using Xunit; using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class FftIndicatorTests { [Fact] public void FftIndicator_Constructor_SetsDefaults() { var indicator = new FftIndicator(); Assert.Equal(SourceType.Close, indicator.Source); Assert.Equal(64, indicator.WindowSize); Assert.Equal(4, indicator.MinPeriod); Assert.Equal(32, indicator.MaxPeriod); Assert.True(indicator.ShowColdValues); Assert.Equal("FFT - Fast Fourier Transform Dominant Cycle", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void FftIndicator_MinHistoryDepths_EqualsWindowSize() { var indicator = new FftIndicator { WindowSize = 64 }; Assert.Equal(64, indicator.MinHistoryDepths); indicator.WindowSize = 32; Assert.Equal(32, indicator.MinHistoryDepths); indicator.WindowSize = 128; Assert.Equal(128, indicator.MinHistoryDepths); } [Fact] public void FftIndicator_ShortName_IsCorrect() { var indicator = new FftIndicator { WindowSize = 32, MinPeriod = 4, MaxPeriod = 16 }; Assert.Equal("FFT(32,4,16)", indicator.ShortName); } [Fact] public void FftIndicator_ShortName_DefaultParams() { var indicator = new FftIndicator(); Assert.Equal("FFT(64,4,32)", indicator.ShortName); } [Fact] public void FftIndicator_Initialize_CreatesThreeLineSeries() { var indicator = new FftIndicator(); indicator.Initialize(); Assert.Equal(3, indicator.LinesSeries.Count); Assert.Equal("Dominant Period", indicator.LinesSeries[0].Name); Assert.Equal("Max Period", indicator.LinesSeries[1].Name); Assert.Equal("Min Period", indicator.LinesSeries[2].Name); } [Fact] public void FftIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new FftIndicator { WindowSize = 32, MinPeriod = 4, MaxPeriod = 16 }; indicator.Initialize(); var now = DateTime.UtcNow; int windowSize = indicator.MinHistoryDepths; for (int i = 0; i < windowSize; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 0, 105 + i, 95 - i, 100 + i); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val), "Output must be finite after warmup"); Assert.True(val >= 4.0 && val <= 16.0, $"Detected period {val:F2} must be in [4,16]"); } [Fact] public void FftIndicator_ProcessUpdate_NewBar_AddsNewValue() { var indicator = new FftIndicator { WindowSize = 32, MinPeriod = 4, MaxPeriod = 16 }; indicator.Initialize(); var now = DateTime.UtcNow; int windowSize = indicator.MinHistoryDepths; for (int i = 0; i < windowSize; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 0, 105, 95, 100 + i); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } indicator.HistoricalData.AddBar(now.AddMinutes(windowSize), 0, 106, 96, 103); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(windowSize + 1, indicator.LinesSeries[0].Count); } [Fact] public void FftIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new FftIndicator { WindowSize = 32, MinPeriod = 4, MaxPeriod = 16 }; 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)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void FftIndicator_ReferenceLines_WithinBounds() { var indicator = new FftIndicator { WindowSize = 32, MinPeriod = 4, MaxPeriod = 16 }; indicator.Initialize(); var now = DateTime.UtcNow; int windowSize = indicator.MinHistoryDepths; for (int i = 0; i < windowSize + 5; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 0, 105, 95, 100 + i); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Verify max period reference line for (int i = 0; i < indicator.LinesSeries[1].Count; i++) { double maxPeriodVal = indicator.LinesSeries[1].GetValue(i); Assert.Equal(16.0, maxPeriodVal, 1e-10); } // Verify min period reference line for (int i = 0; i < indicator.LinesSeries[2].Count; i++) { double minPeriodVal = indicator.LinesSeries[2].GetValue(i); Assert.Equal(4.0, minPeriodVal, 1e-10); } } [Fact] public void FftIndicator_DifferentSourceType_Works() { var indicator = new FftIndicator { WindowSize = 32, MinPeriod = 4, MaxPeriod = 16, Source = SourceType.High }; indicator.Initialize(); var now = DateTime.UtcNow; int windowSize = indicator.MinHistoryDepths; for (int i = 0; i < windowSize; i++) { 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), "Output using High source must be finite"); } [Fact] public void FftIndicator_MaxPeriodClamped_ToHalfWindow() { // MaxPeriod=40 with WindowSize=32 → should be clamped to 16 in OnInit var indicator = new FftIndicator { WindowSize = 32, MinPeriod = 4, MaxPeriod = 40 }; indicator.Initialize(); // Should not throw var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 0, 105, 95, 100); // Should process without exception indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.Equal(1, indicator.LinesSeries[0].Count); } }