namespace QuanTAlib; public class DmxTests { [Fact] public void Constructor_InvalidParameters_ThrowsException() { // Dmx delegates to Jma which throws ArgumentOutOfRangeException (subclass of ArgumentException) var ex1 = Assert.ThrowsAny(() => new Dmx(0)); Assert.Contains("period", ex1.Message, StringComparison.OrdinalIgnoreCase); var ex2 = Assert.ThrowsAny(() => new Dmx(-1)); Assert.Contains("period", ex2.Message, StringComparison.OrdinalIgnoreCase); } [Fact] public void BasicCalculation_DoesNotCrash() { var dmx = new Dmx(14); var gbm = new GBM(); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { dmx.Update(bars[i]); } Assert.True(double.IsFinite(dmx.Last.Value)); } [Fact] public void IsNew_Consistency() { var dmx = new Dmx(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++) { dmx.Update(bars[i]); } // Update with 100th point (isNew=true) dmx.Update(bars[99], true); // 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 = dmx.Update(modifiedBar, false); // Create new instance and feed up to modified var dmx2 = new Dmx(14); for (int i = 0; i < 99; i++) { dmx2.Update(bars[i]); } var val3 = dmx2.Update(modifiedBar, true); Assert.Equal(val3.Value, val2.Value, 1e-9); } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var dmx = new Dmx(14); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < 50; i++) { dmx.Update(bars[i]); } var originalValue = dmx.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); dmx.Update(modified, isNew: false); } var restored = dmx.Update(bars[49], isNew: false); Assert.Equal(originalValue.Value, restored.Value, 9); } [Fact] public void Reset_Works() { var dmx = new Dmx(14); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { dmx.Update(bars[i]); } dmx.Reset(); Assert.Equal(0, dmx.Last.Value); // Feed again for (int i = 0; i < bars.Count; i++) { dmx.Update(bars[i]); } Assert.True(double.IsFinite(dmx.Last.Value)); } [Fact] public void NaN_Input_UsesLastValidValue() { var dmx = new Dmx(14); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < 30; i++) { dmx.Update(bars[i]); } var nanBar = new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, 100); var result = dmx.Update(nanBar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var dmx = new Dmx(14); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < 30; i++) { dmx.Update(bars[i]); } var infBar = new TBar(DateTime.UtcNow, double.PositiveInfinity, double.PositiveInfinity, 0, 100, 100); var result = dmx.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 = Dmx.Batch(bars, 14); double expected = batchResult.Last.Value; // 2. Streaming Mode var streamDmx = new Dmx(14); for (int i = 0; i < bars.Count; i++) { streamDmx.Update(bars[i]); } double streamResult = streamDmx.Last.Value; Assert.Equal(expected, streamResult, 9); } [Fact] public void TBarSeries_Update_Matches_Streaming() { var dmx = new Dmx(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(dmx.Update(bars[i]).Value); } var dmx2 = new Dmx(14); var seriesResults = dmx2.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 FirstBar_Handling() { var dmx = new Dmx(14); var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000); // First bar should produce 0 DMX because DM+ and DM- are 0 var result = dmx.Update(bar); Assert.Equal(0, result.Value); } [Fact] public void StaticBatch_Matches_Streaming() { var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var dmx = new Dmx(14); var streamingResults = new List(); for (int i = 0; i < bars.Count; i++) { streamingResults.Add(dmx.Update(bars[i]).Value); } var staticResults = Dmx.Batch(bars, 14); Assert.Equal(streamingResults.Count, staticResults.Count); for (int i = 0; i < streamingResults.Count; i++) { Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9); } } [Fact] public void Chainability_Works() { var dmx = new Dmx(14); var sma = new Sma(dmx, 10); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { dmx.Update(bars[i]); } Assert.True(Math.Abs(sma.Last.Value) > 1e-14); } }