using Xunit; namespace QuanTAlib.Tests; public class EomTests { private const int DefaultPeriod = 14; private const double DefaultVolumeScale = 10000; [Fact] public void Constructor_DefaultParameters_CreatesValidIndicator() { var eom = new Eom(); Assert.Equal($"Eom({DefaultPeriod},{DefaultVolumeScale:F0})", eom.Name); Assert.Equal(DefaultPeriod + 1, eom.WarmupPeriod); Assert.False(eom.IsHot); } [Fact] public void Constructor_CustomParameters_CreatesValidIndicator() { var eom = new Eom(period: 20, volumeScale: 50000); Assert.Equal("Eom(20,50000)", eom.Name); Assert.Equal(21, eom.WarmupPeriod); } [Fact] public void Constructor_InvalidPeriod_ThrowsArgumentException() { Assert.Throws(() => new Eom(period: 0)); Assert.Throws(() => new Eom(period: -1)); } [Fact] public void Constructor_InvalidVolumeScale_ThrowsArgumentException() { Assert.Throws(() => new Eom(volumeScale: 0)); Assert.Throws(() => new Eom(volumeScale: -1)); } [Fact] public void Update_WithTBar_ReturnsValidValue() { var eom = new Eom(); var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result = eom.Update(bar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_WithTValue_ThrowsNotSupportedException() { var eom = new Eom(); var value = new TValue(DateTime.UtcNow, 100); Assert.Throws(() => eom.Update(value)); } [Fact] public void Update_FirstBar_ReturnsZero() { var eom = new Eom(); var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result = eom.Update(bar); // First bar has no previous midpoint, so raw EOM is 0 Assert.Equal(0.0, result.Value); } [Fact] public void Update_PriceIncrease_ReturnsPositiveValue() { var eom = new Eom(period: 1, volumeScale: 10000); // First bar eom.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 102, 100000)); // Second bar with price increase var result = eom.Update(new TBar(DateTime.UtcNow, 102, 115, 100, 112, 100000)); Assert.True(result.Value > 0, "Price increase should result in positive EOM"); } [Fact] public void Update_PriceDecrease_ReturnsNegativeValue() { var eom = new Eom(period: 1, volumeScale: 10000); // First bar eom.Update(new TBar(DateTime.UtcNow, 110, 115, 105, 112, 100000)); // Second bar with price decrease var result = eom.Update(new TBar(DateTime.UtcNow, 108, 105, 90, 92, 100000)); Assert.True(result.Value < 0, "Price decrease should result in negative EOM"); } [Fact] public void Update_IsNewTrue_AdvancesState() { var eom = new Eom(); var bar1 = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result1 = eom.Update(bar1, isNew: true); var bar2 = new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 110, 1100000); var result2 = eom.Update(bar2, isNew: true); Assert.NotEqual(result1.Time, result2.Time); } [Fact] public void Update_IsNewFalse_UpdatesCurrentBar() { var eom = new Eom(); var time = DateTime.UtcNow; var bar1 = new TBar(time, 100, 110, 90, 105, 1000000); eom.Update(bar1, isNew: true); var bar2 = new TBar(time.AddMinutes(1), 105, 115, 95, 110, 1100000); var result1 = eom.Update(bar2, isNew: true); // Update same bar with different values (using same time) var bar2Updated = new TBar(time.AddMinutes(1), 105, 120, 95, 118, 1200000); var result2 = eom.Update(bar2Updated, isNew: false); Assert.Equal(result1.Time, result2.Time); Assert.NotEqual(result1.Value, result2.Value); } [Fact] public void Update_IterativeCorrections_UpdatesCurrentValue() { var eom = new Eom(period: 3); var time = DateTime.UtcNow; // Build up some state eom.Update(new TBar(time, 100, 110, 90, 105, 100000), isNew: true); eom.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 110000), isNew: true); // Original bar 3 var bar3 = new TBar(time.AddMinutes(2), 110, 120, 100, 115, 120000); var originalResult = eom.Update(bar3, isNew: true); // Make a correction with different values var correctionBar = new TBar(time.AddMinutes(2), 100, 150, 80, 130, 200000); var correctedResult = eom.Update(correctionBar, isNew: false); // Values should differ due to different bar data Assert.NotEqual(originalResult.Value, correctedResult.Value); // Verify the correction actually changed the value Assert.True(double.IsFinite(correctedResult.Value)); } [Fact] public void Update_WarmupPeriod_IsHotBecomesTrueAfterWarmup() { var eom = new Eom(period: 3); var time = DateTime.UtcNow; Assert.False(eom.IsHot); eom.Update(new TBar(time, 100, 110, 90, 105, 100000), isNew: true); Assert.False(eom.IsHot); eom.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 110000), isNew: true); Assert.False(eom.IsHot); eom.Update(new TBar(time.AddMinutes(2), 110, 120, 100, 115, 120000), isNew: true); // After period bars, should be hot (count >= period and has prev midpoint) Assert.True(eom.IsHot); } [Fact] public void Update_WithNaN_UsesLastValidValue() { var eom = new Eom(period: 3, volumeScale: 10000); // Process some valid bars first eom.