using Xunit; using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class JerkIndicatorTests { [Fact] public void JerkIndicator_Constructor_SetsDefaults() { var indicator = new JerkIndicator(); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("JERK - Third Derivative", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.False(indicator.OnBackGround); } [Fact] public void JerkIndicator_MinHistoryDepths_IsFour() { var indicator = new JerkIndicator(); Assert.Equal(4, indicator.MinHistoryDepths); } [Fact] public void JerkIndicator_ShortName_IsJerk() { var indicator = new JerkIndicator(); Assert.Equal("JERK", indicator.ShortName); } [Fact] public void JerkIndicator_Initialize_CreatesLineSeries() { var indicator = new JerkIndicator(); indicator.Initialize(); Assert.Equal(2, indicator.LinesSeries.Count); Assert.Equal("Jerk", indicator.LinesSeries[0].Name); Assert.Equal("Zero", indicator.LinesSeries[1].Name); } [Fact] public void JerkIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new JerkIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); Assert.Equal(1, indicator.LinesSeries[0].Count); Assert.Equal(1, indicator.LinesSeries[1].Count); } [Fact] public void JerkIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new JerkIndicator(); 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 JerkIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new JerkIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void JerkIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new JerkIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { indicator.HistoricalData.AddBar( now.AddMinutes(i), 100 + i * 2, 105 + i * 2, 95 + i * 2, 102 + i * 2); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } Assert.Equal(20, indicator.LinesSeries[0].Count); for (int i = 0; i < 20; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i))); Assert.Equal(0, indicator.LinesSeries[1].GetValue(i)); } } [Fact] public void JerkIndicator_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 JerkIndicator { Source = source }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 110, 90, 105); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.Equal(1, indicator.LinesSeries[0].Count); } } [Fact] public void JerkIndicator_ShowColdValues_False_SetsNaN() { var indicator = new JerkIndicator { ShowColdValues = false }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.True(double.IsNaN(indicator.LinesSeries[0].GetValue(0))); } [Fact] public void JerkIndicator_QuadraticTrend_ProducesZeroJerk() { var indicator = new JerkIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; // Quadratic trend: constant acceleration = zero jerk for (int i = 0; i < 10; i++) { double price = 100 + i * i; // constant accel = 2 indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double lastJerk = indicator.LinesSeries[0].GetValue(0); Assert.Equal(0, lastJerk, 6); } [Fact] public void JerkIndicator_CubicTrend_ProducesConstantJerk() { var indicator = new JerkIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; // Cubic trend: f(x) = x³ has third derivative = 6 // Using f(i) = i³, the discrete third differences converge to 6 for (int i = 0; i < 10; i++) { double price = 100 + i * i * i; // cubic growth indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double lastJerk = indicator.LinesSeries[0].GetValue(0); // For f(x) = x³, discrete third difference = 6 Assert.Equal(6.0, lastJerk, 6); } [Fact] public void JerkIndicator_LinearTrend_ProducesZeroJerk() { var indicator = new JerkIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; // Linear trend: zero accel = zero jerk for (int i = 0; i < 10; i++) { double price = 100 + i * 5; // constant slope indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double lastJerk = indicator.LinesSeries[0].GetValue(0); Assert.Equal(0, lastJerk, 6); } }