using System; using QuanTAlib; using Xunit; namespace QuanTAlib.Tests; public class StarchannelTests { [Fact] public void Starchannel_Constructor_ValidatesInput() { Assert.Throws(() => new Starchannel(0)); Assert.Throws(() => new Starchannel(-5)); Assert.Throws(() => new Starchannel(10, 0.0)); Assert.Throws(() => new Starchannel(10, -1.0)); var s = new Starchannel(10, 2.0); Assert.Equal(10, s.WarmupPeriod); // period (SMA warmup) Assert.Contains("Starchannel", s.Name, StringComparison.OrdinalIgnoreCase); } [Fact] public void Starchannel_InitialState_Defaults() { var s = new Starchannel(5); Assert.Equal(0, s.Last.Value); Assert.Equal(0, s.Upper.Value); Assert.Equal(0, s.Lower.Value); Assert.False(s.IsHot); } [Fact] public void Starchannel_FirstBar_AllBandsEqualClose() { var s = new Starchannel(10, 2.0); var result = s.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000)); // First bar: SMA = close, ATR = 0, so all bands = close Assert.Equal(102.0, result.Value, 1e-10); Assert.Equal(102.0, s.Upper.Value, 1e-10); Assert.Equal(102.0, s.Lower.Value, 1e-10); } [Fact] public void Starchannel_SecondBar_BandsExpand() { var s = new Starchannel(10, 2.0); s.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 100, 1000)); // Second bar with volatility _ = s.Update(new TBar(DateTime.UtcNow, 102, 110, 92, 102, 1000)); // SMA shifts toward 101, ATR > 0, bands expand Assert.True(s.Upper.Value > s.Last.Value, "Upper should be above middle"); Assert.True(s.Lower.Value < s.Last.Value, "Lower should be below middle"); } [Fact] public void Starchannel_BandWidth_ProportionalToATR() { var s1 = new Starchannel(10, 1.0); var s2 = new Starchannel(10, 2.0); var s3 = new Starchannel(10, 3.0); var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.2, seed: 42); for (int i = 0; i < 50; i++) { var bar = gbm.Next(isNew: true); s1.Update(bar); s2.Update(bar); s3.Update(bar); } double width1 = s1.Upper.Value - s1.Lower.Value; double width2 = s2.Upper.Value - s2.Lower.Value; double width3 = s3.Upper.Value - s3.Lower.Value; // Width should scale linearly with multiplier Assert.Equal(width2, width1 * 2, 1e-9); Assert.Equal(width3, width1 * 3, 1e-9); } [Fact] public void Starchannel_BandOrder_Correct() { var s = new Starchannel(10, 2.0); var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.15, seed: 42); for (int i = 0; i < 50; i++) { var bar = gbm.Next(isNew: true); s.Update(bar); // After first bar, upper > middle > lower if (i > 0) { Assert.True(s.Upper.Value > s.Last.Value, $"Upper > Middle at bar {i}"); Assert.True(s.Lower.Value < s.Last.Value, $"Lower < Middle at bar {i}"); } } } [Fact] public void Starchannel_MiddleIsSMA() { var s = new Starchannel(10, 2.0); var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 42); for (int i = 0; i < 50; i++) { var bar = gbm.Next(isNew: true); var result = s.Update(bar); // Middle is SMA (returned value) Assert.Equal(result.Value, s.Last.Value, 1e-10); } } [Fact] public void Starchannel_BandSymmetry() { var s = new Starchannel(10, 2.0); var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 42); for (int i = 0; i < 50; i++) { var bar = gbm.Next(isNew: true); s.Update(bar); // Bands should be symmetric around middle double upperDist = s.Upper.Value - s.Last.Value; double lowerDist = s.Last.Value - s.Lower.Value; Assert.Equal(upperDist, lowerDist, 1e-10); } } [Fact] public void Starchannel_IsHot_TurnsTrueAfterWarmup() { var s = new Starchannel(5); // WarmupPeriod = 5 (SMA period) for (int i = 0; i < 4; i++) { s.Update(new TBar(DateTime.UtcNow, 100 + i, 101 + i, 99 + i, 100 + i, 1000)); Assert.False(s.IsHot); } s.Update(new TBar(DateTime.UtcNow, 200, 201, 199, 200, 1000)); Assert.True(s.IsHot); } [Fact] public void Starchannel_IsNewFalse_RebuildsState() { var s = new Starchannel(10, 2.0); var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 7); TBar remembered = default; for (int i = 0; i < 30; i++) { remembered = gbm.Next(isNew: true); s.Update(remembered, isNew: true); } double mid = s.Last.Value; double up = s.Upper.Value; double lo = s.Lower.Value; // Apply corrections for (int i = 0; i < 5; i++) { var corrected = gbm.Next(isNew: false); s.Update(corrected, isNew: false); } // Restore with remembered bar s.Update(remembered, isNew: false); Assert.Equal(mid, s.Last.Value, 1e-10); Assert.Equal(up, s.Upper.Value, 1e-10); Assert.Equal(lo, s.Lower.Value, 1e-10); } [Fact] public void Starchannel_NaN_UsesLastValid() { var s = new Starchannel(10, 2.0); s.