using Xunit; namespace QuanTAlib.Tests; public class StbandsTests { [Fact] public void Stbands_Constructor_ValidParameters() { // Arrange & Act Stbands stbands = new(period: 10, multiplier: 3.0); // Assert Assert.NotNull(stbands); Assert.Equal("Stbands(10,3.0)", stbands.Name); Assert.Equal(10, stbands.WarmupPeriod); Assert.False(stbands.IsHot); } [Fact] public void Stbands_Constructor_InvalidPeriod_ThrowsArgumentOutOfRangeException() { // Arrange, Act & Assert ArgumentOutOfRangeException exception = Assert.Throws( () => new Stbands(period: 0)); Assert.Equal("period", exception.ParamName); } [Fact] public void Stbands_Constructor_InvalidMultiplier_ThrowsArgumentOutOfRangeException() { // Arrange, Act & Assert ArgumentOutOfRangeException exception = Assert.Throws( () => new Stbands(period: 10, multiplier: 0.0)); Assert.Equal("multiplier", exception.ParamName); } [Fact] public void Stbands_Update_TBar_ReturnsValue() { // Arrange Stbands stbands = new(period: 3, multiplier: 2.0); DateTime time = DateTime.UtcNow; // Act TBar bar = new(time, 100, 105, 95, 102, 1000); TValue result = stbands.Update(bar); // Assert Assert.True(double.IsFinite(result.Value)); Assert.True(double.IsFinite(stbands.Upper.Value)); Assert.True(double.IsFinite(stbands.Lower.Value)); } [Fact] public void Stbands_BandCalculations_CorrectValues() { // Arrange Stbands stbands = new(period: 3, multiplier: 2.0); DateTime time = DateTime.UtcNow; // Act - Feed some bars stbands.Update(new TBar(time, 100, 105, 95, 102, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(1), 102, 108, 100, 106, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(2), 106, 110, 104, 108, 1000), isNew: true); // Assert Assert.True(stbands.Upper.Value > stbands.Lower.Value); Assert.True(stbands.Width.Value > 0); Assert.True(stbands.Trend.Value == 1 || stbands.Trend.Value == -1); Assert.True(stbands.IsHot); } [Fact] public void Stbands_UpperBand_OnlyMovesDown_InDowntrend() { // Arrange Stbands stbands = new(period: 3, multiplier: 1.0); DateTime time = DateTime.UtcNow; // Act - Create downtrend scenario stbands.Update(new TBar(time, 100, 105, 95, 100, 1000), isNew: true); double initialUpper = stbands.Upper.Value; stbands.Update(new TBar(time.AddMinutes(1), 98, 102, 94, 96, 1000), isNew: true); double secondUpper = stbands.Upper.Value; stbands.Update(new TBar(time.AddMinutes(2), 94, 98, 90, 92, 1000), isNew: true); _ = stbands.Upper.Value; // Assert - Upper should not increase (only tighten or stay same) Assert.True(secondUpper <= initialUpper || secondUpper == stbands.Upper.Value); } [Fact] public void Stbands_LowerBand_OnlyMovesUp_InUptrend() { // Arrange Stbands stbands = new(period: 3, multiplier: 1.0); DateTime time = DateTime.UtcNow; // Act - Create uptrend scenario stbands.Update(new TBar(time, 100, 105, 95, 102, 1000), isNew: true); double initialLower = stbands.Lower.Value; stbands.Update(new TBar(time.AddMinutes(1), 104, 110, 102, 108, 1000), isNew: true); double secondLower = stbands.Lower.Value; stbands.Update(new TBar(time.AddMinutes(2), 110, 115, 108, 114, 1000), isNew: true); double thirdLower = stbands.Lower.Value; // Assert - Lower should not decrease (only tighten or stay same) Assert.True(secondLower >= initialLower || thirdLower >= secondLower); } [Fact] public void Stbands_TrendDirection_ChangesOnBreakout() { // Arrange Stbands stbands = new(period: 3, multiplier: 1.0); DateTime time = DateTime.UtcNow; // Act - Start with some bars stbands.Update(new TBar(time, 100, 105, 95, 100, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(1), 100, 105, 95, 100, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(2), 100, 105, 95, 100, 1000), isNew: true); _ = (int)stbands.Trend.Value; // Create a large breakout above upper band stbands.Update(new TBar(time.AddMinutes(3), 120, 130, 118, 128, 1000), isNew: true); // Assert - Trend should potentially change Assert.True(stbands.Trend.Value == 1 || stbands.Trend.Value == -1); } [Fact] public void Stbands_IsNew_False_RollsBackCorrectly() { // Arrange Stbands stbands = new(period: 3, multiplier: 2.0); DateTime time = DateTime.UtcNow; // Act stbands.Update(new TBar(time, 100, 105, 95, 100, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(1), 