using Xunit; namespace QuanTAlib.Tests; public class KvoTests { private const int DefaultFastPeriod = 34; private const int DefaultSlowPeriod = 55; private const int DefaultSignalPeriod = 13; [Fact] public void Constructor_DefaultParameters_CreatesValidIndicator() { var kvo = new Kvo(); Assert.Equal($"Kvo({DefaultFastPeriod},{DefaultSlowPeriod},{DefaultSignalPeriod})", kvo.Name); Assert.Equal(DefaultSlowPeriod, kvo.WarmupPeriod); Assert.False(kvo.IsHot); } [Fact] public void Constructor_CustomParameters_CreatesValidIndicator() { var kvo = new Kvo(fastPeriod: 20, slowPeriod: 40, signalPeriod: 10); Assert.Equal("Kvo(20,40,10)", kvo.Name); Assert.Equal(40, kvo.WarmupPeriod); } [Fact] public void Constructor_InvalidFastPeriod_ThrowsArgumentException() { Assert.Throws(() => new Kvo(fastPeriod: 0)); Assert.Throws(() => new Kvo(fastPeriod: -1)); } [Fact] public void Constructor_InvalidSlowPeriod_ThrowsArgumentException() { Assert.Throws(() => new Kvo(slowPeriod: 0)); Assert.Throws(() => new Kvo(slowPeriod: -1)); } [Fact] public void Constructor_InvalidSignalPeriod_ThrowsArgumentException() { Assert.Throws(() => new Kvo(signalPeriod: 0)); Assert.Throws(() => new Kvo(signalPeriod: -1)); } [Fact] public void Constructor_FastNotLessThanSlow_ThrowsArgumentException() { Assert.Throws(() => new Kvo(fastPeriod: 55, slowPeriod: 55)); Assert.Throws(() => new Kvo(fastPeriod: 60, slowPeriod: 55)); } [Fact] public void Update_WithTBar_ReturnsValidValue() { var kvo = new Kvo(); var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result = kvo.Update(bar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_WithTValue_ThrowsNotSupportedException() { var kvo = new Kvo(); var value = new TValue(DateTime.UtcNow, 100); Assert.Throws(() => kvo.Update(value)); } [Fact] public void Update_PriceIncrease_ReturnsFiniteValue() { var kvo = new Kvo(fastPeriod: 3, slowPeriod: 5, signalPeriod: 3); var time = DateTime.UtcNow; // Simulate uptrend with increasing prices and volume for (int i = 0; i < 100; i++) { double basePrice = 100 + i * 2; kvo.Update(new TBar(time.AddMinutes(i), basePrice, basePrice + 5, basePrice - 2, basePrice + 3, 1000000 + i * 100000)); } // After warmup, KVO should have finite values Assert.True(double.IsFinite(kvo.Last.Value), "KVO should return finite values"); } [Fact] public void Update_PriceDecrease_ReturnsFiniteValue() { var kvo = new Kvo(fastPeriod: 3, slowPeriod: 5, signalPeriod: 3); var time = DateTime.UtcNow; // Simulate downtrend with decreasing prices for (int i = 0; i < 100; i++) { double basePrice = 500 - i * 3; kvo.Update(new TBar(time.AddMinutes(i), basePrice, basePrice + 2, basePrice - 5, basePrice - 3, 1000000 + i * 100000)); } // After warmup, KVO should have finite values Assert.True(double.IsFinite(kvo.Last.Value), "KVO should return finite values"); } [Fact] public void Update_IsNewTrue_AdvancesState() { var kvo = new Kvo(); var bar1 = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result1 = kvo.Update(bar1, isNew: true); var bar2 = new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 110, 1100000); var result2 = kvo.Update(bar2, isNew: true); Assert.NotEqual(result1.Time, result2.Time); } [Fact] public void Update_IsNewFalse_UpdatesCurrentBar() { var kvo = new Kvo(); var time = DateTime.UtcNow; var bar1 = new TBar(time, 100, 110, 90, 105, 1000000); kvo.Update(bar1, isNew: true); var bar2 = new TBar(time.AddMinutes(1), 105, 115, 95, 110, 1100000); var result1 = kvo.Update(bar2, isNew: true); // Update same bar with different values var bar2Updated = new TBar(time.AddMinutes(1), 105, 120, 95, 118, 1500000); var result2 = kvo.Update(bar2Updated, isNew: false); Assert.Equal(result1.Time, result2.Time); Assert.NotEqual(result1.Value, result2.Value); } [Fact] public void Update_IterativeCorrections_RestoresState() { var kvo = new Kvo(fastPeriod: 5, slowPeriod: 10, signalPeriod: 5); var time = DateTime.UtcNow; // Build up state for (int i = 0; i < 15; i++) { kvo.Update(new TBar(time.