namespace QuanTAlib; public class MadhTests { private const int DefaultShort = 8; private const int DefaultCycle = 27; private const double Tolerance = 1e-12; private static TSeries MakeSeries(int count = 500) { var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.5, seed: 42); var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); return bars.Close; } // ========== A) Constructor Validation ========== [Fact] public void Constructor_ZeroShortLength_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new Madh(0, 27)); Assert.Equal("shortLength", ex.ParamName); } [Fact] public void Constructor_NegativeShortLength_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new Madh(-5, 27)); Assert.Equal("shortLength", ex.ParamName); } [Fact] public void Constructor_DominantCycleOne_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new Madh(8, 1)); Assert.Equal("dominantCycle", ex.ParamName); } [Fact] public void Constructor_ValidParams_SetsNameAndWarmup() { var indicator = new Madh(8, 27); Assert.Equal("Madh(8,27)", indicator.Name); // LongLength = 8 + 27/2 = 8 + 13 = 21 Assert.Equal(21, indicator.WarmupPeriod); } [Fact] public void Constructor_MinimalParams_IsValid() { var indicator = new Madh(1, 2); Assert.Equal("Madh(1,2)", indicator.Name); // LongLength = 1 + 2/2 = 1 + 1 = 2 Assert.Equal(2, indicator.WarmupPeriod); } // ========== B) Basic Calculation ========== [Fact] public void Update_ReturnsTValue_WithValidProperties() { var indicator = new Madh(DefaultShort, DefaultCycle); var input = new TValue(DateTime.UtcNow, 100.0); TValue result = indicator.Update(input); Assert.Equal(input.Time, result.Time); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_AfterWarmup_IsHotBecomesTrue() { var indicator = new Madh(DefaultShort, DefaultCycle); Assert.False(indicator.IsHot); for (int i = 0; i < 500; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.1)); } Assert.True(indicator.IsHot); } [Fact] public void Update_LastProperty_MatchesReturnValue() { var indicator = new Madh(DefaultShort, DefaultCycle); var input = new TValue(DateTime.UtcNow, 42.0); TValue result = indicator.Update(input); Assert.Equal(result.Value, indicator.Last.Value, Tolerance); } // ========== C) State + Bar Correction ========== [Fact] public void IsNew_True_AdvancesState() { var indicator = new Madh(5, 10); for (int i = 0; i < 30; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.5), isNew: true); } TValue r1 = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), 120.0), isNew: true); TValue r2 = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(31), 80.0), isNew: true); Assert.NotEqual(r1.Value, r2.Value); } [Fact] public void IsNew_False_RewritesCurrentBar() { var indicator = new Madh(5, 10); double[] prices = [100, 102, 99, 103, 97, 104, 98, 105, 97, 106, 101, 103, 98, 104, 96, 105, 99, 107, 98, 108, 100, 102, 99, 103, 97, 104, 98, 105, 97, 106, 101, 103, 98, 104, 96, 105, 99, 107, 98, 108, 100, 102, 99, 103, 97, 104, 98, 105, 97, 106]; for (int i = 0; i < prices.Length; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), prices[i])); } indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 110.0), isNew: true); double afterNew = indicator.Last.Value; indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 90.0), isNew: false); double afterCorrection = indicator.Last.Value; Assert.NotEqual(afterNew, afterCorrection); } [Fact] public void IterativeCorrections_RestoreState() { var indicator = new Madh(5, 10); TSeries data = MakeSeries(); for (int i = 0; i < 50; i++) { indicator.Update(data[i], isNew: true); } indicator.Update(data[50], isNew: true); for (int j = 0; j < 5; j++) { indicator.Update(data[50], isNew: false); } double afterCorrections = indicator.Last.Value; var fresh = new Madh(5, 10); for (int i = 0; i <= 50; i++) { fresh.Update(data[i], isNew: true); } Assert.Equal(fresh.Last.Value, afterCorrections, Tolerance); } [Fact] public void Reset_ClearsState() { var indicator = new Madh(DefaultShort, DefaultCycle); for (int i = 0; i < 50; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i)); } Assert.True(indicator.IsHot); indicator.Reset(); Assert.False(indicator.IsHot); Assert.Equal(default, indicator.Last); } // ========== D) Warmup/Convergence ========== [Fact] public void IsHot_FlipsAtCorrectTime() { var indicator = new Madh(5, 10); int hotAt = -1; for (int i = 0; i < 200; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i)); if (indicator.IsHot && hotAt < 0) { hotAt = i; break; } } Assert.InRange(hotAt, 1, 200); } // ========== E) Robustness ========== [Fact] public void NaN_Input_UsesLastValidValue() { var indicator = new Madh(5, 10); for (int i = 0; i < 30; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0)); } TValue nanResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), double.NaN)); Assert.True(double.IsFinite(nanResult.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var indicator = new Madh(5, 10); for (int i = 0; i < 30; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0)); } TValue infResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), double.PositiveInfinity)); Assert.True(double.IsFinite(infResult.Value)); } [Fact] public void BatchNaN_DoesNotPropagate() { int shortLen = 5; int cycle = 10; double[] source = new double[100]; double[] output = new double[100]; for (int i = 0; i < 100; i++) { source[i] = 100.0 + i * 0.5; } source[50] = double.NaN; source[51] = double.NaN; Madh.Batch(source, output, shortLen, cycle); for (int i = 0; i < 100; i++) { Assert.True(double.IsFinite(output[i]), $"Output[{i}] is not finite"); } } // ========== F) Consistency (4 API modes) ========== [Fact] public void AllModes_ProduceSameResult() { int shortLen = 5; int cycle = 10; TSeries data = MakeSeries(); // 1. Batch (TSeries) TSeries batchResults = Madh.Batch(data, shortLen, cycle); double expected = batchResults.Last.Value; // 2. Span batch var tValues = data.Values.ToArray(); var spanOutput = new double[tValues.Length]; Madh.Batch(new ReadOnlySpan(tValues), spanOutput, shortLen, cycle); double spanResult = spanOutput[^1]; // 3. Streaming var streaming = new Madh(shortLen, cycle); for (int i = 0; i < data.Count; i++) { streaming.Update(data[i]); } double streamingResult = streaming.Last.Value; // 4. Eventing var pubSource = new TSeries(); var eventBased = new Madh(pubSource, shortLen, cycle); for (int i = 0; i < data.Count; i++) { pubSource.Add(data[i]); } double eventingResult = eventBased.Last.Value; Assert.Equal(expected, spanResult, precision: 9); Assert.Equal(expected, streamingResult, precision: 9); Assert.Equal(expected, eventingResult, precision: 9); } // ========== G) Span API Tests ========== [Fact] public void SpanBatch_MismatchedLengths_ThrowsArgumentException() { double[] source = new double[10]; double[] output = new double[5]; var ex = Assert.Throws(() => Madh.Batch(source, output, 5, 10)); Assert.Equal("output", ex.ParamName); } [Fact] public void SpanBatch_ShortLengthZero_ThrowsArgumentOutOfRangeException() { double[] source = new double[10]; double[] output = new double[10]; Assert.Throws(() => Madh.Batch(source, output, 0, 10)); } [Fact] public void SpanBatch_DominantCycleOne_ThrowsArgumentOutOfRangeException() { double[] source = new double[10]; double[] output = new double[10]; Assert.Throws(() => Madh.Batch(source, output, 5, 1)); } [Fact] public void SpanBatch_EmptyInput_ProducesEmptyOutput() { double[] source = Array.Empty(); double[] output = Array.Empty(); var ex = Record.Exception(() => Madh.Batch(source, output, 5, 10)); Assert.Null(ex); } [Fact] public void SpanBatch_LargeData_DoesNotStackOverflow() { int size = 5000; double[] source = new double[size]; double[] output = new double[size]; for (int i = 0; i < size; i++) { source[i] = 100.0 + i * 0.1; } Madh.Batch(source, output, 8, 27); Assert.True(double.IsFinite(output[size - 1])); } // ========== H) Chainability ========== [Fact] public void Pub_EventFires_OnUpdate() { var indicator = new Madh(DefaultShort, DefaultCycle); int eventCount = 0; indicator.Pub += (object? sender, in TValueEventArgs args) => eventCount++; for (int i = 0; i < 10; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i)); } Assert.Equal(10, eventCount); } [Fact] public void EventBased_Chaining_Works() { var source = new TSeries(); var indicator = new Madh(source, 5, 10); source.Add(new TValue(DateTime.UtcNow, 100)); source.Add(new TValue(DateTime.UtcNow, 110)); source.Add(new TValue(DateTime.UtcNow, 120)); Assert.True(double.IsFinite(indicator.Last.Value)); } [Fact] public void Calculate_ReturnsHotIndicator() { TSeries data = MakeSeries(); (TSeries results, Madh indicator) = Madh.Calculate(data, DefaultShort, DefaultCycle); Assert.Equal(data.Count, results.Count); Assert.True(indicator.IsHot); } [Fact] public void StaticCalculate_MatchesInstance() { const int shortLen = 5; const int cycle = 10; int count = 100; var source = new TSeries(); var indicator = new Madh(shortLen, cycle); for (int i = 0; i < count; i++) { source.Add(new TValue(DateTime.UtcNow.AddMinutes(i), i + 10)); indicator.Update(source.Last); } var staticResult = Madh.Batch(source, shortLen, cycle); Assert.Equal(source.Count, staticResult.Count); Assert.Equal(indicator.Last.Value, staticResult.Last.Value, 8); } // ========== MADH-specific: Oscillator behavior ========== [Fact] public void ConstantInput_OutputConvergesToZero() { var indicator = new Madh(8, 27); double lastResult = double.NaN; for (int i = 0; i < 300; i++) { TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0)); lastResult = r.Value; } // Constant input → Filt1 = Filt2 = 100 → MADH = 0 Assert.Equal(0.0, lastResult, 1e-10); } [Fact] public void TrendingInput_ProducesNonZero() { var indicator = new Madh(8, 27); double lastResult = 0.0; for (int i = 0; i < 100; i++) { TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 2.0)); lastResult = r.Value; } // Strong uptrend → short MA > long MA → positive MADH Assert.True(lastResult > 0.0); Assert.True(double.IsFinite(lastResult)); } [Fact] public void UpTrend_Positive_DownTrend_Negative() { var up = new Madh(5, 10); var down = new Madh(5, 10); for (int i = 0; i < 50; i++) { up.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i)); down.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 200.0 - i)); } Assert.True(up.Last.Value > 0, "Ascending should produce positive MADH"); Assert.True(down.Last.Value < 0, "Descending should produce negative MADH"); } [Fact] public void MadhProducesFiniteValues_OnGBMData() { var indicator = new Madh(8, 27); TSeries data = MakeSeries(200); int nonFiniteCount = 0; for (int i = 0; i < data.Count; i++) { TValue r = indicator.Update(data[i]); if (!double.IsFinite(r.Value)) { nonFiniteCount++; } } Assert.Equal(0, nonFiniteCount); } [Fact] public void LongLength_CalculatedCorrectly() { // LongLength = ShortLength + DominantCycle / 2 // 8 + 27/2 = 8 + 13 = 21 var indicator = new Madh(8, 27); Assert.Equal(21, indicator.WarmupPeriod); // 10 + 20/2 = 10 + 10 = 20 var indicator2 = new Madh(10, 20); Assert.Equal(20, indicator2.WarmupPeriod); // 1 + 2/2 = 1 + 1 = 2 var indicator3 = new Madh(1, 2); Assert.Equal(2, indicator3.WarmupPeriod); } }