using System; using QuanTAlib; using Xunit; namespace QuanTAlib.Tests; public class DecaychannelTests { [Fact] public void Decaychannel_Constructor_ValidatesInput() { Assert.Throws(() => new Decaychannel(0)); Assert.Throws(() => new Decaychannel(-5)); var d = new Decaychannel(10); Assert.Equal(10, d.WarmupPeriod); Assert.Contains("Decaychannel", d.Name, StringComparison.OrdinalIgnoreCase); } [Fact] public void Decaychannel_InitialState_Defaults() { var d = new Decaychannel(5); Assert.Equal(0, d.Last.Value); Assert.Equal(0, d.Upper.Value); Assert.Equal(0, d.Lower.Value); Assert.False(d.IsHot); } [Fact] public void Decaychannel_CalculatesBands() { var d = new Decaychannel(3); d.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000)); d.Update(new TBar(DateTime.UtcNow, 105, 115, 95, 110, 1000)); d.Update(new TBar(DateTime.UtcNow, 110, 120, 100, 115, 1000)); // Bands should be within valid range Assert.True(double.IsFinite(d.Upper.Value)); Assert.True(double.IsFinite(d.Lower.Value)); Assert.True(double.IsFinite(d.Last.Value)); // Upper >= Lower, Middle in between Assert.True(d.Upper.Value >= d.Lower.Value); Assert.True(d.Last.Value >= d.Lower.Value); Assert.True(d.Last.Value <= d.Upper.Value); Assert.True(d.IsHot); } [Fact] public void Decaychannel_DecaysBands_OverTime() { var d = new Decaychannel(10); // Establish initial extremes d.Update(new TBar(DateTime.UtcNow, 100, 120, 80, 100, 1000)); double initialUpper = d.Upper.Value; double initialLower = d.Lower.Value; double initialWidth = initialUpper - initialLower; // Feed flat bars - no new extremes for (int i = 0; i < 5; i++) { d.Update(new TBar(DateTime.UtcNow, 100, 100, 100, 100, 1000)); } double laterWidth = d.Upper.Value - d.Lower.Value; // Channel should have contracted (decayed toward midpoint) Assert.True(laterWidth <= initialWidth, $"Channel should decay. Initial width: {initialWidth}, Later width: {laterWidth}"); } [Fact] public void Decaychannel_ExpandsOnNewExtreme() { var d = new Decaychannel(5); // Initial bars for (int i = 0; i < 5; i++) { d.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 100, 1000)); } double widthBefore = d.Upper.Value - d.Lower.Value; // New extreme high d.Update(new TBar(DateTime.UtcNow, 100, 130, 95, 100, 1000)); double widthAfter = d.Upper.Value - d.Lower.Value; // Channel should have expanded Assert.True(widthAfter >= widthBefore); } [Fact] public void Decaychannel_IsHot_TurnsTrueAfterWarmup() { var d = new Decaychannel(4); for (int i = 0; i < 3; i++) { d.Update(new TBar(DateTime.UtcNow, 100 + i, 101 + i, 99 + i, 100 + i, 1000)); Assert.False(d.IsHot); } d.Update(new TBar(DateTime.UtcNow, 200, 201, 199, 200, 1000)); Assert.True(d.IsHot); } [Fact] public void Decaychannel_IsNewFalse_RestoresState() { var d = new Decaychannel(3); var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 7); TBar remembered = default; for (int i = 0; i < 6; i++) { remembered = gbm.Next(isNew: true); d.Update(remembered, isNew: true); } double mid = d.Last.Value; double up = d.Upper.Value; double lo = d.Lower.Value; // Several corrections for (int i = 0; i < 3; i++) { var corrected = gbm.Next(isNew: false); d.Update(corrected, isNew: false); } // Restore to remembered bar d.Update(remembered, isNew: false); Assert.Equal(mid, d.Last.Value, 1e-10); Assert.Equal(up, d.Upper.Value, 1e-10); Assert.Equal(lo, d.Lower.Value, 1e-10); } [Fact] public void Decaychannel_NaN_UsesLastValid() { var d = new Decaychannel(3); d.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000)); d.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 106, 1000)); var result = d.Update(new TBar(DateTime.UtcNow, 102, double.NaN, 92, 107, 1000)); Assert.True(double.IsFinite(result.Value)); Assert.True(double.IsFinite(d.Upper.Value)); Assert.True(double.IsFinite(d.Lower.Value)); var result2 = d.Update(new TBar(DateTime.UtcNow, 103, 113, double.PositiveInfinity, 108, 1000)); Assert.True(double.IsFinite(result2.Value)); } [Fact] public void Decaychannel_Reset_Clears() { var d = new Decaychannel(3); d.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); d.