using TradingPlatform.BusinessLayer; namespace QuanTAlib.Quantower.Tests; public class AcpIndicatorTests { [Fact] public void AcpIndicator_Constructor_SetsDefaults() { var indicator = new AcpIndicator(); Assert.Equal(8, indicator.MinPeriod); Assert.Equal(48, indicator.MaxPeriod); Assert.Equal(3, indicator.AvgLength); Assert.True(indicator.Enhance); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("ACP - Ehlers Autocorrelation Periodogram", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void AcpIndicator_MinHistoryDepths_EqualsZero() { var indicator = new AcpIndicator(); Assert.Equal(0, AcpIndicator.MinHistoryDepths); Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void AcpIndicator_ShortName_IncludesPeriods() { var indicator = new AcpIndicator { MinPeriod = 10, MaxPeriod = 60 }; Assert.True(indicator.ShortName.Contains("ACP", StringComparison.Ordinal)); Assert.True(indicator.ShortName.Contains("10", StringComparison.Ordinal)); Assert.True(indicator.ShortName.Contains("60", StringComparison.Ordinal)); } [Fact] public void AcpIndicator_Initialize_CreatesInternalAcp() { var indicator = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist (Cycle + Power) Assert.Equal(2, indicator.LinesSeries.Count); } [Fact] public void AcpIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48 }; indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); // Process update var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); // Line series should have a value Assert.Equal(1, indicator.LinesSeries[0].Count); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0))); } [Fact] public void AcpIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void AcpIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48 }; indicator.Initialize(); // Should not throw an exception indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); // Assert that the indicator still exists Assert.NotNull(indicator); } [Fact] public void AcpIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48 }; indicator.Initialize(); var now = DateTime.UtcNow; double[] closes = { 100, 102, 105, 103, 107, 110, 108, 112, 115, 113 }; foreach (var close in closes) { indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); now = now.AddMinutes(1); } // All values should be finite for (int i = 0; i < closes.Length; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i))); } } [Fact] public void AcpIndicator_DifferentSourceTypes_Work() { var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 }; foreach (var source in sources) { var indicator = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48, Source = source }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 110, 90, 105); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)), $"Source {source} should produce finite value"); } } [Fact] public void AcpIndicator_MinPeriod_CanBeChanged() { var indicator = new AcpIndicator { MinPeriod = 8 }; Assert.Equal(8, indicator.MinPeriod); indicator.MinPeriod = 12; Assert.Equal(12, indicator.MinPeriod); } [Fact] public void AcpIndicator_MaxPeriod_CanBeChanged() { var indicator = new AcpIndicator { MaxPeriod = 48 }; Assert.Equal(48, indicator.MaxPeriod); indicator.MaxPeriod = 100; Assert.Equal(100, indicator.MaxPeriod); } [Fact] public void AcpIndicator_AvgLength_CanBeChanged() { var indicator = new AcpIndicator { AvgLength = 3 }; Assert.Equal(3, indicator.AvgLength); indicator.AvgLength = 10; Assert.Equal(10, indicator.AvgLength); } [Fact] public void AcpIndicator_Enhance_CanBeChanged() { var indicator = new AcpIndicator { Enhance = true }; Assert.True(indicator.Enhance); indicator.Enhance = false; Assert.False(indicator.Enhance); } [Fact] public void AcpIndicator_Source_CanBeChanged() { var indicator = new AcpIndicator { Source = SourceType.Close }; Assert.Equal(SourceType.Close, indicator.Source); indicator.Source = SourceType.Open; Assert.Equal(SourceType.Open, indicator.Source); } [Fact] public void AcpIndicator_ShowColdValues_CanBeChanged() { var indicator = new AcpIndicator { ShowColdValues = true }; Assert.True(indicator.ShowColdValues); indicator.ShowColdValues = false; Assert.False(indicator.ShowColdValues); } [Fact] public void AcpIndicator_ShortName_UpdatesWhenPeriodsChange() { var indicator = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48 }; string initialName = indicator.ShortName; Assert.True(initialName.Contains("8", StringComparison.Ordinal)); Assert.True(initialName.Contains("48", StringComparison.Ordinal)); indicator.MinPeriod = 10; indicator.MaxPeriod = 60; string updatedName = indicator.ShortName; Assert.True(updatedName.Contains("10", StringComparison.Ordinal)); Assert.True(updatedName.Contains("60", StringComparison.Ordinal)); } [Fact] public void AcpIndicator_ProcessUpdate_IgnoresNonBarUpdates() { var indicator = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); // Process historical bar first indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Process other update reasons - should not throw indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); Assert.NotNull(indicator); } [Fact] public void AcpIndicator_CycleSeries_HasCorrectProperties() { var indicator = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48 }; indicator.Initialize(); var lineSeries = indicator.LinesSeries[0]; Assert.Equal("Cycle", lineSeries.Name); Assert.Equal(2, lineSeries.Width); Assert.Equal(LineStyle.Solid, lineSeries.Style); } [Fact] public void AcpIndicator_PowerSeries_HasCorrectProperties() { var indicator = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48 }; indicator.Initialize(); var powerSeries = indicator.LinesSeries[1]; Assert.Equal("Power", powerSeries.Name); Assert.Equal(1, powerSeries.Width); Assert.Equal(LineStyle.Dot, powerSeries.Style); } [Fact] public void AcpIndicator_DifferentPeriodRanges_Work() { var periodRanges = new[] { (8, 48), (10, 60), (6, 30), (12, 100) }; foreach (var (minPeriod, maxPeriod) in periodRanges) { var indicator = new AcpIndicator { MinPeriod = minPeriod, MaxPeriod = maxPeriod }; indicator.Initialize(); var now = DateTime.UtcNow; // Add enough bars for (int i = 0; i < maxPeriod + 10; i++) { double close = 100 + (i % 10); indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 2, close - 2, close); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Last value should be finite double cycleValue = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(cycleValue), $"Period range ({minPeriod},{maxPeriod}) should produce finite value"); } } [Fact] public void AcpIndicator_SineWave_DetectsCycle() { var indicator = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48 }; indicator.Initialize(); var now = DateTime.UtcNow; const int knownPeriod = 20; // Generate sine wave pattern for (int i = 0; i < 200; i++) { double price = 100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / knownPeriod); indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Cycle value should be in valid range double cycleValue = indicator.LinesSeries[0].GetValue(0); Assert.InRange(cycleValue, 8, 48); } [Fact] public void AcpIndicator_PowerOutput_ScaledCorrectly() { var indicator = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 100; i++) { double price = 100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / 20.0); indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Power is scaled by MaxPeriod double powerValue = indicator.LinesSeries[1].GetValue(0); Assert.True(double.IsFinite(powerValue)); Assert.True(powerValue >= 0, "Power should be non-negative"); } [Fact] public void AcpIndicator_EnhanceMode_AffectsOutput() { var indicatorEnhanced = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48, Enhance = true }; var indicatorNormal = new AcpIndicator { MinPeriod = 8, MaxPeriod = 48, Enhance = false }; indicatorEnhanced.Initialize(); indicatorNormal.Initialize(); var now = DateTime.UtcNow; // Add same data to both for (int i = 0; i < 100; i++) { double price = 100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / 20.0); indicatorEnhanced.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price); indicatorNormal.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price); indicatorEnhanced.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicatorNormal.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Both should produce finite values Assert.True(double.IsFinite(indicatorEnhanced.LinesSeries[0].GetValue(0))); Assert.True(double.IsFinite(indicatorNormal.LinesSeries[0].GetValue(0))); } }