using System; using System.Collections.Generic; using Xunit; namespace QuanTAlib; public class DmxTests { [Fact] public void BasicCalculation_DoesNotCrash() { var dmx = new Dmx(14); var gbm = new GBM(); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { dmx.Update(bars[i]); } Assert.True(double.IsFinite(dmx.Last.Value)); } [Fact] public void IsNew_Consistency() { var dmx = new Dmx(14); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed first 99 for (int i = 0; i < 99; i++) { dmx.Update(bars[i]); } // Update with 100th point (isNew=true) dmx.Update(bars[99], true); // Update with modified 100th point (isNew=false) var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume); var val2 = dmx.Update(modifiedBar, false); // Create new instance and feed up to modified var dmx2 = new Dmx(14); for (int i = 0; i < 99; i++) { dmx2.Update(bars[i]); } var val3 = dmx2.Update(modifiedBar, true); Assert.Equal(val3.Value, val2.Value, 1e-9); } [Fact] public void Reset_Works() { var dmx = new Dmx(14); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { dmx.Update(bars[i]); } dmx.Reset(); Assert.Equal(0, dmx.Last.Value); // Feed again for (int i = 0; i < bars.Count; i++) { dmx.Update(bars[i]); } Assert.True(double.IsFinite(dmx.Last.Value)); } [Fact] public void TBarSeries_Update_Matches_Streaming() { var dmx = new Dmx(14); var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var streamingResults = new List(); for (int i = 0; i < bars.Count; i++) { streamingResults.Add(dmx.Update(bars[i]).Value); } var dmx2 = new Dmx(14); var seriesResults = dmx2.Update(bars); Assert.Equal(streamingResults.Count, seriesResults.Count); for (int i = 0; i < seriesResults.Count; i++) { Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9); } } [Fact] public void FirstBar_Handling() { var dmx = new Dmx(14); var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000); // First bar should produce 0 DMX because DM+ and DM- are 0 var result = dmx.Update(bar); Assert.Equal(0, result.Value); } [Fact] public void StaticBatch_Matches_Streaming() { var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var dmx = new Dmx(14); var streamingResults = new List(); for (int i = 0; i < bars.Count; i++) { streamingResults.Add(dmx.Update(bars[i]).Value); } var staticResults = Dmx.Batch(bars, 14); Assert.Equal(streamingResults.Count, staticResults.Count); for (int i = 0; i < streamingResults.Count; i++) { Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9); } } [Fact] public void Chainability_Works() { var dmx = new Dmx(14); var sma = new Sma(dmx, 10); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { dmx.Update(bars[i]); } Assert.True(sma.Last.Value != 0); } }