using Xunit; namespace QuanTAlib.Tests; public class NviTests { private const double DefaultStartValue = 100.0; [Fact] public void Constructor_DefaultParameters_CreatesValidIndicator() { var nvi = new Nvi(); Assert.Equal($"Nvi({DefaultStartValue})", nvi.Name); Assert.Equal(2, nvi.WarmupPeriod); Assert.False(nvi.IsHot); } [Fact] public void Constructor_CustomParameters_CreatesValidIndicator() { var nvi = new Nvi(startValue: 1000); Assert.Equal("Nvi(1000)", nvi.Name); Assert.Equal(2, nvi.WarmupPeriod); } [Fact] public void Constructor_InvalidStartValue_ThrowsArgumentException() { Assert.Throws(() => new Nvi(startValue: 0)); Assert.Throws(() => new Nvi(startValue: -100)); } [Fact] public void Update_WithTBar_ReturnsValidValue() { var nvi = new Nvi(); var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result = nvi.Update(bar); Assert.True(double.IsFinite(result.Value)); Assert.Equal(DefaultStartValue, result.Value); // First bar stays at start value } [Fact] public void Update_WithTValue_ReturnsCurrentValue() { var nvi = new Nvi(); var value = new TValue(DateTime.UtcNow, 100); var result = nvi.Update(value); // NVI without volume data returns current NVI value Assert.Equal(DefaultStartValue, result.Value); } [Fact] public void Update_VolumeDecreases_UpdatesNvi() { var nvi = new Nvi(); var time = DateTime.UtcNow; // First bar - establishes baseline nvi.Update(new TBar(time, 100, 105, 95, 100, 100000)); // Second bar with lower volume and higher close - NVI should increase var result = nvi.Update(new TBar(time.AddMinutes(1), 100, 108, 98, 105, 80000)); Assert.True(result.Value > DefaultStartValue, $"NVI should increase when volume decreases and price rises, was {result.Value}"); } [Fact] public void Update_VolumeIncreases_NviUnchanged() { var nvi = new Nvi(); var time = DateTime.UtcNow; // First bar - establishes baseline nvi.Update(new TBar(time, 100, 105, 95, 100, 100000)); var firstNvi = nvi.Last.Value; // Second bar with higher volume - NVI should stay the same var result = nvi.Update(new TBar(time.AddMinutes(1), 100, 108, 98, 105, 150000)); Assert.Equal(firstNvi, result.Value); } [Fact] public void Update_VolumeEqual_NviUnchanged() { var nvi = new Nvi(); var time = DateTime.UtcNow; // First bar nvi.Update(new TBar(time, 100, 105, 95, 100, 100000)); var firstNvi = nvi.Last.Value; // Second bar with equal volume var result = nvi.Update(new TBar(time.AddMinutes(1), 100, 108, 98, 105, 100000)); Assert.Equal(firstNvi, result.Value); } [Fact] public void Update_ConsistentLowVolumeBullish_NviIncreases() { var nvi = new Nvi(startValue: 1000); var time = DateTime.UtcNow; // Build up with consistently lower volume and rising prices double volume = 100000; double price = 100; for (int i = 0; i < 20; i++) { nvi.Update(new TBar(time.AddMinutes(i), price, price + 2, price - 1, price, volume)); volume *= 0.95; // Volume decreasing each day price *= 1.02; // Price increasing each day } Assert.True(nvi.Last.Value > 1000, $"NVI should be above start value after consistent bullish low-volume days, was {nvi.Last.Value}"); } [Fact] public void Update_ConsistentLowVolumeBearish_NviDecreases() { var nvi = new Nvi(startValue: 1000); var time = DateTime.UtcNow; // Build up with consistently lower volume and falling prices double volume = 100000; double price = 100; for (int i = 0; i < 20; i++) { nvi.Update(new TBar(time.AddMinutes(i), price, price + 2, price - 1, price, volume)); volume *= 0.95; // Volume decreasing each day price *= 0.98; // Price decreasing each day } Assert.True(nvi.Last.Value < 1000, $"NVI should be below start value after consistent bearish low-volume days, was {nvi.Last.Value}"); } [Fact] public void Update_IsNewTrue_AdvancesState() { var nvi = new Nvi(); var bar1 = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result1 = nvi.Update(bar1, isNew: true); var bar2 = new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 110, 800000); var result2 = nvi.Update(bar2, isNew: true); Assert.NotEqual(result1.Time, result2.Time); } [Fact] public void Update_IsNewFalse_UpdatesCurrentBar() { var nvi = new Nvi(); var gbm = new GBM(seed: 42); // Build up history for (int i = 0; i < 20; i++) { nvi.Update(gbm.Next(), isNew: true); } // Get a new bar var bar1 = gbm.Next(); var result1 = nvi.Update(bar1, isNew: true); // Create a correction with different volume (lower to trigger NVI change) var bar2 = new TBar(bar1.Time, bar1.Open, bar1.High, bar1.Low, bar1.Close * 1.1, bar1.Volume * 0.5); var result2 = nvi.Update(bar2, isNew: false); Assert.Equal(result1.Time, result2.Time); // Values may or