using TradingPlatform.BusinessLayer; using QuanTAlib; namespace QuanTAlib.Tests; public sealed class SqueezeIndicatorTests { [Fact] public void SqueezeIndicator_Constructor_SetsDefaults() { var indicator = new SqueezeIndicator(); Assert.Equal(20, indicator.Period); Assert.Equal(2.0, indicator.BbMult); Assert.Equal(1.5, indicator.KcMult); Assert.True(indicator.ShowColdValues); Assert.Equal("SQUEEZE", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void SqueezeIndicator_MinHistoryDepths_EqualsZero() { var indicator = new SqueezeIndicator { Period = 20, BbMult = 2.0, KcMult = 1.5 }; Assert.Equal(0, SqueezeIndicator.MinHistoryDepths); IWatchlistIndicator watchlistIndicator = indicator; Assert.Equal(0, watchlistIndicator.MinHistoryDepths); } [Fact] public void SqueezeIndicator_ShortName_IncludesParameters() { var indicator = new SqueezeIndicator { Period = 20, BbMult = 2.0, KcMult = 1.5 }; indicator.Initialize(); Assert.Contains("SQUEEZE", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void SqueezeIndicator_SourceCodeLink_IsValid() { var indicator = new SqueezeIndicator(); Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal); Assert.Contains("Squeeze", indicator.SourceCodeLink, StringComparison.Ordinal); } [Fact] public void SqueezeIndicator_Initialize_CreatesTwoLineSeries() { var indicator = new SqueezeIndicator { Period = 20, BbMult = 2.0, KcMult = 1.5 }; indicator.Initialize(); // Momentum + SqueezeOn Assert.Equal(2, indicator.LinesSeries.Count); } [Fact] public void SqueezeIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new SqueezeIndicator { Period = 5, BbMult = 2.0, KcMult = 1.5 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { double price = 100.0 + i; indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } double mom = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(mom)); } [Fact] public void SqueezeIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new SqueezeIndicator { Period = 5, BbMult = 2.0, KcMult = 1.5 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { double price = 100.0 + i; indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } // Simulate a new bar indicator.HistoricalData.AddBar(now.AddMinutes(10), 110, 112, 108, 111); var newArgs = new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(newArgs); double mom = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(mom)); } [Fact] public void SqueezeIndicator_DifferentOhlcSources_Supported() { var indicator = new SqueezeIndicator { Period = 5, BbMult = 2.0, KcMult = 1.5 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 15; i++) { double price = 50.0 + i * 0.5; indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 0.5, price - 0.5, price + 0.1); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); } }