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000)); s.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 106, 1000)); var result = s.Update(new TBar(DateTime.UtcNow, 102, double.NaN, 92, 107, 1000)); Assert.True(double.IsFinite(result.Value)); Assert.True(double.IsFinite(s.Upper.Value)); Assert.True(double.IsFinite(s.Lower.Value)); var result2 = s.Update(new TBar(DateTime.UtcNow, 103, 113, double.PositiveInfinity, 108, 1000)); Assert.True(double.IsFinite(result2.Value)); } [Fact] public void Starchannel_Reset_Clears() { var s = new Starchannel(10, 2.0); s.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); s.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 101, 1000)); s.Update(new TBar(DateTime.UtcNow, 102, 112, 92, 102, 1000)); s.Reset(); Assert.Equal(0, s.Last.Value); Assert.Equal(0, s.Upper.Value); Assert.Equal(0, s.Lower.Value); Assert.False(s.IsHot); s.Update(new TBar(DateTime.UtcNow, 50, 60, 40, 55, 1000)); Assert.NotEqual(0, s.Last.Value); } [Fact] public void Starchannel_BatchVsStreaming_Match() { var sStream = new Starchannel(20, 1.5); var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.15, seed: 42); var series = new TBarSeries(); for (int i = 0; i < 200; i++) { var bar = gbm.Next(isNew: true); series.Add(bar); sStream.Update(bar, isNew: true); } double expectedMid = sStream.Last.Value; double expectedUp = sStream.Upper.Value; double expectedLo = sStream.Lower.Value; var (midBatch, upBatch, loBatch) = Starchannel.Batch(series, 20, 1.5); Assert.Equal(expectedMid, midBatch.Last.Value, 1e-10); Assert.Equal(expectedUp, upBatch.Last.Value, 1e-10); Assert.Equal(expectedLo, loBatch.Last.Value, 1e-10); } [Fact] public void Starchannel_SpanBatch_Validates() { double[] high = [110, 115, 120]; double[] low = [90, 95, 100]; double[] close = [100, 105, 110]; double[] middle = new double[3]; double[] upper = new double[3]; double[] lower = new double[3]; double[] highShort = [110, 115]; double[] smallOut = new double[1]; Assert.Throws(() => Starchannel.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 0)); Assert.Throws(() => Starchannel.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), -1)); Assert.Throws(() => Starchannel.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 10, 0.0)); Assert.Throws(() => Starchannel.Batch(highShort.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 2)); Assert.Throws(() => Starchannel.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), smallOut.AsSpan(), upper.AsSpan(), lower.AsSpan(), 2)); } [Fact] public void Starchannel_SpanBatch_ComputesCorrectly() { double[] high = [105, 110, 115, 112, 118]; double[] low = [95, 100, 105, 102, 108]; double[] close = [100, 105, 110, 107, 115]; double[] middle = new double[5]; double[] upper = new double[5]; double[] lower = new double[5]; Starchannel.Batch(high.AsSpan(), low.AsSpan(), close.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3); // First bar: all equal close Assert.Equal(100.0, middle[0], 1e-10); Assert.Equal(100.0, upper[0], 1e-10); Assert.Equal(100.0, lower[0], 1e-10); // Subsequent bars: upper > middle > lower for (int i = 1; i < 5; i++) { Assert.True(upper[i] > middle[i], $"Upper > Middle at {i}"); Assert.True(lower[i] < middle[i], $"Lower < Middle at {i}"); } } [Fact] public void Starchannel_Calculate_ReturnsIndicatorAndResults() { var series = new TBarSeries(); series.Add(DateTime.UtcNow, 100, 110, 90, 100, 1000); series.Add(DateTime.UtcNow, 105, 115, 95, 105, 1000); series.Add(DateTime.UtcNow, 102, 112, 92, 102, 1000); var ((mid, up, lo), ind) = Starchannel.Calculate(series, 2); Assert.True(double.IsFinite(mid.Last.Value)); Assert.True(double.IsFinite(up.Last.Value)); Assert.True(double.IsFinite(lo.Last.Value)); // Continue streaming ind.Update(new TBar(DateTime.UtcNow, 108, 118, 98, 108, 1000)); Assert.True(double.IsFinite(ind.Last.Value)); Assert.True(double.IsFinite(ind.Upper.Value)); Assert.True(double.IsFinite(ind.Lower.Value)); } [Fact] public void Starchannel_Event_Publishes() { var src = new TBarSeries(); var s = new Starchannel(src, 2); bool fired = false; s.Pub += (object? sender, in TValueEventArgs args) => fired = true; src.Add(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); Assert.True(fired); } [Fact] public void Starchannel_HighVolatility_WiderBands() { var sLow = new Starchannel(20, 2.0); var sHigh = new Starchannel(20, 2.0); // Low