using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class VoIndicatorTests { [Fact] public void VoIndicator_Constructor_SetsDefaults() { var indicator = new VoIndicator(); Assert.Equal("VO - Volume Oscillator", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(5, indicator.ShortPeriod); Assert.Equal(10, indicator.LongPeriod); Assert.Equal(10, indicator.SignalPeriod); Assert.Equal(10, indicator.MinHistoryDepths); } [Fact] public void VoIndicator_ShortName_ReflectsPeriods() { var indicator = new VoIndicator { ShortPeriod = 3, LongPeriod = 7, SignalPeriod = 5 }; Assert.Equal("VO(3,7,5)", indicator.ShortName); } [Fact] public void VoIndicator_MinHistoryDepths_EqualsLongPeriod() { var indicator = new VoIndicator { LongPeriod = 20 }; Assert.Equal(20, indicator.MinHistoryDepths); Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void VoIndicator_Periods_CanBeSet() { var indicator = new VoIndicator { ShortPeriod = 12, LongPeriod = 26, SignalPeriod = 9 }; Assert.Equal(12, indicator.ShortPeriod); Assert.Equal(26, indicator.LongPeriod); Assert.Equal(9, indicator.SignalPeriod); } [Fact] public void VoIndicator_Initialize_CreatesInternalVo() { var indicator = new VoIndicator(); // Initialize should not throw indicator.Initialize(); // After init, line series should exist (VO + Signal) Assert.Equal(2, indicator.LinesSeries.Count); } [Fact] public void VoIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new VoIndicator { ShortPeriod = 5, LongPeriod = 10, SignalPeriod = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { double volume = 100000 + i * 1000; indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 105, volume); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } double voVal = indicator.LinesSeries[0].GetValue(0); double signalVal = indicator.LinesSeries[1].GetValue(0); Assert.True(double.IsFinite(voVal)); Assert.True(double.IsFinite(signalVal)); } [Fact] public void VoIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new VoIndicator { ShortPeriod = 5, LongPeriod = 10, SignalPeriod = 5 }; 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 indicator.HistoricalData.AddBar(now.AddMinutes(30), 105, 115, 100, 112, 80000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); Assert.Equal(2, indicator.LinesSeries[1].Count); } [Fact] public void VoIndicator_ConstantVolume_ZeroOscillator() { var indicator = new VoIndicator { ShortPeriod = 3, LongPeriod = 6, SignalPeriod = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; // All bars with same volume for (int i = 0; i < 20; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 50000); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(args); } double voVal = indicator.LinesSeries[0].GetValue(0); Assert.Equal(0, voVal, 1); } [Fact] public void VoIndicator_IncreasingVolume_PositiveOscillator() { var indicator = new VoIndicator { ShortPeriod = 3, LongPeriod = 6, SignalPeriod = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; // Volume increases over time - short MA will exceed long MA for (int i = 0; i < 20; i++) { double volume = 10000 + i * 5000; // Increasing volume indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, volume); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(args); } double voVal = indicator.LinesSeries[0].GetValue(0); Assert.True(voVal > 0, $"VO should be positive when volume increasing: {voVal}"); } [Fact] public void VoIndicator_DecreasingVolume_NegativeOscillator() { var indicator = new VoIndicator { ShortPeriod = 3, LongPeriod = 6, SignalPeriod = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; // Volume decreases over time - short MA will be below long MA for (int i = 0; i < 20; i++) { double volume = 100000 - i * 4000; // Decreasing volume volume = Math.Max(volume, 1000); // Keep positive indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, volume); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(args); } double voVal = indicator.LinesSeries[0].GetValue(0); Assert.True(voVal < 0, $"VO should be negative when volume decreasing: {voVal}"); } [Fact] public void VoIndicator_SignalLine_SmoothsVo() { var indicator = new VoIndicator { ShortPeriod = 3, LongPeriod = 6, SignalPeriod = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; var voValues = new List(); var signalValues = new List(); // Add oscillating volume for (int i = 0; i < 30; i++) { double volume = 50000 + (i % 2 == 0 ? 20000 : -10000); indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, volume); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(args); if (i >= 10) // After warmup { voValues.Add(indicator.LinesSeries[0].GetValue(0)); signalValues.Add(indicator.LinesSeries[1].GetValue(0)); } } // Signal line should be smoother (smaller range) double voRange = voValues.Max() - voValues.Min(); double signalRange = signalValues.Max() - signalValues.Min(); Assert.True(signalRange <= voRange, $"Signal should be smoother: VO range={voRange}, Signal range={signalRange}"); } [Fact] public void VoIndicator_DifferentPeriods_DifferentResults() { var shortPeriods = new VoIndicator { ShortPeriod = 3, LongPeriod = 6, SignalPeriod = 3 }; shortPeriods.Initialize(); var longPeriods = new VoIndicator { ShortPeriod = 10, LongPeriod = 20, SignalPeriod = 10 }; longPeriods.Initialize(); var now = DateTime.UtcNow; // Add same data to both for (int i = 0; i < 50; i++) { double volume = 50000 + Math.Sin(i * 0.3) * 20000; shortPeriods.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, volume); longPeriods.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, volume); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); shortPeriods.ProcessUpdate(args); longPeriods.ProcessUpdate(args); } double shortVal = shortPeriods.LinesSeries[0].GetValue(0); double longVal = longPeriods.LinesSeries[0].GetValue(0); // Different periods should produce different results Assert.NotEqual(shortVal, longVal, 3); } [Fact] public void VoIndicator_ReturnsPercentage() { var indicator = new VoIndicator { ShortPeriod = 2, LongPeriod = 4, SignalPeriod = 2 }; indicator.Initialize(); var now = DateTime.UtcNow; // Start with baseline volume for (int i = 0; i < 5; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 10000); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(args); } // Add bar with significantly higher volume indicator.HistoricalData.AddBar(now.AddMinutes(5), 100, 105, 95, 100, 20000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double voVal = indicator.LinesSeries[0].GetValue(0); // VO should be positive percentage (short MA > long MA) Assert.True(voVal > 0, $"VO should be positive: {voVal}"); Assert.True(voVal <= 200, $"VO should be reasonable percentage: {voVal}"); // Not too extreme } [Fact] public void VoIndicator_OscillatesAroundZero() { var indicator = new VoIndicator { ShortPeriod = 5, LongPeriod = 10, SignalPeriod = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; bool hasPositive = false; bool hasNegative = false; // Oscillating volume pattern for (int i = 0; i < 50; i++) { double volume = 50000 + Math.Sin(i * 0.5) * 30000; indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, volume); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(args); if (i > 15) // After warmup { double val = indicator.LinesSeries[0].GetValue(0); if (val > 0.5) { hasPositive = true; } if (val < -0.5) { hasNegative = true; } } } Assert.True(hasPositive && hasNegative, "VO should oscillate around zero"); } }