using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class SamIndicatorTests { [Fact] public void SamIndicator_Constructor_SetsDefaults() { var indicator = new SamIndicator(); Assert.Equal(0.07, indicator.Alpha); Assert.Equal(8, indicator.Cutoff); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("SAM - Ehlers Smoothed Adaptive Momentum", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.False(indicator.OnBackGround); } [Fact] public void SamIndicator_MinHistoryDepths_Is100() { var indicator = new SamIndicator(); Assert.Equal(100, indicator.MinHistoryDepths); } [Fact] public void SamIndicator_ShortName_IncludesParams() { var indicator = new SamIndicator { Alpha = 0.1, Cutoff = 12 }; Assert.Equal("SAM(0.1,12)", indicator.ShortName); } [Fact] public void SamIndicator_Initialize_CreatesLineSeries() { var indicator = new SamIndicator(); indicator.Initialize(); Assert.Equal(2, indicator.LinesSeries.Count); Assert.Equal("SAM", indicator.LinesSeries[0].Name); Assert.Equal("Zero", indicator.LinesSeries[1].Name); } [Fact] public void SamIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new SamIndicator(); 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.Equal(1, indicator.LinesSeries[1].Count); } [Fact] public void SamIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new SamIndicator(); 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 SamIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new SamIndicator(); 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 SamIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new SamIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { indicator.HistoricalData.AddBar( now.AddMinutes(i), 100 + i * 2, 105 + i * 2, 95 + i * 2, 102 + i * 2); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } Assert.Equal(20, indicator.LinesSeries[0].Count); for (int i = 0; i < 20; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i))); Assert.Equal(0, indicator.LinesSeries[1].GetValue(i)); } } [Fact] public void SamIndicator_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 SamIndicator { Source = source }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 110, 90, 105); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.Equal(1, indicator.LinesSeries[0].Count); } } [Fact] public void SamIndicator_ShowColdValues_False_SetsNaN() { var indicator = new SamIndicator { ShowColdValues = false }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.True(double.IsNaN(indicator.LinesSeries[0].GetValue(0))); } [Fact] public void SamIndicator_FlatPrices_ProducesZeroSam() { var indicator = new SamIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; // Feed enough flat bars to pass warmup (100+) for (int i = 0; i < 150; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 100, 100, 100); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } double lastSam = indicator.LinesSeries[0].GetValue(0); Assert.Equal(0, lastSam, 5); } [Fact] public void SamIndicator_DifferentAlphas_Work() { var alphas = new[] { 0.01, 0.07, 0.2, 0.5, 1.0 }; foreach (var alpha in alphas) { var indicator = new SamIndicator { Alpha = alpha }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 102 + i, 98 + i, 101 + i); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } Assert.Equal(10, indicator.LinesSeries[0].Count); } } [Fact] public void SamIndicator_DifferentCutoffs_Work() { var cutoffs = new[] { 2, 8, 16, 30 }; foreach (var cutoff in cutoffs) { var indicator = new SamIndicator { Cutoff = cutoff }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 102 + i, 98 + i, 101 + i); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } Assert.Equal(10, indicator.LinesSeries[0].Count); } } }