using Xunit; namespace QuanTAlib.Tests; public sealed class CrsiTests { private const double Tolerance = 1e-10; // ───── A) Constructor validation ───── [Fact] public void Constructor_RsiPeriodZero_ThrowsArgumentException() { var ex = Assert.Throws(() => new Crsi(rsiPeriod: 0)); Assert.Equal("rsiPeriod", ex.ParamName); } [Fact] public void Constructor_RsiPeriodNegative_ThrowsArgumentException() { var ex = Assert.Throws(() => new Crsi(rsiPeriod: -1)); Assert.Equal("rsiPeriod", ex.ParamName); } [Fact] public void Constructor_StreakPeriodZero_ThrowsArgumentException() { var ex = Assert.Throws(() => new Crsi(streakPeriod: 0)); Assert.Equal("streakPeriod", ex.ParamName); } [Fact] public void Constructor_StreakPeriodNegative_ThrowsArgumentException() { var ex = Assert.Throws(() => new Crsi(streakPeriod: -5)); Assert.Equal("streakPeriod", ex.ParamName); } [Fact] public void Constructor_RankPeriodZero_ThrowsArgumentException() { var ex = Assert.Throws(() => new Crsi(rankPeriod: 0)); Assert.Equal("rankPeriod", ex.ParamName); } [Fact] public void Constructor_RankPeriodNegative_ThrowsArgumentException() { var ex = Assert.Throws(() => new Crsi(rankPeriod: -10)); Assert.Equal("rankPeriod", ex.ParamName); } [Fact] public void Constructor_ValidDefaults_SetsProperties() { var crsi = new Crsi(); Assert.Equal(3, crsi.RsiPeriod); Assert.Equal(2, crsi.StreakPeriod); Assert.Equal(100, crsi.RankPeriod); Assert.Equal("Crsi(3,2,100)", crsi.Name); Assert.False(crsi.IsHot); } [Fact] public void Constructor_CustomPeriods_SetsProperties() { var crsi = new Crsi(rsiPeriod: 5, streakPeriod: 3, rankPeriod: 50); Assert.Equal(5, crsi.RsiPeriod); Assert.Equal(3, crsi.StreakPeriod); Assert.Equal(50, crsi.RankPeriod); Assert.Equal("Crsi(5,3,50)", crsi.Name); } [Fact] public void BatchSpan_RsiPeriodZero_ThrowsArgumentException() { var src = new double[] { 1, 2, 3 }; var out1 = new double[3]; var ex = Assert.Throws(() => Crsi.Batch(src, out1, rsiPeriod: 0)); Assert.Equal("rsiPeriod", ex.ParamName); } [Fact] public void BatchSpan_StreakPeriodZero_ThrowsArgumentException() { var src = new double[] { 1, 2, 3 }; var out1 = new double[3]; var ex = Assert.Throws(() => Crsi.Batch(src, out1, streakPeriod: 0)); Assert.Equal("streakPeriod", ex.ParamName); } [Fact] public void BatchSpan_RankPeriodZero_ThrowsArgumentException() { var src = new double[] { 1, 2, 3 }; var out1 = new double[3]; var ex = Assert.Throws(() => Crsi.Batch(src, out1, rankPeriod: 0)); Assert.Equal("rankPeriod", ex.ParamName); } [Fact] public void BatchSpan_MismatchedLength_ThrowsArgumentException() { var src = new double[] { 1, 2, 3 }; var out1 = new double[4]; var ex = Assert.Throws(() => Crsi.Batch(src, out1)); Assert.Equal("output", ex.ParamName); } // ───── B) Basic calculation ───── [Fact] public void Update_ReturnsTValue() { var crsi = new Crsi(rsiPeriod: 3, streakPeriod: 2, rankPeriod: 5); var result = crsi.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.IsType(result); } [Fact] public void Update_OutputInRange0To100() { var crsi = new Crsi(rsiPeriod: 3, streakPeriod: 2, rankPeriod: 10); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.3, seed: 99); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); foreach (var bar in bars.Close) { var v = crsi.Update(bar).Value; Assert.True(v >= 0.0 && v <= 100.0, $"CRSI={v} out of [0,100]"); } } [Fact] public void Update_NameAccessible() { var crsi = new Crsi(3, 2, 100); crsi.