namespace QuanTAlib.Tests; public class EfiTests { [Fact] public void Efi_Constructor_DefaultPeriod_Is13() { var efi = new Efi(); Assert.Equal("EFI(13)", efi.Name); Assert.Equal(13, efi.WarmupPeriod); } [Fact] public void Efi_Constructor_CustomPeriod_SetsCorrectly() { var efi = new Efi(20); Assert.Equal("EFI(20)", efi.Name); Assert.Equal(20, efi.WarmupPeriod); } [Fact] public void Efi_Constructor_InvalidPeriod_ThrowsArgumentException() { var ex = Assert.Throws(() => new Efi(0)); Assert.Equal("period", ex.ParamName); ex = Assert.Throws(() => new Efi(-1)); Assert.Equal("period", ex.ParamName); } [Fact] public void Efi_BasicCalculation_ReturnsExpectedValues() { var efi = new Efi(3); var time = DateTime.UtcNow; // Bar 1: No previous close, raw force = 0, EFI = 0 var bar1 = new TBar(time, 10, 12, 8, 10, 100); var val1 = efi.Update(bar1); Assert.Equal(0, val1.Value); // Bar 2: Close=12, PrevClose=10, Vol=200 // Raw Force = (12-10) * 200 = 400 // alpha = 2/(3+1) = 0.5 // EMA: 0.5 * (400 - 0) + 0 = 200 // e = 1 * 0.5 = 0.5 // c = 1/(1-0.5) = 2 // Result = 2 * 200 = 400 var bar2 = new TBar(time.AddMinutes(1), 10, 14, 9, 12, 200); var val2 = efi.Update(bar2); Assert.Equal(400, val2.Value, 6); // Bar 3: Close=8, PrevClose=12, Vol=100 // Raw Force = (8-12) * 100 = -400 // EMA: 0.5 * (-400 - 200) + 200 = -100 // e = 0.5 * 0.5 = 0.25 // c = 1/(1-0.25) = 1.333... // Result = 1.333... * -100 = -133.333... var bar3 = new TBar(time.AddMinutes(2), 12, 12, 7, 8, 100); var val3 = efi.Update(bar3); Assert.Equal(-100.0 / 0.75, val3.Value, 6); } [Fact] public void Efi_IsNew_False_UpdatesSameBar() { var efi = new Efi(3); var time = DateTime.UtcNow; // Initial bar var bar1 = new TBar(time, 10, 12, 8, 10, 100); efi.Update(bar1, isNew: true); // Second bar var bar2 = new TBar(time.AddMinutes(1), 10, 14, 9, 12, 200); var val2 = efi.Update(bar2, isNew: true); double originalValue = val2.Value; // Update same bar with different values var bar2Update = new TBar(time.AddMinutes(1), 10, 14, 9, 14, 200); var val2Update = efi.Update(bar2Update, isNew: false); // Values should differ since close changed Assert.NotEqual(originalValue, val2Update.Value); } [Fact] public void Efi_IterativeCorrections_RestoreState() { var efi = new Efi(3); var time = DateTime.UtcNow; // Build up some state efi.Update(new TBar(time, 10, 12, 8, 10, 100), isNew: true); efi.Update(new TBar(time.AddMinutes(1), 10, 12, 8, 12, 100), isNew: true); // Multiple corrections to bar 3 efi.Update(new TBar(time.AddMinutes(2), 10, 12, 8, 8, 100), isNew: true); efi.Update(new TBar(time.AddMinutes(2), 10, 12, 8, 9, 100), isNew: false); efi.Update(new TBar(time.AddMinutes(2), 10, 12, 8, 11, 100), isNew: false); var finalVal = efi.Update(new TBar(time.AddMinutes(2), 10, 12, 8, 12, 100), isNew: false); // Final bar close=12, prev close=12, so raw force = 0 // Value should be finite Assert.True(double.IsFinite(finalVal.Value)); } [Fact] public void Efi_Reset_ClearsState() { var efi = new Efi(3); var time = DateTime.UtcNow; efi.Update(new TBar(time, 10, 12, 8, 10, 100)); efi.Update(new TBar(time.AddMinutes(1), 10, 14, 9, 12, 200)); Assert.NotEqual(0, efi.Last.Value); efi.Reset(); Assert.False(efi.IsHot); Assert.Equal(0, efi.Last.Value); } [Fact] public void Efi_IsHot_FlipsAtPeriod() { var efi = new Efi(3); var time = DateTime.UtcNow; Assert.False(efi.IsHot); efi.Update(new TBar(time, 10, 12, 8, 10, 100)); Assert.False(efi.IsHot); efi.Update(new TBar(time.AddMinutes(1), 10, 12, 8, 11, 100)); Assert.False(efi.IsHot); efi.Update(new TBar(time.AddMinutes(2), 10, 12, 8, 12, 100)); Assert.True(efi.IsHot); } [Fact] public void Efi_ZeroVolume_ReturnsZeroForce() { var efi = new Efi(3); var time = DateTime.UtcNow; efi.Update(new TBar(time, 10, 12, 8, 10, 100)); // Zero volume: raw force = (12-10) * 0 = 0 var val = efi.Update(new TBar(time.AddMinutes(1), 10, 14, 9, 12, 0)); Assert.Equal(0, val.Value); } [Fact] public void Efi_NaNClose_UsesLastValidValue() { var efi = new Efi(3); var time = DateTime.UtcNow; efi.Update(new TBar(time, 10, 12, 8, 10, 100)); efi.Update(new TBar(time.AddMinutes(1), 10, 14, 9, 12, 200)); // NaN