using Xunit; using System.Security.Cryptography; namespace QuanTAlib.Tests; public class MomentumUpdateTests { private readonly RandomNumberGenerator rng = RandomNumberGenerator.Create(); private const int RandomUpdates = 100; private const double ReferenceValue = 100.0; private const int precision = 8; private double GetRandomDouble() { byte[] bytes = new byte[8]; rng.GetBytes(bytes); return ((double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue * 200) - 100; // Range: -100 to 100 } private TBar GetRandomBar(bool IsNew) { double open = GetRandomDouble(); double high = open + Math.Abs(GetRandomDouble()); double low = open - Math.Abs(GetRandomDouble()); double close = low + ((high - low) * GetRandomDouble()); return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew); } [Fact] public void Adx_Update() { var indicator = new Adx(period: 14); TBar r = GetRandomBar(true); double initialValue = indicator.Calc(r); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(GetRandomBar(IsNew: false)); } double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Adxr_Update() { var indicator = new Adxr(period: 14); TBar r = GetRandomBar(true); double initialValue = indicator.Calc(r); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(GetRandomBar(IsNew: false)); } double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Apo_Update() { var indicator = new Apo(fastPeriod: 12, slowPeriod: 26); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Dmi_Update() { var indicator = new Dmi(period: 14); TBar r = GetRandomBar(true); double initialValue = indicator.Calc(r); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(GetRandomBar(IsNew: false)); } double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Dmx_Update() { var indicator = new Dmx(period: 14); TBar r = GetRandomBar(true); double initialValue = indicator.Calc(r); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(GetRandomBar(IsNew: false)); } double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Dpo_Update() { var indicator = new Dpo(period: 20); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Macd_Update() { var indicator = new Macd(fastPeriod: 12, slowPeriod: 26, signalPeriod: 9); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble() + 100, IsNew: false)); // Ensure positive prices } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Pmo_Update() { var indicator = new Pmo(period1: 35, period2: 20); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Po_Update() { var indicator = new Po(fastPeriod: 10, slowPeriod: 21); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Ppo_Update() { var indicator = new Ppo(fastPeriod: 12, slowPeriod: 26); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Prs_Update() { var indicator = new Prs(); indicator.SetBenchmark(ReferenceValue); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.SetBenchmark(GetRandomDouble() + 100); // Ensure positive benchmark indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } indicator.SetBenchmark(ReferenceValue); double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Roc_Update() { var indicator = new Roc(period: 12); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble() + 100, IsNew: false)); // Ensure positive prices } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Mom_Update() { var indicator = new Mom(period: 10); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Trix_Update() { var indicator = new Trix(period: 18); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble() + 100, IsNew: false)); // Ensure positive prices } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Tsi_Update() { var indicator = new Tsi(firstPeriod: 25, secondPeriod: 13); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble() + 100, IsNew: false)); // Ensure positive prices } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Vel_Update() { var indicator = new Vel(period: 10); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Vortex_Update() { var indicator = new Vortex(period: 14); TBar r = GetRandomBar(true); double initialValue = indicator.Calc(r); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(GetRandomBar(IsNew: false)); } double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } }