using Xunit; namespace QuanTAlib.Tests; public class TviTests { private const double DefaultMinTick = 0.125; [Fact] public void Constructor_DefaultParameters_CreatesValidIndicator() { var tvi = new Tvi(); Assert.Equal($"Tvi({DefaultMinTick})", tvi.Name); Assert.Equal(2, tvi.WarmupPeriod); Assert.False(tvi.IsHot); } [Fact] public void Constructor_CustomMinTick_SetsParameter() { var tvi = new Tvi(minTick: 0.5); Assert.Equal("Tvi(0.5)", tvi.Name); } [Fact] public void Constructor_ZeroMinTick_ThrowsArgumentException() { Assert.Throws(() => new Tvi(minTick: 0)); } [Fact] public void Constructor_NegativeMinTick_ThrowsArgumentException() { Assert.Throws(() => new Tvi(minTick: -0.1)); } [Fact] public void Update_WithTBar_ReturnsValidValue() { var tvi = new Tvi(); var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result = tvi.Update(bar); Assert.True(double.IsFinite(result.Value)); Assert.Equal(0, result.Value); // First bar stays at zero (no comparison) } [Fact] public void Update_WithTValue_ReturnsCurrentValue() { var tvi = new Tvi(); var value = new TValue(DateTime.UtcNow, 100); var result = tvi.Update(value); // TVI without volume data returns current TVI value (zero initially) Assert.Equal(0, result.Value); } [Fact] public void Update_PriceIncreasesAboveMinTick_DirectionUp_AddsVolume() { var tvi = new Tvi(minTick: 0.5); var time = DateTime.UtcNow; // First bar - establishes baseline tvi.Update(new TBar(time, 100, 105, 95, 100, 100000)); // Second bar with price increase > minTick - direction becomes up, add volume var result = tvi.Update(new TBar(time.AddMinutes(1), 100, 108, 98, 101, 80000)); // +1 > 0.5 Assert.Equal(80000, result.Value); } [Fact] public void Update_PriceDecreasesAboveMinTick_DirectionDown_SubtractsVolume() { var tvi = new Tvi(minTick: 0.5); var time = DateTime.UtcNow; // First bar - establishes baseline tvi.Update(new TBar(time, 100, 105, 95, 100, 100000)); // Second bar with price decrease > minTick - direction becomes down, subtract volume var result = tvi.Update(new TBar(time.AddMinutes(1), 100, 102, 90, 99, 80000)); // -1 < -0.5 Assert.Equal(-80000, result.Value); } [Fact] public void Update_PriceChangeWithinMinTick_DirectionSticky() { var tvi = new Tvi(minTick: 0.5); var time = DateTime.UtcNow; // First bar - establishes baseline tvi.Update(new TBar(time, 100, 105, 95, 100, 100000)); // Second bar - big move up, direction = 1 tvi.Update(new TBar(time.AddMinutes(1), 100, 108, 98, 102, 80000)); // +2 > 0.5, direction = 1 Assert.Equal(80000, tvi.Last.Value); // Third bar - small move (within minTick), direction stays 1 var result = tvi.Update(new TBar(time.AddMinutes(2), 102, 103, 101, 102.2, 50000)); // +0.2 < 0.5, sticky Assert.Equal(80000 + 50000, result.Value); // Still adds because direction is still 1 } [Fact] public void Update_DirectionStickyWhenPriceFlat() { var tvi = new Tvi(minTick: 0.5); var time = DateTime.UtcNow; // First bar tvi.Update(new TBar(time, 100, 105, 95, 100, 100000)); // Second bar - move down, direction = -1 tvi.Update(new TBar(time.AddMinutes(1), 100, 102, 90, 99, 80000)); // -1 < -0.5 Assert.Equal(-80000, tvi.Last.Value); // Third bar - flat price, direction stays -1 var result = tvi.Update(new TBar(time.AddMinutes(2), 99, 100, 98, 99, 50000)); // 0 within ±0.5 Assert.Equal(-80000 - 50000, result.Value); // Subtracts because direction is still -1 } [Fact] public void Update_ConsistentUpDays_TviIncreases() { var tvi = new Tvi(minTick: 0.1); var time = DateTime.UtcNow; double price = 100; for (int i = 0; i < 20; i++) { tvi.Update(new TBar(time.AddMinutes(i), price, price + 2, price - 1, price, 10000)); price += 1; // Price increasing each day by more than minTick } Assert.True(tvi.Last.Value > 0, $"TVI should be positive after consistent up days, was {tvi.Last.Value}"); } [Fact] public void Update_ConsistentDownDays_TviDecreases() { var tvi = new Tvi(minTick: 0.1); var time = DateTime.UtcNow; double price = 100; for (int i = 0; i < 20; i++) { tvi.Update(new TBar(time.AddMinutes(i), price, price + 2, price - 1, price, 10000)); price -= 1; // Price decreasing each day by more than minTick } Assert.True(tvi.Last.Value < 0, $"TVI should be negative after consistent down days, was {tvi.Last.Value}"); } [Fact] public void Update_IsNewTrue_AdvancesState() { var tvi = new Tvi(); var bar1 = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result1 = tvi.Update(bar1, isNew: true); var bar2 = new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 110, 800000); var result2 = tvi.Update(bar2, isNew: true); Assert.NotEqual(result1.Time, result2.Time); } [Fact] public void Update_IsNewFalse_UpdatesCurrentBar() { var tvi = new Tvi(); var gbm = new GBM(seed: 42); // Build up history for (int i = 0; i < 20; i++) { tvi.Update(gbm.Next(), isNew: true); } // Get a new bar var bar1 = gbm.Next(); var result1 = tvi.Update(bar1, isNew: true); // Create a correction with different close var bar2 = new TBar(bar1.Time, bar1.Open, bar1.High, bar1.Low, bar1.Close * 1.1, bar1.Volume); var result2 = tvi.Update(bar2, isNew: false); Assert.Equal(result1.Time, result2.Time); Assert.True(double.IsFinite(result2.Value)); } [Fact] public void Update_IterativeCorrections_RestoresState() { var tvi = new Tvi(); var gbm = new GBM(seed: 123); // Build up history for (int i = 0; i < 20; i++) { tvi.Update(gbm.Next(), isNew: true); } _ = tvi.Last.Value; // New bar var originalBar = gbm.Next(); tvi.Update(originalBar, isNew: true); // Correction with same values should restore similar state var correctionBar = originalBar; var correctedResult = tvi.Update(correctionBar, isNew: false); Assert.True(double.IsFinite(correctedResult.Value)); } [Fact] public void Update_WarmupPeriod_IsHotBecomesTrueAfterWarmup() { var tvi = new Tvi(); var time = DateTime.UtcNow; Assert.False(tvi.IsHot); tvi.Update(new TBar(time, 100, 110, 90, 105, 100000), isNew: true); Assert.False(tvi.IsHot); tvi.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 80000), isNew: true); Assert.True(tvi.IsHot); } [Fact] public void Update_WithNaN_UsesLastValidValue() { var tvi = new Tvi(); var time = DateTime.UtcNow; // Process some valid bars first for (int i = 0; i < 10; i++) { tvi.Update(new TBar(time.AddMinutes(i), 100, 105, 95, 102 + i, 100000)); } _ = tvi.Last.Value; // Process bar with NaN volume var nanBar = new TBar(time.AddMinutes(10), 105, 110, 100, 115, double.NaN); var result = tvi.Update(nanBar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_ZeroVolume_HandlesGracefully() { var tvi = new Tvi(); var time = DateTime.UtcNow; tvi.Update(new TBar(time, 100, 110, 90, 105, 100000)); var result = tvi.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 0)); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Reset_ClearsState() { var tvi = new Tvi(); var time = DateTime.UtcNow; for (int i = 0; i < 10; i++) { tvi.Update(new TBar(time.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000), isNew: true); } Assert.True(tvi.IsHot); Assert.True(double.IsFinite(tvi.Last.Value)); tvi.Reset(); Assert.False(tvi.IsHot); Assert.Equal(default, tvi.Last); } [Fact] public void BatchCalculate_MatchesStreaming() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 100; i++) { bars.Add(gbm.Next()); } // Streaming var tvi = new Tvi(); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(tvi.Update(bar).Value); } // Batch var batchResult = Tvi.Batch(bars); Assert.Equal(bars.Count, batchResult.Count); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingValues[i], batchResult[i].Value, 10); } } [Fact] public void