namespace QuanTAlib; public class UsiTests { private const int DefaultPeriod = 28; 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_ZeroPeriod_ThrowsArgumentException() { var ex = Assert.Throws(() => new Usi(0)); Assert.Equal("period", ex.ParamName); } [Fact] public void Constructor_NegativePeriod_ThrowsArgumentException() { var ex = Assert.Throws(() => new Usi(-5)); Assert.Equal("period", ex.ParamName); } [Fact] public void Constructor_ValidPeriod_SetsNameAndWarmup() { var indicator = new Usi(28); Assert.Equal("Usi(28)", indicator.Name); Assert.Equal(32, indicator.WarmupPeriod); // 28 + 4 } [Fact] public void Constructor_PeriodOne_IsValid() { var indicator = new Usi(1); Assert.Equal("Usi(1)", indicator.Name); Assert.Equal(5, indicator.WarmupPeriod); // 1 + 4 } [Fact] public void Constructor_DefaultPeriod_IsTwentyEight() { var indicator = new Usi(); Assert.Equal("Usi(28)", indicator.Name); } // ========== B) Basic Calculation ========== [Fact] public void Update_ReturnsTValue_WithValidProperties() { var indicator = new Usi(DefaultPeriod); 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 Usi(DefaultPeriod); 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 Usi(DefaultPeriod); 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 Usi(10); for (int i = 0; i < 50; 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(60), 200.0), isNew: true); TValue r2 = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(61), 50.0), isNew: true); Assert.NotEqual(r1.Value, r2.Value); } [Fact] public void IsNew_False_RewritesCurrentBar() { var indicator = new Usi(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(prices.Length), 200.0), isNew: true); double afterNew = indicator.Last.Value; indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(prices.Length), 50.0), isNew: false); double afterCorrection = indicator.Last.Value; Assert.NotEqual(afterNew, afterCorrection); } [Fact] public void IterativeCorrections_RestoreState() { var indicator = new Usi(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 Usi(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 Usi(DefaultPeriod); 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 Usi(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 Usi(10); for (int i = 0; i < 50; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.1)); } TValue nanResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(50), double.NaN)); Assert.True(double.IsFinite(nanResult.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var indicator = new Usi(10); for (int i = 0; i < 50; i++) { indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.1)); } TValue infResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(50), double.PositiveInfinity)); Assert.True(double.IsFinite(infResult.Value)); } [Fact] public void BatchNaN_DoesNotPropagate() { int period = 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; Usi.Batch(source, output, period); 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 period = 14; TSeries data = MakeSeries(); // 1. Batch (TSeries) TSeries batchResults = Usi.Batch(data, period); double expected = batchResults.Last.Value; // 2. Span batch var tValues = data.Values.ToArray(); var spanOutput = new double[tValues.Length]; Usi.Batch(new ReadOnlySpan(tValues), spanOutput, period); double spanResult = spanOutput[^1]; // 3. Streaming var streaming = new Usi(period); 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 Usi(pubSource, period); 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(() => Usi.Batch(source, output, 14)); Assert.Equal("output", ex.ParamName); } [Fact] public void SpanBatch_ZeroPeriod_ThrowsArgumentException() { double[] source = new double[10]; double[] output = new double[10]; Assert.Throws(() => Usi.Batch(source, output, 0)); } [Fact] public void SpanBatch_EmptyInput_ProducesEmptyOutput() { double[] source = Array.Empty(); double[] output = Array.Empty(); var ex = Record.Exception(() => Usi.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; } Usi.Batch(source, output, 28); Assert.True(double.IsFinite(output[size - 1])); } // ========== H) Chainability ========== [Fact] public void Pub_EventFires_OnUpdate() { var indicator = new Usi(DefaultPeriod); 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 Usi(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, Usi indicator) = Usi.Calculate(data, DefaultPeriod); Assert.Equal(data.Count, results.Count); Assert.True(indicator.IsHot); } [Fact] public void StaticCalculate_MatchesInstance() { const int period = 14; int count = 100; var source = new TSeries(); var indicator = new Usi(period); for (int i = 0; i < count; i++) { source.Add(new TValue(DateTime.UtcNow.AddMinutes(i), i + 10)); indicator.Update(source.Last); } var staticResult = Usi.Batch(source, period); Assert.Equal(source.Count, staticResult.Count); Assert.Equal(indicator.Last.Value, staticResult.Last.Value, 8); } // ========== USI-specific: Oscillator behavior ========== [Fact] public void ConstantInput_OutputConvergesToZero() { var indicator = new Usi(14); 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 → SU=0, SD=0 → USI stays at 0 Assert.Equal(0.0, lastResult, 1e-10); } [Fact] public void StrongUptrend_USI_ApproachesPositiveOne() { var indicator = new Usi(14); double lastResult = 0.0; for (int i = 0; i < 200; i++) { TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 2.0)); lastResult = r.Value; } // Strong uptrend: SU always > 0, SD always = 0 // USI should approach +1 Assert.True(lastResult > 0.5, $"Expected USI > 0.5 for uptrend, got {lastResult}"); } [Fact] public void StrongDowntrend_USI_ApproachesNegativeOne() { var indicator = new Usi(14); double lastResult = 0.0; for (int i = 0; i < 200; i++) { TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 500.0 - i * 2.0)); lastResult = r.Value; } // Strong downtrend: SD always > 0, SU always = 0 // USI should approach -1 Assert.True(lastResult < -0.5, $"Expected USI < -0.5 for downtrend, got {lastResult}"); } [Fact] public void Output_IsBounded() { var indicator = new Usi(14); TSeries data = MakeSeries(500); for (int i = 0; i < data.Count; i++) { TValue r = indicator.Update(data[i]); Assert.InRange(r.Value, -1.01, 1.01); } } [Fact] public void UsiIsSymmetric_UpVsDown() { var up = new Usi(14); var down = new Usi(14); for (int i = 0; i < 100; 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(double.IsFinite(up.Last.Value)); Assert.True(double.IsFinite(down.Last.Value)); // USI of uptrend and downtrend should have opposite signs Assert.True(up.Last.Value > 0, "Uptrend USI should be positive"); Assert.True(down.Last.Value < 0, "Downtrend USI should be negative"); } [Fact] public void UsiProducesFiniteValues_OnGBMData() { var indicator = new Usi(14); 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); } [Theory] [InlineData(5)] [InlineData(14)] [InlineData(28)] [InlineData(56)] public void DifferentPeriods_AllProduceFiniteResults(int period) { var indicator = new Usi(period); TSeries data = MakeSeries(300); for (int i = 0; i < data.Count; i++) { TValue r = indicator.Update(data[i]); Assert.True(double.IsFinite(r.Value), $"Non-finite at bar {i} with period {period}"); } } }