using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class PpoIndicatorTests { [Fact] public void PpoIndicator_Constructor_SetsDefaults() { var indicator = new PpoIndicator(); Assert.Equal("PPO - Percentage Price Oscillator", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(12, indicator.FastPeriod); Assert.Equal(26, indicator.SlowPeriod); Assert.Equal(9, indicator.SignalPeriod); } [Fact] public void PpoIndicator_MinHistoryDepths_IsZero() { var indicator = new PpoIndicator(); Assert.Equal(0, PpoIndicator.MinHistoryDepths); IWatchlistIndicator watchlistIndicator = indicator; Assert.Equal(0, watchlistIndicator.MinHistoryDepths); } [Fact] public void PpoIndicator_ShortName_IncludesPeriods() { var indicator = new PpoIndicator(); indicator.Initialize(); Assert.Equal("PPO(12,26,9):Close", indicator.ShortName); } [Fact] public void PpoIndicator_SourceCodeLink_IsValid() { var indicator = new PpoIndicator(); Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal); Assert.Contains("Ppo.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal); } [Fact] public void PpoIndicator_Initialize_CreatesThreeLineSeries() { var indicator = new PpoIndicator(); indicator.Initialize(); Assert.Equal(3, indicator.LinesSeries.Count); Assert.Equal("PPO", indicator.LinesSeries[0].Name); Assert.Equal("Signal", indicator.LinesSeries[1].Name); Assert.Equal("Histogram", indicator.LinesSeries[2].Name); } [Fact] public void PpoIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new PpoIndicator { FastPeriod = 2, SlowPeriod = 5, SignalPeriod = 2, }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100 + i); } var args = new UpdateArgs(UpdateReason.HistoricalBar); for (int i = 0; i < 10; i++) { indicator.ProcessUpdate(args); } double ppo = indicator.LinesSeries[0].GetValue(0); double signal = indicator.LinesSeries[1].GetValue(0); double hist = indicator.LinesSeries[2].GetValue(0); Assert.False(double.IsNaN(ppo)); Assert.False(double.IsNaN(signal)); Assert.False(double.IsNaN(hist)); } [Fact] public void PpoIndicator_MultipleUpdates_ProducesFiniteSequence() { var indicator = new PpoIndicator { FastPeriod = 3, SlowPeriod = 7, SignalPeriod = 3, }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar( now.AddMinutes(i), 100 + i * 2, 105 + i * 2, 95 + i * 2, 102 + i * 2); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } Assert.Equal(30, indicator.LinesSeries[0].Count); for (int i = 0; i < 30; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i))); Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(i))); Assert.True(double.IsFinite(indicator.LinesSeries[2].GetValue(i))); } } [Fact] public void PpoIndicator_DifferentSourceTypes_Work() { var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3, }; foreach (var source in sources) { var indicator = new PpoIndicator { Source = source }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 110, 90, 105); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.Equal(1, indicator.LinesSeries[0].Count); } } [Fact] public void PpoIndicator_ShowColdValues_False_SetsNaN() { var indicator = new PpoIndicator { ShowColdValues = false }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.True(double.IsNaN(indicator.LinesSeries[0].GetValue(0))); } [Fact] public void PpoIndicator_HistogramEqualsLineDifference() { var indicator = new PpoIndicator { FastPeriod = 3, SlowPeriod = 7, SignalPeriod = 3, }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar( now.AddMinutes(i), 100 + i * 2, 105 + i * 2, 95 + i * 2, 102 + i * 2); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Histogram should equal PPO line - Signal line double ppo = indicator.LinesSeries[0].GetValue(0); double signal = indicator.LinesSeries[1].GetValue(0); double hist = indicator.LinesSeries[2].GetValue(0); Assert.Equal(ppo - signal, hist, 10); } }