using Xunit; using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class NormalizeIndicatorTests { [Fact] public void NormalizeIndicator_Constructor_SetsDefaults() { var indicator = new NormalizeIndicator(); Assert.Equal(SourceType.Close, indicator.Source); Assert.Equal(14, indicator.Period); Assert.True(indicator.ShowColdValues); Assert.Equal("NORMALIZE - Min-Max Normalization", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void NormalizeIndicator_MinHistoryDepths_EqualsPeriod() { var indicator = new NormalizeIndicator { Period = 20 }; Assert.Equal(20, indicator.MinHistoryDepths); } [Fact] public void NormalizeIndicator_ShortName_IncludesPeriod() { var indicator = new NormalizeIndicator { Period = 10 }; Assert.Equal("NORM(10)", indicator.ShortName); } [Fact] public void NormalizeIndicator_Initialize_CreatesLineSeries() { var indicator = new NormalizeIndicator(); indicator.Initialize(); Assert.Single(indicator.LinesSeries); Assert.Equal("Normalize", indicator.LinesSeries[0].Name); } [Fact] public void NormalizeIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new NormalizeIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 10, 15, 5, 10); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); // Single bar: value = min = max, so normalized = 0.5 Assert.Equal(0.5, indicator.LinesSeries[0].GetValue(0), 1e-10); } [Fact] public void NormalizeIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new NormalizeIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add bars with varying close values indicator.HistoricalData.AddBar(now, 0, 1, 0, 0); // Close = 0 (min) indicator.HistoricalData.AddBar(now.AddMinutes(1), 0, 1, 0, 10); // Close = 10 (max) indicator.HistoricalData.AddBar(now.AddMinutes(2), 0, 1, 0, 5); // Close = 5 (mid) indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(3, indicator.LinesSeries[0].Count); // Last value: 5 normalized to [0,10] = 0.5 Assert.Equal(0.5, indicator.LinesSeries[0].GetValue(0), 1e-10); } [Fact] public void NormalizeIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new NormalizeIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 10, 15, 5, 10); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void NormalizeIndicator_OutputAlwaysBounded() { var indicator = new NormalizeIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add various bars for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), i * 10, i * 10 + 5, i * 10 - 5, i * 10); indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } // All normalized values should be in [0, 1] for (int i = 0; i < indicator.LinesSeries[0].Count; i++) { double val = indicator.LinesSeries[0].GetValue(i); Assert.True(val >= 0.0 && val <= 1.0, $"Value {val} at index {i} is outside [0,1]"); } } [Fact] public void NormalizeIndicator_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 NormalizeIndicator { Source = source, Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 10, 20, 5, 15); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.Equal(1, indicator.LinesSeries[0].Count); double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val) && val >= 0 && val <= 1); } } [Fact] public void NormalizeIndicator_DifferentPeriods_Work() { var periods = new[] { 1, 5, 14, 50, 100 }; foreach (var period in periods) { var indicator = new NormalizeIndicator { Period = period }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < period + 5; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), i, i + 1, i - 1, i); indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } Assert.Equal(period + 5, indicator.LinesSeries[0].Count); } } }