using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class UiIndicatorTests { [Fact] public void UiIndicator_Constructor_SetsDefaults() { var indicator = new UiIndicator(); Assert.Equal(14, indicator.Period); Assert.True(indicator.ShowColdValues); Assert.Equal("UI - Ulcer Index", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void UiIndicator_ShortName_IncludesParameters() { var indicator = new UiIndicator { Period = 20 }; Assert.Contains("UI", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void UiIndicator_MinHistoryDepths_EqualsZero() { var indicator = new UiIndicator(); Assert.Equal(0, UiIndicator.MinHistoryDepths); Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void UiIndicator_Initialize_CreatesInternalUi() { var indicator = new UiIndicator(); // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void UiIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new UiIndicator { Period = 10 }; indicator.Initialize(); // Add historical data with declining prices (creates drawdown) var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { double basePrice = 110 - (i * 0.5); // Declining from 110 indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 1, basePrice - 1, basePrice, 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, "Ulcer Index should be non-negative"); } [Fact] public void UiIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new UiIndicator { Period = 10 }; 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 + 2, basePrice - 2, basePrice + 1, 1000); } indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Add new bar with price drop indicator.HistoricalData.AddBar(now.AddMinutes(30), 100, 105, 95, 100, 1500); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void UiIndicator_DifferentPeriods_Work() { int[] periods = { 5, 10, 14, 20 }; foreach (var period in periods) { var indicator = new UiIndicator { Period = period }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 50; i++) { // Create some price movement with occasional drawdowns double basePrice = 100 + (i % 10) - 5; indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 2, basePrice - 2, basePrice, 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, $"Period {period} should produce non-negative value"); } } [Fact] public void UiIndicator_Period_CanBeChanged() { var indicator = new UiIndicator(); Assert.Equal(14, indicator.Period); indicator.Period = 20; Assert.Equal(20, indicator.Period); indicator.Period = 10; Assert.Equal(10, indicator.Period); } [Fact] public void UiIndicator_ShowColdValues_CanBeToggled() { var indicator = new UiIndicator(); Assert.True(indicator.ShowColdValues); indicator.ShowColdValues = false; Assert.False(indicator.ShowColdValues); indicator.ShowColdValues = true; Assert.True(indicator.ShowColdValues); } [Fact] public void UiIndicator_SourceCodeLink_IsValid() { var indicator = new UiIndicator(); Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal); Assert.Contains("Ui.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal); } [Fact] public void UiIndicator_AtPeriodHigh_ProducesZero() { var indicator = new UiIndicator { Period = 10 }; indicator.Initialize(); var now = DateTime.UtcNow; // Constantly rising prices = always at new high = no drawdown for (int i = 0; i < 30; i++) { double price = 100 + i; indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 0.5, price - 0.5, price, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); Assert.True(val < 0.5, "Price at period high should produce near-zero UI"); } [Fact] public void UiIndicator_Drawdown_ProducesPositiveValue() { var indicator = new UiIndicator { Period = 10 }; indicator.Initialize(); var now = DateTime.UtcNow; // Price rises then drops - creates drawdown for (int i = 0; i < 10; i++) { double price = 100 + i * 2; // Rise to 118 indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Now drop the price for (int i = 10; i < 20; i++) { double price = 118 - (i - 10) * 3; // Drop from 118 to 88 indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); Assert.True(val > 0, "Drawdown should produce positive UI value"); } [Fact] public void UiIndicator_DeeperDrawdown_ProducesHigherValue() { var indicator1 = new UiIndicator { Period = 10 }; var indicator2 = new UiIndicator { Period = 10 }; indicator1.Initialize(); indicator2.Initialize(); var now = DateTime.UtcNow; // Indicator 1: small drawdown (5%) for (int i = 0; i < 10; i++) { double price = 100 + i; indicator1.HistoricalData.AddBar(now.AddMinutes(i), price, price + 0.5, price - 0.5, price, 1000); indicator1.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } for (int i = 10; i < 20; i++) { double price = 109 - (i - 10) * 0.5; // Small drop indicator1.HistoricalData.AddBar(now.AddMinutes(i), price, price + 0.5, price - 0.5, price, 1000); indicator1.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Indicator 2: large drawdown (20%) for (int i = 0; i < 10; i++) { double price = 100 + i; indicator2.HistoricalData.AddBar(now.AddMinutes(i), price, price + 0.5, price - 0.5, price, 1000); indicator2.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } for (int i = 10; i < 20; i++) { double price = 109 - (i - 10) * 2; // Large drop indicator2.HistoricalData.AddBar(now.AddMinutes(i), price, price + 0.5, price - 0.5, price, 1000); indicator2.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double smallDrawdown = indicator1.LinesSeries[0].GetValue(0); double largeDrawdown = indicator2.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(smallDrawdown)); Assert.True(double.IsFinite(largeDrawdown)); Assert.True(largeDrawdown > smallDrawdown, "Deeper drawdown should produce higher UI value"); } [Fact] public void UiIndicator_UsesClosePrice_NotHighLow() { // UI uses close price for both the rolling max and drawdown calculation var indicator = new UiIndicator { Period = 10 }; indicator.Initialize(); var now = DateTime.UtcNow; // Price with constant close but varying high/low for (int i = 0; i < 30; i++) { // Close is constant at 100, but high/low varies double highRange = 5 + (i % 5); indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 100 + highRange, 100 - highRange, 100, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); // Since close is always 100 (at period high), UI should be near zero Assert.True(val < 0.5, "Constant close should produce near-zero UI regardless of high/low range"); } [Fact] public void UiIndicator_ConstantPrice_ProducesZero() { var indicator = new UiIndicator { Period = 10 }; indicator.Initialize(); var now = DateTime.UtcNow; // Constant price - no drawdown possible for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 100.01, 99.99, 100, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); Assert.True(val < 0.1, "Constant price should produce near-zero UI"); } [Fact] public void UiIndicator_RecoveryFromDrawdown_ReducesValue() { var indicator = new UiIndicator { Period = 10 }; indicator.Initialize(); var now = DateTime.UtcNow; // Initial rise to establish a high for (int i = 0; i < 10; i++) { double price = 100 + i; // Rise to 109 indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Drawdown - price drops significantly for (int i = 10; i < 15; i++) { double price = 109 - (i - 10) * 4; // Drop from 109 to 89 indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double duringDrawdown = indicator.LinesSeries[0].GetValue(0); // Full recovery - price rises ABOVE the old high (so no more drawdown) // Need at least 10 more bars of rising prices to fully replace the drawdown window for (int i = 15; i < 30; i++) { double price = 89 + (i - 15) * 3; // Rise from 89 to 134 (well past old high of 109) indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double afterRecovery = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(duringDrawdown)); Assert.True(double.IsFinite(afterRecovery)); Assert.True(duringDrawdown > 0, "During drawdown, UI should be positive"); // After 15 bars of rising prices past the old high, UI should be near zero or much lower Assert.True(afterRecovery < duringDrawdown, "Recovery from drawdown should reduce UI value"); } }