using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class IiiIndicatorTests { [Fact] public void IiiIndicator_Constructor_SetsDefaults() { var indicator = new IiiIndicator(); Assert.Equal("III - Intraday Intensity Index", indicator.Name); Assert.Equal(21, indicator.Period); Assert.False(indicator.Cumulative); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(21, indicator.MinHistoryDepths); } [Fact] public void IiiIndicator_ShortName_ReflectsPeriod() { var indicator = new IiiIndicator { Period = 14 }; Assert.Equal("III(14)", indicator.ShortName); } [Fact] public void IiiIndicator_ShortName_ShowsCumulativeMode() { var indicator = new IiiIndicator { Period = 14, Cumulative = true }; Assert.Equal("III(14,Cum)", indicator.ShortName); } [Fact] public void IiiIndicator_MinHistoryDepths_EqualsPeriod() { var indicator = new IiiIndicator { Period = 30 }; Assert.Equal(30, indicator.MinHistoryDepths); Assert.Equal(30, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void IiiIndicator_Initialize_CreatesInternalIii() { var indicator = new IiiIndicator(); // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void IiiIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new IiiIndicator(); indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000 + (i * 100)); // Process update for each bar to simulate history loading var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } // Line series should have a value double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); } [Fact] public void IiiIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new IiiIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000 + (i * 100)); } indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Add new bar indicator.HistoricalData.AddBar(now.AddMinutes(30), 130, 140, 120, 135, 1500); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void IiiIndicator_Value_IsFinite() { var indicator = new IiiIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 50; i++) { // Create varying price patterns with price ranges double open = 100 + i; double high = open + 10 + (i % 5); double low = open - 5; double close = (i % 2 == 0) ? high - 1 : low + 1; double volume = 1000 + (i * 100); indicator.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, volume); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val), $"III value {val} should be finite"); } [Fact] public void IiiIndicator_PositiveValue_OnCloseNearHigh() { var indicator = new IiiIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add bars with close consistently near high (buying pressure) for (int i = 0; i < 10; i++) { double basePrice = 100 + i; double low = basePrice - 10; double high = basePrice + 10; double close = high - 1; // Close near high indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, high, low, close, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(val > 0, $"III should be positive when close is near high, got {val}"); } [Fact] public void IiiIndicator_NegativeValue_OnCloseNearLow() { var indicator = new IiiIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add bars with close consistently near low (selling pressure) for (int i = 0; i < 10; i++) { double basePrice = 100 + i; double low = basePrice - 10; double high = basePrice + 10; double close = low + 1; // Close near low indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, high, low, close, 1000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(val < 0, $"III should be negative when close is near low, got {val}"); } [Fact] public void IiiIndicator_CumulativeMode_ProducesDifferentResults() { var indicator1 = new IiiIndicator { Period = 5, Cumulative = false }; var indicator2 = new IiiIndicator { Period = 5, Cumulative = true }; indicator1.Initialize(); indicator2.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { double basePrice = 100 + i; double high = basePrice + 5; double low = basePrice - 5; double close = (i % 2 == 0) ? high - 1 : low + 1; indicator1.HistoricalData.AddBar(now.AddMinutes(i), basePrice, high, low, close, 1000); indicator2.HistoricalData.AddBar(now.AddMinutes(i), basePrice, high, low, close, 1000); indicator1.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator2.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val1 = indicator1.LinesSeries[0].GetValue(0); double val2 = indicator2.LinesSeries[0].GetValue(0); // Different modes should produce different results Assert.NotEqual(val1, val2); Assert.True(double.IsFinite(val1)); Assert.True(double.IsFinite(val2)); } }