(double.IsFinite(ind.LinesSeries[1].GetValue(0))); Assert.True(double.IsFinite(ind.LinesSeries[2].GetValue(0))); } [Fact] public void ProcessUpdate_NewBar_Appends() { var ind = new FcbIndicator { Period = 3 }; ind.Initialize(); var now = DateTime.UtcNow; ind.HistoricalData.AddBar(now, 100, 110, 90, 102); ind.HistoricalData.AddBar(now.AddMinutes(1), 102, 112, 92, 104); ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, ind.LinesSeries[0].Count); } [Fact] public void ProcessUpdate_NewTick_DoesNotThrow() { var ind = new FcbIndicator { Period = 5 }; ind.Initialize(); var now = DateTime.UtcNow; ind.HistoricalData.AddBar(now, 100, 105, 95, 102); ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); Assert.Equal(2, ind.LinesSeries[0].Count); } [Fact] public void MultipleUpdates_ProducesFiniteSeries() { var ind = new FcbIndicator { Period = 5 }; ind.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { ind.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i); ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } Assert.Equal(10, ind.LinesSeries[0].Count); Assert.Equal(10, ind.LinesSeries[1].Count); Assert.Equal(10, ind.LinesSeries[2].Count); for (int i = 0; i < 10; i++) { Assert.True(double.IsFinite(ind.LinesSeries[0].GetValue(i))); Assert.True(double.IsFinite(ind.LinesSeries[1].GetValue(i))); Assert.True(double.IsFinite(ind.LinesSeries[2].GetValue(i))); } } [Fact] public void Bands_Order_Correct() { var ind = new FcbIndicator { Period = 3 }; ind.Initialize(); var now = DateTime.UtcNow; // Create fractal patterns for (int i = 0; i < 10; i++) { ind.HistoricalData.AddBar(now.AddMinutes(i), 100, 110 + i, 90 - i, 100, 1000); ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } double middle = ind.LinesSeries[0].GetValue(0); double upper = ind.LinesSeries[1].GetValue(0); double lower = ind.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 FractalDetection_WorksCorrectly() { var ind = new FcbIndicator { Period = 5 }; ind.Initialize(); var now = DateTime.UtcNow; // Create clear fractal high pattern: 100, 120, 110 (index 1 is fractal high) // Create clear fractal low pattern: 90, 70, 80 (index 1 is fractal low) ind.HistoricalData.AddBar(now.AddMinutes(0), 95, 100, 90, 95); ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); ind.HistoricalData.AddBar(now.AddMinutes(1), 95, 120, 70, 95); // Potential fractal ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); ind.HistoricalData.AddBar(now.AddMinutes(2), 95, 110, 80, 95); // Confirms fractals ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); // After 3 bars, we should have detected fractals Assert.Equal(3, ind.LinesSeries[0].Count); Assert.True(double.IsFinite(ind.LinesSeries[0].GetValue(0))); Assert.True(double.IsFinite(ind.LinesSeries[1].GetValue(0))); Assert.True(double.IsFinite(ind.LinesSeries[2].GetValue(0))); } }