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 + i * 10000), isNew: true); } // New bar var originalBar = new TBar(time.AddMinutes(15), 120, 130, 110, 125, 250000); var originalResult = kvo.Update(originalBar, isNew: true); // Correction with different values var correctionBar = new TBar(time.AddMinutes(15), 110, 150, 90, 140, 500000); var correctedResult = kvo.Update(correctionBar, isNew: false); Assert.NotEqual(originalResult.Value, correctedResult.Value); Assert.True(double.IsFinite(correctedResult.Value)); } [Fact] public void Update_WarmupPeriod_IsHotBecomesTrueAfterWarmup() { var kvo = new Kvo(fastPeriod: 3, slowPeriod: 5, signalPeriod: 3); var time = DateTime.UtcNow; Assert.False(kvo.IsHot); // Feed many bars until compensators decay below threshold (1e-10) // With period 5, decay = 1 - 2/(5+1) = 0.667, needs ~50 bars for e^(-50*0.4) < 1e-10 for (int i = 0; i < 100; i++) { kvo.Update(new TBar(time.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000), isNew: true); } // After sufficient bars, compensators should decay and IsHot becomes true Assert.True(kvo.IsHot); } [Fact] public void Update_WithNaN_UsesLastValidValue() { var kvo = new Kvo(fastPeriod: 3, slowPeriod: 5, signalPeriod: 3); var time = DateTime.UtcNow; // Process some valid bars first for (int i = 0; i < 10; i++) { kvo.Update(new TBar(time.AddMinutes(i), 100, 105, 95, 102, 100000)); } // Process bar with NaN volume var nanBar = new TBar(time.AddMinutes(10), 105, 110, 100, 108, double.NaN); var result = kvo.Update(nanBar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_ZeroPriceRange_HandlesGracefully() { var kvo = new Kvo(fastPeriod: 3, slowPeriod: 5, signalPeriod: 3); var time = DateTime.UtcNow; // First bar normal kvo.Update(new TBar(time, 100, 110, 90, 105, 100000)); // Bar with zero range var result = kvo.Update(new TBar(time.AddMinutes(1), 105, 105, 105, 105, 100000)); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_ZeroVolume_HandlesGracefully() { var kvo = new Kvo(fastPeriod: 3, slowPeriod: 5, signalPeriod: 3); var time = DateTime.UtcNow; kvo.Update(new TBar(time, 100, 110, 90, 105, 100000)); var result = kvo.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 0)); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Signal_CalculatedAlongsideKvo() { var kvo = new Kvo(fastPeriod: 3, slowPeriod: 5, signalPeriod: 3); var time = DateTime.UtcNow; for (int i = 0; i < 20; i++) { kvo.Update(new TBar(time.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 + i * 10000)); } Assert.True(double.IsFinite(kvo.Signal.Value)); Assert.Equal(kvo.Last.Time, kvo.Signal.Time); } [Fact] public void Reset_ClearsState() { var kvo = new Kvo(fastPeriod: 3, slowPeriod: 5, signalPeriod: 3); var time = DateTime.UtcNow; // Process many bars until IsHot becomes true for (int i = 0; i < 100; i++) { kvo.Update(new TBar(time.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000), isNew: true); } // Verify indicator was active Assert.True(double.IsFinite(kvo.Last.Value)); kvo.Reset(); Assert.False(kvo.IsHot); Assert.Equal(default, kvo.Last); Assert.Equal(default, kvo.Signal); } [Fact] public void UpdateWithSignal_ReturnsBothSeries() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 100; i++) { bars.Add(gbm.Next()); } var kvo = new Kvo(); var (kvoSeries, signalSeries) = kvo.UpdateWithSignal(bars); Assert.Equal(bars.Count, kvoSeries.Count); Assert.Equal(bars.Count, signalSeries.Count); // Verify values are finite for (int i = 0; i < bars.Count; i++) { Assert.True(double.IsFinite(kvoSeries[i].Value)); Assert.True(double.IsFinite(signalSeries[i].Value)); } } [Fact] public void BatchCalculate_MatchesStreaming() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 100; i++) { bars.Add(gbm.Next()); } // Streaming var kvo = new Kvo(); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(kvo.Update(bar).Value); } // Batch var batchResult = Kvo.Batch(bars); Assert.Equal(bars.Count, batchResult.Count); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingValues[i], batchResult[i].Value, 10); } } [Fact] public void SpanCalculate_MatchesStreaming() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 100; i++) { bars.Add(gbm.Next()); } // Streaming var kvo = new Kvo(); var streamingKvo = new List(); var streamingSignal = new List(); foreach (var bar in