using Xunit; using QuanTAlib; namespace QuanTAlib.Tests; public class VelTests { [Fact] public void Vel_Constructor_ValidatesInput() { Assert.Throws(() => new Vel(0)); Assert.Throws(() => new Vel(-1)); var vel = new Vel(10); Assert.NotNull(vel); } [Fact] public void Vel_Calc_ReturnsValue() { var vel = new Vel(10); Assert.Equal(0, vel.Last.Value); TValue result = vel.Update(new TValue(DateTime.UtcNow, 100)); Assert.Equal(result.Value, vel.Last.Value); } [Fact] public void Vel_Calc_IsNew_AcceptsParameter() { var vel = new Vel(10); vel.Update(new TValue(DateTime.UtcNow, 100), isNew: true); double value1 = vel.Last.Value; vel.Update(new TValue(DateTime.UtcNow, 200), isNew: true); double value2 = vel.Last.Value; // Values should change with new bars Assert.NotEqual(value1, value2); } [Fact] public void Vel_Calc_IsNew_False_UpdatesValue() { var vel = new Vel(10); vel.Update(new TValue(DateTime.UtcNow, 100)); vel.Update(new TValue(DateTime.UtcNow, 110), isNew: true); double beforeUpdate = vel.Last.Value; vel.Update(new TValue(DateTime.UtcNow, 120), isNew: false); double afterUpdate = vel.Last.Value; // Update should change the value Assert.NotEqual(beforeUpdate, afterUpdate); } [Fact] public void Vel_Reset_ClearsState() { var vel = new Vel(10); vel.Update(new TValue(DateTime.UtcNow, 100)); vel.Update(new TValue(DateTime.UtcNow, 105)); double valueBefore = vel.Last.Value; vel.Reset(); Assert.Equal(0, vel.Last.Value); // After reset, should accept new values vel.Update(new TValue(DateTime.UtcNow, 50)); // First value is 0 because PWMA(50) = 50 and WMA(50) = 50 Assert.Equal(0, vel.Last.Value); vel.Update(new TValue(DateTime.UtcNow, 60)); Assert.NotEqual(0, vel.Last.Value); Assert.NotEqual(valueBefore, vel.Last.Value); } [Fact] public void Vel_IsHot_BecomesTrueWhenBufferFull() { var vel = new Vel(5); Assert.False(vel.IsHot); for (int i = 1; i <= 4; i++) { vel.Update(new TValue(DateTime.UtcNow, i * 10)); Assert.False(vel.IsHot); } vel.Update(new TValue(DateTime.UtcNow, 50)); Assert.True(vel.IsHot); } [Fact] public void Vel_CalculatesCorrectValue() { var vel = new Vel(3); vel.Update(new TValue(DateTime.UtcNow, 10)); vel.Update(new TValue(DateTime.UtcNow, 20)); vel.Update(new TValue(DateTime.UtcNow, 30)); // PWMA(3) of 10,20,30 = 360/14 = 25.7142857... // WMA(3) of 10,20,30 = 140/6 = 23.3333333... // VEL = PWMA - WMA = 2.38095238... double expectedPwma = 360.0 / 14.0; double expectedWma = 140.0 / 6.0; double expectedVel = expectedPwma - expectedWma; Assert.Equal(expectedVel, vel.Last.Value, 1e-10); } [Fact] public void Vel_StaticCalculate_Works() { var series = new TSeries(); series.Add(DateTime.UtcNow.Ticks, 10); series.Add(DateTime.UtcNow.Ticks + 1, 20); series.Add(DateTime.UtcNow.Ticks + 2, 30); var results = Vel.Calculate(series, 3); Assert.Equal(3, results.Count); double expectedPwma = 360.0 / 14.0; double expectedWma = 140.0 / 6.0; double expectedVel = expectedPwma - expectedWma; Assert.Equal(expectedVel, results.Last.Value, 1e-10); } [Fact] public void Vel_SpanCalc_MatchesTSeriesCalc() { var series = new TSeries(); double[] source = new double[100]; double[] output = new double[100]; var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); source[i] = bar.Close; series.Add(bar.Time, bar.Close); } // Calculate with TSeries API var tseriesResult = Vel.Calculate(series, 10); // Calculate with Span API Vel.Calculate(source.AsSpan(), output.AsSpan(), 10); // Compare results for (int i = 0; i < 100; i++) { Assert.Equal(tseriesResult[i].Value, output[i], 1e-10); } } [Fact] public void Vel_AllModes_ProduceSameResult() { // Arrange int period = 10; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // 1. Batch Mode var batchSeries = Vel.Calculate(series, period); double expected = batchSeries.Last.Value; // 2. Span Mode var tValues = series.Values.ToArray(); var spanInput = new ReadOnlySpan(tValues); var spanOutput = new double[tValues.Length]; Vel.Calculate(spanInput, spanOutput, period); double spanResult = spanOutput[^1]; // 3. Streaming Mode var streamingInd = new Vel(period); for (int i = 0; i < series.Count; i++) { streamingInd.Update(series[i]); } double streamingResult = streamingInd.Last.Value; // 4. Eventing Mode var pubSource = new TSeries(); var eventingInd = new Vel(pubSource, period); for (int i = 0; i < series.Count; i++) { pubSource.Add(series[i]); } double eventingResult = eventingInd.Last.Value; // Assert Assert.Equal(expected, spanResult, precision: 9); Assert.Equal(expected, streamingResult, precision: 8); Assert.Equal(expected, eventingResult, precision: 8); } }