namespace QuanTAlib; public class AlligatorTests { [Fact] public void BasicCalculation_DoesNotCrash() { var alligator = new Alligator(); var gbm = new GBM(); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { alligator.Update(bars[i]); } Assert.True(double.IsFinite(alligator.Last.Value)); Assert.True(double.IsFinite(alligator.Jaw.Value)); Assert.True(double.IsFinite(alligator.Teeth.Value)); Assert.True(double.IsFinite(alligator.Lips.Value)); } [Fact] public void IsNew_Consistency() { var alligator = new Alligator(); 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++) { alligator.Update(bars[i]); } // Update with 100th point (isNew=true) alligator.Update(bars[99], true); // Update with modified 100th point (isNew=false) var modifiedBar = new TBar(bars[99].Time, bars[99].Open + 5, bars[99].High + 10.0, bars[99].Low - 10.0, bars[99].Close + 5, bars[99].Volume); var val2 = alligator.Update(modifiedBar, false); // Create new instance and feed up to modified var alligator2 = new Alligator(); for (int i = 0; i < 99; i++) { alligator2.Update(bars[i]); } var val3 = alligator2.Update(modifiedBar, true); Assert.Equal(val3.Value, val2.Value, 1e-9); Assert.Equal(alligator2.Jaw.Value, alligator.Jaw.Value, 1e-9); Assert.Equal(alligator2.Teeth.Value, alligator.Teeth.Value, 1e-9); Assert.Equal(alligator2.Lips.Value, alligator.Lips.Value, 1e-9); } [Fact] public void Reset_Works() { var alligator = new Alligator(); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { alligator.Update(bars[i]); } alligator.Reset(); Assert.Equal(0, alligator.Last.Value); Assert.False(alligator.IsHot); // Feed again for (int i = 0; i < bars.Count; i++) { alligator.Update(bars[i]); } Assert.True(double.IsFinite(alligator.Last.Value)); Assert.True(alligator.IsHot); } [Fact] public void TBarSeries_Update_Matches_Streaming() { var alligator = new Alligator(); 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(alligator.Update(bars[i]).Value); } var alligator2 = new Alligator(); var seriesResults = alligator2.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 StaticBatch_Matches_Streaming() { var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var alligator = new Alligator(); var streamingResults = new List(); for (int i = 0; i < bars.Count; i++) { streamingResults.Add(alligator.Update(bars[i]).Value); } var staticResults = Alligator.Batch(bars); 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 Constructor_InvalidParameters_ThrowsArgumentException() { Assert.Throws(() => new Alligator(0, 8, 8, 5, 5, 3)); Assert.Throws(() => new Alligator(13, -1, 8, 5, 5, 3)); Assert.Throws(() => new Alligator(13, 8, 0, 5, 5, 3)); Assert.Throws(() => new Alligator(13, 8, 8, -1, 5, 3)); Assert.Throws(() => new Alligator(13, 8, 8, 5, 0, 3)); Assert.Throws(() => new Alligator(13, 8, 8, 5, 5, -1)); } [Fact] public void DefaultConstructor_UsesStandardParameters() { var alligator = new Alligator(); Assert.Equal(8, alligator.JawOffset); Assert.Equal(5, alligator.TeethOffset); Assert.Equal(3, alligator.LipsOffset); Assert.Contains("13", alligator.Name, StringComparison.Ordinal); Assert.Contains("8", alligator.Name, StringComparison.Ordinal); Assert.Contains("5", alligator.Name, StringComparison.Ordinal); } [Fact] public void LipsIsFastest_TeethIsMiddle_JawIsSlowest() { var alligator = new Alligator(); var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.01, seed: 42); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed all bars for (int i = 0; i < bars.Count; i++) { alligator.Update(bars[i]); } // After warmup, all values should be finite Assert.True(double.IsFinite(alligator.Jaw.Value)); Assert.True(double.IsFinite(alligator.Teeth.Value)); Assert.True(double.IsFinite(alligator.Lips.Value)); // Lips (5-period) should respond faster than Teeth (8-period) which responds faster than Jaw (13-period) // In an uptrend, Lips > Teeth > Jaw // We can't guarantee order without specific data, but all should be close to the price } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var alligator = new Alligator(13, 8, 8, 5, 5, 3); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // Feed 20 new values TBar twentiethInput = default; for (int i = 0; i < 20; i++) { var bar = gbm.Next(isNew: true); twentiethInput = bar; alligator.Update(bar, isNew: true); } // Remember state after 20 values double jawAfterTwenty = alligator.Jaw.Value; double teethAfterTwenty = alligator.Teeth.Value; double lipsAfterTwenty = alligator.Lips.