using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class BiasIndicatorTests { [Fact] public void BiasIndicator_Constructor_SetsDefaults() { var indicator = new BiasIndicator(); Assert.Equal(20, indicator.Period); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("BIAS - Price Deviation from SMA", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void BiasIndicator_MinHistoryDepths_EqualsZero() { var indicator = new BiasIndicator(); Assert.Equal(0, BiasIndicator.MinHistoryDepths); Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void BiasIndicator_ShortName_IncludesPeriodAndSource() { var indicator = new BiasIndicator { Period = 20 }; Assert.Contains("BIAS", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void BiasIndicator_Initialize_CreatesInternalBias() { var indicator = new BiasIndicator { Period = 10 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void BiasIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new BiasIndicator { Period = 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 BiasIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new BiasIndicator { Period = 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 BiasIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new BiasIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double firstValue = indicator.LinesSeries[0].GetValue(0); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); double secondValue = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(firstValue)); Assert.True(double.IsFinite(secondValue)); } [Fact] public void BiasIndicator_MultipleUpdates_ProducesCorrectBiasSequence() { var indicator = new BiasIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; double[] closes = { 100, 100, 100, 110, 100 }; 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 BiasIndicator_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 BiasIndicator { Period = 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 BiasIndicator_CalculatesBiasCorrectly() { var indicator = new BiasIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add 3 bars with close = 100, then one with close = 110 // SMA(3) of [100, 100, 100] = 100 // BIAS when price = 100, SMA = 100 → 0% indicator.HistoricalData.AddBar(now, 100, 100, 100, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.Equal(0.0, indicator.LinesSeries[0].GetValue(0), 1e-10); indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 100, 100, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(0.0, indicator.LinesSeries[0].GetValue(0), 1e-10); indicator.HistoricalData.AddBar(now.AddMinutes(2), 100, 100, 100, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(0.0, indicator.LinesSeries[0].GetValue(0), 1e-10); // Now add a bar with close = 110 // SMA(3) of [100, 100, 110] = 310/3 ≈ 103.333 // BIAS = (110 / 103.333) - 1 ≈ 0.0645 (6.45%) indicator.HistoricalData.AddBar(now.AddMinutes(3), 110, 110, 110, 110); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double expectedSma = (100.0 + 100.0 + 110.0) / 3.0; double expectedBias = (110.0 / expectedSma) - 1.0; Assert.Equal(expectedBias, indicator.LinesSeries[0].GetValue(0), 1e-10); } [Fact] public void BiasIndicator_ConstantPrice_ZeroBias() { var indicator = new BiasIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; // All bars at same price should produce zero bias for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 100, 100, 100); indicator.ProcessUpdate(i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(0.0, indicator.LinesSeries[0].GetValue(0), 1e-10); } } [Fact] public void BiasIndicator_UpTrend_PositiveBias() { var indicator = new BiasIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; double[] closes = { 100, 101, 102, 103, 104, 105 }; for (int i = 0; i < closes.Length; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), closes[i], closes[i], closes[i], closes[i]); indicator.ProcessUpdate(i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar)); } // In uptrend, price should be above SMA, so bias > 0 Assert.True(indicator.LinesSeries[0].GetValue(0) > 0, "Bias should be positive in uptrend"); } [Fact] public void BiasIndicator_DownTrend_NegativeBias() { var indicator = new BiasIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; double[] closes = { 105, 104, 103, 102, 101, 100 }; for (int i = 0; i < closes.Length; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), closes[i], closes[i], closes[i], closes[i]); indicator.ProcessUpdate(i == 0 ? new UpdateArgs(UpdateReason.HistoricalBar) : new UpdateArgs(UpdateReason.NewBar)); } // In downtrend, price should be below SMA, so bias < 0 Assert.True(indicator.LinesSeries[0].GetValue(0) < 0, "Bias should be negative in downtrend"); } [Fact] public void BiasIndicator_Period_CanBeChanged() { var indicator = new BiasIndicator { Period = 50 }; Assert.Equal(50, indicator.Period); indicator.Period = 100; Assert.Equal(100, indicator.Period); } }