// SWINGS Tests - Swing High/Low Detection namespace QuanTAlib.Tests; // -- A) Constructor Validation ------------------------------------------------ public sealed class SwingsConstructorTests { [Fact] public void Constructor_Default_SetsProperties() { var sw = new Swings(); Assert.Equal(11, sw.WarmupPeriod); Assert.Equal(5, sw.Lookback); Assert.Contains("Swings", sw.Name, StringComparison.Ordinal); Assert.False(sw.IsHot); } [Fact] public void Constructor_CustomLookback_SetsProperties() { var sw = new Swings(lookback: 3); Assert.Equal(7, sw.WarmupPeriod); // 2*3+1 Assert.Equal(3, sw.Lookback); Assert.Contains("Swings(3)", sw.Name, StringComparison.Ordinal); } [Fact] public void Constructor_InvalidLookback_Throws() { var ex = Assert.Throws(() => new Swings(lookback: 0)); Assert.Equal("lookback", ex.ParamName); } [Fact] public void Constructor_InitialState_NaN() { var sw = new Swings(); Assert.True(double.IsNaN(sw.SwingHigh)); Assert.True(double.IsNaN(sw.SwingLow)); Assert.True(double.IsNaN(sw.LastSwingHigh)); Assert.True(double.IsNaN(sw.LastSwingLow)); } } // -- B) Basic Calculation ----------------------------------------------------- public sealed class SwingsBasicTests { [Fact] public void Update_ReturnsTValue() { var sw = new Swings(lookback: 2); var bar = new TBar(DateTime.UtcNow, 97, 100, 95, 98, 1000); TValue result = sw.Update(bar); Assert.IsType(result); } [Fact] public void Update_Last_IsAccessible() { var sw = new Swings(lookback: 2); var bar = new TBar(DateTime.UtcNow, 97, 100, 95, 98, 1000); _ = sw.Update(bar); Assert.True(double.IsFinite(sw.Last.Value) || double.IsNaN(sw.Last.Value)); } [Fact] public void Update_KnownSwingHigh_Detected() { // lookback=2, windowSize=5 var sw = new Swings(lookback: 2); var dt = DateTime.UtcNow; // Pattern: center bar (bar[2]) has highest high _ = sw.Update(new TBar(dt.AddMinutes(0), 97, 100, 95, 98, 1000), isNew: true); // high=100 _ = sw.Update(new TBar(dt.AddMinutes(1), 100, 103, 98, 101, 1000), isNew: true); // high=103 _ = sw.Update(new TBar(dt.AddMinutes(2), 104, 110, 92, 105, 1000), isNew: true); // high=110 (peak) _ = sw.Update(new TBar(dt.AddMinutes(3), 101, 104, 97, 102, 1000), isNew: true); // high=104 _ = sw.Update(new TBar(dt.AddMinutes(4), 98, 101, 96, 99, 1000), isNew: true); // high=101 // center high=110 > {100, 103, 104, 101} Assert.Equal(110.0, sw.SwingHigh); } [Fact] public void Update_KnownSwingLow_Detected() { var sw = new Swings(lookback: 2); var dt = DateTime.UtcNow; // Pattern: center bar (bar[2]) has lowest low _ = sw.Update(new TBar(dt.AddMinutes(0), 102, 105, 100, 103, 1000), isNew: true); // low=100 _ = sw.Update(new TBar(dt.AddMinutes(1), 100, 103, 98, 101, 1000), isNew: true); // low=98 _ = sw.Update(new TBar(dt.AddMinutes(2), 94, 102, 88, 95, 1000), isNew: true); // low=88 (trough) _ = sw.Update(new TBar(dt.AddMinutes(3), 100, 104, 97, 101, 1000), isNew: true); // low=97 _ = sw.Update(new TBar(dt.AddMinutes(4), 102, 106, 99, 103, 1000), isNew: true); // low=99 // center low=88 < {100, 98, 97, 99} Assert.Equal(88.0, sw.SwingLow); } [Fact] public void Update_NoSwing_ReturnsNaN() { var sw = new Swings(lookback: 2); var dt = DateTime.UtcNow; // Monotone ascending - no swing high or low for (int i = 0; i < 5; i++) { double price = 100.0 + i * 5; _ = sw.Update(new TBar(dt.AddMinutes(i), price, price + 2, price - 2, price + 1, 1000), isNew: true); } Assert.True(double.IsNaN(sw.SwingHigh)); } [Fact] public void LastSwingHigh_PersistsAcrossBars() { var sw = new Swings(lookback: 2); var dt = DateTime.UtcNow; // Create a swing high _ = sw.Update(new TBar(dt.AddMinutes(0), 97, 100, 95, 98, 1000), isNew: true); _ = sw.Update(new TBar(dt.AddMinutes(1), 100, 103, 98, 101, 1000), isNew: true); _ = sw.Update(new TBar(dt.AddMinutes(2), 104, 110, 92, 105, 1000), isNew: true); _ = sw.Update(new TBar(dt.AddMinutes(3), 101, 104, 97, 102, 1000), isNew: true); _ = sw.Update(new TBar(dt.AddMinutes(4), 98, 101, 96, 99, 1000), isNew: true); Assert.Equal(110.0, sw.LastSwingHigh); // Feed more bars without a new swing high _ = sw.Update(new TBar(dt.AddMinutes(5), 99, 102, 97, 100, 1000), isNew: true); _ = sw.Update(new TBar(dt.AddMinutes(6), 100, 103, 98, 101, 1000), isNew: true); // LastSwingHigh should persist Assert.Equal(110.0, sw.LastSwingHigh); } [Fact] public void Name_ContainsSwings() { var sw = new Swings(); Assert.Contains("Swings", sw.Name, StringComparison.Ordinal); } } // -- C) State + Bar Correction ------------------------------------------------ public sealed class SwingsStateCorrectionTests { [Fact] public void IsNew_True_AdvancesState() { var sw = new Swings(lookback: 2); _ = sw.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 100, 1000), isNew: true); var first = sw.Last; _ = sw.Update(new TBar(DateTime.UtcNow.AddMinutes(1), 105, 110, 100, 105, 1000), isNew: true); var second = sw.Last; Assert.NotEqual(first.Time, second.Time); } [Fact] public void IsNew_False_CorrectionRestoresState() { var sw = new Swings(lookback: 2); var dt = DateTime.UtcNow; // Feed 4 bars for (int i = 0; i < 4; i++) { double price = 100.0 + i; _ = sw.Update(new TBar(dt.AddMinutes(i), price, price + 5, price - 5, price + 1, 1000), isNew: true); } // New bar _ = sw.Update(new TBar(dt.AddMinutes(4), 98, 110, 85, 100, 1000), isNew: true); // Correct the bar _ = sw.Update(new TBar(dt.AddMinutes(4), 98, 111, 84, 100, 1000), isNew: false); // Another correction with same values should produce same result _ = sw.Update(new TBar(dt.AddMinutes(4), 98, 111, 84, 100, 1000), isNew: false); var corrected1High = sw.SwingHigh; var corrected1Low = sw.SwingLow; _ = sw.Update(new TBar(dt.AddMinutes(4), 98, 111, 84, 100, 1000), isNew: false); var corrected2High = sw.SwingHigh; var corrected2Low = sw.SwingLow; Assert.Equal(corrected1High, corrected2High); Assert.Equal(corrected1Low, corrected2Low); } [Fact] public void IterativeCorrections_ProduceSameResult() { var sw = new Swings(lookback: 2); var dt = DateTime.UtcNow; for (int i = 0; i < 4; i++) { double price = 100.0 + i; _ = sw.Update(new TBar(dt.AddMinutes(i), price, price + 5, price - 5, price + 1, 1000), isNew: true); } _ = sw.Update(new TBar(dt.AddMinutes(4), 105, 110, 90, 100, 1000), isNew: true); double[] highResults = new double[3]; double[] lowResults = new double[3]; for (int i = 0; i < 3; i++) { _ = sw.Update(new TBar(dt.AddMinutes(4), 106, 112, 88, 102, 1000), isNew: false); highResults[i] = sw.SwingHigh; lowResults[i] = sw.SwingLow; } Assert.Equal(highResults[0], highResults[1]); Assert.Equal(highResults[1], highResults[2]); Assert.Equal(lowResults[0], lowResults[1]); Assert.Equal(lowResults[1], lowResults[2]); } [Fact] public void Reset_ClearsAllState() { var sw = new Swings(lookback: 2); for (int i = 0; i < 10; i++) { double price = 100.0 + i; _ = sw.