using System; using QuanTAlib; using Xunit; namespace QuanTAlib.Tests; public class FcbTests { [Fact] public void Fcb_Constructor_ValidatesInput() { Assert.Throws(() => new Fcb(0)); Assert.Throws(() => new Fcb(-5)); var f = new Fcb(10); Assert.Equal(12, f.WarmupPeriod); // period + 2 for fractal detection Assert.Contains("Fcb", f.Name, StringComparison.OrdinalIgnoreCase); } [Fact] public void Fcb_InitialState_Defaults() { var f = new Fcb(5); Assert.Equal(0, f.Last.Value); Assert.Equal(0, f.Upper.Value); Assert.Equal(0, f.Lower.Value); Assert.False(f.IsHot); } [Fact] public void Fcb_DetectsFractalHigh() { // Fractal high: high[1] > high[2] AND high[1] > high[0] // Create pattern: 100, 120, 110 (index 1 is fractal high = 120) var f = new Fcb(5); f.Update(new TBar(DateTime.UtcNow, 95, 100, 90, 95, 1000)); // High = 100 f.Update(new TBar(DateTime.UtcNow, 115, 120, 110, 115, 1000)); // High = 120 (will be fractal) f.Update(new TBar(DateTime.UtcNow, 105, 110, 100, 105, 1000)); // High = 110 < 120 // After 3 bars, fractal high at index 1 detected when we get index 2 // Upper should track the highest fractal high = 120 Assert.Equal(120.0, f.Upper.Value, 1e-10); } [Fact] public void Fcb_DetectsFractalLow() { // Fractal low: low[1] < low[2] AND low[1] < low[0] // Create pattern: 100, 80, 90 (index 1 is fractal low = 80) var f = new Fcb(5); f.Update(new TBar(DateTime.UtcNow, 105, 110, 100, 105, 1000)); // Low = 100 f.Update(new TBar(DateTime.UtcNow, 85, 90, 80, 85, 1000)); // Low = 80 (will be fractal) f.Update(new TBar(DateTime.UtcNow, 95, 100, 90, 95, 1000)); // Low = 90 > 80 // After 3 bars, fractal low at index 1 detected when we get index 2 // Lower should track the lowest fractal low = 80 Assert.Equal(80.0, f.Lower.Value, 1e-10); } [Fact] public void Fcb_NoFractalUsesPreviousValue() { // If no fractal is detected, bands should use previous fractal values var f = new Fcb(5); // Create fractal high then no new fractals f.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 100, 1000)); f.Update(new TBar(DateTime.UtcNow, 110, 115, 105, 110, 1000)); // Will be fractal high f.Update(new TBar(DateTime.UtcNow, 105, 110, 100, 105, 1000)); // Confirms fractal at 115 _ = f.Upper.Value; // Store for comparison // Add more bars that don't create new fractals (monotonic up) f.Update(new TBar(DateTime.UtcNow, 112, 117, 107, 112, 1000)); f.Update(new TBar(DateTime.UtcNow, 120, 125, 115, 120, 1000)); // Upper should still be finite as previous fractal value is tracked via deque Assert.True(double.IsFinite(f.Upper.Value)); } [Fact] public void Fcb_SlidingWindow_Updates() { var f = new Fcb(3); // Create initial fractals f.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); f.Update(new TBar(DateTime.UtcNow, 110, 120, 100, 110, 1000)); // Fractal high at 120 f.Update(new TBar(DateTime.UtcNow, 105, 115, 95, 105, 1000)); // Add more bars - window should slide for (int i = 0; i < 5; i++) { f.Update(new TBar(DateTime.UtcNow, 90 - i, 95 - i, 85 - i, 90 - i, 1000)); } // Upper may have changed as old fractals slide out Assert.NotEqual(0, f.Upper.Value); Assert.NotEqual(0, f.Lower.Value); } [Fact] public void Fcb_IsHot_TurnsTrueAfterWarmup() { var f = new Fcb(4); // WarmupPeriod = 4 + 2 = 6 for (int i = 0; i < 5; i++) { f.Update(new TBar(DateTime.UtcNow, 100 + i, 101 + i, 99 + i, 100 + i, 1000)); Assert.False(f.IsHot); } f.Update(new TBar(DateTime.UtcNow, 200, 201, 199, 200, 1000)); Assert.True(f.IsHot); } [Fact] public void Fcb_IsNewFalse_RebuildsState() { var f = new Fcb(3); var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 7); TBar remembered = default; for (int i = 0; i < 10; i++) { remembered = gbm.Next(isNew: true); f.Update(remembered, isNew: true); } double mid = f.Last.Value; double up = f.Upper.Value; double lo = f.Lower.Value; // Apply corrections for (int i = 0; i < 3; i++) { var corrected = gbm.Next(isNew: false); f.Update(corrected, isNew: false); } // Restore with remembered bar f.Update(remembered, isNew: false); Assert.Equal(mid, f.Last.Value, 1e-10); Assert.Equal(up, f.Upper.Value, 1e-10); Assert.Equal(lo, f.Lower.Value, 1e-10); } [Fact] public void Fcb_NaN_UsesLastValid() { var f = new Fcb(3); f.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000)); f.