using TradingPlatform.BusinessLayer; using QuanTAlib; namespace QuanTAlib.Tests; public class JvoltynIndicatorTests { [Fact] public void JvoltynIndicator_Constructor_SetsDefaults() { var indicator = new JvoltynIndicator(); Assert.Equal(14, indicator.Period); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("JVOLTYN - Normalized Jurik Volatility", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void JvoltynIndicator_ShortName_IncludesParameters() { var indicator = new JvoltynIndicator { Period = 20 }; Assert.Contains("JVOLTYN", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void JvoltynIndicator_MinHistoryDepths_EqualsZero() { var indicator = new JvoltynIndicator(); Assert.Equal(0, JvoltynIndicator.MinHistoryDepths); Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void JvoltynIndicator_Initialize_CreatesInternalJvoltyn() { var indicator = new JvoltynIndicator(); // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void JvoltynIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new JvoltynIndicator { Period = 5 }; indicator.Initialize(); // Add historical data with volatility var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { double basePrice = 100 + i * 2 + (i % 2 == 0 ? 5 : -5); // Add some volatility indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 2, 1000); // Process update for each bar to simulate history loading var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } // Line series should have a value double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); Assert.True(val >= 0.0); // Jvoltyn minimum is 0 Assert.True(val <= 100.0); // Jvoltyn maximum is 100 } [Fact] public void JvoltynIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new JvoltynIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { double basePrice = 100 + i; indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 2, 1000); } indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Add new bar indicator.HistoricalData.AddBar(now.AddMinutes(30), 120, 128, 115, 125, 1500); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void JvoltynIndicator_DifferentPeriods_Work() { int[] periods = { 5, 10, 14, 20, 50 }; foreach (var period in periods) { var indicator = new JvoltynIndicator { Period = period }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 60; i++) { double basePrice = 100 + i + (i % 3 == 0 ? 10 : -5); // Add volatility indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 2, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val), $"Period {period} should produce finite value"); Assert.True(val >= 0.0, $"Period {period} should produce Jvoltyn >= 0"); Assert.True(val <= 100.0, $"Period {period} should produce Jvoltyn <= 100"); } } [Fact] public void JvoltynIndicator_DifferentSourceTypes_Work() { SourceType[] sources = { SourceType.Close, SourceType.High, SourceType.Low, SourceType.HL2, SourceType.HLC3 }; foreach (var source in sources) { var indicator = new JvoltynIndicator { Source = source }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 40; i++) { double basePrice = 100 + i; indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 2, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val), $"Source {source} should produce finite value"); } } [Fact] public void JvoltynIndicator_Period_CanBeChanged() { var indicator = new JvoltynIndicator(); Assert.Equal(14, indicator.Period); indicator.Period = 20; Assert.Equal(20, indicator.Period); indicator.Period = 50; Assert.Equal(50, indicator.Period); } [Fact] public void JvoltynIndicator_ShowColdValues_CanBeToggled() { var indicator = new JvoltynIndicator(); Assert.True(indicator.ShowColdValues); indicator.ShowColdValues = false; Assert.False(indicator.ShowColdValues); indicator.ShowColdValues = true; Assert.True(indicator.ShowColdValues); } [Fact] public void JvoltynIndicator_SourceCodeLink_IsValid() { var indicator = new JvoltynIndicator(); Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal); Assert.Contains("Jvoltyn.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal); } [Fact] public void JvoltynIndicator_OutputRange_IsZeroToHundred() { var indicator = new JvoltynIndicator { Period = 10 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 100; i++) { // Create varying volatility patterns double basePrice = 100 + (i % 10) * 5 + (i % 2 == 0 ? 20 : -15); indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 10, basePrice - 10, basePrice + 3, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double val = indicator.LinesSeries[0].GetValue(0); Assert.True(val >= 0.0, $"Bar {i}: value {val} should be >= 0"); Assert.True(val <= 100.0, $"Bar {i}: value {val} should be <= 100"); } } }