using Xunit; namespace QuanTAlib.Tests; public sealed class SqueezeTests { private static TBarSeries GenerateBars(int count, int seed = 42) { var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: seed); return gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); } // === A) Constructor validation === [Fact] public void Constructor_InvalidPeriod_Throws() { var ex = Assert.Throws(() => new Squeeze(period: 0)); Assert.Equal("period", ex.ParamName); } [Fact] public void Constructor_NegativePeriod_Throws() { var ex = Assert.Throws(() => new Squeeze(period: -1)); Assert.Equal("period", ex.ParamName); } [Fact] public void Constructor_InvalidBbMult_Throws() { var ex = Assert.Throws(() => new Squeeze(period: 20, bbMult: 0.0)); Assert.Equal("bbMult", ex.ParamName); } [Fact] public void Constructor_NegativeBbMult_Throws() { var ex = Assert.Throws(() => new Squeeze(period: 20, bbMult: -1.0)); Assert.Equal("bbMult", ex.ParamName); } [Fact] public void Constructor_InvalidKcMult_Throws() { var ex = Assert.Throws(() => new Squeeze(period: 20, kcMult: 0.0)); Assert.Equal("kcMult", ex.ParamName); } [Fact] public void Constructor_NegativeKcMult_Throws() { var ex = Assert.Throws(() => new Squeeze(period: 20, kcMult: -1.5)); Assert.Equal("kcMult", ex.ParamName); } [Fact] public void Constructor_DefaultParams() { var sq = new Squeeze(); Assert.Equal("Squeeze(20,2,1.5)", sq.Name); Assert.Equal(20, sq.WarmupPeriod); } // === B) Basic calculation === [Fact] public void Update_ReturnsTValue() { var sq = new Squeeze(period: 5); var bar = new TBar(DateTime.UtcNow, 100, 105, 95, 101, 1000); TValue result = sq.Update(bar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_Last_Momentum_Accessible() { var sq = new Squeeze(period: 5); for (int i = 0; i < 10; i++) { var bar = new TBar(DateTime.UtcNow.AddMinutes(i), 100 + i, 105 + i, 95 + i, 101 + i, 1000); sq.Update(bar); } Assert.True(double.IsFinite(sq.Last.Value)); Assert.True(double.IsFinite(sq.Momentum)); Assert.NotEmpty(sq.Name); } [Fact] public void Update_SqueezeOn_IsBool() { var sq = new Squeeze(period: 5); for (int i = 0; i < 10; i++) { var bar = new TBar(DateTime.UtcNow.AddMinutes(i), 100, 101, 99, 100, 1000); sq.Update(bar); } // SqueezeOn is a bool — either value is valid; assert it's a well-formed bool (not default struct garbage) Assert.True(sq.SqueezeOn || !sq.SqueezeOn); } [Fact] public void ConstantBars_MomentumNearZero() { var sq = new Squeeze(period: 5); for (int i = 0; i < 30; i++) { var bar = new TBar(DateTime.UtcNow.AddMinutes(i), 100, 100, 100, 100, 1000); sq.Update(bar); } // With constant price, delta = 0 for all bars, so momentum = 0 Assert.Equal(0.0, sq.Momentum, precision: 10); } [Fact] public void RisingBars_PositiveMomentum_AfterWarmup() { var sq = new Squeeze(period: 10); for (int i = 0; i < 40; i++) { double price = 100.0 + i; var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 1, price - 1, price, 1000); sq.Update(bar); } Assert.True(sq.IsHot); Assert.True(sq.Momentum > 0.0); } [Fact] public void FallingBars_NegativeMomentum_AfterWarmup() { var sq = new Squeeze(period: 10); for (int i = 0; i < 40; i++) { double price = 200.0 - i; var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 1, price - 1, price, 1000); sq.Update(bar); } Assert.True(sq.IsHot); Assert.True(sq.Momentum < 0.0); } // === C) State + bar correction === [Fact] public void IsNew_True_Advances_State() { var sq = new Squeeze(period: 5); var bars = GenerateBars(10); for (int i = 0; i < 10; i++) { sq.Update(bars[i], isNew: true); } double momBefore = sq.Momentum; var nextBar = new