using Xunit; namespace QuanTAlib.Tests; public class ObvTests { [Fact] public void Constructor_DefaultParameters_CreatesValidIndicator() { var obv = new Obv(); Assert.Equal("Obv", obv.Name); Assert.Equal(2, obv.WarmupPeriod); Assert.False(obv.IsHot); } [Fact] public void Update_WithTBar_ReturnsValidValue() { var obv = new Obv(); var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result = obv.Update(bar); Assert.True(double.IsFinite(result.Value)); Assert.Equal(0, result.Value); // First bar stays at zero (no comparison) } [Fact] public void Update_WithTValue_ReturnsCurrentValue() { var obv = new Obv(); var value = new TValue(DateTime.UtcNow, 100); var result = obv.Update(value); // OBV without volume data returns current OBV value (zero initially) Assert.Equal(0, result.Value); } [Fact] public void Update_PriceIncreases_AddsVolume() { var obv = new Obv(); var time = DateTime.UtcNow; // First bar - establishes baseline obv.Update(new TBar(time, 100, 105, 95, 100, 100000)); // Second bar with higher close - OBV should add volume var result = obv.Update(new TBar(time.AddMinutes(1), 100, 108, 98, 105, 80000)); Assert.Equal(80000, result.Value); } [Fact] public void Update_PriceDecreases_SubtractsVolume() { var obv = new Obv(); var time = DateTime.UtcNow; // First bar - establishes baseline obv.Update(new TBar(time, 100, 105, 95, 100, 100000)); // Second bar with lower close - OBV should subtract volume var result = obv.Update(new TBar(time.AddMinutes(1), 100, 102, 90, 95, 80000)); Assert.Equal(-80000, result.Value); } [Fact] public void Update_PriceUnchanged_ObvUnchanged() { var obv = new Obv(); var time = DateTime.UtcNow; // First bar obv.Update(new TBar(time, 100, 105, 95, 100, 100000)); var firstObv = obv.Last.Value; // Second bar with same close - OBV should stay the same var result = obv.Update(new TBar(time.AddMinutes(1), 100, 108, 92, 100, 150000)); Assert.Equal(firstObv, result.Value); } [Fact] public void Update_ConsistentUpDays_ObvIncreases() { var obv = new Obv(); var time = DateTime.UtcNow; // Build up with consistently rising prices double price = 100; for (int i = 0; i < 20; i++) { obv.Update(new TBar(time.AddMinutes(i), price, price + 2, price - 1, price, 10000)); price += 1; // Price increasing each day } Assert.True(obv.Last.Value > 0, $"OBV should be positive after consistent up days, was {obv.Last.Value}"); } [Fact] public void Update_ConsistentDownDays_ObvDecreases() { var obv = new Obv(); var time = DateTime.UtcNow; // Build up with consistently falling prices double price = 100; for (int i = 0; i < 20; i++) { obv.Update(new TBar(time.AddMinutes(i), price, price + 2, price - 1, price, 10000)); price -= 1; // Price decreasing each day } Assert.True(obv.Last.Value < 0, $"OBV should be negative after consistent down days, was {obv.Last.Value}"); } [Fact] public void Update_IsNewTrue_AdvancesState() { var obv = new Obv(); var bar1 = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result1 = obv.Update(bar1, isNew: true); var bar2 = new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 110, 800000); var result2 = obv.Update(bar2, isNew: true); Assert.NotEqual(result1.Time, result2.Time); } [Fact] public void Update_IsNewFalse_UpdatesCurrentBar() { var obv = new Obv(); var gbm = new GBM(seed: 42); // Build up history for (int i = 0; i < 20; i++) { obv.Update(gbm.Next(), isNew: true); } // Get a new bar var bar1 = gbm.Next(); var result1 = obv.Update(bar1, isNew: true); // Create a correction with different close var bar2 = new TBar(bar1.Time, bar1.Open, bar1.High, bar1.Low, bar1.Close * 1.1, bar1.Volume); var result2 = obv.Update(bar2, isNew: false); Assert.Equal(result1.Time, result2.Time); Assert.True(double.IsFinite(result2.Value)); } [Fact] public void Update_IterativeCorrections_RestoresState() { var obv = new Obv(); var gbm = new GBM(seed: 123); // Build up history for (int i = 0; i < 20; i++) { obv.Update(gbm.Next(), isNew: true); } _ = obv.Last.Value; // Capture state before new bar // New bar var originalBar = gbm.Next(); obv.Update(originalBar, isNew: true); // Correction with same values should restore similar state var correctionBar = originalBar; var correctedResult = obv.Update(correctionBar, isNew: false); Assert.True(double.IsFinite(correctedResult.Value)); } [Fact] public void Update_WarmupPeriod_IsHotBecomesTrueAfterWarmup() { var obv = new Obv(); var time = DateTime.UtcNow; Assert.False(obv.IsHot); obv.Update(new TBar(time, 100, 110, 90, 105, 100000), isNew: true); Assert.False(obv.IsHot); obv.