using Xunit; using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class RocIndicatorTests { [Fact] public void RocIndicator_Constructor_SetsDefaults() { var indicator = new RocIndicator(); Assert.Equal(9, indicator.Period); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("ROC - Rate of Change (Absolute)", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.False(indicator.OnBackGround); } [Fact] public void RocIndicator_MinHistoryDepths_IsPeriodPlusOne() { var indicator = new RocIndicator { Period = 10 }; Assert.Equal(11, indicator.MinHistoryDepths); } [Fact] public void RocIndicator_ShortName_IncludesPeriod() { var indicator = new RocIndicator { Period = 5 }; Assert.Equal("ROC(5)", indicator.ShortName); } [Fact] public void RocIndicator_Initialize_CreatesLineSeries() { var indicator = new RocIndicator(); indicator.Initialize(); Assert.Equal(2, indicator.LinesSeries.Count); Assert.Equal("ROC", indicator.LinesSeries[0].Name); Assert.Equal("Zero", indicator.LinesSeries[1].Name); } [Fact] public void RocIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new RocIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); Assert.Equal(1, indicator.LinesSeries[0].Count); Assert.Equal(1, indicator.LinesSeries[1].Count); } [Fact] public void RocIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new RocIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void RocIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new RocIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void RocIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new RocIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; 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(20, indicator.LinesSeries[0].Count); for (int i = 0; i < 20; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i))); Assert.Equal(0, indicator.LinesSeries[1].GetValue(i)); } } [Fact] public void RocIndicator_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 RocIndicator { 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 RocIndicator_ShowColdValues_False_SetsNaN() { var indicator = new RocIndicator { 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))); } [Fact] public void RocIndicator_Uptrend_ProducesPositiveRoc() { var indicator = new RocIndicator { Period = 1 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { double price = 100 + i * 5; indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double lastRoc = indicator.LinesSeries[0].GetValue(0); Assert.True(lastRoc > 0); } [Fact] public void RocIndicator_Downtrend_ProducesNegativeRoc() { var indicator = new RocIndicator { Period = 1 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { double price = 200 - i * 5; indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double lastRoc = indicator.LinesSeries[0].GetValue(0); Assert.True(lastRoc < 0); } [Fact] public void RocIndicator_FlatPrices_ProducesZeroRoc() { var indicator = new RocIndicator { Period = 1 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 5; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double lastRoc = indicator.LinesSeries[0].GetValue(0); Assert.Equal(0, lastRoc); } [Fact] public void RocIndicator_KnownRoc_Correct() { var indicator = new RocIndicator { Period = 1 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add bar at 100 indicator.HistoricalData.AddBar(now, 100, 100, 100, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Add bar at 110 (ROC = 110 - 100 = 10) indicator.HistoricalData.AddBar(now.AddMinutes(1), 110, 110, 110, 110); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double roc = indicator.LinesSeries[0].GetValue(0); Assert.Equal(10, roc, 5); } [Fact] public void RocIndicator_DifferentPeriods_Work() { var periods = new[] { 1, 5, 10, 20 }; foreach (var period in periods) { var indicator = new RocIndicator { Period = period }; indicator.Initialize(); var now = DateTime.UtcNow; // Add enough bars for (int i = 0; i < period + 5; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 102 + i, 98 + i, 101 + i); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } Assert.Equal(period + 5, indicator.LinesSeries[0].Count); } } }