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 101, 1000)); d.Reset(); Assert.Equal(0, d.Last.Value); Assert.Equal(0, d.Upper.Value); Assert.Equal(0, d.Lower.Value); Assert.False(d.IsHot); d.Update(new TBar(DateTime.UtcNow, 50, 60, 40, 55, 1000)); Assert.NotEqual(0, d.Last.Value); } [Fact] public void Decaychannel_BatchVsStreaming_Match() { var dStream = new Decaychannel(10); var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42); var series = new TBarSeries(); for (int i = 0; i < 200; i++) { var bar = gbm.Next(isNew: true); series.Add(bar); dStream.Update(bar, isNew: true); } double expectedMid = dStream.Last.Value; double expectedUp = dStream.Upper.Value; double expectedLo = dStream.Lower.Value; var (midBatch, upBatch, loBatch) = Decaychannel.Batch(series, 10); Assert.Equal(expectedMid, midBatch.Last.Value, 1e-10); Assert.Equal(expectedUp, upBatch.Last.Value, 1e-10); Assert.Equal(expectedLo, loBatch.Last.Value, 1e-10); } [Fact] public void Decaychannel_SpanBatch_Validates() { double[] high = [110, 115, 120]; double[] low = [90, 95, 100]; double[] middle = new double[3]; double[] upper = new double[3]; double[] lower = new double[3]; double[] highShort = [110, 115]; double[] smallOut = new double[1]; Assert.Throws(() => Decaychannel.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 0)); Assert.Throws(() => Decaychannel.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), -1)); Assert.Throws(() => Decaychannel.Batch(highShort.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 2)); Assert.Throws(() => Decaychannel.Batch(high.AsSpan(), low.AsSpan(), smallOut.AsSpan(), upper.AsSpan(), lower.AsSpan(), 2)); } [Fact] public void Decaychannel_SpanBatch_ComputesFiniteValues() { double[] high = [110, 115, 120, 125, 115, 110, 108]; double[] low = [90, 95, 100, 105, 95, 90, 88]; double[] middle = new double[7]; double[] upper = new double[7]; double[] lower = new double[7]; Decaychannel.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3); for (int i = 0; i < 7; i++) { Assert.True(double.IsFinite(middle[i]), $"middle[{i}] should be finite"); Assert.True(double.IsFinite(upper[i]), $"upper[{i}] should be finite"); Assert.True(double.IsFinite(lower[i]), $"lower[{i}] should be finite"); Assert.True(upper[i] >= lower[i], $"upper[{i}] >= lower[{i}]"); } } [Fact] public void Decaychannel_Calculate_ReturnsIndicatorAndResults() { 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); var ((mid, up, lo), ind) = Decaychannel.Calculate(series, 2); Assert.True(ind.IsHot); Assert.True(double.IsFinite(up.Last.Value)); Assert.True(double.IsFinite(lo.Last.Value)); Assert.True(double.IsFinite(mid.Last.Value)); ind.Update(new TBar(DateTime.UtcNow, 120, 130, 110, 120, 1000)); Assert.True(double.IsFinite(ind.Upper.Value)); Assert.True(double.IsFinite(ind.Lower.Value)); Assert.True(double.IsFinite(ind.Last.Value)); } [Fact] public void Decaychannel_Event_Publishes() { var src = new TBarSeries(); var d = new Decaychannel(src, 2); bool fired = false; d.Pub += (object? sender, in TValueEventArgs args) => fired = true; src.Add(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); Assert.True(fired); } [Fact] public void Decaychannel_HalfLife_DecayBehavior() { // Test that decay follows half-life: 50% convergence over period bars int period = 10; var d = new Decaychannel(period); // Establish extreme values d.Update(new TBar(DateTime.UtcNow, 100, 200, 0, 100, 1000)); // Upper=200, Lower=0, Mid=100 double initialUpper = d.Upper.Value; double initialLower = d.Lower.Value; double initialMid = (initialUpper + initialLower) * 0.5; // Feed midpoint values for 'period' bars - no new extremes for (int i = 0; i < period; i++) { d.Update(new TBar(DateTime.UtcNow, 100, 100, 100, 100, 1000)); } // After period bars, should be approximately 50% convergence toward midpoint double upperDistance = d.Upper.Value - initialMid; double lowerDistance = initialMid - d.Lower.Value; // The channel should have contracted significantly (roughly 50%) double initialUpperDistance = initialUpper - initialMid; double initialLowerDistance = initialMid - initialLower; // Allow some tolerance for algorithm differences Assert.True(upperDistance < initialUpperDistance * 0.7, "Upper should decay toward midpoint"); Assert.True(lowerDistance < initialLowerDistance * 0.7, "Lower should decay toward midpoint"); } [Fact] public void Decaychannel_Bands_MaintainOrder() { var d = new Decaychannel(5); var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); d.Update(bar, isNew: true); Assert.True(d.Upper.Value >= d.Lower.Value, $"Bar {i}: Upper ({d.Upper.Value}) >= Lower ({d.Lower.Value})"); Assert.True(d.Last.Value >= d.Lower.Value - 1e-10, $"Bar {i}: Middle ({d.Last.Value}) >= Lower ({d.Lower.Value})"); Assert.True(d.Last.Value <= d.Upper.Value + 1e-10, $"Bar {i}: Middle ({d.Last.Value}) <= Upper ({d.Upper.Value})"); } } }