using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class ObvIndicatorTests { [Fact] public void ObvIndicator_Constructor_SetsDefaults() { var indicator = new ObvIndicator(); Assert.Equal("OBV - On Balance Volume", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(2, indicator.MinHistoryDepths); } [Fact] public void ObvIndicator_ShortName_IsConstant() { var indicator = new ObvIndicator(); Assert.Equal("OBV", indicator.ShortName); } [Fact] public void ObvIndicator_MinHistoryDepths_EqualsTwo() { var indicator = new ObvIndicator(); Assert.Equal(2, indicator.MinHistoryDepths); Assert.Equal(2, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void ObvIndicator_Initialize_CreatesInternalObv() { var indicator = new ObvIndicator(); // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void ObvIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new ObvIndicator(); indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { // Varying close prices to trigger OBV changes double close = 100 + (i % 2 == 0 ? i : -i / 2); indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, close, 100000); // 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 ObvIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new ObvIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 105, 100000); } indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Add new bar with higher close to increase OBV indicator.HistoricalData.AddBar(now.AddMinutes(30), 105, 115, 100, 112, 80000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void ObvIndicator_UpClose_IncreasesObv() { var indicator = new ObvIndicator(); 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 higher close - OBV should increase by volume indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 110, 98, 108, 50000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double secondVal = indicator.LinesSeries[0].GetValue(0); Assert.True(secondVal > firstVal, $"OBV should increase when close rises: {secondVal} vs {firstVal}"); Assert.Equal(50000, secondVal - firstVal, 1); // Volume added } [Fact] public void ObvIndicator_DownClose_DecreasesObv() { var indicator = new ObvIndicator(); 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 close - OBV should decrease by volume indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 102, 90, 92, 50000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double secondVal = indicator.LinesSeries[0].GetValue(0); Assert.True(secondVal < firstVal, $"OBV should decrease when close falls: {secondVal} vs {firstVal}"); Assert.Equal(-50000, secondVal - firstVal, 1); // Volume subtracted } [Fact] public void ObvIndicator_EqualClose_ObvUnchanged() { var indicator = new ObvIndicator(); 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 same close - OBV should not change indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 110, 90, 100, 200000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double secondVal = indicator.LinesSeries[0].GetValue(0); Assert.Equal(firstVal, secondVal); } [Fact] public void ObvIndicator_Cumulative_CorrectAccumulation() { var indicator = new ObvIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; // Bar 1: close=100, volume=10000 -> OBV=0 (first bar) indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 10000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Bar 2: close=110 (up), volume=20000 -> OBV=+20000 indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 115, 98, 110, 20000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); // Bar 3: close=105 (down), volume=15000 -> OBV=+20000-15000=5000 indicator.HistoricalData.AddBar(now.AddMinutes(2), 110, 112, 100, 105, 15000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); // Bar 4: close=108 (up), volume=10000 -> OBV=5000+10000=15000 indicator.HistoricalData.AddBar(now.AddMinutes(3), 105, 110, 104, 108, 10000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double finalVal = indicator.LinesSeries[0].GetValue(0); Assert.Equal(15000, finalVal, 1); } [Fact] public void ObvIndicator_LargeVolume_HandlesCorrectly() { var indicator = new ObvIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; // Test with large volume values indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 1_000_000_000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 110, 98, 108, 2_000_000_000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double val = indicator.LinesSeries[0].GetValue(0); Assert.Equal(2_000_000_000, val, 1); } [Fact] public void ObvIndicator_StartsAtZero() { var indicator = new ObvIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; // First bar - OBV should be 0 indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 100000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double firstVal = indicator.LinesSeries[0].GetValue(0); Assert.Equal(0, firstVal); } }