using Xunit; using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class SigmoidIndicatorTests { [Fact] public void SigmoidIndicator_Constructor_SetsDefaults() { var indicator = new SigmoidIndicator(); Assert.Equal(SourceType.Close, indicator.Source); Assert.Equal(1.0, indicator.Steepness); Assert.Equal(0.0, indicator.Midpoint); Assert.True(indicator.ShowColdValues); Assert.Equal("SIGMOID - Logistic Function", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void SigmoidIndicator_MinHistoryDepths_IsOne() { var indicator = new SigmoidIndicator(); Assert.Equal(1, indicator.MinHistoryDepths); } [Fact] public void SigmoidIndicator_ShortName_IncludesParameters() { var indicator = new SigmoidIndicator { Steepness = 2.0, Midpoint = 50.0 }; Assert.Equal("SIGMOID(2.00,50.00)", indicator.ShortName); } [Fact] public void SigmoidIndicator_Initialize_CreatesLineSeries() { var indicator = new SigmoidIndicator(); indicator.Initialize(); Assert.Single(indicator.LinesSeries); Assert.Equal("Sigmoid", indicator.LinesSeries[0].Name); } [Fact] public void SigmoidIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new SigmoidIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 0, 1, -1, 0); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); // Sigmoid of 0 with default params is 0.5 Assert.Equal(0.5, indicator.LinesSeries[0].GetValue(0), 1e-10); } [Fact] public void SigmoidIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new SigmoidIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 0, 1, -1, 0); indicator.HistoricalData.AddBar(now.AddMinutes(1), 0, 2, -1, 1); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); // Sigmoid of 1 is about 0.731 double expected = 1.0 / (1.0 + Math.Exp(-1.0)); Assert.Equal(expected, indicator.LinesSeries[0].GetValue(0), 1e-10); } [Fact] public void SigmoidIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new SigmoidIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 0, 1, -1, 0); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void SigmoidIndicator_CustomParameters_AreApplied() { var indicator = new SigmoidIndicator { Steepness = 2.0, Midpoint = 50.0 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 50, 51, 49, 50); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Sigmoid at midpoint should be 0.5 Assert.Equal(0.5, indicator.LinesSeries[0].GetValue(0), 1e-10); } [Fact] public void SigmoidIndicator_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 SigmoidIndicator { Source = source }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 1, 2, 0, 1); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.Equal(1, indicator.LinesSeries[0].Count); double val = indicator.LinesSeries[0].GetValue(0); // All outputs should be in (0, 1) Assert.True(val > 0 && val < 1); } } [Fact] public void SigmoidIndicator_OutputAlwaysInRange() { var indicator = new SigmoidIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; // Test with large positive and negative values double[] testValues = { -1000, -100, -10, -1, 0, 1, 10, 100, 1000 }; foreach (var val in testValues) { indicator.HistoricalData.AddBar(now, val, val + 1, val - 1, val); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double output = indicator.LinesSeries[0].GetValue(0); Assert.True(output >= 0 && output <= 1, $"Sigmoid({val}) = {output} should be in [0,1]"); now = now.AddMinutes(1); } } }