using Xunit; using QuanTAlib; namespace QuanTAlib.Tests; public class VelTests { [Fact] public void Constructor_InvalidPeriod_ThrowsArgumentException() { Assert.Throws(() => new Vel(0)); Assert.Throws(() => new Vel(-1)); var vel = new Vel(10); Assert.NotNull(vel); } [Fact] public void BasicCalculation_DoesNotCrash() { var vel = new Vel(10); Assert.Equal(0, vel.Last.Value); TValue result = vel.Update(new TValue(DateTime.UtcNow, 100)); Assert.Equal(result.Value, vel.Last.Value); } [Fact] public void IsNew_Consistency() { var vel = new Vel(10); var time = DateTime.UtcNow; // Update with isNew=true var val1 = vel.Update(new TValue(time, 100), true); // Update with isNew=false (same time, different value) vel.Update(new TValue(time, 105), false); // Update with isNew=false (same time, original value) - should match val1 if state rollback works var val3 = vel.Update(new TValue(time, 100), false); Assert.Equal(val1.Value, val3.Value, 1e-9); } [Fact] public void Reset_Works() { var vel = new Vel(10); vel.Update(new TValue(DateTime.UtcNow, 100)); vel.Update(new TValue(DateTime.UtcNow, 105)); double valueBefore = vel.Last.Value; vel.Reset(); Assert.Equal(0, vel.Last.Value); // After reset, should accept new values vel.Update(new TValue(DateTime.UtcNow, 50)); // First value is 0 because PWMA(50) = 50 and WMA(50) = 50 Assert.Equal(0, vel.Last.Value); vel.Update(new TValue(DateTime.UtcNow, 60)); Assert.NotEqual(0, vel.Last.Value); Assert.NotEqual(valueBefore, vel.Last.Value); } [Fact] public void IsHot_BecomesTrueWhenBufferFull() { var vel = new Vel(5); Assert.False(vel.IsHot); for (int i = 1; i <= 4; i++) { vel.Update(new TValue(DateTime.UtcNow, i * 10)); Assert.False(vel.IsHot); } vel.Update(new TValue(DateTime.UtcNow, 50)); Assert.True(vel.IsHot); } [Fact] public void CalculatesCorrectValue() { var vel = new Vel(3); vel.Update(new TValue(DateTime.UtcNow, 10)); vel.Update(new TValue(DateTime.UtcNow, 20)); vel.Update(new TValue(DateTime.UtcNow, 30)); // PWMA(3) of 10,20,30 = 360/14 = 25.7142857... // WMA(3) of 10,20,30 = 140/6 = 23.3333333... // VEL = PWMA - WMA = 2.38095238... double expectedPwma = 360.0 / 14.0; double expectedWma = 140.0 / 6.0; double expectedVel = expectedPwma - expectedWma; Assert.Equal(expectedVel, vel.Last.Value, 1e-10); } [Fact] public void StaticBatch_Matches_Streaming() { var series = new TSeries(); series.Add(DateTime.UtcNow.Ticks, 10); series.Add(DateTime.UtcNow.Ticks + 1, 20); series.Add(DateTime.UtcNow.Ticks + 2, 30); var results = Vel.Batch(series, 3); Assert.Equal(3, results.Count); double expectedPwma = 360.0 / 14.0; double expectedWma = 140.0 / 6.0; double expectedVel = expectedPwma - expectedWma; Assert.Equal(expectedVel, results.Last.Value, 1e-10); } [Fact] public void SpanBatch_Matches_Streaming() { var series = new TSeries(); double[] source = new double[100]; double[] output = new double[100]; var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); source[i] = bar.Close; series.Add(bar.Time, bar.Close); } // Calculate with TSeries API var tseriesResult = Vel.Batch(series, 10); // Calculate with Span API Vel.Batch(source.AsSpan(), output.AsSpan(), 10); // Compare results for (int i = 0; i < 100; i++) { Assert.Equal(tseriesResult[i].Value, output[i], 1e-10); } } [Fact] public void Chainability_Works() { var vel = new Vel(10); var vel2 = new Vel(vel, 10); vel.Update(new TValue(DateTime.UtcNow, 100)); Assert.False(double.IsNaN(vel2.Last.Value)); } }