namespace QuanTAlib.Tests; public class AccBandsTests { [Fact] public void AccBands_Constructor_ValidatesInput() { // Period validation Assert.Throws(() => new AccBands(0)); Assert.Throws(() => new AccBands(-1)); // Factor validation Assert.Throws(() => new AccBands(10, 0)); Assert.Throws(() => new AccBands(10, -1)); // Valid construction var accBands = new AccBands(10); Assert.NotNull(accBands); var accBands2 = new AccBands(20, 3.0); Assert.NotNull(accBands2); } [Fact] public void AccBands_Calc_ReturnsValue() { var accBands = new AccBands(10); Assert.Equal(0, accBands.Last.Value); Assert.Equal(0, accBands.Upper.Value); Assert.Equal(0, accBands.Lower.Value); var bar = new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000); TValue result = accBands.Update(bar); Assert.True(double.IsFinite(result.Value)); Assert.Equal(result.Value, accBands.Last.Value); Assert.True(double.IsFinite(accBands.Upper.Value)); Assert.True(double.IsFinite(accBands.Lower.Value)); } [Fact] public void AccBands_FirstValue_ReturnsExpected() { var accBands = new AccBands(10); // First bar: O=100, H=105, L=95, C=102 // w = (105-95)/(105+95) = 10/200 = 0.05 // adjHigh = 105 * (1 + 4*0.05) = 105 * 1.2 = 126 // adjLow = 95 * (1 - 4*0.05) = 95 * 0.8 = 76 // Middle = 102, Upper = 126, Lower = 76 var bar = new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000); accBands.Update(bar); Assert.Equal(102.0, accBands.Last.Value, 1e-10); Assert.Equal(126.0, accBands.Upper.Value, 1e-10); Assert.Equal(76.0, accBands.Lower.Value, 1e-10); } [Fact] public void AccBands_Calc_IsNew_AcceptsParameter() { var accBands = new AccBands(10); var bar1 = new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000); accBands.Update(bar1, isNew: true); double value1 = accBands.Last.Value; var bar2 = new TBar(DateTime.UtcNow, 102, 110, 98, 108, 1100); accBands.Update(bar2, isNew: true); double value2 = accBands.Last.Value; // Values should change with new bars Assert.NotEqual(value1, value2); } [Fact] public void AccBands_Calc_IsNew_False_UpdatesValue() { var accBands = new AccBands(10); var bar1 = new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000); accBands.Update(bar1, isNew: true); var bar2 = new TBar(DateTime.UtcNow, 102, 110, 98, 108, 1100); accBands.Update(bar2, isNew: true); double beforeUpdate = accBands.Last.Value; var bar3 = new TBar(DateTime.UtcNow, 102, 112, 100, 111, 1200); accBands.Update(bar3, isNew: false); double afterUpdate = accBands.Last.Value; // Update should change the value Assert.NotEqual(beforeUpdate, afterUpdate); } [Fact] public void AccBands_Reset_ClearsState() { var accBands = new AccBands(10); var bar1 = new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000); accBands.Update(bar1); var bar2 = new TBar(DateTime.UtcNow, 102, 110, 98, 108, 1100); accBands.Update(bar2); double middleBefore = accBands.Last.Value; accBands.Reset(); Assert.Equal(0, accBands.Last.Value); Assert.Equal(0, accBands.Upper.Value); Assert.Equal(0, accBands.Lower.Value); Assert.False(accBands.IsHot); // After reset, should accept new values var bar3 = new TBar(DateTime.UtcNow, 50, 55, 45, 52, 500); accBands.Update(bar3); Assert.NotEqual(0, accBands.Last.Value); Assert.NotEqual(middleBefore, accBands.Last.Value); } [Fact] public void AccBands_Properties_Accessible() { var accBands = new AccBands(10, 