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 102, 100000)); eom.Update(new TBar(DateTime.UtcNow.AddMinutes(1), 102, 108, 98, 105, 110000)); // Process bar with NaN volume (will cause NaN in calculation) var nanBar = new TBar(DateTime.UtcNow.AddMinutes(2), 105, 110, 100, 108, double.NaN); var result = eom.Update(nanBar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_ZeroPriceRange_ReturnsZeroEom() { var eom = new Eom(period: 1, volumeScale: 10000); eom.Update(new TBar(DateTime.UtcNow, 100, 100, 100, 100, 100000)); var result = eom.Update(new TBar(DateTime.UtcNow.AddMinutes(1), 105, 105, 105, 105, 100000)); Assert.Equal(0.0, result.Value); } [Fact] public void Update_ZeroVolume_ReturnsZeroEom() { var eom = new Eom(period: 1, volumeScale: 10000); eom.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 100000)); var result = eom.Update(new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 110, 0)); Assert.Equal(0.0, result.Value); } [Fact] public void Reset_ClearsState() { var eom = new Eom(period: 3); var time = DateTime.UtcNow; // Process some bars eom.Update(new TBar(time, 100, 110, 90, 105, 100000), isNew: true); eom.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 110000), isNew: true); eom.Update(new TBar(time.AddMinutes(2), 110, 120, 100, 115, 120000), isNew: true); Assert.True(eom.IsHot); eom.Reset(); Assert.False(eom.IsHot); Assert.Equal(default, eom.Last); } [Fact] public void BatchCalculate_MatchesStreaming() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 100; i++) { bars.Add(gbm.Next()); } // Streaming var eom = new Eom(); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(eom.Update(bar).Value); } // Batch var batchResult = Eom.Batch(bars); Assert.Equal(bars.Count, batchResult.Count); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingValues[i], batchResult[i].Value, 10); } } [Fact] public void SpanCalculate_MatchesStreaming() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 100; i++) { bars.Add(gbm.Next()); } // Streaming var eom = new Eom(); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(eom.Update(bar).Value); } // Span var high = bars.High.Values.ToArray(); var low = bars.Low.Values.ToArray(); var volume = bars.Volume.Values.ToArray(); var spanValues = new double[bars.Count]; Eom.Batch(high, low, volume, spanValues); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingValues[i], spanValues[i], 10); } } [Fact] public void SpanCalculate_InvalidLengths_ThrowsArgumentException() { var high = new double[100]; var low = new double[99]; // Different length var volume = new double[100]; var output = new double[100]; Assert.Throws(() => Eom.Batch(high, low, volume, output)); } [Fact] public void SpanCalculate_InvalidPeriod_ThrowsArgumentException() { var high = new double[100]; var low = new double[100]; var volume = new double[100]; var output = new double[100]; Assert.Throws(() => Eom.Batch(high, low, volume, output, period: 0)); } [Fact] public void SpanCalculate_InvalidVolumeScale_ThrowsArgumentException() { var high = new double[100]; var low = new double[100]; var volume = new double[100]; var output = new double[100]; Assert.Throws(() => Eom.Batch(high, low, volume, output, volumeScale: 0)); } [Fact] public void SpanCalculate_LargeData_UsesArrayPool() { int size = 1000; // > 256 threshold var high = new double[size]; var low = new double[size]; var volume = new double[size]; var output = new double[size]; for (int i = 0; i < size; i++) { high[i] = 110 + i * 0.1; low[i] = 90 + i * 0.1; volume[i] = 100000; } // Should not throw Eom.Batch(high, low, volume, output); Assert.True(double.IsFinite(output[size - 1])); } [Fact] public void Event_PubFiresOnUpdate() { var eom = new Eom(); TValue? receivedValue = null; bool receivedIsNew = false; eom.Pub += (object? sender, in TValueEventArgs args) => { receivedValue = args.Value; receivedIsNew = args.IsNew; }; var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); eom.Update(bar, isNew: true); Assert.NotNull(receivedValue); Assert.True(receivedIsNew); } [Fact] public void VolumeScale_AffectsResult() { var eom1 = new Eom(period: 1, volumeScale: 10000); var eom2 = new Eom(period: 1, volumeScale: 100000); var bar1 = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var bar2 = new TBar(DateTime.UtcNow.AddMinutes(1), 105, 120, 95, 115, 1000000); eom1.Update(bar1); eom1.Update(bar2); eom2.Update(bar1); eom2.Update(bar2); // Different volume scales should produce different results Assert.NotEqual(eom1.Last.Value, eom2.Last.Value); } }