// FRACTALS Tests - Williams Fractals namespace QuanTAlib.Tests; // -- A) Constructor Validation ------------------------------------------------ public sealed class FractalsConstructorTests { [Fact] public void Constructor_Default_SetsProperties() { var f = new Fractals(); Assert.Equal(5, f.WarmupPeriod); Assert.Contains("Fractals", f.Name, StringComparison.Ordinal); Assert.False(f.IsHot); } [Fact] public void Constructor_InitialState_NaN() { var f = new Fractals(); Assert.True(double.IsNaN(f.UpFractal)); Assert.True(double.IsNaN(f.DownFractal)); } } // -- B) Basic Calculation ----------------------------------------------------- public sealed class FractalsBasicTests { [Fact] public void Update_ReturnsTValue() { var f = new Fractals(); // TBar(DateTime, open, high, low, close, volume) var bar = new TBar(DateTime.UtcNow, 97, 100, 95, 98, 1000); TValue result = f.Update(bar); Assert.IsType(result); } [Fact] public void Update_Last_IsAccessible() { var f = new Fractals(); var bar = new TBar(DateTime.UtcNow, 97, 100, 95, 98, 1000); _ = f.Update(bar); Assert.True(double.IsFinite(f.Last.Value) || double.IsNaN(f.Last.Value)); } [Fact] public void Update_KnownUpFractal_Detected() { var f = new Fractals(); var dt = DateTime.UtcNow; // TBar(DateTime, open, high, low, close, volume) // Pattern: bar[4] low, bar[3] medium, bar[2] HIGH peak, bar[1] medium, bar[0] low // Bars fed in chronological order: bar[4] first, bar[0] last _ = f.Update(new TBar(dt.AddMinutes(0), 97, 100, 95, 98, 1000), isNew: true); // bar[4]: high=100 _ = f.Update(new TBar(dt.AddMinutes(1), 100, 103, 98, 101, 1000), isNew: true); // bar[3]: high=103 _ = f.Update(new TBar(dt.AddMinutes(2), 104, 110, 92, 105, 1000), isNew: true); // bar[2]: high=110 (peak) _ = f.Update(new TBar(dt.AddMinutes(3), 101, 104, 97, 102, 1000), isNew: true); // bar[1]: high=104 _ = f.Update(new TBar(dt.AddMinutes(4), 98, 101, 96, 99, 1000), isNew: true); // bar[0]: high=101 // bar[2].High=110 > bar[0].High=101, bar[1].High=104, bar[3].High=103, bar[4].High=100 Assert.Equal(110.0, f.UpFractal); } [Fact] public void Update_KnownDownFractal_Detected() { var f = new Fractals(); var dt = DateTime.UtcNow; // TBar(DateTime, open, high, low, close, volume) // Pattern: bar[4] high lows, bar[3] medium, bar[2] LOW trough, bar[1] medium, bar[0] high lows _ = f.Update(new TBar(dt.AddMinutes(0), 102, 105, 100, 103, 1000), isNew: true); // bar[4]: low=100 _ = f.Update(new TBar(dt.AddMinutes(1), 100, 103, 98, 101, 1000), isNew: true); // bar[3]: low=98 _ = f.Update(new TBar(dt.AddMinutes(2), 94, 102, 88, 95, 1000), isNew: true); // bar[2]: low=88 (trough) _ = f.Update(new TBar(dt.AddMinutes(3), 100, 104, 97, 101, 1000), isNew: true); // bar[1]: low=97 _ = f.Update(new TBar(dt.AddMinutes(4), 102, 106, 99, 103, 1000), isNew: true); // bar[0]: low=99 // bar[2].Low=88 < bar[0].Low=99, bar[1].Low=97, bar[3].Low=98, bar[4].Low=100 Assert.Equal(88.0, f.DownFractal); } [Fact] public void Update_NoFractal_ReturnsNaN() { var f = new Fractals(); var dt = DateTime.UtcNow; // Monotone ascending - no fractal for (int i = 0; i < 5; i++) { double price = 100.0 + i * 5; _ = f.Update(new TBar(dt.AddMinutes(i), price, price + 2, price - 2, price + 1, 1000), isNew: true); } Assert.True(double.IsNaN(f.UpFractal)); } [Fact] public void Name_ContainsFractals() { var f = new Fractals(); Assert.Contains("Fractals", f.Name, StringComparison.Ordinal); } } // -- C) State + Bar Correction ------------------------------------------------ public sealed class FractalsStateCorrectionTests { [Fact] public void IsNew_True_AdvancesState() { var f = new Fractals(); _ = f.