close should use last valid (12) var val = efi.Update(new TBar(time.AddMinutes(2), 10, 14, 9, double.NaN, 100)); // raw force = (12-12) * 100 = 0 Assert.True(double.IsFinite(val.Value)); } [Fact] public void Efi_InfinityVolume_TreatedAsZero() { var efi = new Efi(3); var time = DateTime.UtcNow; efi.Update(new TBar(time, 10, 12, 8, 10, 100)); var val = efi.Update(new TBar(time.AddMinutes(1), 10, 14, 9, 12, double.PositiveInfinity)); // Infinity volume is treated as 0 Assert.Equal(0, val.Value); } [Fact] public void Efi_TValueUpdate_ThrowsNotSupportedException() { var efi = new Efi(); Assert.Throws(() => efi.Update(new TValue(DateTime.UtcNow, 15))); } [Fact] public void Efi_PubEvent_FiresOnUpdate() { var efi = new Efi(); bool eventFired = false; efi.Pub += (object? sender, in TValueEventArgs args) => eventFired = true; efi.Update(new TBar(DateTime.UtcNow, 10, 12, 8, 10, 100)); Assert.True(eventFired); } [Fact] public void Efi_UpdateTBarSeries_ReturnsCorrectSeries() { var efi = new Efi(3); var bars = new TBarSeries(); var time = DateTime.UtcNow; bars.Add(new TBar(time, 10, 12, 8, 10, 100)); bars.Add(new TBar(time.AddMinutes(1), 10, 12, 8, 12, 200)); bars.Add(new TBar(time.AddMinutes(2), 12, 12, 8, 8, 100)); var result = efi.Update(bars); Assert.Equal(3, result.Count); Assert.True(double.IsFinite(result[0].Value)); Assert.True(double.IsFinite(result[1].Value)); Assert.True(double.IsFinite(result[2].Value)); } [Fact] public void Efi_CalculateTBarSeries_ReturnsCorrectSeries() { var bars = new TBarSeries(); var time = DateTime.UtcNow; bars.Add(new TBar(time, 10, 12, 8, 10, 100)); bars.Add(new TBar(time.AddMinutes(1), 10, 12, 8, 12, 200)); bars.Add(new TBar(time.AddMinutes(2), 12, 12, 8, 8, 100)); var result = Efi.Batch(bars, 3); Assert.Equal(3, result.Count); } [Fact] public void Efi_CalculateSpan_ReturnsCorrectValues() { // close prices: 10, 12, 8 // volumes: 100, 200, 100 // raw forces: 0, (12-10)*200=400, (8-12)*100=-400 double[] close = { 10, 12, 8 }; double[] volume = { 100, 200, 100 }; double[] output = new double[3]; Efi.Batch(close, volume, output, 3); // Bar 0: raw force = 0, result = 0 Assert.Equal(0, output[0]); // Bar 1: EMA = 0.5*(400-0)+0 = 200, e = 0.5, c = 2, result = 400 Assert.Equal(400, output[1], 6); // Bar 2: EMA = 0.5*(-400-200)+200 = -100, e = 0.25, c = 1.333..., result = -133.333... Assert.Equal(-100.0 / 0.75, output[2], 6); } [Fact] public void Efi_CalculateSpan_ThrowsOnMismatchedLengths() { double[] close = { 10, 11 }; double[] volume = { 100 }; // Short double[] output = new double[2]; Assert.Throws(() => Efi.Batch(close, volume, output, 3)); } [Fact] public void Efi_CalculateSpan_ThrowsOnInvalidPeriod() { double[] close = { 10 }; double[] volume = { 100 }; double[] output = new double[1]; Assert.Throws(() => Efi.Batch(close, volume, output, 0)); } [Fact] public void Efi_Calculate_EmptySeries_ReturnsEmpty() { var bars = new TBarSeries(); var result = Efi.Batch(bars); Assert.Empty(result); } [Fact] public void Efi_StreamingMatchesBatch() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 100; i++) { bars.Add(gbm.Next()); } // Streaming var efiStreaming = new Efi(13); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(efiStreaming.Update(bar).Value); } // Batch var batchResult = Efi.Batch(bars, 13); // Compare all values for (int i = 0; i < 100; i++) { Assert.Equal(batchResult[i].Value, streamingValues[i], 9); } } [Fact] public void Efi_PositiveForceOnPriceIncrease() { var efi = new Efi(3); var time = DateTime.UtcNow; efi.Update(new TBar(time, 10, 12, 8, 10, 100)); // Price increases from 10 to 15, volume = 500 // Raw force = (15-10) * 500 = 2500 (positive) var val = efi.Update(new TBar(time.AddMinutes(1), 10, 16, 9, 15, 500)); Assert.True(val.Value > 0); } [Fact] public void Efi_NegativeForceOnPriceDecrease() { var efi = new Efi(3); var time = DateTime.UtcNow; efi.Update(new TBar(time, 10, 12, 8, 10, 100)); // Price decreases from 10 to 5, volume = 500 // Raw force = (5-10) * 500 = -2500 (negative) var val = efi.Update(new TBar(time.AddMinutes(1), 10, 11, 4, 5, 500)); Assert.True(val.Value < 0); } }