namespace QuanTAlib.Tests; public class AbberTests { [Fact] public void Abber_Constructor_ValidatesInput() { // Period validation Assert.Throws(() => new Abber(0)); Assert.Throws(() => new Abber(-1)); // Multiplier validation Assert.Throws(() => new Abber(10, 0)); Assert.Throws(() => new Abber(10, -1)); // Valid construction var abber = new Abber(10); Assert.NotNull(abber); var abber2 = new Abber(20, 3.0); Assert.NotNull(abber2); } [Fact] public void Abber_Calc_ReturnsValue() { var abber = new Abber(10); Assert.Equal(0, abber.Last.Value); Assert.Equal(0, abber.Upper.Value); Assert.Equal(0, abber.Lower.Value); TValue result = abber.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(double.IsFinite(result.Value)); Assert.Equal(result.Value, abber.Last.Value); Assert.True(double.IsFinite(abber.Upper.Value)); Assert.True(double.IsFinite(abber.Lower.Value)); } [Fact] public void Abber_FirstValue_ReturnsExpected() { var abber = new Abber(10); // First value: source = 100 // SMA(1) = 100, Deviation = |100 - 100| = 0, AvgDeviation = 0 // Middle = 100, Upper = 100 + 0 = 100, Lower = 100 - 0 = 100 abber.Update(new TValue(DateTime.UtcNow, 100)); Assert.Equal(100.0, abber.Last.Value, 1e-10); Assert.Equal(100.0, abber.Upper.Value, 1e-10); Assert.Equal(100.0, abber.Lower.Value, 1e-10); } [Fact] public void Abber_Calc_IsNew_AcceptsParameter() { var abber = new Abber(10); abber.Update(new TValue(DateTime.UtcNow, 100), isNew: true); double value1 = abber.Last.Value; abber.Update(new TValue(DateTime.UtcNow, 110), isNew: true); double value2 = abber.Last.Value; // Values should change with new data Assert.NotEqual(value1, value2); } [Fact] public void Abber_Calc_IsNew_False_UpdatesValue() { var abber = new Abber(10); abber.Update(new TValue(DateTime.UtcNow, 100), isNew: true); abber.Update(new TValue(DateTime.UtcNow, 110), isNew: true); double beforeUpdate = abber.Last.Value; abber.Update(new TValue(DateTime.UtcNow, 120), isNew: false); double afterUpdate = abber.Last.Value; // Update should change the value Assert.NotEqual(beforeUpdate, afterUpdate); } [Fact] public void Abber_Reset_ClearsState() { var abber = new Abber(10); abber.Update(new TValue(DateTime.UtcNow, 100)); abber.Update(new TValue(DateTime.UtcNow, 105)); double middleBefore = abber.Last.Value; abber.Reset(); Assert.Equal(0, abber.Last.Value); Assert.Equal(0, abber.Upper.Value); Assert.Equal(0, abber.Lower.Value); Assert.False(abber.IsHot); // After reset, should accept new values abber.Update(new TValue(DateTime.UtcNow, 50)); Assert.NotEqual(0, abber.Last.Value); Assert.NotEqual(middleBefore, abber.Last.Value); } [Fact] public void Abber_Properties_Accessible() { var abber = new Abber(10, 2.5); Assert.Equal(0, abber.Last.Value); Assert.False(abber.IsHot); Assert.Contains("Abber", abber.Name, StringComparison.Ordinal); Assert.Equal(10, abber.WarmupPeriod); abber.Update(new TValue(DateTime.UtcNow, 100)); Assert.NotEqual(0, abber.Last.Value); } [Fact] public void Abber_IsHot_BecomesTrueWhenBufferFull() { var abber = new Abber(5); Assert.False(abber.IsHot); for (int i = 1; i <= 4; i++) { abber.Update(new TValue(DateTime.UtcNow, 100 + i)); Assert.False(abber.IsHot); } abber.Update(new TValue(DateTime.UtcNow, 105)); Assert.True(abber.IsHot); } [Fact] public void Abber_CalculatesCorrectBands() { var abber = new Abber(3, 2.0); // Bar 1: source = 100 // SMA = 100, Deviation = 0, AvgDev = 0 abber.Update(new TValue(DateTime.UtcNow, 100)); Assert.Equal(100.0, abber.Last.Value, 1e-10); // Bar 2: source = 110 // SMA(2) = (100+110)/2 = 105 // Dev1 = |100 - 100| = 0 (calculated when 100 was added, SMA was 100) // Dev2 = |110 - 100| = 10 (calculated when 110 is added, SMA was 100) // AvgDev = (0+10)/2 = 5 // Upper = 105 + 2*5 = 115, Lower = 105 - 2*5 = 95 abber.Update(new TValue(DateTime.UtcNow, 110)); Assert.Equal(105.0, abber.Last.Value, 1e-10); // Bar 3: source = 120 // SMA(3) = (100+110+120)/3 = 110 // Dev3 = |120 - 105| = 15 (calculated when 120 is added, SMA was 105) // AvgDev = (0+10+15)/3 = 8.333... // Upper = 110 + 2*8.333 = 126.666..., Lower = 110 - 2*8.333 = 93.333... abber.Update(new TValue(DateTime.UtcNow, 120)); Assert.Equal(110.0, abber.Last.Value, 1e-10); Assert.Equal(110.0 + 2.0 * 25.0 / 3.0, abber.Upper.Value, 1e-10); Assert.Equal(110.0 - 2.0 * 25.0 / 3.0, abber.Lower.Value, 1e-10); } [Fact] public void Abber_SlidingWindow_Works() { var abber = new Abber(3, 2.0); // Feed initial values abber.Update(new TValue(DateTime.UtcNow, 100)); abber.Update(new TValue(DateTime.UtcNow, 110)); abber.Update(new TValue(DateTime.UtcNow, 120)); double middle1 = abber.Last.Value; // Add another value - window slides abber.Update(new TValue(DateTime.UtcNow, 130)); // SMA(3) should now be (110+120+130)/3 = 120 Assert.NotEqual(middle1, abber.Last.Value); Assert.Equal(120.0, abber.Last.Value, 1e-10); } [Fact] public void Abber_IterativeCorrections_RestoreToOriginalState() { var abber = new Abber(5); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // Feed 10 new values TValue tenthInput = default; for (int i = 0; i < 10; i++) { var bar = gbm.Next(isNew: true); tenthInput = new TValue(bar.Time, bar.Close); abber.Update(tenthInput, isNew: true); } // Remember state after 10 values double middleAfterTen = abber.Last.Value; double upperAfterTen = abber.Upper.Value; double lowerAfterTen = abber.Lower.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); abber.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered 10th input again with isNew=false abber.Update(tenthInput, isNew: false); // State should match the original state after 10 values Assert.Equal(middleAfterTen, abber.Last.Value, 1e-10); Assert.Equal(upperAfterTen, abber.Upper.Value, 1e-10); Assert.Equal(lowerAfterTen, abber.Lower.Value, 1e-10); } [Fact] public void Abber_BatchCalc_MatchesIterativeCalc() { var abberIterative = new Abber(10); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // Generate data var series = new TSeries(); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(bar.Time, bar.Close); } Assert.True(series.Count > 0); // Calculate iteratively var iterativeMiddle = new List(); var iterativeUpper = new List(); var iterativeLower = new List(); foreach (var item in series) { abberIterative.Update(item); iterativeMiddle.Add(abberIterative.Last.Value); iterativeUpper.Add(abberIterative.Upper.Value); iterativeLower.Add(abberIterative.Lower.Value); } // Calculate batch var abberBatch = new Abber(10); var (batchMiddle, batchUpper, batchLower) = abberBatch.Update(series); // Compare Assert.Equal(iterativeMiddle.Count, batchMiddle.Count); for (int i = 0; i < iterativeMiddle.Count; i++) { Assert.Equal(iterativeMiddle[i], batchMiddle[i].Value, 1e-10); Assert.Equal(iterativeUpper[i], batchUpper[i].Value, 1e-10); Assert.Equal(iterativeLower[i], batchLower[i].Value, 1e-10); } } [Fact] public void Abber_NaN_Input_UsesLastValidValue() { var abber = new Abber(5); // Feed some valid values abber.Update(new TValue(DateTime.UtcNow, 100)); abber.Update(new TValue(DateTime.UtcNow, 105)); // Feed NaN - should use last valid value var resultAfterNaN = abber.Update(new TValue(DateTime.UtcNow, double.NaN)); // Result should be finite (not NaN) Assert.True(double.IsFinite(resultAfterNaN.Value)); Assert.True(double.IsFinite(abber.Upper.Value)); Assert.True(double.IsFinite(abber.Lower.Value)); } [Fact] public void Abber_Infinity_Input_UsesLastValidValue() { var abber = new Abber(5); // Feed some valid values abber.Update(new TValue(DateTime.UtcNow, 100)); abber.Update(new TValue(DateTime.UtcNow, 105)); // Feed positive infinity var resultAfterPosInf = abber.