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 100, 1000), isNew: true); var first = f.Last; _ = f.Update(new TBar(DateTime.UtcNow.AddMinutes(1), 105, 110, 100, 105, 1000), isNew: true); var second = f.Last; Assert.NotEqual(first.Time, second.Time); } [Fact] public void IsNew_False_CorrectionRestoresState() { var f = new Fractals(); var dt = DateTime.UtcNow; // Feed 4 bars for (int i = 0; i < 4; i++) { double price = 100.0 + i; _ = f.Update(new TBar(dt.AddMinutes(i), price, price + 5, price - 5, price + 1, 1000), isNew: true); } // New bar _ = f.Update(new TBar(dt.AddMinutes(4), 98, 110, 85, 100, 1000), isNew: true); // Correct the bar (isNew=false with different values) _ = f.Update(new TBar(dt.AddMinutes(4), 98, 111, 84, 100, 1000), isNew: false); // Another correction with same values should produce same result _ = f.Update(new TBar(dt.AddMinutes(4), 98, 111, 84, 100, 1000), isNew: false); var corrected1Up = f.UpFractal; var corrected1Down = f.DownFractal; _ = f.Update(new TBar(dt.AddMinutes(4), 98, 111, 84, 100, 1000), isNew: false); var corrected2Up = f.UpFractal; var corrected2Down = f.DownFractal; Assert.Equal(corrected1Up, corrected2Up); Assert.Equal(corrected1Down, corrected2Down); } [Fact] public void IterativeCorrections_ProduceSameResult() { var f = new Fractals(); var dt = DateTime.UtcNow; for (int i = 0; i < 4; i++) { double price = 100.0 + i; _ = f.Update(new TBar(dt.AddMinutes(i), price, price + 5, price - 5, price + 1, 1000), isNew: true); } _ = f.Update(new TBar(dt.AddMinutes(4), 105, 110, 90, 100, 1000), isNew: true); double[] upResults = new double[3]; double[] downResults = new double[3]; for (int i = 0; i < 3; i++) { _ = f.Update(new TBar(dt.AddMinutes(4), 106, 112, 88, 102, 1000), isNew: false); upResults[i] = f.UpFractal; downResults[i] = f.DownFractal; } Assert.Equal(upResults[0], upResults[1]); Assert.Equal(upResults[1], upResults[2]); Assert.Equal(downResults[0], downResults[1]); Assert.Equal(downResults[1], downResults[2]); } [Fact] public void Reset_ClearsAllState() { var f = new Fractals(); for (int i = 0; i < 10; i++) { double price = 100.0 + i; _ = f.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 5, price - 5, price + 1, 1000)); } Assert.True(f.IsHot); f.Reset(); Assert.False(f.IsHot); Assert.True(double.IsNaN(f.UpFractal)); Assert.True(double.IsNaN(f.DownFractal)); } } // -- D) Warmup / Convergence -------------------------------------------------- public sealed class FractalsWarmupTests { [Fact] public void IsHot_FlipsAfterWarmup() { var f = new Fractals(); // Feed 4 bars -- should NOT be hot for (int i = 0; i < 4; i++) { double price = 100.0 + i; _ = f.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 2, price - 2, price + 1, 1000)); Assert.False(f.IsHot, $"Should not be hot at bar {i}"); } // Feed 5th bar -- should be hot double p = 100.0 + 4; _ = f.Update(new TBar(DateTime.UtcNow.AddMinutes(4), p, p + 2, p - 2, p + 1, 1000)); Assert.True(f.IsHot, "Should be hot after 5 bars"); } [Fact] public void WarmupPeriod_Equals5() { var f = new Fractals(); Assert.Equal(5, f.WarmupPeriod); } } // -- E) Robustness ------------------------------------------------------------ public sealed class FractalsRobustnessTests { [Fact] public void NaN_Input_UsesLastValidValue() { var f = new Fractals(); var dt = DateTime.UtcNow; // Feed valid bars for (int i = 0; i < 5; i++) { double price = 100.0 + i; _ = f.Update(new TBar(dt.AddMinutes(i), price, price + 5, price - 5, price + 1, 1000)); } Assert.True(f.IsHot); // Feed NaN bar _ = f.Update(new TBar(dt.AddMinutes(5), double.NaN, double.NaN, double.NaN, double.NaN, 0)); // Should still be hot with valid fractal outputs (either NaN=no fractal or finite=fractal) Assert.True(f.IsHot); } [Fact] public void Infinity_Input_UsesLastValidValue() { var f = new Fractals(); var dt = DateTime.UtcNow; for (int i = 0; i < 5; i++) { double price = 100.0 + i; _ = f.Update(new TBar(dt.AddMinutes(i), price, price + 5, price - 5, price + 1, 1000)); } _ = f.Update(new TBar(dt.AddMinutes(5), double.PositiveInfinity, double.PositiveInfinity, double.NegativeInfinity, double.PositiveInfinity, 0)); Assert.True(f.IsHot); } [Fact] public void FirstBar_NaN_ReturnsNaN() { var f = new Fractals(); _ = f.Update(new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, 0)); Assert.True(double.IsNaN(f.Last.Value)); } } // -- F) Consistency ----------------------------------------------------------- public sealed class FractalsConsistencyTests { private static TBarSeries CreateGbmBars(int count = 500) { var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.20, seed: 42); return gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); } [Fact] public void Streaming_MatchesBatch() { var