using System; using System.Collections.Generic; using Xunit; namespace QuanTAlib; public class AroonOscTests { [Fact] public void BasicCalculation_DoesNotCrash() { var aroon = new AroonOsc(14); var gbm = new GBM(); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { aroon.Update(bars[i]); } Assert.True(double.IsFinite(aroon.Last.Value)); } [Fact] public void IsNew_Consistency() { var aroon = new AroonOsc(14); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed first 99 for (int i = 0; i < 99; i++) { aroon.Update(bars[i]); } // Update with 100th point (isNew=true) aroon.Update(bars[99], true); // Update with modified 100th point (isNew=false) var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 10.0, bars[99].Low - 10.0, bars[99].Close, bars[99].Volume); var val2 = aroon.Update(modifiedBar, false); // Create new instance and feed up to modified var aroon2 = new AroonOsc(14); for (int i = 0; i < 99; i++) { aroon2.Update(bars[i]); } var val3 = aroon2.Update(modifiedBar, true); Assert.Equal(val3.Value, val2.Value, 1e-9); } [Fact] public void Reset_Works() { var aroon = new AroonOsc(14); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { aroon.Update(bars[i]); } aroon.Reset(); Assert.Equal(0, aroon.Last.Value); Assert.False(aroon.IsHot); // Feed again for (int i = 0; i < bars.Count; i++) { aroon.Update(bars[i]); } Assert.True(double.IsFinite(aroon.Last.Value)); } [Fact] public void TBarSeries_Update_Matches_Streaming() { var aroon = new AroonOsc(14); var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var streamingResults = new List(); for (int i = 0; i < bars.Count; i++) { streamingResults.Add(aroon.Update(bars[i]).Value); } var aroon2 = new AroonOsc(14); var seriesResults = aroon2.Update(bars); Assert.Equal(streamingResults.Count, seriesResults.Count); for (int i = 0; i < seriesResults.Count; i++) { Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9); } } [Fact] public void StaticCalculate_Matches_Streaming() { var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var aroon = new AroonOsc(14); var streamingResults = new List(); for (int i = 0; i < bars.Count; i++) { streamingResults.Add(aroon.Update(bars[i]).Value); } var staticResults = AroonOsc.Batch(bars, 14); Assert.Equal(streamingResults.Count, staticResults.Count); for (int i = 0; i < staticResults.Count; i++) { Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9); } } [Fact] public void Constructor_InvalidParameters_ThrowsArgumentException() { Assert.Throws(() => new AroonOsc(0)); Assert.Throws(() => new AroonOsc(-1)); } [Fact] public void ManualCalculation_Verify() { // Simple manual test // Period = 2 // Highs: 10, 12, 11 // Lows: 8, 9, 7 // T=0: H=10, L=8. Not enough data. // T=1: H=12, L=9. Not enough data. // T=2: H=11, L=7. // Window Highs: [10, 12, 11]. Max is 12 at index 1 (1 day ago). // Window Lows: [8, 9, 7]. Min is 7 at index 2 (0 days ago). // Up = ((2 - 1) / 2) * 100 = 50 // Down = ((2 - 0) / 2) * 100 = 100 // Osc = 50 - 100 = -50 var aroon = new AroonOsc(2); var time = DateTime.UtcNow; aroon.Update(new TBar(time, 10, 10, 8, 9, 100)); aroon.Update(new TBar(time.AddMinutes(1), 11, 12, 9, 10, 100)); var result = aroon.Update(new TBar(time.AddMinutes(2), 10, 11, 7, 8, 100)); Assert.Equal(-50.0, result.Value, 1e-9); } }