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity)); Assert.True(double.IsFinite(resultAfterPosInf.Value)); Assert.True(double.IsFinite(abber.Upper.Value)); Assert.True(double.IsFinite(abber.Lower.Value)); // Feed negative infinity var resultAfterNegInf = abber.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity)); Assert.True(double.IsFinite(resultAfterNegInf.Value)); Assert.True(double.IsFinite(abber.Upper.Value)); Assert.True(double.IsFinite(abber.Lower.Value)); } [Fact] public void Abber_MultipleNaN_ContinuesWithLastValid() { var abber = new Abber(5); // Feed valid values abber.Update(new TValue(DateTime.UtcNow, 100)); abber.Update(new TValue(DateTime.UtcNow, 105)); abber.Update(new TValue(DateTime.UtcNow, 110)); // Feed multiple NaN values var r1 = abber.Update(new TValue(DateTime.UtcNow, double.NaN)); var r2 = abber.Update(new TValue(DateTime.UtcNow, double.NaN)); var r3 = abber.Update(new TValue(DateTime.UtcNow, double.NaN)); // All results should be finite Assert.True(double.IsFinite(r1.Value)); Assert.True(double.IsFinite(r2.Value)); Assert.True(double.IsFinite(r3.Value)); } [Fact] public void Abber_StaticBatch_Works() { var series = new TSeries(); series.Add(DateTime.UtcNow, 100); series.Add(DateTime.UtcNow, 110); series.Add(DateTime.UtcNow, 120); series.Add(DateTime.UtcNow, 130); series.Add(DateTime.UtcNow, 140); var (middle, upper, lower) = Abber.Batch(series, 3); Assert.Equal(5, middle.Count); Assert.Equal(5, upper.Count); Assert.Equal(5, lower.Count); // All values should be finite for (int i = 0; i < 5; i++) { Assert.True(double.IsFinite(middle[i].Value)); Assert.True(double.IsFinite(upper[i].Value)); Assert.True(double.IsFinite(lower[i].Value)); } } [Fact] public void Abber_Period1_ReturnsDirectCalculation() { var abber = new Abber(1); // Single value: SMA(1) = 100, Deviation = 0 abber.Update(new TValue(DateTime.UtcNow, 100)); Assert.Equal(100.0, abber.Last.Value, 1e-10); Assert.Equal(100.0, abber.Upper.Value, 1e-10); Assert.Equal(100.0, abber.Lower.Value, 1e-10); // Next value: SMA(1) = 110, Deviation from previous SMA = |110 - 100| = 10 // But with period 1, the old value drops out, so AvgDev = |110 - 110| = 0? // Actually deviation is calculated BEFORE adding to buffer // When 110 comes in, SMA is still 100, so Dev = |110 - 100| = 10 // Then buffer updates to just [110], so SMA = 110, AvgDev = 10 abber.Update(new TValue(DateTime.UtcNow, 110)); Assert.Equal(110.0, abber.Last.Value, 1e-10); } // ============== Span API Tests ============== [Fact] public void Abber_SpanBatch_ValidatesInput() { double[] source = [100, 110, 120]; double[] middle = new double[3]; double[] upper = new double[3]; double[] lower = new double[3]; // Period must be > 0 Assert.Throws(() => Abber.Batch(source.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 0)); Assert.Throws(() => Abber.Batch(source.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), -1)); // Multiplier must be > 0 Assert.Throws(() => Abber.Batch(source.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3, 0)); Assert.Throws(() => Abber.Batch(source.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3, -1)); // Output buffers must be same length as input double[] shortOutput = new double[2]; Assert.Throws(() => Abber.Batch(source.AsSpan(), shortOutput.