102, 108, 100, 106, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(2), 106, 112, 104, 110, 1000), isNew: true); double upperBefore = stbands.Upper.Value; _ = stbands.Lower.Value; // Update with different value, isNew = false stbands.Update(new TBar(time.AddMinutes(2), 90, 95, 85, 88, 1000), isNew: false); double upperAfter = stbands.Upper.Value; _ = stbands.Lower.Value; // Assert - Values should change due to bar correction Assert.NotEqual(upperBefore, upperAfter); } [Fact] public void Stbands_IsNew_False_IterativeCorrections_Restore() { // Arrange Stbands stbands = new(period: 3, multiplier: 2.0); DateTime time = DateTime.UtcNow; // Act - Build up state stbands.Update(new TBar(time, 100, 105, 95, 100, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(1), 102, 108, 100, 106, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(2), 106, 112, 104, 110, 1000), isNew: true); double originalUpper = stbands.Upper.Value; double originalLower = stbands.Lower.Value; // Make multiple corrections stbands.Update(new TBar(time.AddMinutes(2), 90, 95, 85, 88, 1000), isNew: false); stbands.Update(new TBar(time.AddMinutes(2), 80, 85, 75, 78, 1000), isNew: false); // Restore original bar stbands.Update(new TBar(time.AddMinutes(2), 106, 112, 104, 110, 1000), isNew: false); double restoredUpper = stbands.Upper.Value; double restoredLower = stbands.Lower.Value; // Assert - Should restore to original values Assert.Equal(originalUpper, restoredUpper, precision: 10); Assert.Equal(originalLower, restoredLower, precision: 10); } [Fact] public void Stbands_NaN_HandledGracefully() { // Arrange Stbands stbands = new(period: 3, multiplier: 2.0); DateTime time = DateTime.UtcNow; // Act stbands.Update(new TBar(time, 100, 105, 95, 100, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(1), 102, 108, 100, 106, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(2), double.NaN, double.NaN, double.NaN, double.NaN, 0), isNew: true); // Assert - Should substitute last valid values Assert.True(double.IsFinite(stbands.Upper.Value)); Assert.True(double.IsFinite(stbands.Lower.Value)); } [Fact] public void Stbands_Infinity_HandledGracefully() { // Arrange Stbands stbands = new(period: 3, multiplier: 2.0); DateTime time = DateTime.UtcNow; // Act stbands.Update(new TBar(time, 100, 105, 95, 100, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(1), 102, 108, 100, 106, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(2), double.PositiveInfinity, double.PositiveInfinity, double.NegativeInfinity, double.PositiveInfinity, 0), isNew: true); // Assert - Should substitute last valid values Assert.True(double.IsFinite(stbands.Upper.Value)); Assert.True(double.IsFinite(stbands.Lower.Value)); } [Fact] public void Stbands_Reset_ClearsState() { // Arrange Stbands stbands = new(period: 3, multiplier: 2.0); DateTime time = DateTime.UtcNow; stbands.Update(new TBar(time, 100, 105, 95, 100, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(1), 102, 108, 100, 106, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(2), 106, 112, 104, 110, 1000), isNew: true); // Act stbands.Reset(); // Assert Assert.False(stbands.IsHot); } [Fact] public void Stbands_WarmupPeriod_IsHotTransition() { // Arrange Stbands stbands = new(period: 5, multiplier: 2.0); DateTime time = DateTime.UtcNow; // Act & Assert for (int i = 0; i < 4; i++) { stbands.Update(new TBar(time.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i, 1000), isNew: true); Assert.False(stbands.IsHot); } stbands.Update(new TBar(time.AddMinutes(4), 104, 109, 99, 106, 1000), isNew: true); Assert.True(stbands.IsHot); } [Fact] public void Stbands_UpdateTBarSeries_ReturnsValidSeries() { // Arrange int period = 5; Stbands stbands = new(period, multiplier: 2.0); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); TBarSeries bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Act TSeries result = stbands.Update(bars); // Assert Assert.Equal(bars.Count, result.Count); Assert.True(stbands.IsHot); } [Fact] public void Stbands_StaticCalculate_ReturnsValidSeries() { // Arrange var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); TBarSeries bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Act TSeries result = Stbands.Calculate(bars, period: 