may not differ depending on volume comparison Assert.True(double.IsFinite(result2.Value)); } [Fact] public void Update_IterativeCorrections_RestoresState() { var nvi = new Nvi(); var gbm = new GBM(seed: 123); // Build up history for (int i = 0; i < 20; i++) { nvi.Update(gbm.Next(), isNew: true); } _ = nvi.Last.Value; // Capture state before new bar // New bar var originalBar = gbm.Next(); nvi.Update(originalBar, isNew: true); // Correction with same values should restore similar state var correctionBar = originalBar; var correctedResult = nvi.Update(correctionBar, isNew: false); Assert.True(double.IsFinite(correctedResult.Value)); } [Fact] public void Update_WarmupPeriod_IsHotBecomesTrueAfterWarmup() { var nvi = new Nvi(); var time = DateTime.UtcNow; Assert.False(nvi.IsHot); nvi.Update(new TBar(time, 100, 110, 90, 105, 100000), isNew: true); Assert.False(nvi.IsHot); nvi.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 80000), isNew: true); Assert.True(nvi.IsHot); } [Fact] public void Update_WithNaN_UsesLastValidValue() { var nvi = new Nvi(); var time = DateTime.UtcNow; // Process some valid bars first for (int i = 0; i < 10; i++) { nvi.Update(new TBar(time.AddMinutes(i), 100, 105, 95, 102, 100000 - i * 1000)); } // Process bar with NaN volume var nanBar = new TBar(time.AddMinutes(10), 105, 110, 100, 108, double.NaN); var result = nvi.Update(nanBar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_ZeroVolume_HandlesGracefully() { var nvi = new Nvi(); var time = DateTime.UtcNow; nvi.Update(new TBar(time, 100, 110, 90, 105, 100000)); var result = nvi.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 0)); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Reset_ClearsState() { var nvi = new Nvi(); var time = DateTime.UtcNow; for (int i = 0; i < 10; i++) { nvi.Update(new TBar(time.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 - i * 5000), isNew: true); } Assert.True(nvi.IsHot); Assert.True(double.IsFinite(nvi.Last.Value)); nvi.Reset(); Assert.False(nvi.IsHot); Assert.Equal(default, nvi.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 nvi = new Nvi(); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(nvi.Update(bar).Value); } // Batch var batchResult = Nvi.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 nvi = new Nvi(); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(nvi.Update(bar).Value); } // Span var close = bars.Close.Values.ToArray(); var volume = bars.Volume.Values.ToArray(); var output = new double[bars.Count]; Nvi.Batch(close, volume, output); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingValues[i], output[i], 10); } } [Fact] public void SpanCalculate_InvalidLengths_ThrowsArgumentException() { var close = new double[100]; var volume = new double[99]; // Different length var output = new double[100]; Assert.Throws(() => Nvi.Batch(close, volume, output)); } [Fact] public void SpanCalculate_InvalidStartValue_ThrowsArgumentException() { var close = new double[100]; var volume = new double[100]; var output = new double[100]; Assert.Throws(() => Nvi.Batch(close, volume, output, startValue: 0)); } [Fact] public void SpanCalculate_EmptyInput_HandlesGracefully() { var close = Array.Empty(); var volume = Array.Empty(); var output = Array.Empty(); Nvi.Batch(close, volume, output); Assert.Empty(output); } [Fact] public void Event_PubFiresOnUpdate() { var nvi = new Nvi(); TValue? receivedValue = null; bool receivedIsNew = false; nvi.Pub += (object? sender, in TValueEventArgs args) => { receivedValue = args.Value; receivedIsNew = args.IsNew; }; var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); nvi.Update(bar, isNew: true); Assert.NotNull(receivedValue); Assert.True(receivedIsNew); } [Fact] public void CustomStartValue_AffectsResults() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 50; i++) { bars.Add(gbm.Next()); } var nvi100 = new Nvi(startValue: 100); var nvi1000 = new Nvi(startValue: 1000); foreach (var bar in bars) { nvi100.Update(bar); nvi1000.Update(bar); } // Different start values should produce different final values Assert.NotEqual(nvi100.Last.Value, nvi1000.Last.Value); // The ratio should be approximately 10:1 (same proportional changes) Assert.Equal(10.0, nvi1000.Last.Value / nvi100.Last.Value, 1); } [Fact] public void LargeDataset_HandlesWithoutError() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 10000; i++) { bars.Add(gbm.Next()); } var nvi = new Nvi(); foreach (var bar in bars) { var result = nvi.Update(bar); Assert.True(double.IsFinite(result.Value)); Assert.True(result.Value > 0); } Assert.True(nvi.IsHot); } }