using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class UbandsIndicatorTests { [Fact] public void UbandsIndicator_Constructor_SetsDefaults() { var indicator = new UbandsIndicator(); Assert.Equal(20, indicator.Period); Assert.Equal(1.0, indicator.Multiplier); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("UBANDS - Ehlers Ultimate Bands", indicator.Name); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void UbandsIndicator_MinHistoryDepths_EqualsPeriod() { var indicator = new UbandsIndicator { Period = 20 }; Assert.Equal(20, indicator.MinHistoryDepths); Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void UbandsIndicator_ShortName_IncludesPeriodAndMultiplier() { var indicator = new UbandsIndicator { Period = 15, Multiplier = 2.5 }; Assert.Contains("UBANDS", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("2.5", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void UbandsIndicator_Initialize_CreatesInternalUbands() { var indicator = new UbandsIndicator { Period = 10, Multiplier = 1.0 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Equal(4, indicator.LinesSeries.Count); // Middle, Upper, Lower, Width } [Fact] public void UbandsIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new UbandsIndicator { Period = 3, Multiplier = 1.0 }; indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); // Process update var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); // Line series should have values Assert.Equal(1, indicator.LinesSeries[0].Count); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0))); } [Fact] public void UbandsIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new UbandsIndicator { Period = 3, Multiplier = 1.0 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void UbandsIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new UbandsIndicator { Period = 3, Multiplier = 1.0 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double firstValue = indicator.LinesSeries[0].GetValue(0); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); double secondValue = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(firstValue)); Assert.True(double.IsFinite(secondValue)); } [Fact] public void UbandsIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new UbandsIndicator { Period = 3, Multiplier = 1.0 }; indicator.Initialize(); var now = DateTime.UtcNow; double[] closes = { 100, 102, 104, 103, 105 }; foreach (var close in closes) { indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); now = now.AddMinutes(1); } // All values should be finite for (int i = 0; i < closes.Length; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i))); } // Middle band (USF) should smooth the values double lastMiddle = indicator.LinesSeries[0].GetValue(0); Assert.True(lastMiddle >= 100 && lastMiddle <= 106); } [Fact] public void UbandsIndicator_DifferentSourceTypes_Work() { var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 }; foreach (var source in sources) { var indicator = new UbandsIndicator { Period = 3, Multiplier = 1.0, Source = source }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 110, 90, 105); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)), $"Source {source} should produce finite value"); } } [Fact] public void UbandsIndicator_Parameters_CanBeChanged() { var indicator = new UbandsIndicator { Period = 5, Multiplier = 1.5 }; Assert.Equal(5, indicator.Period); Assert.Equal(1.5, indicator.Multiplier); indicator.Period = 20; indicator.Multiplier = 2.5; Assert.Equal(20, indicator.Period); Assert.Equal(2.5, indicator.Multiplier); Assert.Equal(20, indicator.MinHistoryDepths); } [Fact] public void UbandsIndicator_AllBandsUpdate_Correctly() { var indicator = new UbandsIndicator { Period = 3, Multiplier = 1.0 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 5; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Verify all 4 line series have values Assert.Equal(4, indicator.LinesSeries.Count); foreach (var series in indicator.LinesSeries) { Assert.Equal(5, series.Count); Assert.True(double.IsFinite(series.GetValue(0))); } } [Fact] public void UbandsIndicator_BandRelationships_AreCorrect() { var indicator = new UbandsIndicator { Period = 5, Multiplier = 1.0 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add varied data to generate band width double[] closes = { 100, 105, 95, 110, 90, 105, 100, 108, 92, 103 }; foreach (var close in closes) { indicator.HistoricalData.AddBar(now, close, close + 3, close - 3, close); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); now = now.AddMinutes(1); } // Get last values: Middle is index 0, Upper is index 1, Lower is index 2, Width is index 3 double middle = indicator.LinesSeries[0].GetValue(0); double upper = indicator.LinesSeries[1].GetValue(0); double lower = indicator.LinesSeries[2].GetValue(0); double width = indicator.LinesSeries[3].GetValue(0); // Upper > Middle > Lower Assert.True(upper >= middle, $"Upper ({upper}) should be >= Middle ({middle})"); Assert.True(middle >= lower, $"Middle ({middle}) should be >= Lower ({lower})"); // Width = Upper - Lower (approximately) Assert.True(Math.Abs(width - (upper - lower)) < 0.0001, $"Width ({width}) should equal Upper - Lower ({upper - lower})"); } }