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.Equal("Crsi(3,2,100)", crsi.Name); } [Fact] public void Update_IsHotFalseBeforeWarmup() { var crsi = new Crsi(rsiPeriod: 3, streakPeriod: 2, rankPeriod: 5); for (int i = 0; i < 4; i++) { crsi.Update(new TValue(DateTime.UtcNow, 100.0 + i)); Assert.False(crsi.IsHot); } } // ───── C) State + bar correction ───── [Fact] public void Update_IsNew_True_AdvancesState() { var crsi = new Crsi(rsiPeriod: 3, streakPeriod: 2, rankPeriod: 5); var t = DateTime.UtcNow; crsi.Update(new TValue(t, 100.0), isNew: true); var v1 = crsi.Last; crsi.Update(new TValue(t.AddMinutes(1), 105.0), isNew: true); var v2 = crsi.Last; // Two distinct bars — Last values can differ Assert.NotEqual(default, v1); Assert.NotEqual(default, v2); } [Fact] public void Update_IsNew_False_RollsBack() { var crsi = new Crsi(rsiPeriod: 3, streakPeriod: 2, rankPeriod: 5); double[] prices = [100, 102, 104, 103, 105, 107]; var t = DateTime.UtcNow; for (int i = 0; i < prices.Length; i++) { crsi.Update(new TValue(t.AddMinutes(i), prices[i]), isNew: true); } // Correction — produce different value crsi.Update(new TValue(t.AddMinutes(prices.Length), 150.0), isNew: false); var corrected1 = crsi.Last.Value; // Same correction again must produce same result (idempotent) crsi.Update(new TValue(t.AddMinutes(prices.Length), 150.0), isNew: false); var corrected2 = crsi.Last.Value; Assert.Equal(corrected1, corrected2, Tolerance); } [Fact] public void Update_IterativeCorrections_Restore() { var crsi = new Crsi(rsiPeriod: 3, streakPeriod: 2, rankPeriod: 5); double[] prices = [100, 102, 98, 105, 103, 107]; var t = DateTime.UtcNow; for (int i = 0; i < prices.Length; i++) { crsi.Update(new TValue(t.AddMinutes(i), prices[i]), isNew: true); } double baseline = crsi.Last.Value; // Two bad corrections, then restore original crsi.Update(new TValue(t.AddMinutes(prices.Length), 999.0), isNew: false); crsi.Update(new TValue(t.AddMinutes(prices.Length), 888.0), isNew: false); crsi.Update(new TValue(t.AddMinutes(prices.Length), prices[^1]), isNew: false); Assert.Equal(baseline, crsi.Last.Value, Tolerance); } [Fact] public void Reset_ClearsState() { var crsi = new Crsi(rsiPeriod: 3, streakPeriod: 2, rankPeriod: 5); var t = DateTime.UtcNow; for (int i = 0; i < 20; i++) { crsi.Update(new TValue(t.AddMinutes(i), 100.0 + i)); } Assert.True(crsi.IsHot); crsi.Reset(); Assert.False(crsi.IsHot); Assert.Equal(default, crsi.Last); } // ───── D) Warmup / convergence ───── [Fact] public void IsHot_FlipsAfterRankPeriodBars() { int rankPeriod = 5; var crsi = new Crsi(rsiPeriod: 3, streakPeriod: 2, rankPeriod: rankPeriod); var t = DateTime.UtcNow; // rankPeriod-1 bars: still cold for (int i = 0; i < rankPeriod - 1; i++) { crsi.Update(new TValue(t.AddMinutes(i), 100.0 + i)); Assert.False(crsi.IsHot); } // rankPeriod bar: hot crsi.Update(new TValue(t.AddMinutes(rankPeriod - 1), 100.0 + rankPeriod - 1)); Assert.True(crsi.IsHot); } [Fact] public void WarmupPeriod_IsAccessible() { var crsi = new Crsi(rsiPeriod: 3, streakPeriod: 2, rankPeriod: 100); Assert.True(crsi.WarmupPeriod > 0); } // ───── E) Robustness ───── [Fact] public void Update_NaN_UsesLastValid() { var crsi = new Crsi(rsiPeriod: 3, streakPeriod: 2, rankPeriod: 5); var t = DateTime.UtcNow; for (int i = 0; i < 8; i++) { crsi.Update(new TValue(t.AddMinutes(i), 100.0 + i)); } crsi.Update(new TValue(t.AddMinutes(8), double.NaN)); Assert.True(double.IsFinite(crsi.Last.Value)); Assert.True(crsi.Last.Value >= 0.0 && crsi.Last.Value <= 100.0); } [Fact] public void