using TradingPlatform.BusinessLayer; using QuanTAlib; namespace QuanTAlib.Tests; public sealed class SwingsIndicatorTests { [Fact] public void SwingsIndicator_Constructor_SetsDefaults() { var indicator = new SwingsIndicator(); Assert.Equal(5, indicator.Lookback); Assert.True(indicator.ShowColdValues); Assert.Contains("SWINGS", indicator.Name, StringComparison.Ordinal); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void SwingsIndicator_MinHistoryDepths_EqualsZero() { var indicator = new SwingsIndicator(); Assert.Equal(0, SwingsIndicator.MinHistoryDepths); IWatchlistIndicator watchlistIndicator = indicator; Assert.Equal(0, watchlistIndicator.MinHistoryDepths); } [Fact] public void SwingsIndicator_ShortName_IsSwings() { var indicator = new SwingsIndicator(); indicator.Initialize(); Assert.Contains("SWINGS", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void SwingsIndicator_SourceCodeLink_IsValid() { var indicator = new SwingsIndicator(); Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal); Assert.Contains("Swings", indicator.SourceCodeLink, StringComparison.Ordinal); } [Fact] public void SwingsIndicator_Initialize_CreatesInternalIndicator() { var indicator = new SwingsIndicator(); indicator.Initialize(); // After init, line series should exist (SwingHigh + SwingLow) Assert.Equal(2, indicator.LinesSeries.Count); } [Fact] public void SwingsIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new SwingsIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { // Create a pattern with varying highs/lows to generate swings double basePrice = 100 + (i % 5 == 2 ? 10 : 0); indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 2); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } double swingHigh = indicator.LinesSeries[0].GetValue(0); double swingLow = indicator.LinesSeries[1].GetValue(0); // Values should be set (either finite swing or NaN=no swing) Assert.True(double.IsFinite(swingHigh) || double.IsNaN(swingHigh)); Assert.True(double.IsFinite(swingLow) || double.IsNaN(swingLow)); } [Fact] public void SwingsIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new SwingsIndicator(); indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 15; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } // Simulate a new bar indicator.HistoricalData.AddBar(now.AddMinutes(15), 110, 120, 100, 115); var newArgs = new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(newArgs); double swingHigh = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(swingHigh) || double.IsNaN(swingHigh)); } [Fact] public void SwingsIndicator_TwoLineSeries_ArePresent() { var indicator = new SwingsIndicator(); indicator.Initialize(); // SwingHigh is index 0 (red), SwingLow is index 1 (green) Assert.Equal(2, indicator.LinesSeries.Count); Assert.Contains("High", indicator.LinesSeries[0].Name, StringComparison.OrdinalIgnoreCase); Assert.Contains("Low", indicator.LinesSeries[1].Name, StringComparison.OrdinalIgnoreCase); } [Fact] public void SwingsIndicator_Description_IsSet() { var indicator = new SwingsIndicator(); Assert.NotNull(indicator.Description); Assert.NotEmpty(indicator.Description); Assert.Contains("swing", indicator.Description, StringComparison.OrdinalIgnoreCase); } }