namespace QuanTAlib; public class DoscTests { private const int DefaultRsi = 14; private const int DefaultEma1 = 5; private const int DefaultEma2 = 3; private const int DefaultSig = 9; private const double Tolerance = 1e-12; private static TSeries MakeSeries(int count = 500) { var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.5, seed: 42); var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); return bars.Close; } // ========== A) Constructor Validation ========== [Fact] public void Constructor_ZeroRsiPeriod_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new Dosc(rsiPeriod: 0)); Assert.Equal("rsiPeriod", ex.ParamName); } [Fact] public void Constructor_NegativeRsiPeriod_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new Dosc(rsiPeriod: -5)); Assert.Equal("rsiPeriod", ex.ParamName); } [Fact] public void Constructor_ZeroEma1Period_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new Dosc(rsiPeriod: 14, ema1Period: 0)); Assert.Equal("ema1Period", ex.ParamName); } [Fact] public void Constructor_ZeroEma2Period_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new Dosc(rsiPeriod: 14, ema1Period: 5, ema2Period: 0)); Assert.Equal("ema2Period", ex.ParamName); } [Fact] public void Constructor_ZeroSigPeriod_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new Dosc(rsiPeriod: 14, ema1Period: 5, ema2Period: 3, sigPeriod: 0)); Assert.Equal("sigPeriod", ex.ParamName); } [Fact] public void Constructor_ValidDefaults_SetsNameAndWarmup() { var indicator = new Dosc(); Assert.Equal("Dosc(14,5,3,9)", indicator.Name); Assert.Equal(14 + 9, indicator.WarmupPeriod); // rsiPeriod + sigPeriod } [Fact] public void Constructor_CustomParams_SetsName() { var indicator = new Dosc(rsiPeriod: 7, ema1Period: 3, ema2Period: 2, sigPeriod: 5); Assert.Equal("Dosc(7,3,2,5)", indicator.Name); } // ========== B) Basic Calculation ========== [Fact] public void Update_ReturnsTValue_WithValidProperties() { var indicator = new Dosc(); var input = new TValue(DateTime.UtcNow, 100.0); TValue result = indicator.Update(input); Assert.Equal(input.Time, result.Time); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_AfterWarmup_IsHotBecomesTrue() { var indicator = new Dosc(); Assert.False(indicator.IsHot); for (int i = 0; i < 500; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.1)); } Assert.True(indicator.IsHot); } [Fact] public void Update_LastProperty_MatchesReturnValue() { var indicator = new Dosc(); TValue result = indicator.Update(new TValue(DateTime.UtcNow, 42.0)); Assert.Equal(result.Value, indicator.Last.Value, Tolerance); } // ========== C) State + Bar Correction ========== [Fact] public void IsNew_True_AdvancesState() { var indicator = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig); // Warm up well past the period threshold for (int i = 0; i < DefaultRsi + DefaultSig + 10; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.5), isNew: true); } TValue r1 = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 120.0), isNew: true); TValue r2 = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(51), 80.0), isNew: true); Assert.NotEqual(r1.Value, r2.Value); } [Fact] public void IsNew_False_RewritesCurrentBar() { var indicator = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig); for (int i = 0; i < 60; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i)); } indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(60), 200.0), isNew: true); double afterNew = indicator.Last.Value; indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(60), 150.0), isNew: false); double afterCorrection = indicator.Last.Value; Assert.NotEqual(afterNew, afterCorrection); } [Fact] public void IterativeCorrections_RestoreState() { var indicator = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig); TSeries data = MakeSeries(); for (int i = 0; i < 50; i++) { indicator.Update(data[i], isNew: true); } indicator.Update(data[50], isNew: true); for (int j = 0; j < 5; j++) { indicator.Update(data[50], isNew: false); } double afterCorrections = indicator.Last.Value; var fresh = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig); for (int i = 0; i <= 50; i++) { fresh.Update(data[i], isNew: true); } Assert.Equal(fresh.Last.Value, afterCorrections, Tolerance); } [Fact] public void Reset_ClearsState() { var indicator = new Dosc(); for (int i = 0; i < 100; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i)); } Assert.True(indicator.IsHot); indicator.Reset(); Assert.False(indicator.IsHot); Assert.Equal(default, indicator.Last); } // ========== D) Warmup/Convergence ========== [Fact] public void IsHot_FlipsAtCorrectTime() { var indicator = new Dosc(rsiPeriod: 5, ema1Period: 3, ema2Period: 2, sigPeriod: 5); int hotAt = -1; for (int i = 0; i < 200; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.1)); if (indicator.IsHot && hotAt < 0) { hotAt = i; break; } } Assert.InRange(hotAt, 1, 200); } // ========== E) Robustness ========== [Fact] public void NaN_Input_UsesLastValidValue() { var indicator = new Dosc(); for (int i = 0; i < 30; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0)); } TValue nanResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), double.NaN)); Assert.True(double.IsFinite(nanResult.