using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class PmoIndicatorTests { [Fact] public void PmoIndicator_Constructor_SetsDefaults() { var indicator = new PmoIndicator(); Assert.Equal("PMO - Price Momentum Oscillator", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(35, indicator.RocPeriod); Assert.Equal(20, indicator.Smooth1Period); Assert.Equal(10, indicator.Smooth2Period); } [Fact] public void PmoIndicator_MinHistoryDepths_IsZero() { var indicator = new PmoIndicator(); Assert.Equal(0, PmoIndicator.MinHistoryDepths); IWatchlistIndicator watchlistIndicator = indicator; Assert.Equal(0, watchlistIndicator.MinHistoryDepths); } [Fact] public void PmoIndicator_ShortName_IncludesPeriods() { var indicator = new PmoIndicator(); indicator.Initialize(); Assert.Equal("PMO(35,20,10):Close", indicator.ShortName); } [Fact] public void PmoIndicator_SourceCodeLink_IsValid() { var indicator = new PmoIndicator(); Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal); Assert.Contains("Pmo.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal); } [Fact] public void PmoIndicator_Initialize_CreatesLineSeries() { var indicator = new PmoIndicator(); indicator.Initialize(); Assert.Equal(2, indicator.LinesSeries.Count); Assert.Equal("PMO", indicator.LinesSeries[0].Name); Assert.Equal("Zero", indicator.LinesSeries[1].Name); } [Fact] public void PmoIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new PmoIndicator { RocPeriod = 5, Smooth1Period = 3, Smooth2Period = 3, }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100 + i); } var args = new UpdateArgs(UpdateReason.HistoricalBar); for (int i = 0; i < 20; i++) { indicator.ProcessUpdate(args); } double pmo = indicator.LinesSeries[0].GetValue(0); Assert.False(double.IsNaN(pmo)); } [Fact] public void PmoIndicator_MultipleUpdates_ProducesFiniteSequence() { var indicator = new PmoIndicator { RocPeriod = 3, Smooth1Period = 3, Smooth2Period = 3, }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar( now.AddMinutes(i), 100 + i * 2, 105 + i * 2, 95 + i * 2, 102 + i * 2); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } Assert.Equal(30, indicator.LinesSeries[0].Count); for (int i = 0; i < 30; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i))); Assert.Equal(0, indicator.LinesSeries[1].GetValue(i)); } } [Fact] public void PmoIndicator_DifferentSourceTypes_Work() { var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3, }; foreach (var source in sources) { var indicator = new PmoIndicator { Source = source }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 110, 90, 105); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.Equal(1, indicator.LinesSeries[0].Count); } } [Fact] public void PmoIndicator_ShowColdValues_False_SetsNaN() { var indicator = new PmoIndicator { ShowColdValues = false }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.True(double.IsNaN(indicator.LinesSeries[0].GetValue(0))); } }