using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class ParzenIndicatorTests { [Fact] public void ParzenIndicator_Constructor_SetsDefaults() { var indicator = new ParzenIndicator(); Assert.Equal(14, indicator.Period); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("PARZEN - Parzen (de la Vallée-Poussin) Window Moving Average", indicator.Name); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void ParzenIndicator_MinHistoryDepths_IsZero() { var indicator = new ParzenIndicator { Period = 14 }; Assert.Equal(0, ParzenIndicator.MinHistoryDepths); Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void ParzenIndicator_ShortName_IncludesPeriodAndSource() { var indicator = new ParzenIndicator { Period = 10 }; Assert.Contains("PARZEN", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void ParzenIndicator_SourceCodeLink_IsValid() { var indicator = new ParzenIndicator(); Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal); Assert.Contains("Parzen.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal); } [Fact] public void ParzenIndicator_Initialize_CreatesInternalParzen() { var indicator = new ParzenIndicator { Period = 14 }; indicator.Initialize(); Assert.Single(indicator.LinesSeries); } [Fact] public void ParzenIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new ParzenIndicator { Period = 5 }; 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 ParzenIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new ParzenIndicator { Period = 5 }; 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 ParzenIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new ParzenIndicator { Period = 5 }; 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 ParzenIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new ParzenIndicator { Period = 5 }; 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); } for (int i = 0; i < closes.Length; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i))); } } [Fact] public void ParzenIndicator_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 ParzenIndicator { Period = 5, 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 ParzenIndicator_Period_CanBeChanged() { var indicator = new ParzenIndicator { Period = 14 }; Assert.Equal(14, indicator.Period); indicator.Period = 20; Assert.Equal(20, indicator.Period); Assert.Equal(0, ParzenIndicator.MinHistoryDepths); } }