using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class GwmaIndicatorTests { [Fact] public void GwmaIndicator_Constructor_SetsDefaults() { var indicator = new GwmaIndicator(); Assert.Equal(10, indicator.Period); Assert.Equal(0.4, indicator.Sigma); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("GWMA - Gaussian-Weighted Moving Average", indicator.Name); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void GwmaIndicator_MinHistoryDepths_ReturnsZero() { var indicator = new GwmaIndicator { Period = 20 }; Assert.Equal(0, GwmaIndicator.MinHistoryDepths); Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void GwmaIndicator_ShortName_IncludesPeriodAndSource() { var indicator = new GwmaIndicator { Period = 15 }; Assert.Contains("GWMA", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void GwmaIndicator_Initialize_CreatesInternalGwma() { var indicator = new GwmaIndicator { Period = 10 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void GwmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new GwmaIndicator { Period = 3 }; indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); // Process update var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); // Line series should have a value Assert.Equal(1, indicator.LinesSeries[0].Count); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0))); } [Fact] public void GwmaIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new GwmaIndicator { Period = 3 }; indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106); // Process first update indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); // Line series should have values Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void GwmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new GwmaIndicator { Period = 3 }; indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); // Process historical bar first indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double firstValue = indicator.LinesSeries[0].GetValue(0); // Update with new tick (same bar data - simulates intrabar update) indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); double secondValue = indicator.LinesSeries[0].GetValue(0); // Both values should be finite Assert.True(double.IsFinite(firstValue)); Assert.True(double.IsFinite(secondValue)); } [Fact] public void GwmaIndicator_MultipleUpdates_ProducesCorrectGwmaSequence() { var indicator = new GwmaIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; double[] closes = { 100, 102, 104, 103, 105, 107, 106 }; foreach (var close in closes) { indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); now = now.AddMinutes(1); } // All values should be finite for (int i = 0; i < closes.Length; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i))); } // GWMA should be smoothing the values double lastGwma = indicator.LinesSeries[0].GetValue(0); Assert.True(lastGwma >= 100 && lastGwma <= 110); } [Fact] public void GwmaIndicator_DifferentSourceTypes_Work() { var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 }; foreach (var source in sources) { var indicator = new GwmaIndicator { Period = 3, Source = source }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 110, 90, 105); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)), $"Source {source} should produce finite value"); } } [Fact] public void GwmaIndicator_Period_CanBeChanged() { var indicator = new GwmaIndicator { Period = 5 }; Assert.Equal(5, indicator.Period); indicator.Period = 20; Assert.Equal(20, indicator.Period); Assert.Equal(0, GwmaIndicator.MinHistoryDepths); } [Fact] public void GwmaIndicator_Sigma_CanBeChanged() { var indicator = new GwmaIndicator { Sigma = 0.3 }; Assert.Equal(0.3, indicator.Sigma); indicator.Sigma = 0.7; Assert.Equal(0.7, indicator.Sigma); } [Fact] public void GwmaIndicator_DifferentSigmaValues_ProduceDifferentResults() { var indicatorNarrow = new GwmaIndicator { Period = 5, Sigma = 0.2 }; var indicatorWide = new GwmaIndicator { Period = 5, Sigma = 0.8 }; indicatorNarrow.Initialize(); indicatorWide.Initialize(); var now = DateTime.UtcNow; double[] closes = { 100, 102, 104, 103, 101 }; foreach (var close in closes) { indicatorNarrow.HistoricalData.AddBar(now, close, close + 2, close - 2, close); indicatorWide.HistoricalData.AddBar(now, close, close + 2, close - 2, close); indicatorNarrow.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicatorWide.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); now = now.AddMinutes(1); } double narrowResult = indicatorNarrow.LinesSeries[0].GetValue(0); double wideResult = indicatorWide.LinesSeries[0].GetValue(0); // Different sigma should produce different results Assert.NotEqual(narrowResult, wideResult); } }