2.5); Assert.Equal(0, accBands.Last.Value); Assert.False(accBands.IsHot); Assert.Contains("AccBands", accBands.Name, StringComparison.Ordinal); Assert.Equal(10, accBands.WarmupPeriod); var bar = new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000); accBands.Update(bar); Assert.NotEqual(0, accBands.Last.Value); } [Fact] public void AccBands_IsHot_BecomesTrueWhenBufferFull() { var accBands = new AccBands(5); Assert.False(accBands.IsHot); for (int i = 1; i <= 4; i++) { var bar = new TBar(DateTime.UtcNow, 100 + i, 105 + i, 95 + i, 102 + i, 1000); accBands.Update(bar); Assert.False(accBands.IsHot); } var lastBar = new TBar(DateTime.UtcNow, 105, 110, 100, 107, 1000); accBands.Update(lastBar); Assert.True(accBands.IsHot); } [Fact] public void AccBands_CalculatesCorrectBands() { var accBands = new AccBands(3, 4.0); // Bar 1: H=110, L=90, C=100 // w1 = (110-90)/(110+90) = 20/200 = 0.1 // adjH1 = 110*(1+4*0.1) = 110*1.4 = 154 // adjL1 = 90*(1-4*0.1) = 90*0.6 = 54 accBands.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); // Bar 2: H=115, L=95, C=105 // w2 = (115-95)/(115+95) = 20/210 ≈ 0.095238 // adjH2 = 115*(1+4*0.095238) = 115*1.380952 ≈ 158.80952 // adjL2 = 95*(1-4*0.095238) = 95*0.619048 ≈ 58.80952 accBands.Update(new TBar(DateTime.UtcNow, 105, 115, 95, 105, 1000)); // Bar 3: H=120, L=100, C=110 // w3 = (120-100)/(120+100) = 20/220 ≈ 0.090909 // adjH3 = 120*(1+4*0.090909) = 120*1.363636 ≈ 163.63636 // adjL3 = 100*(1-4*0.090909) = 100*0.636364 ≈ 63.63636 accBands.Update(new TBar(DateTime.UtcNow, 110, 120, 100, 110, 1000)); // SMA(3) of adjHigh: (154 + 158.80952 + 163.63636) / 3 ≈ 158.81529 // SMA(3) of adjLow: (54 + 58.80952 + 63.63636) / 3 ≈ 58.81529 // SMA(3) of Close: (100+105+110)/3 = 105 double expectedUpper = (154.0 + 115.0 * (1.0 + 4.0 * 20.0 / 210.0) + 120.0 * (1.0 + 4.0 * 20.0 / 220.0)) / 3.0; double expectedLower = (54.0 + 95.0 * (1.0 - 4.0 * 20.0 / 210.0) + 100.0 * (1.0 - 4.0 * 20.0 / 220.0)) / 3.0; Assert.Equal(105.0, accBands.Last.Value, 1e-10); Assert.Equal(expectedUpper, accBands.Upper.Value, 1e-10); Assert.Equal(expectedLower, accBands.Lower.Value, 1e-10); } [Fact] public void AccBands_SlidingWindow_Works() { var accBands = new AccBands(3, 4.0); // Bar 1: H=110, L=90, C=100 accBands.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); // Bar 2: H=115, L=95, C=105 accBands.Update(new TBar(DateTime.UtcNow, 105, 115, 95, 105, 1000)); // Bar 3: H=120, L=100, C=110 accBands.Update(new TBar(DateTime.UtcNow, 110, 120, 100, 110, 1000)); double middle1 = accBands.Last.Value; // Bar 4: H=125, L=105, C=115 - Window slides to bars [2,3,4] // w4 = (125-105)/(125+105) = 20/230 ≈ 0.086957 // adjH4 = 125*(1+4*0.086957) = 125*1.347826 ≈ 168.47826 // adjL4 = 105*(1-4*0.086957) = 105*0.652174 ≈ 68.47826 accBands.Update(new TBar(DateTime.UtcNow, 115, 125, 105, 115, 1000)); Assert.NotEqual(middle1, accBands.Last.Value); Assert.Equal(110.0, accBands.Last.Value, 1e-10); // Verify Upper > Middle > Lower Assert.True(accBands.Upper.Value > accBands.Last.Value); Assert.True(accBands.Lower.Value < accBands.Last.Value); } [Fact] public void AccBands_IterativeCorrections_RestoreToOriginalState() { var accBands = new AccBands(5); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // Feed 10 new bars TBar tenthInput = default; for (int i = 0; i < 10; i++) { var bar = gbm.Next(isNew: true); tenthInput = bar; accBands.Update(bar, isNew: true); } // Remember state after 10 bars double middleAfterTen = accBands.Last.Value; double upperAfterTen = accBands.Upper.Value; double lowerAfterTen = accBands.Lower.