namespace QuanTAlib; public class EeoTests { private const int DefaultBandEdge = 20; 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_ZeroBandEdge_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new Eeo(0)); Assert.Equal("bandEdge", ex.ParamName); } [Fact] public void Constructor_OneBandEdge_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new Eeo(1)); Assert.Equal("bandEdge", ex.ParamName); } [Fact] public void Constructor_NegativeBandEdge_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new Eeo(-5)); Assert.Equal("bandEdge", ex.ParamName); } [Fact] public void Constructor_ValidBandEdge_SetsNameAndWarmup() { var indicator = new Eeo(20); Assert.Equal("Eeo(20)", indicator.Name); Assert.Equal(70, indicator.WarmupPeriod); // 50 + 20 } [Fact] public void Constructor_BandEdgeTwo_IsValid() { var indicator = new Eeo(2); Assert.Equal("Eeo(2)", indicator.Name); Assert.Equal(52, indicator.WarmupPeriod); // 50 + 2 } // ========== B) Basic Calculation ========== [Fact] public void Update_ReturnsTValue_WithValidProperties() { var indicator = new Eeo(DefaultBandEdge); 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 Eeo(DefaultBandEdge); 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 Eeo(DefaultBandEdge); 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 Eeo(10); // Warm up past the threshold first for (int i = 0; i < 65; 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(80), 120.0), isNew: true); TValue r2 = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(81), 80.0), isNew: true); // Two very different bars after warmup must produce different results Assert.NotEqual(r1.Value, r2.Value); } [Fact] public void IsNew_False_RewritesCurrentBar() { var indicator = new Eeo(10); // Use mixed zigzag data to avoid saturation 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, 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(prices.Length), 110.0), isNew: true); double afterNew = indicator.Last.Value; indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(prices.Length), 90.0), isNew: false); double afterCorrection = indicator.Last.Value; Assert.NotEqual(afterNew, afterCorrection); } [Fact] public void IterativeCorrections_RestoreState() { var indicator = new Eeo(10); TSeries data = MakeSeries(); for (int i = 0; i < 80; i++) { indicator.Update(data[i], isNew: true); } indicator.Update(data[80], isNew: true); for (int j = 0; j < 5; j++) { indicator.Update(data[80], isNew: false); } double afterCorrections = indicator.Last.Value; var fresh = new Eeo(10); for (int i = 0; i <= 80; i++) { fresh.Update(data[i], isNew: true); } Assert.Equal(fresh.Last.Value, afterCorrections, Tolerance); } [Fact] public void Reset_ClearsState() { var indicator = new Eeo(DefaultBandEdge); for (int i = 0; i < 100; 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 Eeo(10); int hotAt = -1; for (int i = 0; i < 200; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.1)); if (indicator.IsHot && hotAt < 0) { hotAt = i; break; } } Assert.InRange(hotAt, 1, 200); } // ========== E) Robustness ========== [Fact] public void NaN_Input_UsesLastValidValue() { var indicator = new Eeo(10); for (int i = 0; i < 70; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.1)); } TValue nanResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(70), double.NaN)); Assert.True(double.IsFinite(nanResult.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var indicator = new Eeo(10); for (int i = 0; i < 70; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.1)); } TValue infResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(70), double.PositiveInfinity)); Assert.True(double.IsFinite(infResult.Value)); } [Fact] public void BatchNaN_DoesNotPropagate() { int bandEdge = 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; Eeo.Batch(source, output, bandEdge); 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 bandEdge = 10; TSeries data = MakeSeries(); // 1. Batch (TSeries) TSeries batchResults = Eeo.Batch(data, bandEdge); double expected = batchResults.Last.Value; // 2. Span batch var tValues = data.Values.ToArray(); var spanOutput = new double[tValues.Length]; Eeo.Batch(new ReadOnlySpan(tValues), spanOutput, bandEdge); double spanResult = spanOutput[^1]; // 3. Streaming var streaming = new Eeo(bandEdge); 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 Eeo(pubSource, bandEdge); 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(() => Eeo.Batch(source, output, 5)); Assert.Equal("output", ex.ParamName); } [Fact] public void SpanBatch_BandEdgeOne_ThrowsArgumentOutOfRangeException() { double[] source = new double[10]; double[] output = new double[10]; Assert.Throws(() => Eeo.Batch(source, output, 1)); } [Fact] public void SpanBatch_EmptyInput_ProducesEmptyOutput() { double[] source = Array.Empty(); double[] output = Array.Empty(); var ex = Record.Exception(() => Eeo.Batch(source, output, 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; } Eeo.Batch(source, output, 20); Assert.True(double.IsFinite(output[size - 1])); } // ========== H) Chainability ========== [Fact] public void Pub_EventFires_OnUpdate() { var indicator = new Eeo(DefaultBandEdge); 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 Eeo(source, 5); 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, Eeo indicator) = Eeo.Calculate(data, DefaultBandEdge); Assert.Equal(data.Count, results.Count); Assert.True(indicator.IsHot); } [Fact] public void StaticCalculate_MatchesInstance() { const int bandEdge = 10; int count = 100; var source = new TSeries(); var indicator = new Eeo(bandEdge); for (int i = 0; i < count; i++) { source.Add(new TValue(DateTime.UtcNow.AddMinutes(i), i + 10)); indicator.Update(source.Last); } var staticResult = Eeo.Batch(source, bandEdge); Assert.Equal(source.Count, staticResult.Count); Assert.Equal(indicator.Last.Value, staticResult.Last.Value, 8); } // ========== EEO-specific: Oscillator behavior ========== [Fact] public void ConstantInput_OutputConvergesToZero() { var indicator = new Eeo(10); 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 → deriv=0 → IFish(0)=0 → SS=0 Assert.Equal(0.0, lastResult, 1e-10); } [Fact] public void TrendingInput_ProducesNonZero() { var indicator = new Eeo(10); 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 should produce non-zero EEO Assert.NotEqual(0.0, lastResult); Assert.True(double.IsFinite(lastResult)); } [Fact] public void Output_IsBounded() { var indicator = new Eeo(10); TSeries data = MakeSeries(500); for (int i = 0; i < data.Count; i++) { TValue r = indicator.Update(data[i]); // EEO output should be approximately bounded [-1, +1] // With SSF it might slightly exceed due to filter transients, but should be within [-1.5, +1.5] Assert.InRange(r.Value, -1.5, 1.5); } } [Fact] public void IftOutput_IsSymmetric() { // EEO of ascending sequence should be opposite sign to EEO of descending sequence var up = new Eeo(10); var down = new Eeo(10); for (int i = 0; i < 80; i++) { up.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i)); down.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 200.0 - i)); } // Both should be finite and opposite in sign Assert.True(double.IsFinite(up.Last.Value)); Assert.True(double.IsFinite(down.Last.Value)); Assert.True(up.Last.Value * down.Last.Value < 0, "Ascending and descending should produce opposite signs"); } [Fact] public void EeoProducesFiniteValues_OnGBMData() { var indicator = new Eeo(10); 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); } }