using TradingPlatform.BusinessLayer; using QuanTAlib; namespace QuanTAlib.Tests; public class MedpriceIndicatorTests { [Fact] public void MedpriceIndicator_Constructor_SetsDefaults() { var indicator = new MedpriceIndicator(); Assert.True(indicator.ShowColdValues); Assert.Equal("MEDPRICE - Median Price", indicator.Name); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void MedpriceIndicator_ShortName_IsMedprice() { var indicator = new MedpriceIndicator(); Assert.Equal("MEDPRICE", indicator.ShortName); } [Fact] public void MedpriceIndicator_MinHistoryDepths_EqualsOne() { var indicator = new MedpriceIndicator(); Assert.Equal(1, MedpriceIndicator.MinHistoryDepths); Assert.Equal(1, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void MedpriceIndicator_Initialize_CreatesInternalIndicator() { var indicator = new MedpriceIndicator(); indicator.Initialize(); Assert.Single(indicator.LinesSeries); } [Fact] public void MedpriceIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new MedpriceIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { double basePrice = 100 + i; indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 1, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); } [Fact] public void MedpriceIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new MedpriceIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i, 1000); } indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.HistoricalData.AddBar(now.AddMinutes(10), 110, 115, 105, 112, 1500); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void MedpriceIndicator_ShowColdValues_CanBeToggled() { var indicator = new MedpriceIndicator(); Assert.True(indicator.ShowColdValues); indicator.ShowColdValues = false; Assert.False(indicator.ShowColdValues); indicator.ShowColdValues = true; Assert.True(indicator.ShowColdValues); } [Fact] public void MedpriceIndicator_SourceCodeLink_IsValid() { var indicator = new MedpriceIndicator(); Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal); Assert.Contains("Medprice.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal); } [Fact] public void MedpriceIndicator_ComputesCorrectMedian() { var indicator = new MedpriceIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; // H=110, L=90 → (110+90)/2 = 100.0 indicator.HistoricalData.AddBar(now, 100, 110, 90, 105, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double val = indicator.LinesSeries[0].GetValue(0); Assert.Equal(100.0, val, 10); } [Fact] public void MedpriceIndicator_IsHotImmediately() { var indicator = new MedpriceIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); } }