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3)); } [Fact] public void Abber_SpanBatch_MatchesTSeriesBatch() { var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); var series = new TSeries(); double[] source = new double[100]; for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(bar.Time, bar.Close); source[i] = bar.Close; } // Calculate with TSeries API var (tseriesMiddle, tseriesUpper, tseriesLower) = Abber.Batch(series, 10); // Calculate with Span API double[] spanMiddle = new double[100]; double[] spanUpper = new double[100]; double[] spanLower = new double[100]; Abber.Batch(source.AsSpan(), spanMiddle.AsSpan(), spanUpper.AsSpan(), spanLower.AsSpan(), 10); // Compare results for (int i = 0; i < 100; i++) { Assert.Equal(tseriesMiddle[i].Value, spanMiddle[i], 1e-10); Assert.Equal(tseriesUpper[i].Value, spanUpper[i], 1e-10); Assert.Equal(tseriesLower[i].Value, spanLower[i], 1e-10); } } [Fact] public void Abber_SpanBatch_ZeroAllocation() { var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42); double[] source = new double[10000]; double[] middle = new double[10000]; double[] upper = new double[10000]; double[] lower = new double[10000]; for (int i = 0; i < source.Length; i++) { source[i] = gbm.Next().Close; } // Warm up Abber.Batch(source.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 100); // Verify method completes without OOM or stack overflow Assert.True(double.IsFinite(middle[^1])); Assert.True(double.IsFinite(upper[^1])); Assert.True(double.IsFinite(lower[^1])); } [Fact] public void Abber_SpanBatch_HandlesNaN() { double[] source = [100, 110, double.NaN, 130, 140]; double[] middle = new double[5]; double[] upper = new double[5]; double[] lower = new double[5]; Abber.Batch(source.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3); // All outputs should be finite for (int i = 0; i < 5; i++) { Assert.True(double.IsFinite(middle[i]), $"Middle[{i}] expected finite but got {middle[i]}"); Assert.True(double.IsFinite(upper[i]), $"Upper[{i}] expected finite but got {upper[i]}"); Assert.True(double.IsFinite(lower[i]), $"Lower[{i}] expected finite but got {lower[i]}"); } } [Fact] public void Abber_AllModes_ProduceSameResult() { // Arrange const int period = 10; double multiplier = 2.0; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // 1. Batch Mode var (batchMiddle, batchUpper, batchLower) = Abber.Batch(series, period, multiplier); double expectedMiddle = batchMiddle.Last.Value; double expectedUpper = batchUpper.Last.Value; double expectedLower = batchLower.Last.Value; // 2. Span Mode double[] source = series.Values.ToArray(); double[] spanMiddle = new double[series.Count]; double[] spanUpper = new double[series.Count]; double[] spanLower = new double[series.Count]; Abber.Batch(source.AsSpan(), spanMiddle.AsSpan(), spanUpper.AsSpan(), spanLower.AsSpan(), period, multiplier); // 3. Streaming Mode var streamingInd = new Abber(period, multiplier); foreach (var item in series) { streamingInd.Update(item); } double streamingMiddle = streamingInd.Last.Value; double streamingUpper = streamingInd.Upper.Value; double streamingLower = streamingInd.Lower.Value; // 4. Eventing Mode var pubSource = new TSeries(); var eventingInd = new Abber(pubSource, period, multiplier); foreach (var item in series) { pubSource.Add(item); } double eventingMiddle = eventingInd.Last.Value; double eventingUpper = eventingInd.Upper.Value; double eventingLower = eventingInd.Lower.Value; // Assert Assert.Equal(expectedMiddle, spanMiddle[^1], precision: 9); Assert.Equal(expectedUpper, spanUpper[^1], precision: 9); Assert.Equal(expectedLower, spanLower[^1], precision: 9); Assert.Equal(expectedMiddle, streamingMiddle, precision: 9); Assert.Equal(expectedUpper, streamingUpper, precision: 