using Xunit; using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class IfftIndicatorTests { [Fact] public void IfftIndicator_Constructor_SetsDefaults() { var indicator = new IfftIndicator(); Assert.Equal(SourceType.Close, indicator.Source); Assert.Equal(64, indicator.WindowSize); Assert.Equal(5, indicator.NumHarmonics); Assert.True(indicator.ShowColdValues); Assert.Equal("IFFT - Inverse FFT Spectral Low-Pass Filter", indicator.Name); Assert.False(indicator.SeparateWindow); } [Fact] public void IfftIndicator_MinHistoryDepths_EqualsWindowSize() { var indicator = new IfftIndicator { WindowSize = 64 }; Assert.Equal(64, indicator.MinHistoryDepths); indicator.WindowSize = 32; Assert.Equal(32, indicator.MinHistoryDepths); indicator.WindowSize = 128; Assert.Equal(128, indicator.MinHistoryDepths); } [Fact] public void IfftIndicator_ShortName_IsCorrect() { var indicator = new IfftIndicator { WindowSize = 32, NumHarmonics = 3 }; Assert.Equal("IFFT(32,3)", indicator.ShortName); } [Fact] public void IfftIndicator_ShortName_DefaultParams() { var indicator = new IfftIndicator(); Assert.Equal("IFFT(64,5)", indicator.ShortName); } [Fact] public void IfftIndicator_Initialize_CreatesOneLineSeries() { var indicator = new IfftIndicator(); indicator.Initialize(); Assert.Single(indicator.LinesSeries); Assert.Equal("IFFT", indicator.LinesSeries[0].Name); } [Fact] public void IfftIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new IfftIndicator { WindowSize = 32, NumHarmonics = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; int windowSize = indicator.MinHistoryDepths; for (int i = 0; i < windowSize; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 0, 105 + i, 95 - i, 100 + i); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val), "Output must be finite after warmup"); } [Fact] public void IfftIndicator_ProcessUpdate_NewBar_AddsNewValue() { var indicator = new IfftIndicator { WindowSize = 32, NumHarmonics = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; int windowSize = indicator.MinHistoryDepths; for (int i = 0; i < windowSize; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 0, 105, 95, 100 + i); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } indicator.HistoricalData.AddBar(now.AddMinutes(windowSize), 0, 106, 96, 103); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(windowSize + 1, indicator.LinesSeries[0].Count); } [Fact] public void IfftIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new IfftIndicator { WindowSize = 32, NumHarmonics = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 0, 105, 95, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void IfftIndicator_Output_IsFiniteAfterWarmup() { var indicator = new IfftIndicator { WindowSize = 32, NumHarmonics = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; int windowSize = indicator.MinHistoryDepths; for (int i = 0; i < windowSize + 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 0, 105, 95, 100 + (i % 10)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Check all post-warmup values are finite for (int i = windowSize; i < indicator.LinesSeries[0].Count; i++) { double val = indicator.LinesSeries[0].GetValue(i); Assert.True(double.IsFinite(val), $"Output at {i} must be finite, got {val}"); } } [Fact] public void IfftIndicator_DifferentSourceType_Works() { var indicator = new IfftIndicator { WindowSize = 32, NumHarmonics = 3, Source = SourceType.High }; indicator.Initialize(); var now = DateTime.UtcNow; int windowSize = indicator.MinHistoryDepths; for (int i = 0; i < windowSize; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 0, 110 + i, 90, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val), "Output using High source must be finite"); } [Fact] public void IfftIndicator_OverlaysOnPriceChart() { // IFFT overlays on price chart (SeparateWindow = false) var indicator = new IfftIndicator(); Assert.False(indicator.SeparateWindow); } [Fact] public void IfftIndicator_DifferentHarmonics_DifferentOutput() { var ind3 = new IfftIndicator { WindowSize = 32, NumHarmonics = 3 }; var ind8 = new IfftIndicator { WindowSize = 32, NumHarmonics = 8 }; ind3.Initialize(); ind8.Initialize(); var now = DateTime.UtcNow; int windowSize = 32; for (int i = 0; i < windowSize + 5; i++) { ind3.HistoricalData.AddBar(now.AddMinutes(i), 0, 105, 95, 100 + (i % 7)); ind8.HistoricalData.AddBar(now.AddMinutes(i), 0, 105, 95, 100 + (i % 7)); ind3.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); ind8.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double val3 = ind3.LinesSeries[0].GetValue(0); double val8 = ind8.LinesSeries[0].GetValue(0); // Different harmonics produce different filtered output Assert.True(double.IsFinite(val3) && double.IsFinite(val8)); // (values will differ since different spectral reconstruction) } }