SpanCalculate_MatchesStreaming() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 100; i++) { bars.Add(gbm.Next()); } // Streaming var tvi = new Tvi(); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(tvi.Update(bar).Value); } // Span var price = bars.Close.Values.ToArray(); var volume = bars.Volume.Values.ToArray(); var output = new double[bars.Count]; Tvi.Batch(price, volume, output); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingValues[i], output[i], 10); } } [Fact] public void SpanCalculate_InvalidLengths_ThrowsArgumentException() { var price = new double[100]; var volume = new double[99]; // Different length var output = new double[100]; Assert.Throws(() => Tvi.Batch(price, volume, output)); } [Fact] public void SpanCalculate_InvalidMinTick_ThrowsArgumentException() { var price = new double[100]; var volume = new double[100]; var output = new double[100]; Assert.Throws(() => Tvi.Batch(price, volume, output, minTick: 0)); Assert.Throws(() => Tvi.Batch(price, volume, output, minTick: -1)); } [Fact] public void SpanCalculate_EmptyInput_HandlesGracefully() { var price = Array.Empty(); var volume = Array.Empty(); var output = Array.Empty(); Tvi.Batch(price, volume, output); Assert.Empty(output); } [Fact] public void Event_PubFiresOnUpdate() { var tvi = new Tvi(); TValue? receivedValue = null; bool receivedIsNew = false; tvi.Pub += (object? sender, in TValueEventArgs args) => { receivedValue = args.Value; receivedIsNew = args.IsNew; }; var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); tvi.Update(bar, isNew: true); Assert.NotNull(receivedValue); Assert.True(receivedIsNew); } [Fact] public void LargeDataset_HandlesWithoutError() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 10000; i++) { bars.Add(gbm.Next()); } var tvi = new Tvi(); foreach (var bar in bars) { var result = tvi.Update(bar); Assert.True(double.IsFinite(result.Value)); } Assert.True(tvi.IsHot); } [Fact] public void FormulaVerification_ManualCalculation() { // Manual verification of TVI formula with known values var tvi = new Tvi(minTick: 0.5); var time = DateTime.UtcNow; // Bar 1: baseline (close = 100, volume = 10000) tvi.Update(new TBar(time, 100, 105, 95, 100, 10000)); Assert.Equal(0, tvi.Last.Value); // First bar, TVI starts at 0 // Bar 2: price up by 2 (>0.5), direction = 1, add volume // Expected: TVI = 0 + 15000 = 15000 tvi.Update(new TBar(time.AddMinutes(1), 100, 110, 95, 102, 15000)); Assert.Equal(15000, tvi.Last.Value); // Bar 3: price down by 3 (<-0.5), direction = -1, subtract volume // Expected: TVI = 15000 - 12000 = 3000 tvi.Update(new TBar(time.AddMinutes(2), 102, 103, 98, 99, 12000)); Assert.Equal(3000, tvi.Last.Value); // Bar 4: price up by 0.2 (within ±0.5), direction stays -1, subtract volume // Expected: TVI = 3000 - 20000 = -17000 tvi.Update(new TBar(time.AddMinutes(3), 99, 100, 98, 99.2, 20000)); Assert.Equal(-17000, tvi.Last.Value); // Bar 5: price up by 3 (>0.5), direction = 1, add volume // Expected: TVI = -17000 + 8000 = -9000 tvi.Update(new TBar(time.AddMinutes(4), 99.2, 105, 99, 102.2, 8000)); Assert.Equal(-9000, tvi.Last.Value); } [Fact] public void DifferentMinTicks_ProduceDifferentResults() { var time = DateTime.UtcNow; var bars = new List { new(time, 100, 105, 95, 100, 10000), new(time.AddMinutes(1), 100, 101, 99, 100.3, 15000), // +0.3 new(time.AddMinutes(2), 100.3, 101, 99, 100.1, 12000), // -0.2 new(time.AddMinutes(3), 100.1, 102, 99, 101, 8000), // +0.9 }; // With minTick = 0.1: all moves register var tvi01 = new Tvi(minTick: 0.1); foreach (var bar in bars) { tvi01.Update(bar); } // With minTick = 0.5: only large moves register var tvi05 = new Tvi(minTick: 0.5); foreach (var bar in bars) { tvi05.Update(bar); } // Results should differ due to sticky direction behavior Assert.NotEqual(tvi01.Last.Value, tvi05.Last.Value); } }