using TradingPlatform.BusinessLayer; using Xunit; namespace QuanTAlib.Tests; public class MaenvIndicatorTests { [Fact] public void Constructor_SetsDefaults() { var ind = new MaenvIndicator(); Assert.Equal(20, ind.Period); Assert.Equal(1.0, ind.Percentage); Assert.Equal(MaenvType.EMA, ind.MaType); Assert.Equal(PriceType.Close, ind.SourceType); Assert.True(ind.ShowColdValues); Assert.Equal("Maenv - Moving Average Envelope", ind.Name); Assert.False(ind.SeparateWindow); Assert.True(ind.OnBackGround); } [Fact] public void MinHistoryDepths_EqualsPeriod() { var ind = new MaenvIndicator { Period = 15 }; Assert.Equal(15, ind.MinHistoryDepths); } [Fact] public void ShortName_ReflectsParameters() { var ind = new MaenvIndicator { Period = 12, Percentage = 2.5, MaType = MaenvType.SMA }; Assert.Contains("12", ind.ShortName, StringComparison.Ordinal); Assert.Contains("2.5", ind.ShortName, StringComparison.Ordinal); Assert.Contains("SMA", ind.ShortName, StringComparison.Ordinal); } [Fact] public void Initialize_AddsThreeLineSeries() { var ind = new MaenvIndicator { Period = 14, Percentage = 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 MaenvIndicator { Period = 3, Percentage = 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 MaenvIndicator { Period = 3, Percentage = 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 MaenvIndicator { Period = 5, Percentage = 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 MaenvIndicator { Period = 5, Percentage = 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 MaenvIndicator { Period = 5, Percentage = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; 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); Assert.True(upper > middle, $"Upper ({upper}) should be > Middle ({middle})"); Assert.True(lower < middle, $"Lower ({lower}) should be < Middle ({middle})"); } [Fact] public void FirstBar_BandsAtPercentage() { var ind = new MaenvIndicator { Period = 10, Percentage = 2.0 }; ind.Initialize(); var now = DateTime.UtcNow; ind.HistoricalData.AddBar(now, 100, 110, 90, 100); 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: middle = close, bands at ±2% Assert.Equal(100.0, middle, 1e-10); Assert.Equal(102.0, upper, 1e-10); Assert.Equal(98.0, lower, 1e-10); } [Fact] public void Percentage_AffectsBandWidth() { var ind1 = new MaenvIndicator { Period = 10, Percentage = 1.0 }; var ind2 = new MaenvIndicator { Period = 10, Percentage = 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); } [Fact] public void Bands_Symmetric_AroundMiddle() { var ind = new MaenvIndicator { Period = 10, Percentage = 3.0 }; 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, 100 + i); 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); double upperDist = upper - middle; double lowerDist = middle - lower; Assert.Equal(upperDist, lowerDist, 1e-10); } [Fact] public void AllMaTypes_ProduceFiniteResults() { foreach (MaenvType maType in Enum.GetValues()) { var ind = new MaenvIndicator { Period = 10, Percentage = 2.0, MaType = maType }; 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, 100 + i); ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } for (int i = 0; i < 20; i++) { Assert.True(double.IsFinite(ind.LinesSeries[0].GetValue(i)), $"{maType} Middle finite at {i}"); Assert.True(double.IsFinite(ind.LinesSeries[1].GetValue(i)), $"{maType} Upper finite at {i}"); Assert.True(double.IsFinite(ind.LinesSeries[2].GetValue(i)), $"{maType} Lower finite at {i}"); } } } [Fact] public void DifferentPriceTypes_Work() { var indClose = new MaenvIndicator { Period = 5, Percentage = 1.0, SourceType = PriceType.Close }; var indHigh = new MaenvIndicator { Period = 5, Percentage = 1.0, SourceType = PriceType.High }; indClose.Initialize(); indHigh.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { indClose.HistoricalData.AddBar(now.AddMinutes(i), 100, 120, 80, 100); indHigh.HistoricalData.AddBar(now.AddMinutes(i), 100, 120, 80, 100); indClose.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); indHigh.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar)); } // High should be higher than Close for the same percentage double closeMiddle = indClose.LinesSeries[0].GetValue(0); double highMiddle = indHigh.LinesSeries[0].GetValue(0); Assert.True(highMiddle > closeMiddle, "High price type should produce higher middle than Close"); } }