using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class RemaIndicatorTests { [Fact] public void RemaIndicator_Constructor_SetsDefaults() { var indicator = new RemaIndicator(); Assert.Equal(10, indicator.Period); Assert.Equal(0.5, indicator.Lambda); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("REMA - Regularized Exponential Moving Average", indicator.Name); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void RemaIndicator_MinHistoryDepths_EqualsZero() { var indicator = new RemaIndicator { Period = 20 }; Assert.Equal(0, RemaIndicator.MinHistoryDepths); Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void RemaIndicator_ShortName_IncludesPeriodLambdaAndSource() { var indicator = new RemaIndicator { Period = 15, Lambda = 0.7 }; Assert.Contains("REMA", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("0.70", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void RemaIndicator_Initialize_CreatesInternalRema() { var indicator = new RemaIndicator { Period = 10, Lambda = 0.5 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void RemaIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new RemaIndicator { Period = 3, Lambda = 0.5 }; 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 RemaIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new RemaIndicator { Period = 3, Lambda = 0.5 }; 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 RemaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new RemaIndicator { Period = 3, Lambda = 0.5 }; 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 RemaIndicator_MultipleUpdates_ProducesCorrectRemaSequence() { var indicator = new RemaIndicator { Period = 3, Lambda = 0.5 }; 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); } // 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))); } // REMA should be smoothing the values // Last REMA value should be between first and last close double lastRema = indicator.LinesSeries[0].GetValue(0); Assert.True(lastRema >= 100 && lastRema <= 110); } [Fact] public void RemaIndicator_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 RemaIndicator { Period = 3, Lambda = 0.5, 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 RemaIndicator_Period_CanBeChanged() { var indicator = new RemaIndicator { Period = 5 }; Assert.Equal(5, indicator.Period); indicator.Period = 20; Assert.Equal(20, indicator.Period); Assert.Equal(0, RemaIndicator.MinHistoryDepths); } [Fact] public void RemaIndicator_Lambda_CanBeChanged() { var indicator = new RemaIndicator { Lambda = 0.5 }; Assert.Equal(0.5, indicator.Lambda); indicator.Lambda = 0.8; Assert.Equal(0.8, indicator.Lambda); } [Fact] public void RemaIndicator_DifferentLambdaValues_ProduceDifferentResults() { var now = DateTime.UtcNow; double[] closes = { 100, 102, 104, 103, 105, 107, 106 }; var indicator1 = new RemaIndicator { Period = 3, Lambda = 0.3 }; var indicator2 = new RemaIndicator { Period = 3, Lambda = 0.7 }; indicator1.Initialize(); indicator2.Initialize(); foreach (var close in closes) { indicator1.HistoricalData.AddBar(now, close, close + 2, close - 2, close); indicator2.HistoricalData.AddBar(now, close, close + 2, close - 2, close); indicator1.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator2.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); now = now.AddMinutes(1); } // Different lambda values should produce different results double result1 = indicator1.LinesSeries[0].GetValue(0); double result2 = indicator2.LinesSeries[0].GetValue(0); Assert.NotEqual(result1, result2); } }