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); alligator.Update(bar, isNew: false); } // Feed the remembered 20th input again with isNew=false alligator.Update(twentiethInput, isNew: false); // State should match the original state after 20 values Assert.Equal(jawAfterTwenty, alligator.Jaw.Value, 1e-10); Assert.Equal(teethAfterTwenty, alligator.Teeth.Value, 1e-10); Assert.Equal(lipsAfterTwenty, alligator.Lips.Value, 1e-10); } [Fact] public void IsHot_BecomesTrueWhenAllLinesWarmedUp() { var alligator = new Alligator(13, 8, 8, 5, 5, 3); var gbm = new GBM(); Assert.False(alligator.IsHot); // Feed bars until IsHot becomes true int count = 0; while (!alligator.IsHot && count < 100) { var bar = gbm.Next(isNew: true); alligator.Update(bar, isNew: true); count++; } Assert.True(alligator.IsHot); Assert.True(count >= 13); // Should take at least the longest period (Jaw = 13) } [Fact] public void NaN_Input_UsesLastValidValue() { var alligator = new Alligator(); var gbm = new GBM(); var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed some valid bars first for (int i = 0; i < 15; i++) { alligator.Update(bars[i]); } // Create a bar with NaN values var nanBar = new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, double.NaN); var result = alligator.Update(nanBar); // Should not crash and should return a finite value Assert.True(double.IsFinite(result.Value)); Assert.True(double.IsFinite(alligator.Jaw.Value)); Assert.True(double.IsFinite(alligator.Teeth.Value)); Assert.True(double.IsFinite(alligator.Lips.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var alligator = new Alligator(); var gbm = new GBM(); var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed some valid bars first for (int i = 0; i < 15; i++) { alligator.Update(bars[i]); } // Create a bar with Infinity values var infBar = new TBar(DateTime.UtcNow, double.PositiveInfinity, double.PositiveInfinity, double.NegativeInfinity, double.PositiveInfinity, double.PositiveInfinity); var result = alligator.Update(infBar); // Should not crash and should return a finite value Assert.True(double.IsFinite(result.Value)); Assert.True(double.IsFinite(alligator.Jaw.Value)); Assert.True(double.IsFinite(alligator.Teeth.Value)); Assert.True(double.IsFinite(alligator.Lips.Value)); } [Fact] public void AllModes_ProduceSameResult() { // Arrange var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // 1. Batch Mode (static method) var batchSeries = Alligator.Batch(bars); double expected = batchSeries.Last.Value; // 2. Streaming Mode (instance, one bar at a time) var streamingInd = new Alligator(); for (int i = 0; i < bars.Count; i++) { streamingInd.Update(bars[i]); } double streamingResult = streamingInd.Last.Value; // 3. Instance Update with TBarSeries var instanceInd = new Alligator(); var instanceResult = instanceInd.Update(bars); double instanceValue = instanceResult.Last.Value; // Assert all modes produce identical results Assert.Equal(expected, streamingResult, precision: 9); Assert.Equal(expected, instanceValue, precision: 9); } [Fact] public void SmmaFormula_AllLinesEqualWithSamePeriod() { // When all three lines use the same period and offset, they should produce identical values // This verifies the SMMA formula is applied consistently across all three lines var alligator = new Alligator(5, 0, 5, 0, 5, 0); // All same period for easy comparison var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { alligator.Update(bars[i], isNew: true); // All three lines should be exactly equal since they have the same period Assert.Equal(alligator.Jaw.Value, alligator.Teeth.Value, precision: 15); Assert.Equal(alligator.Jaw.Value, alligator.Lips.Value, precision: 15); } // Ensure warmup completed Assert.True(alligator.IsHot); } [Fact] public void EventPublishing_Works() { var alligator = new Alligator(); var gbm = new GBM(); int eventCount = 0; TValue lastPublishedValue = default; bool lastIsNew = false; alligator.Pub += (object? sender, in TValueEventArgs args) => { eventCount++; lastPublishedValue = args.Value; lastIsNew = args.IsNew; }; var bar = gbm.Next(isNew: true); alligator.Update(bar, isNew: true); Assert.Equal(1, eventCount); Assert.True(lastIsNew); Assert.Equal(alligator.Last.Value, lastPublishedValue.Value); // Update with isNew=false alligator.Update(bar, isNew: false); Assert.Equal(2, eventCount); Assert.False(lastIsNew); } }