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 106, 1000)); var result = f.Update(new TBar(DateTime.UtcNow, 102, double.NaN, 92, 107, 1000)); Assert.True(double.IsFinite(result.Value)); Assert.True(double.IsFinite(f.Upper.Value)); Assert.True(double.IsFinite(f.Lower.Value)); var result2 = f.Update(new TBar(DateTime.UtcNow, 103, 113, double.PositiveInfinity, 108, 1000)); Assert.True(double.IsFinite(result2.Value)); } [Fact] public void Fcb_Reset_Clears() { var f = new Fcb(3); f.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); f.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 101, 1000)); f.Update(new TBar(DateTime.UtcNow, 102, 112, 92, 102, 1000)); f.Reset(); Assert.Equal(0, f.Last.Value); Assert.Equal(0, f.Upper.Value); Assert.Equal(0, f.Lower.Value); Assert.False(f.IsHot); f.Update(new TBar(DateTime.UtcNow, 50, 60, 40, 55, 1000)); Assert.NotEqual(0, f.Last.Value); } [Fact] public void Fcb_BatchVsStreaming_Match() { var fStream = new Fcb(10); var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.15, seed: 42); var series = new TBarSeries(); for (int i = 0; i < 200; i++) { var bar = gbm.Next(isNew: true); series.Add(bar); fStream.Update(bar, isNew: true); } double expectedMid = fStream.Last.Value; double expectedUp = fStream.Upper.Value; double expectedLo = fStream.Lower.Value; var (midBatch, upBatch, loBatch) = Fcb.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 Fcb_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(() => Fcb.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 0)); Assert.Throws(() => Fcb.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), -1)); Assert.Throws(() => Fcb.Batch(highShort.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 2)); Assert.Throws(() => Fcb.Batch(high.AsSpan(), low.AsSpan(), smallOut.AsSpan(), upper.AsSpan(), lower.AsSpan(), 2)); } [Fact] public void Fcb_SpanBatch_ComputesCorrectly() { // Create data with clear fractal patterns // Fractal high at index 1: 100, 120, 110 // Fractal low at index 1: 90, 70, 80 double[] high = [100, 120, 110, 115, 105]; double[] low = [90, 70, 80, 75, 85]; double[] middle = new double[5]; double[] upper = new double[5]; double[] lower = new double[5]; Fcb.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3); // At index 2, we detect fractal high=120, fractal low=70 // Upper=120, Lower=70, Middle=95 Assert.Equal(120.0, upper[2], 1e-10); Assert.Equal(70.0, lower[2], 1e-10); Assert.Equal(95.0, middle[2], 1e-10); } [Fact] public void Fcb_Calculate_ReturnsIndicatorAndResults() { var series = new TBarSeries(); series.Add(DateTime.UtcNow, 100, 110, 90, 100, 1000); series.Add(DateTime.UtcNow, 105, 120, 80, 105, 1000); // Potential fractal high at 120, low at 80 series.Add(DateTime.UtcNow, 102, 115, 85, 102, 1000); // Confirms fractals var ((mid, up, lo), ind) = Fcb.Calculate(series, 2); // After 3 bars: fractal high = 120, fractal low = 80 Assert.Equal(120.0, up.Last.Value, 1e-10); Assert.Equal(80.0, lo.Last.Value, 1e-10); Assert.Equal(100.0, mid.Last.Value, 1e-10); // Continue streaming ind.Update(new TBar(DateTime.UtcNow, 108, 130, 75, 108, 1000)); // Potential new fractals ind.Update(new TBar(DateTime.UtcNow, 106, 125, 78, 106, 1000)); // Confirms fractal high=130, low=75 Assert.Equal(130.0, ind.Upper.Value, 1e-10); Assert.Equal(75.0, ind.Lower.Value, 1e-10); } [Fact] public void Fcb_Event_Publishes() { var src = new TBarSeries(); var f = new Fcb(src, 2); bool fired = false; f.Pub += (object? sender, in TValueEventArgs args) => fired = true; src.Add(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); Assert.True(fired); } [Fact] public void Fcb_MiddleValue_IsAverage() { var f = new Fcb(3); // Create clear fractals f.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); f.Update(new TBar(DateTime.UtcNow, 110, 130, 70, 110, 1000)); // Fractal high=130, low=70 f.Update(new TBar(DateTime.UtcNow, 105, 120, 80, 105, 1000)); // Confirms fractals double expectedMiddle = (f.Upper.Value + f.Lower.Value) * 0.5; Assert.Equal(expectedMiddle, f.Last.Value, 1e-10); } [Fact] public void Fcb_MultipleFractals_TracksHighestLowest() { var f = new Fcb(10); // Create multiple fractals over time double[] highs = [100, 120, 110, 115, 140, 130, 125, 150, 145, 142, 148, 155, 150]; double[] lows = [90, 70, 80, 75, 60, 65, 68, 50, 55, 58, 52, 45, 48]; for (int i = 0; i < highs.Length; i++) { f.Update(new TBar(DateTime.UtcNow, (highs[i] + lows[i]) / 2, highs[i], lows[i], (highs[i] + lows[i]) / 2, 1000)); } // Upper should be highest fractal high in window // Lower should be lowest fractal low in window Assert.True(f.Upper.Value > 0); Assert.True(f.Lower.Value > 0); Assert.True(f.Upper.Value > f.Lower.Value); } }