using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class NviIndicatorTests { [Fact] public void NviIndicator_Constructor_SetsDefaults() { var indicator = new NviIndicator(); Assert.Equal("NVI - Negative Volume Index", indicator.Name); Assert.Equal(100, indicator.StartValue); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(2, indicator.MinHistoryDepths); } [Fact] public void NviIndicator_ShortName_ReflectsStartValue() { var indicator = new NviIndicator { StartValue = 1000 }; Assert.Equal("NVI(1000)", indicator.ShortName); } [Fact] public void NviIndicator_MinHistoryDepths_EqualsTwo() { var indicator = new NviIndicator(); Assert.Equal(2, indicator.MinHistoryDepths); Assert.Equal(2, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void NviIndicator_Initialize_CreatesInternalNvi() { var indicator = new NviIndicator(); // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void NviIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new NviIndicator(); indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { // Volume decreasing pattern to trigger NVI changes indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 - (i * 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)); } [Fact] public void NviIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new NviIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000); } indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Add new bar with lower volume to trigger NVI update indicator.HistoricalData.AddBar(now.AddMinutes(30), 130, 140, 120, 135, 80000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void NviIndicator_Value_IsPositive() { var indicator = new NviIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 50; i++) { // Create varying price and volume patterns double open = 100 + i; double high = open + 10 + (i % 5); double low = open - 5; double close = (i % 2 == 0) ? high - 1 : low + 1; // Alternate volume up/down to trigger NVI updates double volume = (i % 2 == 0) ? 100000 + (i * 1000) : 100000 - (i * 1000); indicator.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, volume); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(val > 0, $"NVI value {val} should be positive"); } [Fact] public void NviIndicator_CustomStartValue_AffectsResult() { var indicator1 = new NviIndicator { StartValue = 100 }; var indicator2 = new NviIndicator { StartValue = 1000 }; indicator1.Initialize(); indicator2.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { indicator1.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 - (i * 2000)); indicator2.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 - (i * 2000)); indicator1.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator2.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val1 = indicator1.LinesSeries[0].GetValue(0); double val2 = indicator2.LinesSeries[0].GetValue(0); // Ratio should be approximately 10:1 Assert.Equal(10.0, val2 / val1, 1); } [Fact] public void NviIndicator_VolumeIncrease_NviUnchanged() { var indicator = new NviIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; // First bar indicator.HistoricalData.AddBar(now, 100, 105, 95, 102, 100000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double firstVal = indicator.LinesSeries[0].GetValue(0); // Second bar with higher volume - NVI should not change indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 110, 100, 108, 150000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double secondVal = indicator.LinesSeries[0].GetValue(0); Assert.Equal(firstVal, secondVal); } [Fact] public void NviIndicator_VolumeDecrease_NviUpdates() { var indicator = new NviIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; // First bar indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 100000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double firstVal = indicator.LinesSeries[0].GetValue(0); // Second bar with lower volume and higher close - NVI should increase indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 110, 98, 108, 80000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double secondVal = indicator.LinesSeries[0].GetValue(0); Assert.True(secondVal > firstVal, $"NVI should increase when volume decreases and price rises: {secondVal} vs {firstVal}"); } }