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); accBands.Update(bar, isNew: false); } // Feed the remembered 10th input again with isNew=false accBands.Update(tenthInput, isNew: false); // State should match the original state after 10 bars Assert.Equal(middleAfterTen, accBands.Last.Value, 1e-10); Assert.Equal(upperAfterTen, accBands.Upper.Value, 1e-10); Assert.Equal(lowerAfterTen, accBands.Lower.Value, 1e-10); } [Fact] public void AccBands_BatchCalc_MatchesIterativeCalc() { var accBandsIterative = new AccBands(10); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // Generate data var series = new TBarSeries(); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(bar); } Assert.True(series.Count > 0); // Calculate iteratively var iterativeMiddle = new List(); var iterativeUpper = new List(); var iterativeLower = new List(); foreach (var bar in series) { accBandsIterative.Update(bar); iterativeMiddle.Add(accBandsIterative.Last.Value); iterativeUpper.Add(accBandsIterative.Upper.Value); iterativeLower.Add(accBandsIterative.Lower.Value); } // Calculate batch var accBandsBatch = new AccBands(10); var (batchMiddle, batchUpper, batchLower) = accBandsBatch.Update(series); // Compare Assert.Equal(iterativeMiddle.Count, batchMiddle.Count); for (int i = 0; i < iterativeMiddle.Count; i++) { Assert.Equal(iterativeMiddle[i], batchMiddle[i].Value, 1e-10); Assert.Equal(iterativeUpper[i], batchUpper[i].Value, 1e-10); Assert.Equal(iterativeLower[i], batchLower[i].Value, 1e-10); } } [Fact] public void AccBands_NaN_Input_UsesLastValidValue() { var accBands = new AccBands(5); // Feed some valid bars accBands.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000)); accBands.Update(new TBar(DateTime.UtcNow, 102, 108, 98, 105, 1100)); // Feed bar with NaN high - should use last valid high var resultAfterNaN = accBands.Update(new TBar(DateTime.UtcNow, 105, double.NaN, 100, 108, 1200)); // Result should be finite (not NaN) Assert.True(double.IsFinite(resultAfterNaN.Value)); Assert.True(double.IsFinite(accBands.Upper.Value)); Assert.True(double.IsFinite(accBands.Lower.Value)); } [Fact] public void AccBands_Infinity_Input_UsesLastValidValue() { var accBands = new AccBands(5); // Feed some valid bars accBands.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000)); accBands.Update(new TBar(DateTime.UtcNow, 102, 108, 98, 105, 1100)); // Feed bar with positive infinity low var resultAfterPosInf = accBands.Update(new TBar(DateTime.UtcNow, 105, 110, double.PositiveInfinity, 108, 1200)); Assert.True(double.IsFinite(resultAfterPosInf.Value)); Assert.True(double.IsFinite(accBands.Upper.Value)); Assert.True(double.IsFinite(accBands.Lower.Value)); // Feed bar with negative infinity close var resultAfterNegInf = accBands.Update(new TBar(DateTime.UtcNow, 108, 115, 105, double.NegativeInfinity, 1300)); Assert.True(double.IsFinite(resultAfterNegInf.Value)); Assert.True(double.IsFinite(accBands.Upper.Value)); Assert.True(double.IsFinite(accBands.Lower.Value)); } [Fact] public void AccBands_MultipleNaN_ContinuesWithLastValid() { var accBands = new AccBands(5); // Feed valid bars accBands.