bars = CreateGbmBars(); // Streaming var streaming = new Fractals(); var streamUpResults = new double[bars.Count]; for (int i = 0; i < bars.Count; i++) { _ = streaming.Update(bars[i], isNew: true); streamUpResults[i] = streaming.UpFractal; } // Batch var batchResults = Fractals.Batch(bars); int warmup = 4; // first 4 bars are NaN for (int i = warmup; i < bars.Count; i++) { if (double.IsNaN(streamUpResults[i])) { Assert.True(double.IsNaN(batchResults[i].Value)); } else { Assert.Equal(streamUpResults[i], batchResults[i].Value, precision: 10); } } } [Fact] public void Streaming_MatchesSpan() { var bars = CreateGbmBars(); // Streaming var streaming = new Fractals(); var streamUpResults = new double[bars.Count]; var streamDownResults = new double[bars.Count]; for (int i = 0; i < bars.Count; i++) { _ = streaming.Update(bars[i], isNew: true); streamUpResults[i] = streaming.UpFractal; streamDownResults[i] = streaming.DownFractal; } // Span var spanUp = new double[bars.Count]; var spanDown = new double[bars.Count]; Fractals.Batch(bars.HighValues, bars.LowValues, spanUp, spanDown); for (int i = 4; i < bars.Count; i++) { if (double.IsNaN(streamUpResults[i])) { Assert.True(double.IsNaN(spanUp[i]), $"Up fractal mismatch at {i}"); } else { Assert.Equal(streamUpResults[i], spanUp[i], precision: 10); } if (double.IsNaN(streamDownResults[i])) { Assert.True(double.IsNaN(spanDown[i]), $"Down fractal mismatch at {i}"); } else { Assert.Equal(streamDownResults[i], spanDown[i], precision: 10); } } } [Fact] public void TValue_Update_MatchesTBar_Update() { var f1 = new Fractals(); var f2 = new Fractals(); double[] prices = [100, 102, 98, 105, 99, 103, 107, 95, 110, 108]; for (int i = 0; i < prices.Length; i++) { double p = prices[i]; _ = f1.Update(new TBar(DateTime.UtcNow.AddMinutes(i), p, p, p, p, 0), isNew: true); _ = f2.Update(new TValue(DateTime.UtcNow.AddMinutes(i), p), isNew: true); } Assert.Equal(f1.UpFractal, f2.UpFractal); Assert.Equal(f1.DownFractal, f2.DownFractal); } } // -- G) Span API Tests -------------------------------------------------------- public sealed class FractalsSpanTests { [Fact] public void Batch_Span_MismatchedLengths_Throws() { var ex = Assert.Throws(() => Fractals.Batch(new double[10], new double[5], new double[10], new double[10])); Assert.Equal("high", ex.ParamName); } [Fact] public void Batch_Span_OutputTooShort_Throws() { var ex = Assert.Throws(() => Fractals.Batch(new double[10], new double[10], new double[5], new double[10])); Assert.Equal("upOutput", ex.ParamName); } [Fact] public void Batch_Span_DownOutputTooShort_Throws() { var ex = Assert.Throws(() => Fractals.Batch(new double[10], new double[10], new double[10], new double[5])); Assert.Equal("downOutput", ex.ParamName); } [Fact] public void Batch_Span_Empty_NoException() { var ex = Record.Exception(() => Fractals.Batch(ReadOnlySpan.Empty, ReadOnlySpan.Empty, Span.Empty, Span.Empty)); Assert.Null(ex); } } // -- H) Event / Chainability ------------------------------------------------- public sealed class FractalsEventTests { [Fact] public void Pub_FiresOnUpdate() { var f = new Fractals(); int fireCount = 0; f.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; }; _ = f.Update(new TBar(DateTime.UtcNow, 97, 100, 95, 98, 1000)); Assert.Equal(1, fireCount); } [Fact] public void Pub_FiresOnEachUpdate() { var f = new Fractals(); int fireCount = 0; f.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; }; for (int i = 0; i < 5; i++) { double price = 100.0 + i; _ = f.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 2, price - 2, price + 1, 1000)); } Assert.Equal(5, fireCount); } } // -- I) Prime Tests ----------------------------------------------------------- public sealed class FractalsPrimeTests { [Fact] public void Prime_TBarSeries_SetsState() { var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.20, seed: 42); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var f = new Fractals(); f.Prime(bars); Assert.True(f.IsHot); } [Fact] public void Prime_EmptySource_NoException() { var f = new Fractals(); var bars = new TBarSeries(); var ex = Record.Exception(() => f.Prime(bars)); Assert.Null(ex); Assert.False(f.IsHot); } }