namespace QuanTAlib; public class ApoTests { [Fact] public void BasicCalculation_DoesNotCrash() { var apo = new Apo(12, 26); var gbm = new GBM(); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { apo.Update(bars[i]); } Assert.True(double.IsFinite(apo.Last.Value)); } [Fact] public void IsNew_Consistency() { var apo = new Apo(12, 26); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed first 99 for (int i = 0; i < 99; i++) { apo.Update(bars[i]); } // Update with 100th point (isNew=true) apo.Update(bars[99], true); // Update with modified 100th point (isNew=false) var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume); var val2 = apo.Update(modifiedBar, false); // Create new instance and feed up to modified var apo2 = new Apo(12, 26); for (int i = 0; i < 99; i++) { apo2.Update(bars[i]); } var val3 = apo2.Update(modifiedBar, true); Assert.Equal(val3.Value, val2.Value, 1e-9); } [Fact] public void Reset_Works() { var apo = new Apo(12, 26); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { apo.Update(bars[i]); } apo.Reset(); Assert.Equal(0, apo.Last.Value); Assert.False(apo.IsHot); // Feed again for (int i = 0; i < bars.Count; i++) { apo.Update(bars[i]); } Assert.True(double.IsFinite(apo.Last.Value)); } [Fact] public void TBarSeries_Update_Matches_Streaming() { var apo = new Apo(12, 26); var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var streamingResults = new List(); for (int i = 0; i < bars.Count; i++) { streamingResults.Add(apo.Update(bars[i]).Value); } var apo2 = new Apo(12, 26); var seriesResults = apo2.Update(bars.Close); Assert.Equal(streamingResults.Count, seriesResults.Count); for (int i = 0; i < seriesResults.Count; i++) { Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9); } } [Fact] public void StaticCalculate_Matches_Streaming() { var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var apo = new Apo(12, 26); var streamingResults = new List(); for (int i = 0; i < bars.Count; i++) { streamingResults.Add(apo.Update(bars[i]).Value); } var staticResults = Apo.Batch(bars.Close, 12, 26); Assert.Equal(streamingResults.Count, staticResults.Count); for (int i = 0; i < staticResults.Count; i++) { Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9); } } [Fact] public void Chainability_Works() { var apo = new Apo(12, 26); var gbm = new GBM(); var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Test TBarSeries chain var result = apo.Update(bars.Close); Assert.NotNull(result); Assert.IsType(result); // Test TBar chain (returns TValue) var result2 = apo.Update(bars[0]); Assert.IsType(result2); } [Fact] public void Constructor_InvalidParameters_ThrowsArgumentException() { Assert.Throws(() => new Apo(0, 26)); Assert.Throws(() => new Apo(12, 0)); Assert.Throws(() => new Apo(26, 12)); // Fast >= Slow } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var apo = new Apo(12, 26); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // Feed 50 new values (more than slow period) TBar fiftiethInput = default; for (int i = 0; i < 50; i++) { var bar = gbm.Next(isNew: true); fiftiethInput = bar; apo.Update(bar, isNew: true); } // Remember state after 50 values double stateAfterFifty = apo.Last.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); apo.Update(bar, isNew: false); } // Feed the remembered 50th input again with isNew=false TValue finalResult = apo.Update(fiftiethInput, isNew: false); // State should match the original state after 50 values Assert.Equal(stateAfterFifty, finalResult.Value, 1e-10); } [Fact] public void IsHot_BecomesTrueWhenBufferFull() { var apo = new Apo(12, 26); var gbm = new GBM(); Assert.False(apo.IsHot); // Feed bars until IsHot becomes true int count = 0; while (!apo.IsHot && count < 100) { var bar = gbm.Next(isNew: true); apo.Update(bar, isNew: true); count++; } Assert.True(apo.IsHot); Assert.True(count >= 26); // Should take at least slow period bars } [Fact] public void NaN_Input_UsesLastValidValue() { var apo = new Apo(12, 26); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed some valid bars first for (int i = 0; i < 40; i++) { apo.Update(bars[i]); } // Create a bar with NaN close value var nanBar = new TBar(DateTime.UtcNow, 100, 105, 95, double.NaN, 1000); var result = apo.Update(nanBar); // Should not crash and should return a finite value Assert.True(double.IsFinite(result.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var apo = new Apo(12, 26); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed some valid bars first for (int i = 0; i < 40; i++) { apo.Update(bars[i]); } // Create a bar with Infinity close value var infBar = new TBar(DateTime.UtcNow, 100, 105, 95, double.PositiveInfinity, 1000); var result = apo.Update(infBar); // Should not crash and should return a finite value Assert.True(double.IsFinite(result.Value)); } [Fact] public void AllModes_ProduceSameResult() { // Arrange const int fastPeriod = 12; int slowPeriod = 26; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var closeSeries = bars.Close; // 1. Batch Mode (static method) var batchSeries = Apo.Batch(closeSeries, fastPeriod, slowPeriod); double expected = batchSeries.Last.Value; // 2. Streaming Mode (instance, one bar at a time) var streamingInd = new Apo(fastPeriod, slowPeriod); for (int i = 0; i < bars.Count; i++) { streamingInd.Update(bars[i]); } double streamingResult = streamingInd.Last.Value; // 3. Instance Update with TSeries var instanceInd = new Apo(fastPeriod, slowPeriod); var instanceResult = instanceInd.Update(closeSeries); double instanceValue = instanceResult.Last.Value; // Assert all modes produce identical results Assert.Equal(expected, streamingResult, precision: 9); Assert.Equal(expected, instanceValue, precision: 9); } }