namespace QuanTAlib.Tests; public class RaviTests { // ============== A) Constructor & Parameter Validation ============== [Fact] public void Constructor_ValidatesShortPeriod() { Assert.Throws(() => new Ravi(0, 65)); Assert.Throws(() => new Ravi(-1, 65)); Assert.Throws(() => new Ravi(-100, 65)); } [Fact] public void Constructor_ValidatesLongPeriod() { Assert.Throws(() => new Ravi(7, 0)); Assert.Throws(() => new Ravi(7, -1)); } [Fact] public void Constructor_ValidatesShortLessThanLong() { Assert.Throws(() => new Ravi(10, 10)); Assert.Throws(() => new Ravi(20, 10)); } [Fact] public void Constructor_DefaultPeriods_Work() { var ravi = new Ravi(); Assert.Contains("7", ravi.Name, StringComparison.Ordinal); Assert.Contains("65", ravi.Name, StringComparison.Ordinal); } [Fact] public void Constructor_CustomPeriods_Work() { var ravi = new Ravi(5, 50); Assert.Contains("5", ravi.Name, StringComparison.Ordinal); Assert.Contains("50", ravi.Name, StringComparison.Ordinal); } [Fact] public void Constructor_Period1Short_Works() { var ravi = new Ravi(1, 2); Assert.NotNull(ravi); } // ============== B) Basic Calculation ============== [Fact] public void BasicCalculation_DoesNotCrash() { var ravi = new Ravi(7, 65); var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); foreach (var bar in bars) { ravi.Update(new TValue(bar.Time, bar.Close)); } Assert.True(double.IsFinite(ravi.Last.Value)); } [Fact] public void Calc_ReturnsValue() { var ravi = new Ravi(3, 10); Assert.Equal(0, ravi.Last.Value); var result = ravi.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(double.IsFinite(result.Value)); Assert.Equal(result.Value, ravi.Last.Value); } [Fact] public void Properties_Accessible() { var ravi = new Ravi(7, 65); Assert.Equal(0, ravi.Last.Value); Assert.False(ravi.IsHot); Assert.Contains("Ravi", ravi.Name, StringComparison.Ordinal); Assert.True(ravi.WarmupPeriod > 0); Assert.Equal(65, ravi.WarmupPeriod); } [Fact] public void ConstantPrice_ReturnsZeroAfterWarmup() { var ravi = new Ravi(3, 10); for (int i = 0; i < 20; i++) { ravi.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100)); } Assert.True(ravi.IsHot); Assert.Equal(0.0, ravi.Last.Value, 1e-10); } [Fact] public void OutputAlwaysNonNegative() { var ravi = new Ravi(3, 10); var gbm = new GBM(startPrice: 100.0, mu: -0.5, sigma: 1.0); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); foreach (var bar in bars) { var result = ravi.Update(new TValue(bar.Time, bar.Close)); Assert.True(result.Value >= 0, $"RAVI must be non-negative, got {result.Value}"); } } // ============== C) State Management & Bar Correction ============== [Fact] public void Calc_IsNew_AcceptsParameter() { var ravi = new Ravi(3, 10); ravi.Update(new TValue(DateTime.UtcNow, 100), isNew: true); ravi.Update(new TValue(DateTime.UtcNow.AddMinutes(1), 105), isNew: true); Assert.True(ravi.Last.Value >= 0); } [Fact] public void Calc_IsNew_False_UpdatesValue() { var ravi = new Ravi(3, 10); var gbm = new GBM(startPrice: 100.0); var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed 15 bars to get past warmup for (int i = 0; i < 15; i++) { ravi.Update(new TValue(bars[i].Time, bars[i].Close), isNew: true); } double beforeUpdate = ravi.Last.Value; // Correct with a very different value ravi.Update(new TValue(bars[14].Time, bars[14].Close * 2), isNew: false); double afterUpdate = ravi.Last.Value; Assert.NotEqual(beforeUpdate, afterUpdate); } [Fact] public void IsNew_Consistency() { var ravi = new Ravi(3, 10); var gbm = new GBM(); var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed first 19 for (int i = 0; i < 19; i++) { ravi.Update(new TValue(bars[i].Time, bars[i].Close)); } // Feed 20th bar (isNew=true) ravi.Update(new TValue(bars[19].Time, bars[19].Close), true); // Correct with modified value (isNew=false) double modifiedClose = bars[19].Close + 50.0; double val2 = ravi.Update(new TValue(bars[19].Time, modifiedClose), false).Value; // Create new instance and feed up to modified var ravi2 = new Ravi(3, 10); for (int i = 0; i < 19; i++) { ravi2.Update(new TValue(bars[i].Time, bars[i].Close)); } double val3 = ravi2.Update(new TValue(bars[19].Time, modifiedClose), true).Value; Assert.Equal(val3, val2, 1e-9); } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var ravi = new Ravi(3, 10); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed 15 new values TValue tenthValue = default; for (int i = 0; i < 15; i++) { tenthValue = new TValue(bars[i].Time, bars[i].Close); ravi.Update(tenthValue, isNew: true); } // Remember state after 15 values double stateAfter15 = ravi.Last.Value; // Generate corrections with isNew=false (different values) for (int i = 15; i < 25; i++) { ravi.Update(new TValue(bars[i].Time, bars[i].Close), isNew: false); } // Feed the remembered 15th value again with isNew=false TValue finalResult = ravi.Update(tenthValue, isNew: false); // State should match the original state after 15 values Assert.Equal(stateAfter15, finalResult.Value, 1e-10); } [Fact] public void Reset_Works() { var ravi = new Ravi(3, 10); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); foreach (var bar in bars) { ravi.Update(new TValue(bar.Time, bar.Close)); } Assert.True(ravi.IsHot); ravi.Reset(); Assert.Equal(0, ravi.Last.Value); Assert.False(ravi.IsHot); // After reset, should accept new values ravi.Update(new TValue(bars[0].Time, bars[0].Close)); Assert.True(double.IsFinite(ravi.Last.Value)); } // ============== D) Warmup & Convergence ============== [Fact] public void IsHot_BecomesTrueWhenBufferFull() { var ravi = new Ravi(3, 10); Assert.False(ravi.IsHot); var baseTime = DateTime.UtcNow; for (int i = 0; i < 9; i++) { ravi.Update(new TValue(baseTime.AddMinutes(i), 100 + i)); Assert.False(ravi.IsHot); } // 10th value should make it hot (long period = 10) ravi.Update(new TValue(baseTime.AddMinutes(9), 109)); Assert.True(ravi.IsHot); } [Fact] public void IsHot_IsPeriodDependent() { var ravi7_65 = new Ravi(7, 65); var ravi3_10 = new Ravi(3, 10); Assert.Equal(65, ravi7_65.WarmupPeriod); Assert.Equal(10, ravi3_10.WarmupPeriod); } // ============== E) NaN/Infinity Handling ============== [Fact] public void NaN_Input_UsesLastValidValue() { var ravi = new Ravi(3, 10); for (int i = 0; i < 12; i++) { ravi.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i)); } // Feed NaN var resultAfterNaN = ravi.Update(new TValue(DateTime.UtcNow.AddMinutes(12), double.NaN)); Assert.True(double.IsFinite(resultAfterNaN.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var ravi = new Ravi(3, 10); for (int i = 0; i < 12; i++) { ravi.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i)); } var resultAfterInf = ravi.Update(new TValue(DateTime.UtcNow.AddMinutes(12), double.PositiveInfinity)); Assert.True(double.IsFinite(resultAfterInf.Value)); var resultAfterNegInf = ravi.Update(new TValue(DateTime.UtcNow.AddMinutes(13), double.NegativeInfinity)); Assert.True(double.IsFinite(resultAfterNegInf.Value)); } [Fact] public void MultipleNaN_ContinuesWithLastValid() { var ravi = new Ravi(3, 10); for (int i = 0; i < 12; i++) { ravi.