using TradingPlatform.BusinessLayer; namespace QuanTAlib.Quantower.Tests; public class EbswIndicatorTests { [Fact] public void EbswIndicator_Constructor_SetsDefaults() { var indicator = new EbswIndicator(); Assert.Equal(40, indicator.HpLength); Assert.Equal(10, indicator.SsfLength); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("EBSW - Ehlers Even Better Sinewave", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void EbswIndicator_MinHistoryDepths_EqualsZero() { var indicator = new EbswIndicator(); Assert.Equal(0, EbswIndicator.MinHistoryDepths); Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void EbswIndicator_ShortName_IncludesParameters() { var indicator = new EbswIndicator { HpLength = 20, SsfLength = 5 }; Assert.True(indicator.ShortName.Contains("EBSW", StringComparison.Ordinal)); Assert.True(indicator.ShortName.Contains("20", StringComparison.Ordinal)); Assert.True(indicator.ShortName.Contains("5", StringComparison.Ordinal)); } [Fact] public void EbswIndicator_Initialize_CreatesInternalEbsw() { var indicator = new EbswIndicator { HpLength = 40, SsfLength = 10 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist (EBSW + Zero + Upper + Lower lines) Assert.Equal(4, indicator.LinesSeries.Count); } [Fact] public void EbswIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new EbswIndicator { HpLength = 20, SsfLength = 5 }; indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); // Process update var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); // Line series should have a value Assert.Equal(1, indicator.LinesSeries[0].Count); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0))); } [Fact] public void EbswIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new EbswIndicator { HpLength = 20, SsfLength = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void EbswIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new EbswIndicator { HpLength = 20, SsfLength = 5 }; indicator.Initialize(); // Should not throw an exception indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); // Assert that the indicator still exists (method completed without exception) Assert.NotNull(indicator); } [Fact] public void EbswIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new EbswIndicator { HpLength = 20, SsfLength = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; double[] closes = { 100, 102, 105, 103, 107, 110, 108, 112, 115, 113 }; foreach (var close in closes) { indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); now = now.AddMinutes(1); } // All values should be finite for (int i = 0; i < closes.Length; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i))); } } [Fact] public void EbswIndicator_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 EbswIndicator { HpLength = 20, SsfLength = 5, Source = source }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 110, 90, 105); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)), $"Source {source} should produce finite value"); } } [Fact] public void EbswIndicator_HpLength_CanBeChanged() { var indicator = new EbswIndicator { HpLength = 40 }; Assert.Equal(40, indicator.HpLength); indicator.HpLength = 20; Assert.Equal(20, indicator.HpLength); } [Fact] public void EbswIndicator_SsfLength_CanBeChanged() { var indicator = new EbswIndicator { SsfLength = 10 }; Assert.Equal(10, indicator.SsfLength); indicator.SsfLength = 5; Assert.Equal(5, indicator.SsfLength); } [Fact] public void EbswIndicator_Source_CanBeChanged() { var indicator = new EbswIndicator { Source = SourceType.Close }; Assert.Equal(SourceType.Close, indicator.Source); indicator.Source = SourceType.Open; Assert.Equal(SourceType.Open, indicator.Source); } [Fact] public void EbswIndicator_ShowColdValues_CanBeChanged() { var indicator = new EbswIndicator { ShowColdValues = true }; Assert.True(indicator.ShowColdValues); indicator.ShowColdValues = false; Assert.False(indicator.ShowColdValues); } [Fact] public void EbswIndicator_ShortName_UpdatesWhenParametersChange() { var indicator = new EbswIndicator { HpLength = 40, SsfLength = 10 }; string initialName = indicator.ShortName; Assert.True(initialName.Contains("40", StringComparison.Ordinal)); Assert.True(initialName.Contains("10", StringComparison.Ordinal)); indicator.HpLength = 20; indicator.SsfLength = 5; string updatedName = indicator.ShortName; Assert.True(updatedName.Contains("20", StringComparison.Ordinal)); Assert.True(updatedName.Contains("5", StringComparison.Ordinal)); } [Fact] public void EbswIndicator_ProcessUpdate_IgnoresNonBarUpdates() { var indicator = new EbswIndicator { HpLength = 20, SsfLength = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); // Process historical