// Ha Validation Tests // No external library (TA-Lib, Tulip) has a direct HA function. // Skender and Ooples have GetHeikinAshi but validation is self-consistency. using Xunit; namespace QuanTAlib.Tests; public class HaValidationTests { private readonly GBM _gbm; private const double Tolerance = 1e-10; private const int DataSize = 5000; public HaValidationTests() { _gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.5, seed: 42); } private TBarSeries GenerateBars(int count) { _gbm.Reset(DateTime.UtcNow.Ticks); return _gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); } [Fact] public void BatchAndStreaming_Match() { var bars = GenerateBars(DataSize); // Streaming var streaming = new Ha(); var streamingBars = new List(DataSize); for (int i = 0; i < bars.Count; i++) { streamingBars.Add(streaming.UpdateBar(bars[i], isNew: true)); } // Batch var batchResult = Ha.Batch(bars); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingBars[i].Open, batchResult[i].Open, Tolerance); Assert.Equal(streamingBars[i].High, batchResult[i].High, Tolerance); Assert.Equal(streamingBars[i].Low, batchResult[i].Low, Tolerance); Assert.Equal(streamingBars[i].Close, batchResult[i].Close, Tolerance); } } [Fact] public void SpanAndStreaming_Match() { var bars = GenerateBars(DataSize); // Streaming var streaming = new Ha(); double[] sOpen = new double[bars.Count]; double[] sHigh = new double[bars.Count]; double[] sLow = new double[bars.Count]; double[] sClose = new double[bars.Count]; for (int i = 0; i < bars.Count; i++) { var ha = streaming.UpdateBar(bars[i], isNew: true); sOpen[i] = ha.Open; sHigh[i] = ha.High; sLow[i] = ha.Low; sClose[i] = ha.Close; } // Span batch double[] haO = new double[bars.Count]; double[] haH = new double[bars.Count]; double[] haL = new double[bars.Count]; double[] haC = new double[bars.Count]; Ha.Batch(bars.OpenValues, bars.HighValues, bars.LowValues, bars.CloseValues, haO, haH, haL, haC); for (int i = 0; i < bars.Count; i++) { Assert.Equal(sOpen[i], haO[i], Tolerance); Assert.Equal(sHigh[i], haH[i], Tolerance); Assert.Equal(sLow[i], haL[i], Tolerance); Assert.Equal(sClose[i], haC[i], Tolerance); } } [Fact] public void ConstantBars_ConvergeToConstant() { var indicator = new Ha(); var time = DateTime.UtcNow; double price = 50.0; TBar last = default; for (int i = 0; i < 100; i++) { last = indicator.UpdateBar(new TBar(time.AddMinutes(i), price, price, price, price, 1000), isNew: true); } Assert.Equal(price, last.Open, 1e-6); Assert.Equal(price, last.High, 1e-6); Assert.Equal(price, last.Low, 1e-6); Assert.Equal(price, last.Close, 1e-6); } [Fact] public void HaClose_AlwaysEqualsOHLC4() { var bars = GenerateBars(DataSize); var indicator = new Ha(); for (int i = 0; i < bars.Count; i++) { var ha = indicator.UpdateBar(bars[i], isNew: true); double expected = bars[i].OHLC4; Assert.Equal(expected, ha.Close, Tolerance); } } [Fact] public void HaHighLow_AlwaysContainBody() { var bars = GenerateBars(DataSize); var indicator = new Ha(); for (int i = 0; i < bars.Count; i++) { var ha = indicator.UpdateBar(bars[i], isNew: true); Assert.True(ha.High >= ha.Open, $"Bar {i}: High {ha.High} < Open {ha.Open}"); Assert.True(ha.High >= ha.Close, $"Bar {i}: High {ha.High} < Close {ha.Close}"); Assert.True(ha.Low <= ha.Open, $"Bar {i}: Low {ha.Low} > Open {ha.Open}"); Assert.True(ha.Low <= ha.Close, $"Bar {i}: Low {ha.Low} > Close {ha.Close}"); } } [Fact] public void BarCorrection_Consistency() { var bars = GenerateBars(100); var indicator1 = new Ha(); var indicator2 = new Ha(); // Run indicator1 normally for (int i = 0; i < bars.Count; i++) { indicator1.UpdateBar(bars[i], isNew: true); } // Run indicator2 with corrections for (int i = 0; i < bars.Count; i++) { indicator2.UpdateBar(bars[i], isNew: true); // Simulate correction if (i > 0 && i % 5 == 0) { indicator2.UpdateBar(bars[i], isNew: false); } } Assert.Equal(indicator1.LastBar.Open, indicator2.LastBar.Open, Tolerance); Assert.Equal(indicator1.LastBar.Close, indicator2.LastBar.Close, Tolerance); } [Fact] public void Calculate_ReturnsHotIndicator() { var bars = GenerateBars(50); var (results, indicator) = Ha.Calculate(bars); Assert.True(indicator.IsHot); Assert.Equal(bars.Count, results.Count); } }