using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class VrocIndicatorTests { [Fact] public void VrocIndicator_Constructor_SetsDefaults() { var indicator = new VrocIndicator(); Assert.Equal("VROC - Volume Rate of Change", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(12, indicator.Period); Assert.True(indicator.UsePercent); Assert.Equal(13, indicator.MinHistoryDepths); } [Fact] public void VrocIndicator_ShortName_ReflectsParameters() { var indicator = new VrocIndicator { Period = 20, UsePercent = true }; Assert.Equal("VROC(20,%)", indicator.ShortName); var indicatorPt = new VrocIndicator { Period = 15, UsePercent = false }; Assert.Equal("VROC(15,pt)", indicatorPt.ShortName); } [Fact] public void VrocIndicator_MinHistoryDepths_EqualsPeriodPlusOne() { var indicator = new VrocIndicator { Period = 10 }; Assert.Equal(11, indicator.MinHistoryDepths); Assert.Equal(11, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void VrocIndicator_Period_CanBeSet() { var indicator = new VrocIndicator { Period = 30 }; Assert.Equal(30, indicator.Period); } [Fact] public void VrocIndicator_UsePercent_CanBeSet() { var indicator = new VrocIndicator { UsePercent = false }; Assert.False(indicator.UsePercent); } [Fact] public void VrocIndicator_Initialize_CreatesInternalVroc() { var indicator = new VrocIndicator(); // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void VrocIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new VrocIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; 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 val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); } [Fact] public void VrocIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new VrocIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; 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(10), 105, 115, 100, 112, 200000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void VrocIndicator_DoubleVolume_Returns100Percent() { var indicator = new VrocIndicator { Period = 3, UsePercent = true }; indicator.Initialize(); var now = DateTime.UtcNow; // Add bars with constant volume (need enough to fill buffer) for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 1000); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(args); } // Double the volume indicator.HistoricalData.AddBar(now.AddMinutes(10), 100, 105, 95, 100, 2000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double val = indicator.LinesSeries[0].GetValue(0); // (2000 - 1000) / 1000 * 100 = 100% Assert.Equal(100.0, val, 1); } [Fact] public void VrocIndicator_HalfVolume_ReturnsMinus50Percent() { var indicator = new VrocIndicator { Period = 3, UsePercent = true }; indicator.Initialize(); var now = DateTime.UtcNow; // Add bars with constant volume (need enough to fill buffer) for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 1000); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(args); } // Half the volume indicator.HistoricalData.AddBar(now.AddMinutes(10), 100, 105, 95, 100, 500); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double val = indicator.LinesSeries[0].GetValue(0); // (500 - 1000) / 1000 * 100 = -50% Assert.Equal(-50.0, val, 1); } [Fact] public void VrocIndicator_PointMode_ReturnsAbsoluteChange() { var indicator = new VrocIndicator { Period = 3, UsePercent = false }; indicator.Initialize(); var now = DateTime.UtcNow; // Add bars with constant volume (need enough to fill buffer) for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 1000); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(args); } // Double the volume indicator.HistoricalData.AddBar(now.AddMinutes(10), 100, 105, 95, 100, 2000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double val = indicator.LinesSeries[0].GetValue(0); // 2000 - 1000 = 1000 (absolute change) Assert.Equal(1000.0, val, 1); } [Fact] public void VrocIndicator_SameVolume_ReturnsZero() { var indicator = new VrocIndicator { Period = 3, UsePercent = true }; indicator.Initialize(); var now = DateTime.UtcNow; // All bars with same volume for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 1000); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(args); } double val = indicator.LinesSeries[0].GetValue(0); Assert.Equal(0.0, val, 1); } [Fact] public void VrocIndicator_IncreasingVolumes_ReturnsPositive() { var indicator = new VrocIndicator { Period = 5, UsePercent = true }; indicator.Initialize(); var now = DateTime.UtcNow; // Increasing volumes for (int i = 0; i < 20; i++) { double volume = 1000 + i * 100; 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 val = indicator.LinesSeries[0].GetValue(0); Assert.True(val > 0, $"VROC should be positive with increasing volume: {val}"); } [Fact] public void VrocIndicator_DecreasingVolumes_ReturnsNegative() { var indicator = new VrocIndicator { Period = 5, UsePercent = true }; indicator.Initialize(); var now = DateTime.UtcNow; // Decreasing volumes for (int i = 0; i < 20; i++) { double volume = 5000 - i * 100; 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 val = indicator.LinesSeries[0].GetValue(0); Assert.True(val < 0, $"VROC should be negative with decreasing volume: {val}"); } [Fact] public void VrocIndicator_DifferentPeriods_DifferentResults() { var shortPeriod = new VrocIndicator { Period = 3 }; shortPeriod.Initialize(); var longPeriod = new VrocIndicator { Period = 10 }; longPeriod.Initialize(); var now = DateTime.UtcNow; // Volatile volume data for (int i = 0; i < 30; i++) { double volume = 1000 + (i % 2 == 0 ? 500 : -300); shortPeriod.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, volume); longPeriod.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, volume); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); shortPeriod.ProcessUpdate(args); longPeriod.ProcessUpdate(args); } double shortVal = shortPeriod.LinesSeries[0].GetValue(0); double longVal = longPeriod.LinesSeries[0].GetValue(0); // Different periods should produce different results Assert.NotEqual(shortVal, longVal, 1); } [Fact] public void VrocIndicator_VolumeSurge_DetectedAsSpikePercent() { var indicator = new VrocIndicator { Period = 5, UsePercent = true }; indicator.Initialize(); var now = DateTime.UtcNow; // Normal volume for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 1000); var args = i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(args); } // Volume surge (10x) indicator.HistoricalData.AddBar(now.AddMinutes(10), 100, 105, 95, 100, 10000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double val = indicator.LinesSeries[0].GetValue(0); // (10000 - 1000) / 1000 * 100 = 900% Assert.Equal(900.0, val, 1); } [Fact] public void VrocIndicator_ZeroHistoricalVolume_ReturnsZeroPercent() { var indicator = new VrocIndicator { Period = 3, UsePercent = true }; indicator.Initialize(); var now = DateTime.UtcNow; // Zero volume bars for (int i = 0; i < 3; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 0); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Non-zero volume indicator.HistoricalData.AddBar(now.AddMinutes(3), 100, 105, 95, 100, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double val = indicator.LinesSeries[0].GetValue(0); // Division by zero protection should return 0 Assert.Equal(0.0, val, 1); } }