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000)); accBands.Update(new TBar(DateTime.UtcNow, 102, 108, 98, 105, 1100)); accBands.Update(new TBar(DateTime.UtcNow, 105, 112, 100, 108, 1200)); // Feed multiple bars with NaN values var r1 = accBands.Update(new TBar(DateTime.UtcNow, double.NaN, 115, 102, 110, 1300)); var r2 = accBands.Update(new TBar(DateTime.UtcNow, 110, double.NaN, 105, 112, 1400)); var r3 = accBands.Update(new TBar(DateTime.UtcNow, 112, 120, double.NaN, 115, 1500)); // All results should be finite Assert.True(double.IsFinite(r1.Value)); Assert.True(double.IsFinite(r2.Value)); Assert.True(double.IsFinite(r3.Value)); } [Fact] public void AccBands_StaticBatch_Works() { var series = new TBarSeries(); series.Add(DateTime.UtcNow, 100, 110, 90, 100, 1000); series.Add(DateTime.UtcNow, 105, 115, 95, 105, 1000); series.Add(DateTime.UtcNow, 110, 120, 100, 110, 1000); series.Add(DateTime.UtcNow, 115, 125, 105, 115, 1000); series.Add(DateTime.UtcNow, 120, 130, 110, 120, 1000); var (middle, upper, lower) = AccBands.Batch(series, 3); Assert.Equal(5, middle.Count); Assert.Equal(5, upper.Count); Assert.Equal(5, lower.Count); // All values should be finite for (int i = 0; i < 5; i++) { Assert.True(double.IsFinite(middle[i].Value)); Assert.True(double.IsFinite(upper[i].Value)); Assert.True(double.IsFinite(lower[i].Value)); } } [Fact] public void AccBands_Period1_ReturnsDirectCalculation() { var accBands = new AccBands(1); // Single bar: H=110, L=90, C=100 // w = (110-90)/(110+90) = 20/200 = 0.1 // adjHigh = 110*(1+4*0.1) = 110*1.4 = 154 // adjLow = 90*(1-4*0.1) = 90*0.6 = 54 accBands.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); Assert.Equal(100.0, accBands.Last.Value, 1e-10); Assert.Equal(154.0, accBands.Upper.Value, 1e-10); Assert.Equal(54.0, accBands.Lower.Value, 1e-10); // Next bar: H=120, L=100, C=110 (window is 1, so only this bar counts) // w = (120-100)/(120+100) = 20/220 ≈ 0.090909 // adjHigh = 120*(1+4*0.090909) = 120*1.363636 ≈ 163.63636 // adjLow = 100*(1-4*0.090909) = 100*0.636364 ≈ 63.63636 accBands.Update(new TBar(DateTime.UtcNow, 110, 120, 100, 110, 1000)); Assert.Equal(110.0, accBands.Last.Value, 1e-10); Assert.Equal(120.0 * (1.0 + 4.0 * 20.0 / 220.0), accBands.Upper.Value, 1e-10); Assert.Equal(100.0 * (1.0 - 4.0 * 20.0 / 220.0), accBands.Lower.Value, 1e-10); } // ============== Span API Tests ============== [Fact] public void AccBands_SpanBatch_ValidatesInput() { double[] high = [105, 110, 115]; double[] low = [95, 100, 105]; double[] close = [100, 105, 110]; double[] middle = new double[3]; double[] upper = new double[3]; double[] lower = new double[3]; double[] wrongSizeHigh = [105, 110]; // Period must be > 0 Assert.Throws(() => AccBands.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 0)); Assert.Throws(() => AccBands.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), -1)); // Factor must be > 0 Assert.Throws(() => AccBands.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3, 0)); Assert.Throws(() => AccBands.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3, -1)); // Input arrays must have same length Assert.Throws(() => AccBands.Batch(wrongSizeHigh.