namespace QuanTAlib; public class AdxTests { [Fact] public void BasicCalculation_DoesNotCrash() { var adx = new Adx(14); var gbm = new GBM(); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { adx.Update(bars[i]); } Assert.True(double.IsFinite(adx.Last.Value)); } [Fact] public void IsNew_Consistency() { var adx = new Adx(14); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed first 99 for (int i = 0; i < 99; i++) { adx.Update(bars[i]); } // Update with 100th point (isNew=true is default, so omit it) adx.Update(bars[99]); // Update with modified 100th point (isNew=false) var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume); var val2 = adx.Update(modifiedBar, isNew: false); // Create new instance and feed up to modified var adx2 = new Adx(14); for (int i = 0; i < 99; i++) { adx2.Update(bars[i]); } var val3 = adx2.Update(modifiedBar); Assert.Equal(val3.Value, val2.Value, 1e-9); Assert.Equal(adx2.DiPlus.Value, adx.DiPlus.Value, 1e-9); Assert.Equal(adx2.DiMinus.Value, adx.DiMinus.Value, 1e-9); } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var adx = new Adx(14); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < 50; i++) { adx.Update(bars[i]); } var originalValue = adx.Last; for (int m = 0; m < 5; m++) { var modified = new TBar(bars[49].Time, bars[49].Open, bars[49].High + m, bars[49].Low - m, bars[49].Close, bars[49].Volume); adx.Update(modified, isNew: false); } var restored = adx.Update(bars[49], isNew: false); Assert.Equal(originalValue.Value, restored.Value, 9); } [Fact] public void Reset_Works() { var adx = new Adx(14); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { adx.Update(bars[i]); } adx.Reset(); Assert.Equal(0, adx.Last.Value); Assert.False(adx.IsHot); // Feed again for (int i = 0; i < bars.Count; i++) { adx.Update(bars[i]); } Assert.True(double.IsFinite(adx.Last.Value)); } [Fact] public void IsHot_BecomesTrueWhenBufferFull() { var adx = new Adx(14); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); Assert.False(adx.IsHot); for (int i = 0; i < bars.Count; i++) { adx.Update(bars[i]); if (adx.IsHot) { break; } } Assert.True(adx.IsHot); } [Fact] public void NaN_Input_UsesLastValidValue() { var adx = new Adx(14); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < 40; i++) { adx.Update(bars[i]); } var nanBar = new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, 100); var result = adx.Update(nanBar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var adx = new Adx(14); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < 40; i++) { adx.Update(bars[i]); } var infBar = new TBar(DateTime.UtcNow, double.PositiveInfinity, double.PositiveInfinity, 0, 100, 100); var result = adx.Update(infBar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void AllModes_ProduceSameResult() { var gbm = new GBM(seed: 123); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // 1. Batch Mode var batchResult = Adx.Batch(bars, 14); double expected = batchResult.Last.Value; // 2. Streaming Mode var streamAdx = new Adx(14); for (int i = 0; i < bars.Count; i++) { streamAdx.Update(bars[i]); } double streamResult = streamAdx.Last.Value; Assert.Equal(expected, streamResult, 9); } [Fact] public void TBarSeries_Update_Matches_Streaming() { var adx = new Adx(14); var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var streamingResults = new List(); for (int i = 0; i < bars.Count; i++) { streamingResults.Add(adx.Update(bars[i]).Value); } var adx2 = new Adx(14); var seriesResults = adx2.Update(bars); Assert.Equal(streamingResults.Count, seriesResults.Count); for (int i = 0; i < seriesResults.Count; i++) { Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9); } } [Fact] public void StaticCalculate_Matches_Streaming() { var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var adx = new Adx(14); var streamingResults = new List(); for (int i = 0; i < bars.Count; i++) { streamingResults.Add(adx.Update(bars[i]).Value); } var staticResults = Adx.Batch(bars, 14); Assert.Equal(streamingResults.Count, staticResults.Count); for (int i = 0; i < staticResults.Count; i++) { Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9); } } [Fact] public void Chainability_Works() { var adx = new Adx(14); var gbm = new GBM(); var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Test TBarSeries chain var result = adx.Update(bars); Assert.NotNull(result); Assert.IsType(result); // Test TBar chain (returns TValue) var result2 = adx.Update(bars[0]); Assert.IsType(result2); } [Fact] public void Constructor_InvalidParameters_ThrowsArgumentException() { Assert.Throws(() => new Adx(0)); Assert.Throws(() => new Adx(-1)); } }