using System; using QuanTAlib; using Xunit; namespace QuanTAlib.Tests; public class PcTests { [Fact] public void Pc_Constructor_ValidatesInput() { Assert.Throws(() => new Pc(0)); Assert.Throws(() => new Pc(-5)); var pc = new Pc(10); Assert.Equal(10, pc.WarmupPeriod); Assert.Contains("Pc", pc.Name, StringComparison.OrdinalIgnoreCase); } [Fact] public void Pc_InitialState_Defaults() { var pc = new Pc(5); Assert.Equal(0, pc.Last.Value); Assert.Equal(0, pc.Upper.Value); Assert.Equal(0, pc.Lower.Value); Assert.False(pc.IsHot); } [Fact] public void Pc_CalculatesBands() { var pc = new Pc(3); pc.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000)); pc.Update(new TBar(DateTime.UtcNow, 105, 115, 95, 110, 1000)); pc.Update(new TBar(DateTime.UtcNow, 110, 120, 100, 115, 1000)); // Highest High = 120, Lowest Low = 90, Middle = 105 Assert.Equal(120.0, pc.Upper.Value, 1e-10); Assert.Equal(90.0, pc.Lower.Value, 1e-10); Assert.Equal(105.0, pc.Last.Value, 1e-10); Assert.True(pc.IsHot); } [Fact] public void Pc_SlidingWindow_Updates() { var pc = new Pc(2); pc.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); pc.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 101, 1000)); double lo1 = pc.Lower.Value; pc.Update(new TBar(DateTime.UtcNow, 102, 109, 95, 102, 1000)); // Period=2: last 2 bars have H=[111,109], L=[91,95] // Upper=111, Lower=91, Middle=101 Assert.Equal(111.0, pc.Upper.Value, 1e-10); Assert.Equal(91.0, pc.Lower.Value, 1e-10); Assert.Equal(101.0, pc.Last.Value, 1e-10); Assert.NotEqual(lo1, pc.Lower.Value); } [Fact] public void Pc_IsHot_TurnsTrueAfterWarmup() { var pc = new Pc(4); for (int i = 0; i < 3; i++) { pc.Update(new TBar(DateTime.UtcNow, 100 + i, 101 + i, 99 + i, 100 + i, 1000)); Assert.False(pc.IsHot); } pc.Update(new TBar(DateTime.UtcNow, 200, 201, 199, 200, 1000)); Assert.True(pc.IsHot); } [Fact] public void Pc_IsNewFalse_RebuildsState() { var pc = new Pc(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); pc.Update(remembered, isNew: true); } double mid = pc.Last.Value; double up = pc.Upper.Value; double lo = pc.Lower.Value; for (int i = 0; i < 3; i++) { var corrected = gbm.Next(isNew: false); pc.Update(corrected, isNew: false); } pc.Update(remembered, isNew: false); Assert.Equal(mid, pc.Last.Value, 1e-10); Assert.Equal(up, pc.Upper.Value, 1e-10); Assert.Equal(lo, pc.Lower.Value, 1e-10); } [Fact] public void Pc_NaN_UsesLastValid() { var pc = new Pc(3); pc.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000)); pc.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 106, 1000)); var result = pc.Update(new TBar(DateTime.UtcNow, 102, double.NaN, 92, 107, 1000)); Assert.True(double.IsFinite(result.Value)); Assert.True(double.IsFinite(pc.Upper.Value)); Assert.True(double.IsFinite(pc.Lower.Value)); var result2 = pc.Update(new TBar(DateTime.UtcNow, 103, 113, double.PositiveInfinity, 108, 1000)); Assert.True(double.IsFinite(result2.Value)); } [Fact] public void Pc_Reset_Clears() { var pc = new Pc(3); pc.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); pc.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 101, 1000)); pc.Reset(); Assert.Equal(0, pc.Last.Value); Assert.Equal(0, pc.Upper.Value); Assert.Equal(0, pc.Lower.Value); Assert.False(pc.IsHot); pc.Update(new TBar(DateTime.UtcNow, 50, 60, 40, 55, 1000)); Assert.NotEqual(0, pc.Last.Value); } [Fact] public void Pc_BatchVsStreaming_Match() { var pcStream = new Pc(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); pcStream.Update(bar, isNew: true); } double expectedMid = pcStream.Last.Value; double expectedUp = pcStream.Upper.Value; double expectedLo = pcStream.Lower.Value; var (midBatch, upBatch, loBatch) = Pc.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 Pc_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(() => Pc.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 0)); Assert.Throws(() => Pc.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), -1)); Assert.Throws(() => Pc.Batch(highShort.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 2)); Assert.Throws(() => Pc.Batch(high.AsSpan(), low.AsSpan(), smallOut.AsSpan(), upper.AsSpan(), lower.AsSpan(), 2)); } [Fact] public void Pc_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]; Pc.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 Pc_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) = Pc.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 Pc_Event_Publishes() { var src = new TBarSeries(); var pc = new Pc(src, 2); bool fired = false; pc.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 Pc_MiddleIsMidpoint() { var pc = new Pc(3); pc.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000)); pc.Update(new TBar(DateTime.UtcNow, 105, 115, 95, 110, 1000)); pc.Update(new TBar(DateTime.UtcNow, 110, 120, 100, 115, 1000)); double expectedMiddle = (pc.Upper.Value + pc.Lower.Value) / 2.0; Assert.Equal(expectedMiddle, pc.Last.Value, 1e-10); } [Fact] public void Pc_UpperGreaterOrEqualLower() { var pc = new Pc(5); var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.2, seed: 123); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); pc.Update(bar); Assert.True(pc.Upper.Value >= pc.Lower.Value, $"Bar {i}: Upper ({pc.Upper.Value}) should be >= Lower ({pc.Lower.Value})"); } } }