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 80000), isNew: true); Assert.True(obv.IsHot); } [Fact] public void Update_WithNaN_UsesLastValidValue() { var obv = new Obv(); var time = DateTime.UtcNow; // Process some valid bars first for (int i = 0; i < 10; i++) { obv.Update(new TBar(time.AddMinutes(i), 100, 105, 95, 102 + i, 100000)); } _ = obv.Last.Value; // Process bar with NaN volume var nanBar = new TBar(time.AddMinutes(10), 105, 110, 100, 115, double.NaN); var result = obv.Update(nanBar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_ZeroVolume_HandlesGracefully() { var obv = new Obv(); var time = DateTime.UtcNow; obv.Update(new TBar(time, 100, 110, 90, 105, 100000)); var result = obv.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 0)); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Reset_ClearsState() { var obv = new Obv(); var time = DateTime.UtcNow; for (int i = 0; i < 10; i++) { obv.Update(new TBar(time.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000), isNew: true); } Assert.True(obv.IsHot); Assert.True(double.IsFinite(obv.Last.Value)); obv.Reset(); Assert.False(obv.IsHot); Assert.Equal(default, obv.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 obv = new Obv(); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(obv.Update(bar).Value); } // Batch var batchResult = Obv.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 obv = new Obv(); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(obv.Update(bar).Value); } // Span var close = bars.Close.Values.ToArray(); var volume = bars.Volume.Values.ToArray(); var output = new double[bars.Count]; Obv.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(() => Obv.Batch(close, volume, output)); } [Fact] public void SpanCalculate_EmptyInput_HandlesGracefully() { var close = Array.Empty(); var volume = Array.Empty(); var output = Array.Empty(); Obv.Batch(close, volume, output); Assert.Empty(output); } [Fact] public void Event_PubFiresOnUpdate() { var obv = new Obv(); TValue? receivedValue = null; bool receivedIsNew = false; obv.Pub += (object? sender, in TValueEventArgs args) => { receivedValue = args.Value; receivedIsNew = args.IsNew; }; var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); obv.Update(bar, isNew: true); Assert.NotNull(receivedValue); Assert.True(receivedIsNew); } [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 obv = new Obv(); foreach (var bar in bars) { var result = obv.Update(bar); Assert.True(double.IsFinite(result.Value)); } Assert.True(obv.IsHot); } [Fact] public void FormulaVerification_ManualCalculation() { // Manual verification of OBV formula with known values var obv = new Obv(); var time = DateTime.UtcNow; // Bar 1: baseline (close = 100, volume = 10000) obv.Update(new TBar(time, 100, 105, 95, 100, 10000)); Assert.Equal(0, obv.Last.Value); // First bar, OBV starts at 0 // Bar 2: price up (105 > 100), add volume // Expected: OBV = 0 + 15000 = 15000 obv.Update(new TBar(time.AddMinutes(1), 100, 110, 95, 105, 15000)); Assert.Equal(15000, obv.Last.Value); // Bar 3: price down (102 < 105), subtract volume // Expected: OBV = 15000 - 12000 = 3000 obv.Update(new TBar(time.AddMinutes(2), 105, 108, 100, 102, 12000)); Assert.Equal(3000, obv.Last.Value); // Bar 4: price unchanged (102 == 102), OBV unchanged // Expected: OBV = 3000 obv.Update(new TBar(time.AddMinutes(3), 102, 106, 100, 102, 20000)); Assert.Equal(3000, obv.Last.Value); // Bar 5: price up (110 > 102), add volume // Expected: OBV = 3000 + 8000 = 11000 obv.Update(new TBar(time.AddMinutes(4), 102, 112, 100, 110, 8000)); Assert.Equal(11000, obv.Last.Value); } }