using TradingPlatform.BusinessLayer; namespace QuanTAlib.Quantower.Tests; public class DspIndicatorTests { [Fact] public void DspIndicator_Constructor_SetsDefaults() { var indicator = new DspIndicator(); Assert.Equal(40, indicator.Period); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("DSP - Ehlers Detrended Synthetic Price", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void DspIndicator_MinHistoryDepths_EqualsZero() { var indicator = new DspIndicator(); Assert.Equal(0, DspIndicator.MinHistoryDepths); Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void DspIndicator_ShortName_IncludesPeriod() { var indicator = new DspIndicator { Period = 20 }; Assert.True(indicator.ShortName.Contains("DSP", StringComparison.Ordinal)); Assert.True(indicator.ShortName.Contains("20", StringComparison.Ordinal)); } [Fact] public void DspIndicator_Initialize_CreatesInternalDsp() { var indicator = new DspIndicator { Period = 40 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist (DSP + Zero line) Assert.Equal(2, indicator.LinesSeries.Count); } [Fact] public void DspIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new DspIndicator { Period = 20 }; 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 DspIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new DspIndicator { Period = 20 }; 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 DspIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new DspIndicator { Period = 20 }; indicator.Initialize(); // Should not throw an exception indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); // Assert that the indicator still exists (method completed without exception) Assert.NotNull(indicator); } [Fact] public void DspIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new DspIndicator { Period = 20 }; 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 DspIndicator_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 DspIndicator { Period = 20, 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 DspIndicator_Period_CanBeChanged() { var indicator = new DspIndicator { Period = 40 }; Assert.Equal(40, indicator.Period); indicator.Period = 20; Assert.Equal(20, indicator.Period); } [Fact] public void DspIndicator_Source_CanBeChanged() { var indicator = new DspIndicator { Source = SourceType.Close }; Assert.Equal(SourceType.Close, indicator.Source); indicator.Source = SourceType.Open; Assert.Equal(SourceType.Open, indicator.Source); } [Fact] public void DspIndicator_ShowColdValues_CanBeChanged() { var indicator = new DspIndicator { ShowColdValues = true }; Assert.True(indicator.ShowColdValues); indicator.ShowColdValues = false; Assert.False(indicator.ShowColdValues); } [Fact] public void DspIndicator_ShortName_UpdatesWhenPeriodChanges() { var indicator = new DspIndicator { Period = 40 }; string initialName = indicator.ShortName; Assert.True(initialName.Contains("40", StringComparison.Ordinal)); indicator.Period = 20; string updatedName = indicator.ShortName; Assert.True(updatedName.Contains("20", StringComparison.Ordinal)); } [Fact] public void DspIndicator_ProcessUpdate_IgnoresNonBarUpdates() { var indicator = new DspIndicator { Period = 20 }; 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 that the indicator still exists (method completed without exception) Assert.NotNull(indicator); } [Fact] public void DspIndicator_LineSeries_HasCorrectProperties() { var indicator = new DspIndicator { Period = 40 }; indicator.Initialize(); var lineSeries = indicator.LinesSeries[0]; Assert.Equal("DSP", lineSeries.Name); Assert.Equal(2, lineSeries.Width); Assert.Equal(LineStyle.Solid, lineSeries.Style); } [Fact] public void DspIndicator_ZeroLine_HasCorrectProperties() { var indicator = new DspIndicator { Period = 40 }; indicator.Initialize(); var zeroLine = indicator.LinesSeries[1]; Assert.Equal("Zero", zeroLine.Name); Assert.Equal(1, zeroLine.Width); Assert.Equal(LineStyle.Dash, zeroLine.Style); } [Fact] public void DspIndicator_DifferentPeriods_Work() { var periods = new[] { 8, 20, 40, 80 }; foreach (var period in periods) { var indicator = new DspIndicator { Period = period }; indicator.Initialize(); var now = DateTime.UtcNow; // Add enough bars to fill the buffer for (int i = 0; i < period + 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 dspValue = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(dspValue), $"Period {period} should produce finite value"); } } [Fact] public void DspIndicator_ConstantPrice_ProducesZeroDsp() { var indicator = new DspIndicator { Period = 20 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add constant price bars - need enough for EMAs to converge for (int i = 0; i < 500; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 100, 100, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // DSP should be approximately zero for constant price after convergence // Tolerance allows for floating-point rounding in EMA bias correction double dspValue = indicator.LinesSeries[0].GetValue(0); Assert.True(Math.Abs(dspValue) < 0.01, $"Constant price should produce near-zero DSP, got {dspValue}"); } [Fact] public void DspIndicator_Uptrend_ProducesPositiveDsp() { var indicator = new DspIndicator { Period = 20 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add uptrending price bars for (int i = 0; i < 50; i++) { double price = 100 + i; indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // DSP should be positive for uptrend (fast EMA > slow EMA) double dspValue = indicator.LinesSeries[0].GetValue(0); Assert.True(dspValue > 0, $"Uptrend should produce positive DSP, got {dspValue}"); } [Fact] public void DspIndicator_Downtrend_ProducesNegativeDsp() { var indicator = new DspIndicator { Period = 20 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add downtrending price bars for (int i = 0; i < 50; i++) { double price = 200 - i; indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // DSP should be negative for downtrend (fast EMA < slow EMA) double dspValue = indicator.LinesSeries[0].GetValue(0); Assert.True(dspValue < 0, $"Downtrend should produce negative DSP, got {dspValue}"); } [Fact] public void DspIndicator_OscillatesAroundZero_ForSineWave() { var indicator = new DspIndicator { Period = 20 }; indicator.Initialize(); var now = DateTime.UtcNow; var values = new List(); // Generate sine wave price pattern for (int i = 0; i < 100; i++) { double price = 100.0 + 10.0 * Math.Sin(i * 0.1); indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); values.Add(indicator.LinesSeries[0].GetValue(0)); } // Should have both positive and negative values int positiveCount = values.Count(v => v > 0); int negativeCount = values.Count(v => v < 0); Assert.True(positiveCount > 0, "Should have positive DSP values"); Assert.True(negativeCount > 0, "Should have negative DSP values"); } }