using Xunit; using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class ExpdistIndicatorTests { [Fact] public void ExpdistIndicator_Constructor_SetsDefaults() { var indicator = new ExpdistIndicator(); Assert.Equal(SourceType.Close, indicator.Source); Assert.Equal(50, indicator.Period); Assert.Equal(3.0, indicator.Lambda); Assert.True(indicator.ShowColdValues); Assert.Equal("EXPDIST - Exponential Distribution CDF", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void ExpdistIndicator_MinHistoryDepths_EqualsPeriod() { var indicator = new ExpdistIndicator { Period = 30 }; Assert.Equal(30, indicator.MinHistoryDepths); } [Fact] public void ExpdistIndicator_ShortName_IsCorrect() { var indicator = new ExpdistIndicator { Period = 20, Lambda = 1.5 }; Assert.Equal("EXPDIST(20,1.50)", indicator.ShortName); } [Fact] public void ExpdistIndicator_Initialize_CreatesTwoLineSeries() { var indicator = new ExpdistIndicator(); indicator.Initialize(); Assert.Equal(2, indicator.LinesSeries.Count); Assert.Equal("ExpDist", indicator.LinesSeries[0].Name); Assert.Equal("Mid", indicator.LinesSeries[1].Name); } [Fact] public void ExpdistIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new ExpdistIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 5; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 0, 105 + i, 95 - i, 100 + i); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } // After 5 bars (= period), should have valid output double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val), "Output must be finite after warmup"); Assert.True(val >= 0.0 && val <= 1.0, $"Output {val} must be in [0,1]"); } [Fact] public void ExpdistIndicator_ProcessUpdate_NewBar_AddsNewValue() { var indicator = new ExpdistIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; // Feed 3 historical bars for (int i = 0; i < 3; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 0, 105, 95, 100 + i); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Feed a new bar indicator.HistoricalData.AddBar(now.AddMinutes(3), 0, 106, 96, 103); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(4, indicator.LinesSeries[0].Count); } [Fact] public void ExpdistIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new ExpdistIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 0, 105, 95, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); // 2 values: one historical, one intra-bar update Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void ExpdistIndicator_MidLine_IsAlwaysHalf() { var indicator = new ExpdistIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 5; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 0, 105, 95, 100 + i); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Mid line should always be 0.5 for (int i = 0; i < indicator.LinesSeries[1].Count; i++) { double mid = indicator.LinesSeries[1].GetValue(i); Assert.Equal(0.5, mid, 1e-10); } } [Fact] public void ExpdistIndicator_DifferentSourceType_Works() { var indicator = new ExpdistIndicator { Period = 3, Source = SourceType.High }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 3; i++) { // High = 110+i, Low = 90, Close = 100 indicator.HistoricalData.AddBar(now.AddMinutes(i), 0, 110 + i, 90, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); } [Fact] public void ExpdistIndicator_OutputInRange_AfterManyBars() { var indicator = new ExpdistIndicator { Period = 20 }; indicator.Initialize(); var now = DateTime.UtcNow; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 64001); var bars = gbm.Fetch(50, now.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Close.Count; i++) { double price = bars.Close[i].Value; indicator.HistoricalData.AddBar( new DateTime(bars.Close[i].Time, DateTimeKind.Utc), 0, price * 1.01, price * 0.99, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Check all computed values are 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} out of range"); } } [Fact] public void ExpdistIndicator_HighLambda_OutputNearOne() { // With lambda=10, CDF saturates toward 1 very quickly for x > 0 var indicator = new ExpdistIndicator { Period = 5, Lambda = 10.0 }; indicator.Initialize(); var now = DateTime.UtcNow; // Provide strictly increasing prices so the current bar is always above minimum for (int i = 0; i < 5; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 0, 101 + i, 99 + i, 100 + i); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); Assert.True(val >= 0.0 && val <= 1.0); } [Fact] public void ExpdistIndicator_CustomLambda_ShortNameReflects() { var indicator = new ExpdistIndicator { Period = 14, Lambda = 2.5 }; Assert.Equal("EXPDIST(14,2.50)", indicator.ShortName); } }