using TradingPlatform.BusinessLayer; using Xunit; namespace QuanTAlib.Tests; public class KchannelIndicatorTests { [Fact] public void Constructor_SetsDefaults() { var ind = new KchannelIndicator(); Assert.Equal(20, ind.Period); Assert.Equal(2.0, ind.Multiplier); Assert.True(ind.ShowColdValues); Assert.Equal("Kchannel - Keltner Channel", ind.Name); Assert.False(ind.SeparateWindow); Assert.True(ind.OnBackGround); } [Fact] public void MinHistoryDepths_EqualsPeriodTimesTwo() { var ind = new KchannelIndicator { Period = 15 }; Assert.Equal(30, ind.MinHistoryDepths); // Period * 2 } [Fact] public void ShortName_ReflectsParameters() { var ind = new KchannelIndicator { Period = 12, Multiplier = 1.5 }; Assert.Contains("12", ind.ShortName, StringComparison.Ordinal); Assert.Contains("1.5", ind.ShortName, StringComparison.Ordinal); } [Fact] public void Initialize_AddsThreeLineSeries() { var ind = new KchannelIndicator { Period = 14, Multiplier = 2.0 }; ind.Initialize(); Assert.Equal(3, ind.LinesSeries.Count); Assert.Equal("Middle", ind.LinesSeries[0].Name); Assert.Equal("Upper", ind.LinesSeries[1].Name); Assert.Equal("Lower", ind.LinesSeries[2].Name); } [Fact] public void ProcessUpdate_Historical_ComputesValues() { var ind = new KchannelIndicator { Period = 3, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; ind.HistoricalData.AddBar(now, 100, 110, 90, 102); ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.Equal(1, ind.LinesSeries[0].Count); Assert.True(double.IsFinite(ind.LinesSeries[0].GetValue(0))); Assert.True(double.IsFinite(ind.LinesSeries[1].GetValue(0))); Assert.True(double.IsFinite(ind.LinesSeries[2].GetValue(0))); } [Fact] public void ProcessUpdate_NewBar_Appends() { var ind = new KchannelIndicator { Period = 3, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; ind.HistoricalData.AddBar(now, 100, 110, 90, 102); ind.HistoricalData.AddBar(now.AddMinutes(1), 102, 112, 92, 104); ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, ind.LinesSeries[0].Count); } [Fact] public void ProcessUpdate_NewTick_DoesNotThrow() { var ind = new KchannelIndicator { Period = 5, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; ind.HistoricalData.AddBar(now, 100, 105, 95, 102); ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); Assert.Equal(2, ind.LinesSeries[0].Count); } [Fact] public void MultipleUpdates_ProducesFiniteSeries() { var ind = new KchannelIndicator { Period = 5, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { ind.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i); ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } Assert.Equal(20, ind.LinesSeries[0].Count); Assert.Equal(20, ind.LinesSeries[1].Count); Assert.Equal(20, ind.LinesSeries[2].Count); for (int i = 0; i < 20; i++) { Assert.True(double.IsFinite(ind.LinesSeries[0].GetValue(i))); Assert.True(double.IsFinite(ind.LinesSeries[1].GetValue(i))); Assert.True(double.IsFinite(ind.LinesSeries[2].GetValue(i))); } } [Fact] public void Bands_Order_Correct() { var ind = new KchannelIndicator { Period = 5, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; // Create bars with some volatility for (int i = 0; i < 10; i++) { ind.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 100, 1000); ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } double middle = ind.LinesSeries[0].GetValue(0); double upper = ind.LinesSeries[1].GetValue(0); double lower = ind.LinesSeries[2].GetValue(0); // After warmup with volatility, upper > middle > lower Assert.True(upper >= middle, $"Upper ({upper}) should be >= Middle ({middle})"); Assert.True(lower <= middle, $"Lower ({lower}) should be <= Middle ({middle})"); } [Fact] public void Bands_Expand_WithVolatility() { var ind = new KchannelIndicator { Period = 5, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; // First few bars: low volatility for (int i = 0; i < 5; i++) { ind.HistoricalData.AddBar(now.AddMinutes(i), 100, 101, 99, 100); ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } double lowVolWidth = ind.LinesSeries[1].GetValue(0) - ind.LinesSeries[2].GetValue(0); // Next bars: high volatility for (int i = 5; i < 15; i++) { ind.HistoricalData.AddBar(now.AddMinutes(i), 100, 120, 80, 100); ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); } double highVolWidth = ind.LinesSeries[1].GetValue(0) - ind.LinesSeries[2].GetValue(0); Assert.True(highVolWidth > lowVolWidth, "Higher volatility should produce wider bands"); } [Fact] public void FirstBar_AllBandsEqualClose() { var ind = new KchannelIndicator { Period = 10, Multiplier = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; ind.HistoricalData.AddBar(now, 100, 110, 90, 105); ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double middle = ind.LinesSeries[0].GetValue(0); double upper = ind.LinesSeries[1].GetValue(0); double lower = ind.LinesSeries[2].GetValue(0); // First bar: all equal close (no ATR yet) Assert.Equal(105.0, middle, 1e-10); Assert.Equal(105.0, upper, 1e-10); Assert.Equal(105.0, lower, 1e-10); } [Fact] public void Multiplier_AffectsBandWidth() { var ind1 = new KchannelIndicator { Period = 10, Multiplier = 1.0 }; var ind2 = new KchannelIndicator { Period = 10, Multiplier = 2.0 }; ind1.Initialize(); ind2.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { ind1.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 100); ind2.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 100); ind1.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); ind2.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } double width1 = ind1.LinesSeries[1].GetValue(0) - ind1.LinesSeries[2].GetValue(0); double width2 = ind2.LinesSeries[1].GetValue(0) - ind2.LinesSeries[2].GetValue(0); Assert.Equal(width2, width1 * 2, 1e-9); } }