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i)); } // Feed several NaN values for (int i = 0; i < 5; i++) { var result = ravi.Update(new TValue(DateTime.UtcNow.AddMinutes(12 + i), double.NaN)); Assert.True(double.IsFinite(result.Value)); } } [Fact] public void BatchNaN_Safe() { var ravi = new Ravi(3, 10); var gbm = new GBM(); var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed normal values for (int i = 0; i < 15; i++) { ravi.Update(new TValue(bars[i].Time, bars[i].Close)); } // Feed NaN values for (int i = 0; i < 5; i++) { var result = ravi.Update(new TValue(DateTime.UtcNow.AddHours(i + 1), double.NaN)); Assert.True(double.IsFinite(result.Value)); } // Resume normal for (int i = 15; i < 25; i++) { var result = ravi.Update(new TValue(bars[i].Time, bars[i].Close)); Assert.True(double.IsFinite(result.Value)); } } // ============== F) Consistency Tests ============== [Fact] public void BatchCalc_MatchesIterativeCalc() { var raviIterative = new Ravi(5, 20); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // Iterative var iterativeResults = new TSeries(); foreach (var tv in series) { iterativeResults.Add(raviIterative.Update(tv)); } // Batch var batchResults = Ravi.Batch(series, 5, 20); Assert.Equal(iterativeResults.Count, batchResults.Count); for (int i = 0; i < iterativeResults.Count; i++) { Assert.Equal(iterativeResults[i].Value, batchResults[i].Value, 1e-10); } } [Fact] public void TSeries_Update_MatchesStreaming() { var ravi1 = new Ravi(5, 20); var ravi2 = new Ravi(5, 20); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // Streaming foreach (var tv in series) { ravi1.Update(tv); } // Batch via Update(TSeries) ravi2.Update(series); Assert.Equal(ravi1.Last.Value, ravi2.Last.Value, 1e-10); } [Fact] public void SpanBatch_MatchesStreaming() { var ravi = new Ravi(5, 20); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // Streaming var streamResults = new double[100]; for (int i = 0; i < 100; i++) { streamResults[i] = ravi.Update(series[i]).Value; } // Span batch var values = series.Values.ToArray(); var spanResults = new double[100]; Ravi.Batch(values, spanResults, 5, 20); for (int i = 0; i < 100; i++) { Assert.Equal(streamResults[i], spanResults[i], 1e-10); } } [Fact] public void EventBased_MatchesStreaming() { var ravi1 = new Ravi(5, 20); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // Collect event-based results var eventResults = new List(); ravi1.Pub += (object? _, in TValueEventArgs e) => eventResults.Add(e.Value.Value); foreach (var tv in series) { ravi1.Update(tv); } // Collect streaming results var ravi2 = new Ravi(5, 20); var streamResults = new List(); foreach (var tv in series) { streamResults.Add(ravi2.Update(tv).Value); } Assert.Equal(streamResults.Count, eventResults.Count); for (int i = 0; i < streamResults.Count; i++) { Assert.Equal(streamResults[i], eventResults[i], 1e-10); } } [Fact] public void AllModes_ProduceSameResult() { int shortP = 5; int longP = 20; var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // 1. Batch var batchSeries = Ravi.Batch(series, shortP, longP); double expected = batchSeries.Last.Value; // 2. Span var values = series.Values.ToArray(); var spanOutput = new double[values.Length]; Ravi.Batch(values, spanOutput, shortP, longP); double spanResult = spanOutput[^1]; // 3. Streaming var streamingInd = new Ravi(shortP, longP); for (int i = 0; i < series.Count; i++) { streamingInd.Update(series[i]); } double streamingResult = streamingInd.Last.Value; // 4. Eventing var pubSource = new TSeries(); var eventingInd = new Ravi(pubSource, shortP, longP); for (int i = 0; i < series.Count; i++) { pubSource.Add(series[i]); } double eventingResult = eventingInd.Last.Value; Assert.Equal(expected, spanResult, 1e-9); Assert.Equal(expected, streamingResult, 1e-9); Assert.Equal(expected, eventingResult, 1e-9); } // ============== G) Span API Tests ============== [Fact] public void SpanBatch_ValidatesLengths() { double[] source = new double[10]; double[] output = new double[5]; // too small Assert.Throws(() => Ravi.Batch(source, output, 3, 10)); } [Fact] public void SpanBatch_ValidatesShortPeriod() { double[] source = new double[10]; double[] output = new double[10]; var ex = Assert.Throws(() => Ravi.Batch(source, output, 0, 10)); Assert.Equal("shortPeriod", ex.ParamName); } [Fact] public void SpanBatch_ValidatesLongPeriod() { double[] source = new double[10]; double[] output = new double[10]; var ex = Assert.Throws(() => Ravi.Batch(source, output, 3, 0)); Assert.Equal("longPeriod", ex.ParamName); } [Fact] public void SpanBatch_ValidatesShortLessThanLong() { double[] source = new double[10]; double[] output = new double[10]; var ex = Assert.Throws(() => Ravi.Batch(source, output, 10, 5)); Assert.Equal("shortPeriod", ex.ParamName); } [Fact] public void SpanBatch_EmptyInput_NoOp() { double[] source = Array.Empty(); double[] output = Array.Empty(); var ex = Record.Exception(() => Ravi.Batch(source, output, 3, 10)); Assert.Null(ex); } [Fact] public void SpanBatch_NaN_HandledGracefully() { double[] source = { 100, 101, double.NaN, 103, 104, 105, 106, 107, 108, 109, 110, 111, 112 }; double[] output = new double[source.Length]; Ravi.Batch(source, output, 3, 10); for (int i = 0; i < output.Length; i++) { Assert.True(double.IsFinite(output[i]), $"Output[{i}] should be finite but was {output[i]}"); } } [Fact] public void SpanBatch_MatchesTSeriesCalc() { var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // TSeries path var tsResults = Ravi.Batch(series, 5, 20); // Span path var values = series.Values.ToArray(); var spanOutput = new double[values.Length]; Ravi.Batch(values, spanOutput, 5, 20); for (int i = 0; i < values.Length; i++) { Assert.Equal(tsResults[i].Value, spanOutput[i], 1e-10); } } // ============== H) Chainability ============== [Fact] public void Chainability_Works() { var ravi = new Ravi(5, 20); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var result = ravi.Update(series); Assert.Equal(50, result.Count); Assert.Equal(ravi.Last.Value, result.Last.Value); } [Fact] public void PubEvent_Fires() { var ravi = new Ravi(3, 10); int eventCount = 0; ravi.Pub += (object? _, in TValueEventArgs _) => eventCount++; for (int i = 0; i < 15; i++) { ravi.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i)); } Assert.Equal(15, eventCount); } [Fact] public void Chaining_ViaConstructor_Works() { // Create a source SMA var sma = new Sma(5); var ravi = new Ravi(sma, 3, 10); var gbm = new GBM(); var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // When SMA updates, chained RAVI should also update foreach (var tv in series) { sma.Update(tv); } Assert.True(double.IsFinite(ravi.Last.Value)); } // ============== RAVI-Specific Tests ============== [Fact] public void MonotonicallyIncreasing_ProducesPositiveRavi() { var ravi = new Ravi(3, 10); var baseTime = DateTime.UtcNow; // Feed monotonically increasing prices for (int i = 0; i < 20; i++) { ravi.Update(new TValue(baseTime.AddMinutes(i), 100 + i)); } Assert.True(ravi.IsHot); Assert.True(ravi.Last.Value > 0, $"RAVI should be positive for trending market, got {ravi.Last.Value}"); } [Fact] public void StaticBatch_Works() { var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var results = Ravi.Batch(series, 7, 65); Assert.Equal(100, results.Count); Assert.True(double.IsFinite(results.Last.Value)); } [Fact] public void Calculate_ReturnsResultsAndIndicator() { var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var (results, indicator) = Ravi.Calculate(series, 5, 20); Assert.Equal(100, results.Count); Assert.NotNull(indicator); Assert.True(double.IsFinite(indicator.Last.Value)); Assert.True(indicator.IsHot); } }