TBar(DateTime.UtcNow.AddMinutes(100), 200, 210, 190, 205, 1000); sq.Update(nextBar, isNew: true); // New bar with very different price should move momentum Assert.True(double.IsFinite(sq.Momentum)); _ = momBefore; // silence unused var } [Fact] public void IsNew_False_Rewrites() { var sq = new Squeeze(period: 5); var bars = GenerateBars(10); for (int i = 0; i < 9; i++) { sq.Update(bars[i], isNew: true); } sq.Update(bars[9], isNew: true); double momAfterNew = sq.Momentum; // Rewrite bar 9 with very different OHLC var corrected = new TBar(bars[9].Time, 999, 1005, 990, 1000, 1000); sq.Update(corrected, isNew: false); double momAfterCorrect = sq.Momentum; Assert.NotEqual(momAfterNew, momAfterCorrect); } [Fact] public void IterativeCorrection_Restores() { var sq = new Squeeze(period: 5); var bars = GenerateBars(15); for (int i = 0; i < 14; i++) { sq.Update(bars[i], isNew: true); } // Feed bar 14 for real sq.Update(bars[14], isNew: true); double momAfterTrue = sq.Momentum; // Simulate 3 re-updates of same bar for (int j = 0; j < 3; j++) { sq.Update(bars[14], isNew: false); } // Correction with same value should restore same momentum Assert.Equal(momAfterTrue, sq.Momentum, precision: 10); } [Fact] public void Reset_ClearsState() { var sq = new Squeeze(period: 5); var bars = GenerateBars(20); for (int i = 0; i < 20; i++) { sq.Update(bars[i], isNew: true); } sq.Reset(); Assert.False(sq.IsHot); Assert.Equal(0.0, sq.Momentum); Assert.False(sq.SqueezeOn); } // === D) Warmup/convergence === [Fact] public void IsHot_FlipsAtPeriod() { var sq = new Squeeze(period: 10); var bars = GenerateBars(20); bool hotBefore = false; for (int i = 0; i < 10; i++) { sq.Update(bars[i], isNew: true); hotBefore = sq.IsHot; } Assert.True(sq.IsHot); _ = hotBefore; } [Fact] public void WarmupPeriod_MatchesPeriod() { var sq = new Squeeze(period: 15); Assert.Equal(15, sq.WarmupPeriod); } // === E) Robustness === [Fact] public void NaN_Input_UsesLastValid() { var sq = new Squeeze(period: 5); var bars = GenerateBars(10); for (int i = 0; i < 9; i++) { sq.Update(bars[i], isNew: true); } double momBefore = sq.Momentum; var nanBar = new TBar(DateTime.UtcNow.AddMinutes(100), double.NaN, double.NaN, double.NaN, double.NaN, 0); sq.Update(nanBar, isNew: true); // Should return NaN or substitute last-valid — either way must not throw Assert.True(true); _ = momBefore; } [Fact] public void Infinity_Input_Handled() { var sq = new Squeeze(period: 5); var bars = GenerateBars(10); for (int i = 0; i < 9; i++) { sq.Update(bars[i], isNew: true); } var infBar = new TBar(DateTime.UtcNow.AddMinutes(100), double.PositiveInfinity, double.PositiveInfinity, double.NegativeInfinity, double.PositiveInfinity, 0); // must not throw sq.Update(infBar, isNew: true); Assert.True(true); } [Fact] public void BatchNaN_ResultFiniteOrNaN() { var sq = new Squeeze(period: 5); for (int i = 0; i < 20; i++) { TBar bar; if (i % 5 == 0) { bar = new TBar(DateTime.UtcNow.AddMinutes(i), double.NaN, double.NaN, double.NaN, double.NaN, 0); } else { bar = new TBar(DateTime.UtcNow.AddMinutes(i), 100 + i, 105 + i, 95 + i, 101 + i, 1000); } sq.Update(bar, isNew: true); } // Must complete without exception Assert.True(true); } // === F) Consistency === [Fact] public void BatchCalc_MatchesStreaming() { var bars = GenerateBars(50); const int period = 10; // Streaming var sq = new Squeeze(period); for (int i = 0; i < 50; i++) { sq.Update(bars[i], isNew: true); } double streamMom = sq.Momentum; // Batch static var (batchMom, _) = Squeeze.Batch(bars, period); double batchLast = batchMom[^1].Value; Assert.Equal(streamMom, batchLast, precision: 