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3)); } [Fact] public void AccBands_SpanBatch_MatchesTSeriesBatch() { var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); var series = new TBarSeries(); double[] high = new double[100]; double[] low = new double[100]; double[] close = new double[100]; for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(bar); high[i] = bar.High; low[i] = bar.Low; close[i] = bar.Close; } // Calculate with TBarSeries API var (tseriesMiddle, tseriesUpper, tseriesLower) = AccBands.Batch(series, 10); // Calculate with Span API double[] spanMiddle = new double[100]; double[] spanUpper = new double[100]; double[] spanLower = new double[100]; AccBands.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), spanMiddle.AsSpan(), spanUpper.AsSpan(), spanLower.AsSpan(), 10); // Compare results for (int i = 0; i < 100; i++) { Assert.Equal(tseriesMiddle[i].Value, spanMiddle[i], 1e-10); Assert.Equal(tseriesUpper[i].Value, spanUpper[i], 1e-10); Assert.Equal(tseriesLower[i].Value, spanLower[i], 1e-10); } } [Fact] public void AccBands_SpanBatch_CalculatesCorrectly() { double[] high = [110, 115, 120, 125, 130]; double[] low = [90, 95, 100, 105, 110]; double[] close = [100, 105, 110, 115, 120]; double[] middle = new double[5]; double[] upper = new double[5]; double[] lower = new double[5]; AccBands.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3); // After warmup (index 2): bars 0,1,2 // Bar 0: H=110, L=90 => w=20/200=0.1, adjH=110*1.4=154, adjL=90*0.6=54 // Bar 1: H=115, L=95 => w=20/210, adjH=115*(1+4*20/210), adjL=95*(1-4*20/210) // Bar 2: H=120, L=100 => w=20/220, adjH=120*(1+4*20/220), adjL=100*(1-4*20/220) // SMA(3) of Close: (100+105+110)/3 = 105 double adjH0 = 110.0 * (1.0 + 4.0 * 20.0 / 200.0); double adjH1 = 115.0 * (1.0 + 4.0 * 20.0 / 210.0); double adjH2 = 120.0 * (1.0 + 4.0 * 20.0 / 220.0); double adjL0 = 90.0 * (1.0 - 4.0 * 20.0 / 200.0); double adjL1 = 95.0 * (1.0 - 4.0 * 20.0 / 210.0); double adjL2 = 100.0 * (1.0 - 4.0 * 20.0 / 220.0); Assert.Equal(105.0, middle[2], 1e-10); Assert.Equal((adjH0 + adjH1 + adjH2) / 3.0, upper[2], 1e-10); Assert.Equal((adjL0 + adjL1 + adjL2) / 3.0, lower[2], 1e-10); } [Fact] public void AccBands_SpanBatch_ZeroAllocation() { var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42); double[] high = new double[10000]; double[] low = new double[10000]; double[] close = new double[10000]; double[] middle = new double[10000]; double[] upper = new double[10000]; double[] lower = new double[10000]; for (int i = 0; i < high.Length; i++) { var bar = gbm.Next(); high[i] = bar.High; low[i] = bar.Low; close[i] = bar.Close; } // Warm up AccBands.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 100); // Verify method completes without OOM or stack overflow Assert.True(double.IsFinite(middle[^1])); Assert.True(double.IsFinite(upper[^1])); Assert.True(double.IsFinite(lower[^1])); } [Fact] public void AccBands_SpanBatch_HandlesNaN() { double[] high = [105, 110, double.NaN, 120, 125]; double[] low = [95, 100, 105, double.NaN, 115]; double[] close = [100, 105, 110, 115, double.NaN]; double[] middle = new double[5]; double[] upper = new double[5]; double[] lower = new double[5]; AccBands.