volatility data for (int i = 0; i < 50; i++) { sLow.Update(new TBar(DateTime.UtcNow, 100, 101, 99, 100, 1000)); } // High volatility data for (int i = 0; i < 50; i++) { sHigh.Update(new TBar(DateTime.UtcNow, 100, 120, 80, 100, 1000)); } double lowWidth = sLow.Upper.Value - sLow.Lower.Value; double highWidth = sHigh.Upper.Value - sHigh.Lower.Value; Assert.True(highWidth > lowWidth, "Higher volatility should produce wider bands"); } [Fact] public void Starchannel_ShorterPeriod_FasterResponse() { var sShort = new Starchannel(5, 2.0); var sLong = new Starchannel(20, 2.0); // Initial stable period for (int i = 0; i < 30; i++) { var bar = new TBar(DateTime.UtcNow, 100, 102, 98, 100, 1000); sShort.Update(bar); sLong.Update(bar); } double shortInitial = sShort.Last.Value; double longInitial = sLong.Last.Value; // Sudden price jump for (int i = 0; i < 5; i++) { var bar = new TBar(DateTime.UtcNow, 150, 152, 148, 150, 1000); sShort.Update(bar); sLong.Update(bar); } double shortMove = sShort.Last.Value - shortInitial; double longMove = sLong.Last.Value - longInitial; // Shorter period should respond faster Assert.True(shortMove > longMove, "Shorter period SMA should respond faster to price changes"); } [Fact] public void Starchannel_TrueRange_IncludesGaps() { var s = new Starchannel(3, 2.0); // Bar 1: normal range s.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 100, 1000)); // Bar 2: gap up (close was 100, now low is 110) // True range should include the gap: high - prevClose or high - low s.Update(new TBar(DateTime.UtcNow, 115, 120, 110, 115, 1000)); // ATR should reflect the gap double width = s.Upper.Value - s.Lower.Value; Assert.True(width > 0, "Band width should be positive after gap"); // Bar 3: another check s.Update(new TBar(DateTime.UtcNow, 118, 122, 114, 118, 1000)); Assert.True(double.IsFinite(s.Upper.Value)); Assert.True(double.IsFinite(s.Lower.Value)); } [Fact] public void Starchannel_WarmupCompensation_ReducesStartupBias() { // Warmup compensation should make early values more accurate var s = new Starchannel(20, 2.0); // Create bars with consistent volatility for (int i = 0; i < 100; i++) { s.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000)); } // Middle should converge to close (100) as SMA stabilizes Assert.InRange(s.Last.Value, 99.5, 100.5); // Band width should stabilize (ATR converges to true range = 20) // Width = Upper - Lower = (SMA + mult*ATR) - (SMA - mult*ATR) = 2 * mult * ATR double expectedWidth = 2.0 * 2.0 * 20.0; // 2 * multiplier * ATR = 80 double actualWidth = s.Upper.Value - s.Lower.Value; Assert.InRange(actualWidth, expectedWidth * 0.9, expectedWidth * 1.1); } [Fact] public void Starchannel_LongSeriesStability() { var s = new Starchannel(20, 2.0); var gbm = new GBM(startPrice: 100, mu: 0.001, sigma: 0.02, seed: 123); for (int i = 0; i < 10000; i++) { var bar = gbm.Next(isNew: true); s.Update(bar); Assert.True(double.IsFinite(s.Last.Value), $"Middle finite at {i}"); Assert.True(double.IsFinite(s.Upper.Value), $"Upper finite at {i}"); Assert.True(double.IsFinite(s.Lower.Value), $"Lower finite at {i}"); if (i > 0) { Assert.True(s.Upper.Value > s.Last.Value, $"Upper > Middle at {i}"); Assert.True(s.Lower.Value < s.Last.Value, $"Lower < Middle at {i}"); } } } [Fact] public void Starchannel_SMA_ConvergesToMean() { // SMA should converge to the mean price unlike EMA which weights recent more var s = new Starchannel(10, 2.0); // Feed constant price for (int i = 0; i < 20; i++) { s.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 100, 1000)); } // SMA should be exactly 100 after enough bars Assert.Equal(100.0, s.Last.Value, 1e-10); } [Fact] public void Starchannel_SMA_EquallyWeightsWindow() { // SMA equally weights all bars in window, unlike EMA var s = new Starchannel(5, 2.0); // Feed prices 100, 110, 120, 130, 140 (mean = 120) s.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 100, 1000)); s.Update(new TBar(DateTime.UtcNow, 110, 115, 105, 110, 1000)); s.Update(new TBar(DateTime.UtcNow, 120, 125, 115, 120, 1000)); s.Update(new TBar(DateTime.UtcNow, 130, 135, 125, 130, 1000)); s.Update(new TBar(DateTime.UtcNow, 140, 145, 135, 140, 1000)); // SMA(5) = (100+110+120+130+140)/5 = 120 Assert.Equal(120.0, s.Last.Value, 1e-10); // Add one more: window shifts to 110,120,130,140,150 -> mean = 130 s.Update(new TBar(DateTime.UtcNow, 150, 155, 145, 150, 1000)); Assert.Equal(130.0, s.Last.Value, 1e-10); } }