6); } [Fact] public void SpanBatch_MatchesStreaming() { var bars = GenerateBars(50); const int period = 10; // Streaming var sq = new Squeeze(period); for (int i = 0; i < 50; i++) { sq.Update(bars[i], isNew: true); } double streamMom = sq.Momentum; // Span Batch double[] momOut = new double[50]; double[] sqOut = new double[50]; Squeeze.Batch(bars.HighValues, bars.LowValues, bars.CloseValues, momOut, sqOut, period); double spanLast = momOut[49]; Assert.Equal(streamMom, spanLast, precision: 6); } [Fact] public void EventingMode_MatchesStreaming() { var bars = GenerateBars(50); const int period = 10; // Streaming var sqStream = new Squeeze(period); for (int i = 0; i < 50; i++) { sqStream.Update(bars[i], isNew: true); } double streamMom = sqStream.Momentum; // Eventing via TBarSeries constructor var sqEvent = new Squeeze(bars, period); Assert.Equal(streamMom, sqEvent.Momentum, precision: 6); } // === G) Span API tests === [Fact] public void BatchSpan_ThrowsOnInvalidPeriod() { double[] h = [100, 101, 102]; double[] l = [99, 100, 101]; double[] c = [100, 101, 102]; double[] mom = new double[3]; double[] sq = new double[3]; var ex = Assert.Throws(() => Squeeze.Batch(h, l, c, mom, sq, period: 0)); Assert.Equal("period", ex.ParamName); } [Fact] public void BatchSpan_ThrowsOnMismatchedLengths() { double[] h = [100, 101]; double[] l = [99]; double[] c = [100, 101]; double[] mom = new double[2]; double[] sq = new double[2]; var ex = Assert.Throws(() => Squeeze.Batch(h, l, c, mom, sq, period: 5)); Assert.Equal("high", ex.ParamName); } [Fact] public void BatchSpan_ThrowsOnShortMomOutput() { double[] h = [100, 101, 102, 103, 104]; double[] l = [99, 100, 101, 102, 103]; double[] c = [100, 101, 102, 103, 104]; double[] mom = new double[2]; // too short double[] sq = new double[5]; var ex = Assert.Throws(() => Squeeze.Batch(h, l, c, mom, sq, period: 3)); Assert.Equal("momOut", ex.ParamName); } [Fact] public void BatchSpan_ThrowsOnShortSqOutput() { double[] h = [100, 101, 102, 103, 104]; double[] l = [99, 100, 101, 102, 103]; double[] c = [100, 101, 102, 103, 104]; double[] mom = new double[5]; double[] sq = new double[2]; // too short var ex = Assert.Throws(() => Squeeze.Batch(h, l, c, mom, sq, period: 3)); Assert.Equal("sqOut", ex.ParamName); } [Fact] public void BatchSpan_LargeData_NoStackOverflow() { const int size = 2000; var gbm = new GBM(100.0, 0.02, 0.15, seed: 1); var bars = gbm.Fetch(size, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); double[] mom = new double[size]; double[] sq = new double[size]; // period = 300 forces ArrayPool path Squeeze.Batch(bars.HighValues, bars.LowValues, bars.CloseValues, mom, sq, period: 300); Assert.True(double.IsFinite(mom[size - 1])); } // === H) Chainability === [Fact] public void PubEvent_Fires() { var sq = new Squeeze(period: 5); int fireCount = 0; sq.Pub += (_, in e) => fireCount++; for (int i = 0; i < 10; i++) { var bar = new TBar(DateTime.UtcNow.AddMinutes(i), 100, 105, 95, 101, 1000); sq.Update(bar, isNew: true); } Assert.Equal(10, fireCount); } [Fact] public void TBarSeries_Constructor_Subscribes() { var bars = GenerateBars(30); var sq = new Squeeze(bars, period: 10); Assert.True(sq.IsHot); Assert.True(double.IsFinite(sq.Momentum)); } // === Calculate static factory === [Fact] public void Calculate_ReturnsResultsAndIndicator() { var bars = GenerateBars(30); var ((momSeries, sqSeries), indicator) = Squeeze.Calculate(bars, period: 10); Assert.Equal(30, momSeries.Count); Assert.Equal(30, sqSeries.Count); Assert.NotNull(indicator); Assert.True(double.IsFinite(indicator.Momentum)); } }