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var indicator = new Dosc(); for (int i = 0; i < 30; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0)); } TValue infResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), double.PositiveInfinity)); Assert.True(double.IsFinite(infResult.Value)); } [Fact] public void BatchNaN_DoesNotPropagate() { double[] source = new double[100]; double[] output = new double[100]; for (int i = 0; i < 100; i++) { source[i] = 100.0 + i * 0.5; } source[50] = double.NaN; source[51] = double.NaN; Dosc.Batch(source, output, 14, 5, 3, 9); for (int i = 0; i < 100; i++) { Assert.True(double.IsFinite(output[i]), $"Output[{i}] is not finite"); } } // ========== F) Consistency (4 API modes) ========== [Fact] public void AllModes_ProduceSameResult() { int rsi = 7, e1 = 3, e2 = 2, sig = 5; TSeries data = MakeSeries(); // 1. Batch (TSeries) TSeries batchResults = Dosc.Batch(data, rsi, e1, e2, sig); double expected = batchResults.Last.Value; // 2. Span batch var values = data.Values.ToArray(); var spanOutput = new double[values.Length]; Dosc.Batch(new ReadOnlySpan(values), spanOutput, rsi, e1, e2, sig); double spanResult = spanOutput[^1]; // 3. Streaming var streaming = new Dosc(rsi, e1, e2, sig); for (int i = 0; i < data.Count; i++) { streaming.Update(data[i]); } double streamingResult = streaming.Last.Value; // 4. Eventing var pubSource = new TSeries(); var eventBased = new Dosc(pubSource, rsi, e1, e2, sig); for (int i = 0; i < data.Count; i++) { pubSource.Add(data[i]); } double eventingResult = eventBased.Last.Value; Assert.Equal(expected, spanResult, precision: 9); Assert.Equal(expected, streamingResult, precision: 9); Assert.Equal(expected, eventingResult, precision: 9); } // ========== G) Span API Tests ========== [Fact] public void SpanBatch_MismatchedLengths_ThrowsArgumentException() { double[] source = new double[10]; double[] output = new double[5]; var ex = Assert.Throws(() => Dosc.Batch(source, output, 14, 5, 3, 9)); Assert.Equal("output", ex.ParamName); } [Fact] public void SpanBatch_ZeroRsiPeriod_ThrowsArgumentOutOfRangeException() { double[] source = new double[10]; double[] output = new double[10]; Assert.Throws(() => Dosc.Batch(source, output, rsiPeriod: 0)); } [Fact] public void SpanBatch_ZeroSigPeriod_ThrowsArgumentOutOfRangeException() { double[] source = new double[10]; double[] output = new double[10]; Assert.Throws(() => Dosc.Batch(source, output, sigPeriod: 0)); } [Fact] public void SpanBatch_EmptyInput_ProducesNoException() { double[] source = Array.Empty(); double[] output = Array.Empty(); var ex = Record.Exception(() => Dosc.Batch(source, output, 14, 5, 3, 9)); Assert.Null(ex); } [Fact] public void SpanBatch_LargeData_DoesNotStackOverflow() { int size = 5000; double[] source = new double[size]; double[] output = new double[size]; for (int i = 0; i < size; i++) { source[i] = 100.0 + i * 0.1; } Dosc.Batch(source, output, 14, 5, 3, 9); Assert.True(double.IsFinite(output[size - 1])); } // ========== H) Chainability ========== [Fact] public void Pub_EventFires_OnUpdate() { var indicator = new Dosc(); int eventCount = 0; indicator.Pub += (object? sender, in TValueEventArgs args) => eventCount++; for (int i = 0; i < 10; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i)); } Assert.Equal(10, eventCount); } [Fact] public void EventBased_Chaining_Works() { var source = new TSeries(); var indicator = new Dosc(source, 5, 3, 2, 4); source.Add(new TValue(DateTime.UtcNow, 100)); source.Add(new TValue(DateTime.UtcNow, 110)); source.Add(new TValue(DateTime.UtcNow, 120)); Assert.True(double.IsFinite(indicator.Last.Value)); } [Fact] public void Calculate_ReturnsHotIndicator() { TSeries data = MakeSeries(); (TSeries results, Dosc indicator) = Dosc.Calculate(data); Assert.Equal(data.Count, results.Count); Assert.True(indicator.IsHot); } // ========== DOSC-specific: Oscillator behavior ========== [Fact] public void ConstantInput_OutputConvergesToZero() { // With all constant input, RSI is constant, EMA1 == EMA2 == constant, // SMA signal converges to the same constant → DOSC → 0 var indicator = new Dosc(rsiPeriod: 5, ema1Period: 3, ema2Period: 2, sigPeriod: 5); double lastResult = double.NaN; for (int i = 0; i < 500; i++) { TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0)); lastResult = r.Value; } Assert.True(Math.Abs(lastResult) < 1e-6, $"Expected near-zero for constant input, got {lastResult}"); } [Fact] public void DoscProducesFiniteValues_OnGBMData() { var indicator = new Dosc(); TSeries data = MakeSeries(200); int nonFiniteCount = 0; for (int i = 0; i < data.Count; i++) { TValue r = indicator.Update(data[i]); if (!double.IsFinite(r.Value)) { nonFiniteCount++; } } Assert.Equal(0, nonFiniteCount); } }