bar first indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Process other update reasons - should not throw indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); // Assert that the indicator still exists (method completed without exception) Assert.NotNull(indicator); } [Fact] public void EbswIndicator_LineSeries_HasCorrectProperties() { var indicator = new EbswIndicator { HpLength = 40, SsfLength = 10 }; indicator.Initialize(); var lineSeries = indicator.LinesSeries[0]; Assert.Equal("EBSW", lineSeries.Name); Assert.Equal(2, lineSeries.Width); Assert.Equal(LineStyle.Solid, lineSeries.Style); } [Fact] public void EbswIndicator_ZeroLine_HasCorrectProperties() { var indicator = new EbswIndicator { HpLength = 40, SsfLength = 10 }; indicator.Initialize(); var zeroLine = indicator.LinesSeries[1]; Assert.Equal("Zero", zeroLine.Name); Assert.Equal(1, zeroLine.Width); Assert.Equal(LineStyle.Dash, zeroLine.Style); } [Fact] public void EbswIndicator_BoundaryLines_HasCorrectProperties() { var indicator = new EbswIndicator { HpLength = 40, SsfLength = 10 }; indicator.Initialize(); var upperLine = indicator.LinesSeries[2]; var lowerLine = indicator.LinesSeries[3]; Assert.Equal("+1", upperLine.Name); Assert.Equal("-1", lowerLine.Name); Assert.Equal(LineStyle.Dot, upperLine.Style); Assert.Equal(LineStyle.Dot, lowerLine.Style); } [Fact] public void EbswIndicator_DifferentParameters_Work() { var paramSets = new[] { (10, 3), (20, 5), (40, 10), (80, 20) }; foreach (var (hpLength, ssfLength) in paramSets) { var indicator = new EbswIndicator { HpLength = hpLength, SsfLength = ssfLength }; indicator.Initialize(); var now = DateTime.UtcNow; // Add enough bars to fill the buffer for (int i = 0; i < hpLength + 10; i++) { double close = 100 + (i % 10); indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 2, close - 2, close); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Last value should be finite double ebswValue = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(ebswValue), $"HP {hpLength}, SSF {ssfLength} should produce finite value"); } } [Fact] public void EbswIndicator_ConstantPrice_ProducesBoundedOutput() { var indicator = new EbswIndicator { HpLength = 20, SsfLength = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add constant price bars for (int i = 0; i < 500; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 100, 100, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // AGC normalizes output to [-1, +1] even for constant input // (high-pass filter → 0, but AGC normalizes tiny residuals to ±1) double ebswValue = indicator.LinesSeries[0].GetValue(0); Assert.True(ebswValue >= -1.0 && ebswValue <= 1.0, $"EBSW value {ebswValue} should be in [-1, +1]"); } [Fact] public void EbswIndicator_OutputBounded_BetweenNegativeOneAndOne() { var indicator = new EbswIndicator { HpLength = 20, SsfLength = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add varying price bars for (int i = 0; i < 100; i++) { double price = 100 + 20 * Math.Sin(i * 0.2); indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double ebswValue = indicator.LinesSeries[0].GetValue(0); Assert.True(ebswValue >= -1.0 && ebswValue <= 1.0, $"EBSW value {ebswValue} should be in [-1, +1]"); } } [Fact] public void EbswIndicator_OscillatesAroundZero_ForSineWave() { var indicator = new EbswIndicator { HpLength = 40, SsfLength = 10 }; indicator.Initialize(); var now = DateTime.UtcNow; var values = new List(); // Generate sine wave price pattern for (int i = 0; i < 200; i++) { double price = 100.0 + 10.0 * Math.Sin(i * 0.1); indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); values.Add(indicator.LinesSeries[0].GetValue(0)); } // Should have both positive and negative values int positiveCount = values.Count(v => v > 0); int negativeCount = values.Count(v => v < 0); Assert.True(positiveCount > 0, "Should have positive EBSW values"); Assert.True(negativeCount > 0, "Should have negative EBSW values"); } [Fact] public void EbswIndicator_ZeroCrossings_IndicateCyclePhase() { var indicator = new EbswIndicator { HpLength = 20, SsfLength = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; var values = new List(); // Generate sine wave price pattern for (int i = 0; i < 200; i++) { double price = 100.0 + 10.0 * Math.Sin(i * 0.15); indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); values.Add(indicator.LinesSeries[0].GetValue(0)); } // Count zero crossings int crossings = 0; for (int i = 1; i < values.Count; i++) { if (values[i - 1] * values[i] < 0) { crossings++; } } // Should have multiple zero crossings for oscillating price Assert.True(crossings >= 3, $"Should have multiple zero crossings, got {crossings}"); } }