bars) { kvo.Update(bar); streamingKvo.Add(kvo.Last.Value); streamingSignal.Add(kvo.Signal.Value); } // Span var high = bars.High.Values.ToArray(); var low = bars.Low.Values.ToArray(); var close = bars.Close.Values.ToArray(); var volume = bars.Volume.Values.ToArray(); var spanKvo = new double[bars.Count]; var spanSignal = new double[bars.Count]; Kvo.Batch(high, low, close, volume, spanKvo, spanSignal); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingKvo[i], spanKvo[i], 10); Assert.Equal(streamingSignal[i], spanSignal[i], 10); } } [Fact] public void SpanCalculate_InvalidLengths_ThrowsArgumentException() { var high = new double[100]; var low = new double[99]; // Different length var close = new double[100]; var volume = new double[100]; var output = new double[100]; var signal = new double[100]; Assert.Throws(() => Kvo.Batch(high, low, close, volume, output, signal)); } [Fact] public void SpanCalculate_InvalidFastPeriod_ThrowsArgumentException() { var high = new double[100]; var low = new double[100]; var close = new double[100]; var volume = new double[100]; var output = new double[100]; var signal = new double[100]; Assert.Throws(() => Kvo.Batch(high, low, close, volume, output, signal, fastPeriod: 0)); } [Fact] public void SpanCalculate_InvalidSlowPeriod_ThrowsArgumentException() { var high = new double[100]; var low = new double[100]; var close = new double[100]; var volume = new double[100]; var output = new double[100]; var signal = new double[100]; Assert.Throws(() => Kvo.Batch(high, low, close, volume, output, signal, slowPeriod: 0)); } [Fact] public void SpanCalculate_InvalidSignalPeriod_ThrowsArgumentException() { var high = new double[100]; var low = new double[100]; var close = new double[100]; var volume = new double[100]; var output = new double[100]; var signal = new double[100]; Assert.Throws(() => Kvo.Batch(high, low, close, volume, output, signal, signalPeriod: 0)); } [Fact] public void SpanCalculate_EmptyInput_HandlesGracefully() { var high = Array.Empty(); var low = Array.Empty(); var close = Array.Empty(); var volume = Array.Empty(); var output = Array.Empty(); var signal = Array.Empty(); // Should not throw Kvo.Batch(high, low, close, volume, output, signal); // Verify arrays remain empty (no out-of-bounds writes) Assert.Empty(output); Assert.Empty(signal); } [Fact] public void Event_PubFiresOnUpdate() { var kvo = new Kvo(); TValue? receivedValue = null; bool receivedIsNew = false; kvo.Pub += (object? sender, in TValueEventArgs args) => { receivedValue = args.Value; receivedIsNew = args.IsNew; }; var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); kvo.Update(bar, isNew: true); Assert.NotNull(receivedValue); Assert.True(receivedIsNew); } [Fact] public void TrendDetection_CorrectlyIdentifiesTrend() { var kvo = new Kvo(fastPeriod: 2, slowPeriod: 3, signalPeriod: 2); var time = DateTime.UtcNow; // First bar - no previous HLC3, trend defaults to +1 var result1 = kvo.Update(new TBar(time, 100, 105, 95, 100, 100000)); // Second bar - HLC3 higher than first (trend = +1) var result2 = kvo.Update(new TBar(time.AddMinutes(1), 105, 115, 100, 110, 100000)); // Third bar - HLC3 lower than second (trend = -1) var result3 = kvo.Update(new TBar(time.AddMinutes(2), 105, 108, 90, 95, 100000)); // All values should be finite Assert.True(double.IsFinite(result1.Value)); Assert.True(double.IsFinite(result2.Value)); Assert.True(double.IsFinite(result3.Value)); } [Fact] public void CustomPeriods_AffectsResults() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 100; i++) { bars.Add(gbm.Next()); } var kvo1 = new Kvo(fastPeriod: 10, slowPeriod: 20, signalPeriod: 5); var kvo2 = new Kvo(fastPeriod: 20, slowPeriod: 40, signalPeriod: 10); foreach (var bar in bars) { kvo1.Update(bar); kvo2.Update(bar); } // Different periods should produce different results Assert.NotEqual(kvo1.Last.Value, kvo2.Last.Value); } [Fact] public void LargeDataset_HandlesWithoutError() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 10000; i++) { bars.Add(gbm.Next()); } var kvo = new Kvo(); foreach (var bar in bars) { var result = kvo.Update(bar); Assert.True(double.IsFinite(result.Value)); } Assert.True(kvo.IsHot); } }