Update_Infinity_UsesLastValid() { var crsi = new Crsi(rsiPeriod: 3, streakPeriod: 2, rankPeriod: 5); var t = DateTime.UtcNow; for (int i = 0; i < 8; i++) { crsi.Update(new TValue(t.AddMinutes(i), 100.0 + i)); } crsi.Update(new TValue(t.AddMinutes(8), double.PositiveInfinity)); Assert.True(double.IsFinite(crsi.Last.Value)); crsi.Update(new TValue(t.AddMinutes(9), double.NegativeInfinity)); Assert.True(double.IsFinite(crsi.Last.Value)); } [Fact] public void Update_BatchNaN_Safe() { var crsi = new Crsi(rsiPeriod: 3, streakPeriod: 2, rankPeriod: 5); var t = DateTime.UtcNow; for (int i = 0; i < 5; i++) { crsi.Update(new TValue(t.AddMinutes(i), double.NaN)); } Assert.True(double.IsFinite(crsi.Last.Value)); } // ───── F) Consistency (4 modes match) ───── [Fact] public void AllModes_ProduceSameResults() { int rsiPeriod = 3; int streakPeriod = 2; int rankPeriod = 20; var gbm = new GBM(startPrice: 100.0, mu: 0.01, sigma: 0.2, seed: 77); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); TSeries source = bars.Close; // 1. Streaming var streaming = new Crsi(rsiPeriod, streakPeriod, rankPeriod); var streamResults = new double[source.Count]; for (int i = 0; i < source.Count; i++) { streamResults[i] = streaming.Update(source[i]).Value; } // 2. Batch TSeries TSeries batchSeries = Crsi.Batch(source, rsiPeriod, streakPeriod, rankPeriod); // 3. Batch Span var spanOutput = new double[source.Count]; Crsi.Batch(source.Values, spanOutput, rsiPeriod, streakPeriod, rankPeriod); // 4. Event-based var eventSource = new TSeries(); var eventIndicator = new Crsi(eventSource, rsiPeriod, streakPeriod, rankPeriod); var eventResults = new double[source.Count]; for (int i = 0; i < source.Count; i++) { eventSource.Add(source[i]); eventResults[i] = eventIndicator.Last.Value; } for (int i = 0; i < source.Count; i++) { Assert.Equal(streamResults[i], batchSeries.Values[i], Tolerance); Assert.Equal(streamResults[i], spanOutput[i], Tolerance); Assert.Equal(streamResults[i], eventResults[i], Tolerance); } } // ───── G) Span API tests ───── [Fact] public void BatchSpan_EmptySource_DoesNotThrow() { var src = Array.Empty(); var out1 = Array.Empty(); // Should not throw and output remains empty Crsi.Batch(src, out1); Assert.Empty(out1); } [Fact] public void BatchSpan_OutputInRange0to100() { var gbm = new GBM(startPrice: 100.0, mu: 0.01, sigma: 0.2, seed: 55); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var src = bars.Close.Values; var out1 = new double[src.Length]; Crsi.Batch(src, out1, rsiPeriod: 3, streakPeriod: 2, rankPeriod: 20); for (int i = 0; i < out1.Length; i++) { Assert.True(out1[i] >= 0.0 && out1[i] <= 100.0, $"Span output[{i}]={out1[i]} out of range"); } } [Fact] public void BatchSpan_LargeData_NoStackOverflow() { int n = 10_000; var src = new double[n]; var out1 = new double[n]; for (int i = 0; i < n; i++) { src[i] = 100.0 + i * 0.01; } // rankPeriod > 256 to exercise ArrayPool path Crsi.Batch(src, out1, rsiPeriod: 3, streakPeriod: 2, rankPeriod: 500); for (int i = 0; i < n; i++) { Assert.True(out1[i] >= 0.0 && out1[i] <= 100.0); } } // ───── H) Chainability ───── [Fact] public void EventChaining_PubFires() { int rsiPeriod = 3; int streakPeriod = 2; int rankPeriod = 5; var sourceTs = new TSeries(); var crsi = new Crsi(sourceTs, rsiPeriod, streakPeriod, rankPeriod); int count = 0; crsi.Pub += (_, in _) => count++; var t = DateTime.UtcNow; for (int i = 0; i < 10; i++) { sourceTs.Add(new TValue(t.AddMinutes(i), 100.0 + i)); } Assert.Equal(10, count); } }