using Xunit; using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class HighestIndicatorTests { [Fact] public void HighestIndicator_Constructor_SetsDefaults() { var indicator = new HighestIndicator(); Assert.Equal(14, indicator.Period); Assert.Equal(SourceType.High, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("HIGHEST - Rolling Maximum", indicator.Name); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void HighestIndicator_MinHistoryDepths_EqualsPeriod() { var indicator = new HighestIndicator { Period = 20 }; Assert.Equal(20, indicator.MinHistoryDepths); } [Fact] public void HighestIndicator_ShortName_IncludesPeriod() { var indicator = new HighestIndicator { Period = 14 }; Assert.Equal("HIGHEST(14)", indicator.ShortName); } [Fact] public void HighestIndicator_Initialize_CreatesLineSeries() { var indicator = new HighestIndicator(); indicator.Initialize(); Assert.Single(indicator.LinesSeries); Assert.Equal("Highest", indicator.LinesSeries[0].Name); } [Fact] public void HighestIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new HighestIndicator { Period = 5 }; 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); } [Fact] public void HighestIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new HighestIndicator { Period = 5 }; 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 HighestIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new HighestIndicator { Period = 5 }; 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 HighestIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new HighestIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { indicator.HistoricalData.AddBar( now.AddMinutes(i), 100 + i * 2, 110 + i * 2, // High increases 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))); } } [Fact] public void HighestIndicator_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 HighestIndicator { Period = 5, 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 HighestIndicator_ShowColdValues_False_SetsNaN() { var indicator = new HighestIndicator { Period = 10, 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 HighestIndicator_TracksMaximum_Correctly() { var indicator = new HighestIndicator { Period = 5, Source = SourceType.High }; indicator.Initialize(); var now = DateTime.UtcNow; // Add bars with increasing highs double[] highs = { 100, 105, 110, 108, 112 }; for (int i = 0; i < highs.Length; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 95, highs[i], 90, 98); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // The highest should be 112 (most recent bar's high) double lastHighest = indicator.LinesSeries[0].GetValue(0); Assert.Equal(112, lastHighest); } [Fact] public void HighestIndicator_WindowSlides_Correctly() { var indicator = new HighestIndicator { Period = 3, Source = SourceType.High }; indicator.Initialize(); var now = DateTime.UtcNow; // Highs: 100, 120, 110, 105, 115 double[] highs = { 100, 120, 110, 105, 115 }; for (int i = 0; i < highs.Length; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 95, highs[i], 90, 98); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // After all bars, window contains [110, 105, 115], highest should be 115 double lastHighest = indicator.LinesSeries[0].GetValue(0); Assert.Equal(115, lastHighest); } [Fact] public void HighestIndicator_DifferentPeriods_Work() { var periods = new[] { 5, 10, 20, 50 }; foreach (int period in periods) { var indicator = new HighestIndicator { Period = period }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < period + 10; i++) { indicator.HistoricalData.AddBar( now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } Assert.Equal(period + 10, indicator.LinesSeries[0].Count); } } }