using TradingPlatform.BusinessLayer; using Xunit; namespace QuanTAlib.Tests; public class SdchannelIndicatorTests { [Fact] public void Constructor_SetsDefaults() { var ind = new SdchannelIndicator(); Assert.Equal(50, ind.Period); Assert.Equal(2.0, ind.Multiplier); Assert.Equal(PriceType.Close, ind.SourceType); Assert.True(ind.ShowColdValues); Assert.Equal("Sdchannel - Standard Deviation Channel", ind.Name); Assert.False(ind.SeparateWindow); Assert.True(ind.OnBackGround); } [Fact] public void MinHistoryDepths_EqualsPeriod() { var ind = new SdchannelIndicator { Period = 30 }; Assert.Equal(30, ind.MinHistoryDepths); } [Fact] public void ShortName_ReflectsParameters() { var ind = new SdchannelIndicator { Period = 20, Multiplier = 2.5 }; Assert.Contains("20", ind.ShortName, StringComparison.Ordinal); Assert.Contains("2.5", ind.ShortName, StringComparison.Ordinal); } [Fact] public void Initialize_AddsThreeLineSeries() { var ind = new SdchannelIndicator { Period = 14, Multiplier = 2.0 }; ind.Initialize(); Assert.Equal(3, ind.LinesSeries.Count); Assert.Equal("Middle", ind.LinesSeries[0].Name); Assert.Equal("Upper", ind.LinesSeries[1].Name); Assert.Equal("Lower", ind.LinesSeries[2].Name); } [Fact] public void ProcessUpdate_Historical_ComputesValues() { var ind = new SdchannelIndicator { Period = 5, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; ind.HistoricalData.AddBar(now, 100, 110, 90, 102); ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.Equal(1, ind.LinesSeries[0].Count); Assert.True(double.IsFinite(ind.LinesSeries[0].GetValue(0))); Assert.True(double.IsFinite(ind.LinesSeries[1].GetValue(0))); Assert.True(double.IsFinite(ind.LinesSeries[2].GetValue(0))); } [Fact] public void ProcessUpdate_NewBar_Appends() { var ind = new SdchannelIndicator { Period = 5, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; ind.HistoricalData.AddBar(now, 100, 110, 90, 102); ind.HistoricalData.AddBar(now.AddMinutes(1), 102, 112, 92, 104); ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, ind.LinesSeries[0].Count); } [Fact] public void ProcessUpdate_NewTick_DoesNotThrow() { var ind = new SdchannelIndicator { Period = 5, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; ind.HistoricalData.AddBar(now, 100, 105, 95, 102); ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); Assert.Equal(2, ind.LinesSeries[0].Count); } [Fact] public void MultipleUpdates_ProducesFiniteSeries() { var ind = new SdchannelIndicator { Period = 10, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { ind.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i); ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } Assert.Equal(30, ind.LinesSeries[0].Count); Assert.Equal(30, ind.LinesSeries[1].Count); Assert.Equal(30, ind.LinesSeries[2].Count); for (int i = 0; i < 30; i++) { Assert.True(double.IsFinite(ind.LinesSeries[0].GetValue(i))); Assert.True(double.IsFinite(ind.LinesSeries[1].GetValue(i))); Assert.True(double.IsFinite(ind.LinesSeries[2].GetValue(i))); } } [Fact] public void Bands_Order_Correct() { var ind = new SdchannelIndicator { Period = 10, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; // Add some volatility to ensure non-zero stddev for (int i = 0; i < 20; i++) { double price = 100 + Math.Sin(i * 0.5) * 10; ind.HistoricalData.AddBar(now.AddMinutes(i), price, price + 5, price - 5, price, 1000); ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } double middle = ind.LinesSeries[0].GetValue(0); double upper = ind.LinesSeries[1].GetValue(0); double lower = ind.LinesSeries[2].GetValue(0); Assert.True(upper >= middle, $"Upper ({upper}) should be >= Middle ({middle})"); Assert.True(lower <= middle, $"Lower ({lower}) should be <= Middle ({middle})"); } [Fact] public void FirstBar_BandsCollapsed() { var ind = new SdchannelIndicator { Period = 10, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; ind.HistoricalData.AddBar(now, 