namespace QuanTAlib.Tests; public class AdTests { [Fact] public void Ad_BasicCalculation_ReturnsExpectedValues() { // Arrange var ad = new Ad(); var time = DateTime.UtcNow; // Bar 1: Close=10, High=12, Low=8. Range=4. // MFM = ((10-8) - (12-10)) / 4 = (2 - 2) / 4 = 0. // Vol = 100. MFV = 0. AD = 0. var bar1 = new TBar(time, 10, 12, 8, 10, 100); var val1 = ad.Update(bar1); Assert.Equal(0, val1.Value); // Bar 2: Close=12, High=12, Low=8. Range=4. // MFM = ((12-8) - (12-12)) / 4 = (4 - 0) / 4 = 1. // Vol = 200. MFV = 200. AD = 0 + 200 = 200. var bar2 = new TBar(time.AddMinutes(1), 10, 12, 8, 12, 200); var val2 = ad.Update(bar2); Assert.Equal(200, val2.Value); // Bar 3: Close=8, High=12, Low=8. Range=4. // MFM = ((8-8) - (12-8)) / 4 = (0 - 4) / 4 = -1. // Vol = 100. MFV = -100. AD = 200 - 100 = 100. var bar3 = new TBar(time.AddMinutes(2), 12, 12, 8, 8, 100); var val3 = ad.Update(bar3); Assert.Equal(100, val3.Value); } [Fact] public void Ad_IsNew_False_UpdatesSameBar() { var ad = new Ad(); var time = DateTime.UtcNow; // Initial update // MFM = 1, Vol = 100 -> AD = 100 var bar1 = new TBar(time, 10, 12, 8, 12, 100); ad.Update(bar1, isNew: true); Assert.Equal(100, ad.Last.Value); // Update same bar with different volume // MFM = 1, Vol = 200 -> AD = 200 (replaces previous 100) var bar1Update = new TBar(time, 10, 12, 8, 12, 200); ad.Update(bar1Update, isNew: false); Assert.Equal(200, ad.Last.Value); } [Fact] public void Ad_Reset_ClearsState() { var ad = new Ad(); var bar = new TBar(DateTime.UtcNow, 10, 12, 8, 12, 100); ad.Update(bar); Assert.True(ad.IsHot); Assert.NotEqual(0, ad.Last.Value); ad.Reset(); Assert.False(ad.IsHot); Assert.Equal(0, ad.Last.Value); } [Fact] public void Ad_HighEqualsLow_HandlesDivisionByZero() { var ad = new Ad(); // High = Low = 10. Range = 0. MFM should be 0. var bar = new TBar(DateTime.UtcNow, 10, 10, 10, 10, 100); var val = ad.Update(bar); Assert.Equal(0, val.Value); } [Fact] public void Ad_TValueUpdate_ThrowsNotSupportedException() { var ad = new Ad(); var bar = new TBar(DateTime.UtcNow, 10, 12, 8, 12, 100); ad.Update(bar); // AD = 100 // Update with TValue should throw since AD requires OHLCV bar data Assert.Throws(() => ad.Update(new TValue(DateTime.UtcNow, 15))); } [Fact] public void Ad_Name_IsCorrect() { Assert.Equal("AD", Ad.Name); } [Fact] public void Ad_PubEvent_FiresOnUpdate() { var ad = new Ad(); bool eventFired = false; ad.Pub += (object? sender, in TValueEventArgs args) => eventFired = true; ad.Update(new TBar(DateTime.UtcNow, 10, 12, 8, 10, 100)); Assert.True(eventFired); } [Fact] public void Ad_UpdateTBarSeries_ReturnsCorrectSeries() { var ad = new Ad(); var bars = new TBarSeries(); var time = DateTime.UtcNow; // Add same bars as in BasicCalculation bars.Add(new TBar(time, 10, 12, 8, 10, 100)); // AD=0 bars.Add(new TBar(time.AddMinutes(1), 10, 12, 8, 12, 200)); // AD=200 bars.Add(new TBar(time.AddMinutes(2), 12, 12, 8, 8, 100)); // AD=100 var result = ad.Update(bars); Assert.Equal(3, result.Count); Assert.Equal(0, result[0].Value); Assert.Equal(200, result[1].Value); Assert.Equal(100, result[2].Value); } [Fact] public void Ad_CalculateTBarSeries_ReturnsCorrectSeries() { var bars = new TBarSeries(); var time = DateTime.UtcNow; bars.Add(new TBar(time, 10, 12, 8, 10, 100)); bars.Add(new TBar(time.AddMinutes(1), 10, 12, 8, 12, 200)); bars.Add(new TBar(time.AddMinutes(2), 12, 12, 8, 8, 100)); var result = Ad.Batch(bars); Assert.Equal(3, result.Count); Assert.Equal(0, result[0].Value); Assert.Equal(200, result[1].Value); Assert.Equal(100, result[2].Value); } [Fact] public void Ad_CalculateSpan_ReturnsCorrectValues() { double[] high = { 12, 12, 12 }; double[] low = { 8, 8, 8 }; double[] close = { 10, 12, 8 }; double[] volume = { 100, 200, 100 }; double[] output = new double[3]; Ad.Batch(high, low, close, volume, output); Assert.Equal(0, output[0]); Assert.Equal(200, output[1]); Assert.Equal(100, output[2]); } [Fact] public void Ad_CalculateSpan_ThrowsOnMismatchedLengths() { double[] high = { 10, 11 }; double[] low = { 9, 10 }; double[] close = { 9.5, 10.5 }; double[] volume = { 100 }; // Short double[] output = new double[2]; Assert.Throws(() => Ad.Batch(high, low, close, volume, output)); } [Fact] public void Ad_Calculate_EmptySeries_ReturnsEmpty() { var bars = new TBarSeries(); var result = Ad.Batch(bars); Assert.Empty(result); } [Fact] public void Ad_CalculateSpan_SimdPath_ReturnsCorrectValues() { const int count = 100; // Enough to trigger SIMD double[] high = new double[count]; double[] low = new double[count]; double[] close = new double[count]; double[] volume = new double[count]; double[] output = new double[count]; // Setup: High=12, Low=8, Close=12 (MFM=1), Vol=10 // Expected AD increments by 10 each step. for (int i = 0; i < count; i++) { high[i] = 12; low[i] = 8; close[i] = 12; volume[i] = 10; } Ad.Batch(high, low, close, volume, output); for (int i = 0; i < count; i++) { Assert.Equal((i + 1) * 10, output[i]); } } }