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3); // All outputs should be finite for (int i = 0; i < 5; i++) { Assert.True(double.IsFinite(middle[i]), $"Middle[{i}] expected finite but got {middle[i]}"); Assert.True(double.IsFinite(upper[i]), $"Upper[{i}] expected finite but got {upper[i]}"); Assert.True(double.IsFinite(lower[i]), $"Lower[{i}] expected finite but got {lower[i]}"); } } [Fact] public void AccBands_AllModes_ProduceSameResult() { // Arrange const int period = 10; double factor = 4.0; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // 1. Batch Mode var (batchMiddle, batchUpper, batchLower) = AccBands.Batch(bars, period, factor); double expectedMiddle = batchMiddle.Last.Value; double expectedUpper = batchUpper.Last.Value; double expectedLower = batchLower.Last.Value; // 2. Span Mode double[] high = bars.HighValues.ToArray(); double[] low = bars.LowValues.ToArray(); double[] close = bars.CloseValues.ToArray(); double[] spanMiddle = new double[bars.Count]; double[] spanUpper = new double[bars.Count]; double[] spanLower = new double[bars.Count]; AccBands.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), spanMiddle.AsSpan(), spanUpper.AsSpan(), spanLower.AsSpan(), period, factor); // 3. Streaming Mode var streamingInd = new AccBands(period, factor); foreach (var bar in bars) { streamingInd.Update(bar); } double streamingMiddle = streamingInd.Last.Value; double streamingUpper = streamingInd.Upper.Value; double streamingLower = streamingInd.Lower.Value; // 4. Eventing Mode var pubSource = new TBarSeries(); var eventingInd = new AccBands(pubSource, period, factor); foreach (var bar in bars) { pubSource.Add(bar); } double eventingMiddle = eventingInd.Last.Value; double eventingUpper = eventingInd.Upper.Value; double eventingLower = eventingInd.Lower.Value; // Assert Assert.Equal(expectedMiddle, spanMiddle[^1], precision: 9); Assert.Equal(expectedUpper, spanUpper[^1], precision: 9); Assert.Equal(expectedLower, spanLower[^1], precision: 9); Assert.Equal(expectedMiddle, streamingMiddle, precision: 9); Assert.Equal(expectedUpper, streamingUpper, precision: 9); Assert.Equal(expectedLower, streamingLower, precision: 9); Assert.Equal(expectedMiddle, eventingMiddle, precision: 9); Assert.Equal(expectedUpper, eventingUpper, precision: 9); Assert.Equal(expectedLower, eventingLower, precision: 9); } [Fact] public void AccBands_Chainability_Works() { var source = new TBarSeries(); var accBands = new AccBands(source, 10); source.Add(new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000)); Assert.Equal(102, accBands.Last.Value); } [Fact] public void AccBands_WarmupPeriod_IsSetCorrectly() { var accBands = new AccBands(10); Assert.Equal(10, accBands.WarmupPeriod); } [Fact] public void AccBands_Prime_SetsStateCorrectly() { var accBands = new AccBands(3, 4.0); var series = new TBarSeries(); // Add 5 bars series.Add(DateTime.UtcNow, 100, 110, 90, 100, 1000); series.Add(DateTime.UtcNow, 105, 115, 95, 105, 1000); series.Add(DateTime.UtcNow, 110, 120, 100, 110, 1000); series.Add(DateTime.UtcNow, 115, 125, 105, 115, 1000); series.Add(DateTime.UtcNow, 120, 130, 110, 120, 1000); accBands.Prime(series); Assert.True(accBands.IsHot); // Last 3 bars: bars 2,3,4 // Bar 2: H=120,L=100,C=110 -> w=20/220, adjH=120*(1+80/220), adjL=100*(1-80/220) // Bar 3: H=125,L=105,C=115 -> w=20/230, adjH=125*(1+80/230), adjL=105*(1-80/230) // Bar 4: H=130,L=110,C=120 -> w=20/240, adjH=130*(1+80/240), adjL=110*(1-80/240) double adjH2 = 120.0 * (1.0 + 4.0 * 20.0 / 220.0); double adjL2 = 100.0 * (1.0 - 4.0 * 20.0 / 220.0); double adjH3 = 125.0 * (1.0 + 4.0 * 20.0 / 230.0); double adjL3 = 105.0 * (1.0 - 4.0 * 20.0 / 230.0); double adjH4 = 130.0 * (1.0 + 4.0 * 20.0 / 240.0); double adjL4 = 110.0 * (1.0 - 4.0 * 20.0 / 240.0); Assert.Equal(115.0, accBands.Last.Value, 1e-10); Assert.Equal((adjH2 + adjH3 + adjH4) / 3.0, accBands.Upper.Value, 1e-10); Assert.Equal((adjL2 + adjL3 + adjL4) / 3.0, accBands.Lower.Value, 1e-10); // Verify it continues correctly accBands.Update(new TBar(DateTime.UtcNow, 125, 135, 115, 125, 1000)); // New window: bars [3,4,5] // Bar 5: H=135,L=115,C=125 -> w=20/250, adjH=135*(1+80/250), adjL=115*(1-80/250) double adjH5 = 135.0 * (1.0 + 4.0 * 20.0 / 250.0); double adjL5 = 115.0 * (1.0 - 4.0 * 20.0 / 250.0); Assert.Equal(120.0, accBands.Last.Value, 1e-10); Assert.Equal((adjH3 + adjH4 + adjH5) / 3.0, accBands.Upper.Value, 1e-10); Assert.Equal((adjL3 + adjL4 + adjL5) / 3.0, accBands.Lower.Value, 1e-10); } [Fact] public void AccBands_Calculate_ReturnsCorrectResultsAndHotIndicator() { var series = new TBarSeries(); series.Add(DateTime.UtcNow, 100, 110, 90, 100, 1000); series.Add(DateTime.UtcNow, 105, 115, 95, 105, 1000); series.Add(DateTime.UtcNow, 110, 120, 100, 110, 1000); series.Add(DateTime.UtcNow, 115, 125, 105, 115, 1000); series.Add(DateTime.UtcNow, 120, 130, 110, 120, 1000); var ((middle, upper, lower), indicator) = AccBands.Calculate(series, 3, 4.0); // Check results Assert.Equal(5, middle.Count); Assert.Equal(5, upper.Count); Assert.Equal(5, lower.Count); // Check indicator state Assert.True(indicator.IsHot); Assert.Equal(115.0, indicator.Last.Value, 1e-10); Assert.Equal(3, indicator.WarmupPeriod); // Verify indicator continues correctly indicator.Update(new TBar(DateTime.UtcNow, 125, 135, 115, 125, 1000)); Assert.Equal(120.0, indicator.Last.Value, 1e-10); } [Fact] public void AccBands_DifferentFactors_Work() { var series = new TBarSeries(); series.Add(DateTime.UtcNow, 100, 110, 90, 100, 1000); series.Add(DateTime.UtcNow, 105, 115, 95, 105, 1000); series.Add(DateTime.UtcNow, 110, 120, 100, 110, 1000); // Factor 2.0 var (middle1, upper1, lower1) = AccBands.Batch(series, 3, 2.0); // Factor 6.0 var (middle3, upper3, lower3) = AccBands.Batch(series, 3, 6.0); // Middle should be the same regardless of factor (SMA of close) Assert.Equal(middle1.Last.Value, middle3.Last.Value, 1e-10); // Wider factor = wider bands double width1 = upper1.Last.Value - lower1.Last.Value; double width3 = upper3.Last.Value - lower3.Last.Value; Assert.True(width3 > width1, $"Factor 6 width ({width3}) should be > factor 2 width ({width1})"); } [Fact] public void AccBands_FlatLine_ReturnsSameValues() { var accBands = new AccBands(10); for (int i = 0; i < 20; i++) { accBands.Update(new TBar(DateTime.UtcNow, 100, 100, 100, 100, 1000)); } // When H=L=C=100, w = (100-100)/(100+100) = 0 // adjHigh = 100*(1+0) = 100, adjLow = 100*(1-0) = 100 Assert.Equal(100.0, accBands.Last.Value, 1e-10); Assert.Equal(100.0, accBands.Upper.Value, 1e-10); Assert.Equal(100.0, accBands.Lower.Value, 1e-10); } [Fact] public void AccBands_Pub_EventFires() { var accBands = new AccBands(10); bool eventFired = false; accBands.Pub += (object? sender, in TValueEventArgs args) => eventFired = true; accBands.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000)); Assert.True(eventFired); } }