9); Assert.Equal(expectedLower, streamingLower, precision: 9); Assert.Equal(expectedMiddle, eventingMiddle, precision: 9); Assert.Equal(expectedUpper, eventingUpper, precision: 9); Assert.Equal(expectedLower, eventingLower, precision: 9); } [Fact] public void Abber_Chainability_Works() { var source = new TSeries(); var abber = new Abber(source, 10); source.Add(new TValue(DateTime.UtcNow, 100)); Assert.Equal(100, abber.Last.Value); } [Fact] public void Abber_WarmupPeriod_IsSetCorrectly() { var abber = new Abber(10); Assert.Equal(10, abber.WarmupPeriod); } [Fact] public void Abber_Prime_SetsStateCorrectly() { var abber = new Abber(3, 2.0); var series = new TSeries(); // Add 5 values series.Add(DateTime.UtcNow, 100); series.Add(DateTime.UtcNow, 110); series.Add(DateTime.UtcNow, 120); series.Add(DateTime.UtcNow, 130); series.Add(DateTime.UtcNow, 140); abber.Prime(series); Assert.True(abber.IsHot); // Last 3 values: 120, 130, 140 -> SMA = 130 Assert.Equal(130.0, abber.Last.Value, 1e-10); // Verify it continues correctly abber.Update(new TValue(DateTime.UtcNow, 150)); // New window: 130, 140, 150 -> SMA = 140 Assert.Equal(140.0, abber.Last.Value, 1e-10); } [Fact] public void Abber_Calculate_ReturnsCorrectResultsAndHotIndicator() { var series = new TSeries(); series.Add(DateTime.UtcNow, 100); series.Add(DateTime.UtcNow, 110); series.Add(DateTime.UtcNow, 120); series.Add(DateTime.UtcNow, 130); series.Add(DateTime.UtcNow, 140); var ((middle, upper, lower), indicator) = Abber.Calculate(series, 3, 2.0); // Check results Assert.Equal(5, middle.Count); Assert.Equal(5, upper.Count); Assert.Equal(5, lower.Count); // Check indicator state Assert.True(indicator.IsHot); Assert.Equal(130.0, indicator.Last.Value, 1e-10); Assert.Equal(3, indicator.WarmupPeriod); // Verify indicator continues correctly indicator.Update(new TValue(DateTime.UtcNow, 150)); Assert.Equal(140.0, indicator.Last.Value, 1e-10); } [Fact] public void Abber_DifferentMultipliers_Work() { var series = new TSeries(); for (int i = 0; i < 10; i++) { series.Add(DateTime.UtcNow, 100 + i * 10); // 100, 110, 120, ... } // Multiplier 1.0 var (middle1, upper1, _) = Abber.Batch(series, 5, 1.0); // Multiplier 3.0 var (middle3, upper3, _) = Abber.Batch(series, 5, 3.0); // Middle should be the same for all multipliers Assert.Equal(middle1.Last.Value, middle3.Last.Value, 1e-10); // Band width should scale with multiplier double bandWidth1 = upper1.Last.Value - middle1.Last.Value; double bandWidth3 = upper3.Last.Value - middle3.Last.Value; Assert.Equal(bandWidth1 * 3.0, bandWidth3, 1e-10); } [Fact] public void Abber_FlatLine_ReturnsSameValues() { var abber = new Abber(10); for (int i = 0; i < 20; i++) { abber.Update(new TValue(DateTime.UtcNow, 100)); } // When all values are the same, SMA = 100, all deviations = 0 Assert.Equal(100.0, abber.Last.Value, 1e-10); Assert.Equal(100.0, abber.Upper.Value, 1e-10); Assert.Equal(100.0, abber.Lower.Value, 1e-10); } [Fact] public void Abber_Pub_EventFires() { var abber = new Abber(10); bool eventFired = false; abber.Pub += (object? _, in TValueEventArgs _) => eventFired = true; abber.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(eventFired); } [Fact] public void Abber_BandsAreSymmetric() { var abber = new Abber(10, 2.0); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); for (int i = 0; i < 50; i++) { var bar = gbm.Next(isNew: true); abber.Update(new TValue(bar.Time, bar.Close)); } // Upper - Middle should equal Middle - Lower double upperDiff = abber.Upper.Value - abber.Last.Value; double lowerDiff = abber.Last.Value - abber.Lower.Value; Assert.Equal(upperDiff, lowerDiff, 1e-10); } }