using TradingPlatform.BusinessLayer; using Xunit; namespace QuanTAlib.Tests; public class ApzIndicatorTests { [Fact] public void Constructor_SetsDefaults() { var indicator = new ApzIndicator(); Assert.Equal(20, indicator.Period); Assert.Equal(2.0, indicator.Multiplier); Assert.True(indicator.ShowColdValues); Assert.Equal("APZ - Adaptive Price Zone", indicator.Name); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void MinHistoryDepths_IsCorrect() { var indicator = new ApzIndicator { Period = 25 }; Assert.Equal(25, indicator.MinHistoryDepths); } [Fact] public void ShortName_IncludesParameters() { var indicator = new ApzIndicator { Period = 15, Multiplier = 1.5 }; Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("1.50", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void Initialize_CreatesThreeLineSeries() { var indicator = new ApzIndicator { Period = 14 }; indicator.Initialize(); Assert.Equal(3, indicator.LinesSeries.Count); Assert.Equal("Middle", indicator.LinesSeries[0].Name); Assert.Equal("Upper", indicator.LinesSeries[1].Name); Assert.Equal("Lower", indicator.LinesSeries[2].Name); } [Fact] public void ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new ApzIndicator { Period = 3 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); Assert.Equal(1, indicator.LinesSeries[0].Count); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0))); Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(0))); Assert.True(double.IsFinite(indicator.LinesSeries[2].GetValue(0))); } [Fact] public void ProcessUpdate_NewBar_ComputesValue() { var indicator = new ApzIndicator { Period = 3 }; 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 ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new ApzIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void MultipleUpdates_ProducesCorrectSequence() { var indicator = new ApzIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i); indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } Assert.Equal(10, indicator.LinesSeries[0].Count); Assert.Equal(10, indicator.LinesSeries[1].Count); Assert.Equal(10, indicator.LinesSeries[2].Count); // All values should be finite for (int i = 0; i < 10; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i))); Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(i))); Assert.True(double.IsFinite(indicator.LinesSeries[2].GetValue(i))); } } [Fact] public void BandRelationship_UpperAboveLowerBelowMiddle() { var indicator = new ApzIndicator { Period = 5, Multiplier = 2.0 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 105, 1000); indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } // After warmup, upper > middle > lower double middle = indicator.LinesSeries[0].GetValue(0); double upper = indicator.LinesSeries[1].GetValue(0); double lower = indicator.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 Multiplier_AffectsBandWidth() { var now = DateTime.UtcNow; // Narrow bands with multiplier 1.0 var narrowIndicator = new ApzIndicator { Period = 5, Multiplier = 1.0 }; narrowIndicator.Initialize(); // Wide bands with multiplier 3.0 var wideIndicator = new ApzIndicator { Period = 5, Multiplier = 3.0 }; wideIndicator.Initialize(); for (int i = 0; i < 10; i++) { narrowIndicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 105, 1000); narrowIndicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); wideIndicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 105, 1000); wideIndicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } double narrowWidth = narrowIndicator.LinesSeries[1].GetValue(0) - narrowIndicator.LinesSeries[2].GetValue(0); double wideWidth = wideIndicator.LinesSeries[1].GetValue(0) - wideIndicator.LinesSeries[2].GetValue(0); Assert.True(wideWidth > narrowWidth, $"Wide bands ({wideWidth}) should be wider than narrow bands ({narrowWidth})"); } [Fact] public void Period_CanBeChanged() { var indicator = new ApzIndicator { Period = 10 }; Assert.Equal(10, indicator.Period); indicator.Period = 30; Assert.Equal(30, indicator.Period); } [Fact] public void Multiplier_CanBeChanged() { var indicator = new ApzIndicator { Multiplier = 2.0 }; Assert.Equal(2.0, indicator.Multiplier); indicator.Multiplier = 3.5; Assert.Equal(3.5, indicator.Multiplier); } [Fact] public void BandsSymmetric_AroundMiddle() { var indicator = new ApzIndicator { Period = 5, Multiplier = 2.0 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 105, 1000); indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } double middle = indicator.LinesSeries[0].GetValue(0); double upper = indicator.LinesSeries[1].GetValue(0); double lower = indicator.LinesSeries[2].GetValue(0); // Bands should be symmetric around middle double upperDistance = upper - middle; double lowerDistance = middle - lower; Assert.Equal(upperDistance, lowerDistance, 6); // 6 decimal precision } }