using Xunit; namespace QuanTAlib.Tests; public class HighestTests { private const double Tolerance = 1e-10; [Fact] public void Constructor_InvalidPeriod_ThrowsArgumentException() { Assert.Throws(() => new Highest(0)); Assert.Throws(() => new Highest(-1)); } [Fact] public void Constructor_ValidPeriod_SetsProperties() { var indicator = new Highest(14); Assert.Equal("Highest(14)", indicator.Name); Assert.Equal(14, indicator.WarmupPeriod); Assert.False(indicator.IsHot); } [Fact] public void Update_ReturnsHighestInWindow() { var indicator = new Highest(3); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 5.0)); Assert.Equal(5.0, indicator.Last.Value, Tolerance); indicator.Update(new TValue(time.AddMinutes(1), 8.0)); Assert.Equal(8.0, indicator.Last.Value, Tolerance); indicator.Update(new TValue(time.AddMinutes(2), 3.0)); Assert.Equal(8.0, indicator.Last.Value, Tolerance); // 5 drops out of window indicator.Update(new TValue(time.AddMinutes(3), 2.0)); Assert.Equal(8.0, indicator.Last.Value, Tolerance); // 8 drops out of window indicator.Update(new TValue(time.AddMinutes(4), 4.0)); Assert.Equal(4.0, indicator.Last.Value, Tolerance); } [Fact] public void Update_Period1_ReturnsSameValue() { var indicator = new Highest(1); var time = DateTime.UtcNow; for (int i = 0; i < 10; i++) { double value = i * 2.5; indicator.Update(new TValue(time.AddMinutes(i), value)); Assert.Equal(value, indicator.Last.Value, Tolerance); } } [Fact] public void Update_IsNewFalse_CorrectsPreviousValue() { var indicator = new Highest(5); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 10.0)); indicator.Update(new TValue(time.AddMinutes(1), 20.0)); indicator.Update(new TValue(time.AddMinutes(2), 15.0)); Assert.Equal(20.0, indicator.Last.Value, Tolerance); // Correct last value to be the new max indicator.Update(new TValue(time.AddMinutes(2), 25.0), isNew: false); Assert.Equal(25.0, indicator.Last.Value, Tolerance); } [Fact] public void Update_IterativeCorrection_RestoresState() { var indicator = new Highest(5); var time = DateTime.UtcNow; double[] values = { 5.0, 10.0, 8.0, 12.0, 7.0, 15.0, 11.0 }; // Process all values foreach (var v in values) { indicator.Update(new TValue(time, v)); time = time.AddMinutes(1); } double finalResult = indicator.Last.Value; // Reset and process with corrections indicator.Reset(); time = DateTime.UtcNow; foreach (var v in values) { // Submit wrong value first indicator.Update(new TValue(time, 0.0)); // Correct it indicator.Update(new TValue(time, v), isNew: false); time = time.AddMinutes(1); } Assert.Equal(finalResult, indicator.Last.Value, Tolerance); } [Fact] public void Update_NaN_UsesLastValidValue() { var indicator = new Highest(5); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 10.0)); indicator.Update(new TValue(time.AddMinutes(1), 20.0)); double beforeNaN = indicator.Last.Value; indicator.Update(new TValue(time.AddMinutes(2), double.NaN)); // Should use last valid, which was 20.0 Assert.Equal(beforeNaN, indicator.Last.Value, Tolerance); } [Fact] public void Update_Infinity_UsesLastValidValue() { var indicator = new Highest(5); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 15.0)); indicator.Update(new TValue(time.AddMinutes(1), double.PositiveInfinity)); // Should use last valid value (15.0) instead of infinity Assert.Equal(15.0, indicator.Last.Value, Tolerance); } [Fact] public void IsHot_BecomesTrueAfterWarmup() { var indicator = new Highest(5); var time = DateTime.UtcNow; for (int i = 0; i < 4; i++) { indicator.Update(new TValue(time.AddMinutes(i), i)); Assert.False(indicator.IsHot); } indicator.Update(new TValue(time.AddMinutes(4), 4)); Assert.True(indicator.IsHot); } [Fact] public void Reset_ClearsState() { var indicator = new Highest(5); var time = DateTime.UtcNow; for (int i = 0; i < 10; i++) { indicator.Update(new TValue(time.AddMinutes(i), i * 2)); } Assert.True(indicator.IsHot); indicator.Reset(); Assert.False(indicator.IsHot); Assert.Equal(default, indicator.Last); } [Fact] public void Pub_EventFires() { var indicator = new Highest(5); int eventCount = 0; indicator.Pub += (object? sender, in TValueEventArgs args) => eventCount++; indicator.Update(new TValue(DateTime.UtcNow, 10.0)); Assert.Equal(1, eventCount); } [Fact] public void Chaining_Constructor_Works() { var source = new TSeries(); var indicator = new Highest(source, 5); source.Add(new TValue(DateTime.UtcNow, 10.0), true); Assert.Equal(10.0, indicator.Last.Value, Tolerance); source.Add(new TValue(DateTime.UtcNow.AddMinutes(1), 20.0), true); Assert.Equal(20.0, indicator.Last.Value, Tolerance); } [Fact] public void Calculate_TSeries_MatchesStreaming() { int period = 5; int count = 50; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 10000); var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var source = bars.Close; // Streaming var streaming = new Highest(period); var streamingResults = new List(); for (int i = 0; i < source.Count; i++) { streaming.Update(source[i]); streamingResults.Add(streaming.Last.Value); } // Batch var batch = Highest.Batch(source, period); // Compare last values (after warmup) for (int i = period; i < source.Count; i++) { Assert.Equal(streamingResults[i], batch[i].Value, Tolerance); } } [Fact] public void Calculate_Span_MatchesTSeries() { int period = 5; int count = 50; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 10001); var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var source = bars.Close; // TSeries batch var batchResult = Highest.Batch(source, period); // Span calculation var values = source.Values.ToArray(); var output = new double[count]; Highest.Batch(values, output, period); for (int i = 0; i < source.Count; i++) { Assert.Equal(batchResult[i].Value, output[i], Tolerance); } } [Fact] public void Calculate_Span_ValidatesArguments() { Assert.Throws(() => { Span output = stackalloc double[10]; Highest.Batch(ReadOnlySpan.Empty, output, 5); }); Assert.Throws(() => { ReadOnlySpan source = stackalloc double[10]; Span output = stackalloc double[5]; Highest.Batch(source, output, 5); }); Assert.Throws(() => { ReadOnlySpan source = stackalloc double[10]; Span output = stackalloc double[10]; Highest.Batch(source, output, 0); }); } [Fact] public void MonotonicSequence_Ascending_ReturnsLatest() { var indicator = new Highest(5); var time = DateTime.UtcNow; for (int i = 1; i <= 10; i++) { indicator.Update(new TValue(time.AddMinutes(i), i)); Assert.Equal(i, indicator.Last.Value, Tolerance); } } [Fact] public void MonotonicSequence_Descending_ReturnsFirst() { var indicator = new Highest(5); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 10.0)); Assert.Equal(10.0, indicator.Last.Value, Tolerance); for (int i = 1; i < 5; i++) { indicator.Update(new TValue(time.AddMinutes(i), 10.0 - i)); Assert.Equal(10.0, indicator.Last.Value, Tolerance); } // After 5 values, 10.0 drops out indicator.Update(new TValue(time.AddMinutes(5), 5.0)); Assert.Equal(9.0, indicator.Last.Value, Tolerance); } }