using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public sealed class AdfIndicatorTests { [Fact] public void AdfIndicator_Constructor_SetsDefaults() { var indicator = new AdfIndicator(); Assert.Equal(50, indicator.Period); Assert.Equal(0, indicator.MaxLag); Assert.Equal(1, indicator.RegressionModel); // Constant Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Contains("ADF", indicator.Name, StringComparison.Ordinal); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void AdfIndicator_MinHistoryDepths_EqualsPeriod() { var indicator = new AdfIndicator { Period = 30 }; Assert.Equal(30, indicator.MinHistoryDepths); IWatchlistIndicator watchlistIndicator = indicator; Assert.Equal(30, watchlistIndicator.MinHistoryDepths); } [Fact] public void AdfIndicator_ShortName_IncludesParameters() { var indicator = new AdfIndicator { Period = 50, MaxLag = 2, RegressionModel = 1 }; Assert.Contains("ADF", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("50", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void AdfIndicator_ShortName_ShowsRegressionModel() { var nc = new AdfIndicator { RegressionModel = 0 }; Assert.Contains("nc", nc.ShortName, StringComparison.Ordinal); var c = new AdfIndicator { RegressionModel = 1 }; Assert.Contains(",c)", c.ShortName, StringComparison.Ordinal); var ct = new AdfIndicator { RegressionModel = 2 }; Assert.Contains("ct", ct.ShortName, StringComparison.Ordinal); } [Fact] public void AdfIndicator_SourceCodeLink_IsValid() { var indicator = new AdfIndicator(); Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal); Assert.Contains("Adf.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal); } [Fact] public void AdfIndicator_Initialize_CreatesLineSeries() { var indicator = new AdfIndicator { Period = 30 }; indicator.Initialize(); Assert.Single(indicator.LinesSeries); } [Fact] public void AdfIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new AdfIndicator { Period = 20 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); Assert.Equal(1, indicator.LinesSeries[0].Count); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0))); } [Fact] public void AdfIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new AdfIndicator { Period = 20 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void AdfIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new AdfIndicator { Period = 20 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double firstValue = indicator.LinesSeries[0].GetValue(0); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); double secondValue = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(firstValue)); Assert.True(double.IsFinite(secondValue)); } [Fact] public void AdfIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new AdfIndicator { Period = 20 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 6; i++) { indicator.HistoricalData.AddBar( now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i); var reason = i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar; indicator.ProcessUpdate(new UpdateArgs(reason)); } Assert.Equal(6, indicator.LinesSeries[0].Count); for (int i = 0; i < 6; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i))); } } [Fact] public void AdfIndicator_DifferentSourceTypes_Work() { var sourceTypes = new[] { SourceType.Close, SourceType.Open, SourceType.High, SourceType.Low, SourceType.HL2, SourceType.HLC3 }; foreach (var sourceType in sourceTypes) { var indicator = new AdfIndicator { Period = 20, Source = sourceType }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)), $"Failed for SourceType={sourceType}"); } } [Fact] public void AdfIndicator_ShowColdValues_CanBeToggled() { var indicator = new AdfIndicator(); Assert.True(indicator.ShowColdValues); indicator.ShowColdValues = false; Assert.False(indicator.ShowColdValues); } [Fact] public void AdfIndicator_OutputInRange() { var indicator = new AdfIndicator { Period = 20 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar( now.AddMinutes(i), 100 + i * 0.5, 105 + i * 0.5, 95 + i * 0.5, 102 + i * 0.5); var reason = i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar; indicator.ProcessUpdate(new UpdateArgs(reason)); } for (int i = 0; i < 30; i++) { double val = indicator.LinesSeries[0].GetValue(i); Assert.InRange(val, 0.0, 1.0); } } [Fact] public void AdfIndicator_Description_IsSet() { var indicator = new AdfIndicator(); Assert.False(string.IsNullOrEmpty(indicator.Description)); } [Fact] public void AdfIndicator_DifferentPeriods_ProduceDifferentResults() { var indicator30 = new AdfIndicator { Period = 20 }; var indicator50 = new AdfIndicator { Period = 30 }; indicator30.Initialize(); indicator50.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 40; i++) { indicator30.HistoricalData.AddBar( now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i); indicator50.HistoricalData.AddBar( now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i); var reason = i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar; indicator30.ProcessUpdate(new UpdateArgs(reason)); indicator50.ProcessUpdate(new UpdateArgs(reason)); } // After enough data, different periods should produce different results int lastIdx = 39; double val30 = indicator30.LinesSeries[0].GetValue(lastIdx); double val50 = indicator50.LinesSeries[0].GetValue(lastIdx); Assert.True(double.IsFinite(val30)); Assert.True(double.IsFinite(val50)); } }