namespace QuanTAlib; public class AroonTests { [Fact] public void BasicCalculation_DoesNotCrash() { var aroon = new Aroon(14); var gbm = new GBM(); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { aroon.Update(bars[i]); } Assert.True(double.IsFinite(aroon.Last.Value)); Assert.True(double.IsFinite(aroon.Up.Value)); Assert.True(double.IsFinite(aroon.Down.Value)); } [Fact] public void IsNew_Consistency() { var aroon = new Aroon(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++) { aroon.Update(bars[i]); } // Update with 100th point (isNew=true) aroon.Update(bars[99], true); // Update with modified 100th point (isNew=false) var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 10.0, bars[99].Low - 10.0, bars[99].Close, bars[99].Volume); var val2 = aroon.Update(modifiedBar, false); // Create new instance and feed up to modified var aroon2 = new Aroon(14); for (int i = 0; i < 99; i++) { aroon2.Update(bars[i]); } var val3 = aroon2.Update(modifiedBar, true); Assert.Equal(val3.Value, val2.Value, 1e-9); Assert.Equal(aroon2.Up.Value, aroon.Up.Value, 1e-9); Assert.Equal(aroon2.Down.Value, aroon.Down.Value, 1e-9); } [Fact] public void Reset_Works() { var aroon = new Aroon(14); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { aroon.Update(bars[i]); } aroon.Reset(); Assert.Equal(0, aroon.Last.Value); Assert.False(aroon.IsHot); // Feed again for (int i = 0; i < bars.Count; i++) { aroon.Update(bars[i]); } Assert.True(double.IsFinite(aroon.Last.Value)); } [Fact] public void TBarSeries_Update_Matches_Streaming() { var aroon = new Aroon(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(aroon.Update(bars[i]).Value); } var aroon2 = new Aroon(14); var seriesResults = aroon2.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 aroon = new Aroon(14); var streamingResults = new List(); for (int i = 0; i < bars.Count; i++) { streamingResults.Add(aroon.Update(bars[i]).Value); } var staticResults = Aroon.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 Constructor_InvalidParameters_ThrowsArgumentException() { Assert.Throws(() => new Aroon(0)); Assert.Throws(() => new Aroon(-1)); } [Fact] public void ManualCalculation_Verify() { // Simple manual test // Period = 2 // Highs: 10, 12, 11 // Lows: 8, 9, 7 // T=0: H=10, L=8. Not enough data. // T=1: H=12, L=9. Not enough data. // T=2: H=11, L=7. // Window Highs: [10, 12, 11]. Max is 12 at index 1 (1 day ago). // Window Lows: [8, 9, 7]. Min is 7 at index 2 (0 days ago). // Up = ((2 - 1) / 2) * 100 = 50 // Down = ((2 - 0) / 2) * 100 = 100 // Osc = 50 - 100 = -50 var aroon = new Aroon(2); var time = DateTime.UtcNow; aroon.Update(new TBar(time, 10, 10, 8, 9, 100)); aroon.Update(new TBar(time.AddMinutes(1), 11, 12, 9, 10, 100)); var result = aroon.Update(new TBar(time.AddMinutes(2), 10, 11, 7, 8, 100)); Assert.Equal(50.0, aroon.Up.Value, 1e-9); Assert.Equal(100.0, aroon.Down.Value, 1e-9); Assert.Equal(-50.0, result.Value, 1e-9); } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var aroon = new Aroon(5); 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; aroon.Update(bar, isNew: true); } // Remember state after 20 values double stateAfterTwenty = aroon.Last.Value; double upAfterTwenty = aroon.Up.Value; double downAfterTwenty = aroon.Down.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); aroon.Update(bar, isNew: false); } // Feed the remembered 20th input again with isNew=false TValue finalResult = aroon.Update(twentiethInput, isNew: false); // State should match the original state after 20 values Assert.Equal(stateAfterTwenty, finalResult.Value, 1e-10); Assert.Equal(upAfterTwenty, aroon.Up.Value, 1e-10); Assert.Equal(downAfterTwenty, aroon.Down.Value, 1e-10); } [Fact] public void IsHot_BecomesTrueWhenBufferFull() { var aroon = new Aroon(5); var gbm = new GBM(); Assert.False(aroon.IsHot); // Feed bars until IsHot becomes true int count = 0; while (!aroon.IsHot && count < 50) { var bar = gbm.Next(isNew: true); aroon.Update(bar, isNew: true); count++; } Assert.True(aroon.IsHot); Assert.True(count >= 5); // Should take at least period bars } [Fact] public void NaN_Input_UsesLastValidValue() { var aroon = new Aroon(5); 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++) { aroon.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 = aroon.Update(nanBar); // Should not crash and should return a finite value Assert.True(double.IsFinite(result.Value)); Assert.True(double.IsFinite(aroon.Up.Value)); Assert.True(double.IsFinite(aroon.Down.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var aroon = new Aroon(5); 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++) { aroon.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 = aroon.Update(infBar); // Should not crash and should return a finite value Assert.True(double.IsFinite(result.Value)); Assert.True(double.IsFinite(aroon.Up.Value)); Assert.True(double.IsFinite(aroon.Down.Value)); } [Fact] public void AllModes_ProduceSameResult() { // Arrange const int period = 14; 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 = Aroon.Batch(bars, period); double expected = batchSeries.Last.Value; // 2. Streaming Mode (instance, one bar at a time) var streamingInd = new Aroon(period); 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 Aroon(period); 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); } }