100, 110, 90, 100); ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double middle = ind.LinesSeries[0].GetValue(0); double upper = ind.LinesSeries[1].GetValue(0); double lower = ind.LinesSeries[2].GetValue(0); // First bar: stddev = 0, so bands should be at middle Assert.Equal(100.0, middle, 1e-10); Assert.Equal(100.0, upper, 1e-10); Assert.Equal(100.0, lower, 1e-10); } [Fact] public void Multiplier_AffectsBandWidth() { var ind1 = new SdchannelIndicator { Period = 10, Multiplier = 1.0 }; var ind2 = new SdchannelIndicator { Period = 10, Multiplier = 2.0 }; ind1.Initialize(); ind2.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { double price = 100 + i * 0.5; ind1.HistoricalData.AddBar(now.AddMinutes(i), price, price + 5, price - 5, price); ind2.HistoricalData.AddBar(now.AddMinutes(i), price, price + 5, price - 5, price); ind1.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); ind2.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } double width1 = ind1.LinesSeries[1].GetValue(0) - ind1.LinesSeries[2].GetValue(0); double width2 = ind2.LinesSeries[1].GetValue(0) - ind2.LinesSeries[2].GetValue(0); Assert.Equal(width2, width1 * 2, 1e-9); } [Fact] public void Bands_Symmetric_AroundMiddle() { var ind = new SdchannelIndicator { Period = 10, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { double price = 100 + i; ind.HistoricalData.AddBar(now.AddMinutes(i), price, price + 5, price - 5, price); ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } double middle = ind.LinesSeries[0].GetValue(0); double upper = ind.LinesSeries[1].GetValue(0); double lower = ind.LinesSeries[2].GetValue(0); double upperDist = upper - middle; double lowerDist = middle - lower; Assert.Equal(upperDist, lowerDist, 1e-10); } [Fact] public void LinearData_ZeroStdDev() { var ind = new SdchannelIndicator { Period = 10, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; // Perfect linear data: y = 100 + i for (int i = 0; i < 20; i++) { double price = 100 + i; ind.HistoricalData.AddBar(now.AddMinutes(i), price, price, price, price); ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } double middle = ind.LinesSeries[0].GetValue(0); double upper = ind.LinesSeries[1].GetValue(0); double lower = ind.LinesSeries[2].GetValue(0); // With perfect linear fit, stddev of residuals is 0 Assert.Equal(middle, upper, 1e-9); Assert.Equal(middle, lower, 1e-9); } [Fact] public void DifferentPriceTypes_Work() { var indClose = new SdchannelIndicator { Period = 10, Multiplier = 2.0, SourceType = PriceType.Close }; var indHigh = new SdchannelIndicator { Period = 10, Multiplier = 2.0, SourceType = PriceType.High }; indClose.Initialize(); indHigh.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { indClose.HistoricalData.AddBar(now.AddMinutes(i), 100, 120, 80, 100); indHigh.HistoricalData.AddBar(now.AddMinutes(i), 100, 120, 80, 100); indClose.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); indHigh.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } double closeMiddle = indClose.LinesSeries[0].GetValue(0); double highMiddle = indHigh.LinesSeries[0].GetValue(0); Assert.True(highMiddle > closeMiddle, "High price type should produce higher middle than Close"); } [Fact] public void TrendingData_MiddleFollowsTrend() { var ind = new SdchannelIndicator { Period = 10, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { double price = 100 + i * 2; // Strong uptrend ind.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price); ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } // After warmup, middle should be close to the current regression line value double middle = ind.LinesSeries[0].GetValue(0); double lastPrice = 100 + 29 * 2; // 158 // Middle should be close to last price (within reasonable range for regression) Assert.True(Math.Abs(middle - lastPrice) < 10, $"Middle ({middle}) should be close to last price ({lastPrice})"); } }