5, multiplier: 2.0); // Assert Assert.Equal(bars.Count, result.Count); } [Fact] public void Stbands_SpanCalculate_ProducesValidOutput() { // Arrange var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); TBarSeries bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); int period = 10; double multiplier = 3.0; double[] high = bars.High.Values.ToArray(); double[] low = bars.Low.Values.ToArray(); double[] close = bars.Close.Values.ToArray(); double[] upper = new double[bars.Count]; double[] lower = new double[bars.Count]; double[] trend = new double[bars.Count]; // Act Stbands.Calculate(high.AsSpan(), low.AsSpan(), close.AsSpan(), upper.AsSpan(), lower.AsSpan(), trend.AsSpan(), period, multiplier); // Assert for (int i = 0; i < bars.Count; i++) { Assert.True(double.IsFinite(upper[i])); Assert.True(double.IsFinite(lower[i])); Assert.True(trend[i] == 1 || trend[i] == -1); Assert.True(upper[i] >= lower[i]); } } [Fact] public void Stbands_SpanCalculate_InvalidLength_ThrowsArgumentException() { // Arrange double[] high = new double[10]; double[] low = new double[10]; double[] close = new double[10]; double[] upper = new double[10]; double[] lower = new double[10]; double[] trend = new double[9]; // Wrong length // Act & Assert ArgumentException exception = Assert.Throws( () => Stbands.Calculate(high.AsSpan(), low.AsSpan(), close.AsSpan(), upper.AsSpan(), lower.AsSpan(), trend.AsSpan())); Assert.Equal("high", exception.ParamName); } [Fact] public void Stbands_Consistency_StreamingVsBatch() { // Arrange var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); TBarSeries bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); int period = 10; double multiplier = 3.0; // Streaming Stbands streamingStbands = new(period, multiplier); foreach (var bar in bars) { streamingStbands.Update(bar); } // Batch TSeries batchResult = Stbands.Calculate(bars, period, multiplier); // Assert - Last values should match Assert.Equal(batchResult[^1].Value, streamingStbands.Last.Value, precision: 8); } [Fact] public void Stbands_Consistency_StreamingVsSpan() { // Arrange var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); TBarSeries bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); int period = 10; double multiplier = 3.0; // Streaming Stbands streamingStbands = new(period, multiplier); foreach (var bar in bars) { streamingStbands.Update(bar); } // Span double[] high = bars.High.Values.ToArray(); double[] low = bars.Low.Values.ToArray(); double[] close = bars.Close.Values.ToArray(); double[] upper = new double[bars.Count]; double[] lower = new double[bars.Count]; double[] trend = new double[bars.Count]; Stbands.Calculate(high.AsSpan(), low.AsSpan(), close.AsSpan(), upper.AsSpan(), lower.AsSpan(), trend.AsSpan(), period, multiplier); // Assert - Last values should match Assert.Equal(upper[^1], streamingStbands.Upper.Value, precision: 8); Assert.Equal(lower[^1], streamingStbands.Lower.Value, precision: 8); Assert.Equal(trend[^1], streamingStbands.Trend.Value, precision: 8); } [Fact] public void Stbands_TValue_Update_WorksWithSingleValue() { // Arrange Stbands stbands = new(period: 3, multiplier: 2.0); DateTime time = DateTime.UtcNow; // Act - Using TValue (treated as H=L=C=value) stbands.Update(new TValue(time, 100.0), isNew: true); stbands.Update(new TValue(time.AddMinutes(1), 102.0), isNew: true); stbands.Update(new TValue(time.AddMinutes(2), 104.0), isNew: true); // Assert Assert.True(stbands.IsHot); Assert.True(double.IsFinite(stbands.Upper.Value)); Assert.True(double.IsFinite(stbands.Lower.Value)); // With H=L=C, bands should be based on ATR=0 initially, but will have width from multiplier*0 // Actually TR will be 0 when H-L=0, so bands may be tight } [Fact] public void Stbands_Width_IsUpperMinusLower() { // Arrange Stbands stbands = new(period: 3, multiplier: 2.0); DateTime time = DateTime.UtcNow; // Act stbands.Update(new TBar(time, 100, 110, 90, 102, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(1), 102, 115, 95, 108, 1000), isNew: true); stbands.Update(new TBar(time.AddMinutes(2), 108, 120, 100, 115, 1000), isNew: true); // Assert Assert.Equal(stbands.Upper.Value - stbands.Lower.Value, stbands.Width.Value, precision: 10); } }