using Xunit; using TradingPlatform.BusinessLayer; using QuanTAlib; namespace QuanTAlib.Tests; public class LinRegIndicatorTests { [Fact] public void LinRegIndicator_Constructor_SetsDefaults() { var indicator = new LinRegIndicator(); Assert.Equal(14, indicator.Period); Assert.Equal(0, indicator.Offset); Assert.True(indicator.ShowColdValues); Assert.Equal("LinReg - Linear Regression Curve", indicator.Name); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(SourceType.Close, indicator.Source); } [Fact] public void LinRegIndicator_MinHistoryDepths_EqualsZero() { var indicator = new LinRegIndicator { Period = 20 }; Assert.Equal(0, LinRegIndicator.MinHistoryDepths); IWatchlistIndicator watchlistIndicator = indicator; Assert.Equal(0, watchlistIndicator.MinHistoryDepths); } [Fact] public void LinRegIndicator_Initialize_CreatesInternalLinReg() { var indicator = new LinRegIndicator { Period = 10 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); Assert.Equal("LinReg", indicator.LinesSeries[0].Name); } [Fact] public void LinRegIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new LinRegIndicator { Period = 5 }; indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; // Need enough bars for Period for (int i = 0; i < 20; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i); // Process update for each bar to simulate history loading var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } // Line series should have a value double linreg = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(linreg)); } }