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 5, price - 5, price + 1, 1000)); } Assert.True(sw.IsHot); sw.Reset(); Assert.False(sw.IsHot); Assert.True(double.IsNaN(sw.SwingHigh)); Assert.True(double.IsNaN(sw.SwingLow)); Assert.True(double.IsNaN(sw.LastSwingHigh)); Assert.True(double.IsNaN(sw.LastSwingLow)); } } // -- D) Warmup / Convergence -------------------------------------------------- public sealed class SwingsWarmupTests { [Fact] public void IsHot_FlipsAfterWarmup() { var sw = new Swings(lookback: 2); // windowSize = 5 // Feed 4 bars -- should NOT be hot for (int i = 0; i < 4; i++) { double price = 100.0 + i; _ = sw.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 2, price - 2, price + 1, 1000)); Assert.False(sw.IsHot, $"Should not be hot at bar {i}"); } // Feed 5th bar -- should be hot double p = 100.0 + 4; _ = sw.Update(new TBar(DateTime.UtcNow.AddMinutes(4), p, p + 2, p - 2, p + 1, 1000)); Assert.True(sw.IsHot, "Should be hot after 5 bars (windowSize)"); } [Fact] public void WarmupPeriod_EqualsWindowSize() { var sw = new Swings(lookback: 3); Assert.Equal(7, sw.WarmupPeriod); // 2*3+1 } [Fact] public void WarmupPeriod_DefaultLookback5_Equals11() { var sw = new Swings(); Assert.Equal(11, sw.WarmupPeriod); // 2*5+1 } } // -- E) Robustness ------------------------------------------------------------ public sealed class SwingsRobustnessTests { [Fact] public void NaN_Input_UsesLastValidValue() { var sw = new Swings(lookback: 2); var dt = DateTime.UtcNow; // Feed valid bars for (int i = 0; i < 5; i++) { double price = 100.0 + i; _ = sw.Update(new TBar(dt.AddMinutes(i), price, price + 5, price - 5, price + 1, 1000)); } Assert.True(sw.IsHot); // Feed NaN bar _ = sw.Update(new TBar(dt.AddMinutes(5), double.NaN, double.NaN, double.NaN, double.NaN, 0)); // Should still be hot Assert.True(sw.IsHot); } [Fact] public void Infinity_Input_UsesLastValidValue() { var sw = new Swings(lookback: 2); var dt = DateTime.UtcNow; for (int i = 0; i < 5; i++) { double price = 100.0 + i; _ = sw.Update(new TBar(dt.AddMinutes(i), price, price + 5, price - 5, price + 1, 1000)); } _ = sw.Update(new TBar(dt.AddMinutes(5), double.PositiveInfinity, double.PositiveInfinity, double.NegativeInfinity, double.PositiveInfinity, 0)); Assert.True(sw.IsHot); } [Fact] public void FirstBar_NaN_ReturnsNaN() { var sw = new Swings(lookback: 2); _ = sw.Update(new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, 0)); Assert.True(double.IsNaN(sw.Last.Value)); } } // -- F) Consistency ----------------------------------------------------------- public sealed class SwingsConsistencyTests { private static TBarSeries CreateGbmBars(int count = 500) { var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.20, seed: 42); return gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); } [Fact] public void Streaming_MatchesBatch() { var bars = CreateGbmBars(); // Streaming var streaming = new Swings(lookback: 3); var streamHighResults = new double[bars.Count]; for (int i = 0; i < bars.Count; i++) { _ = streaming.Update(bars[i], isNew: true); streamHighResults[i] = streaming.SwingHigh; } // Batch var batchResults = Swings.Batch(bars, lookback: 3); int warmup = 6; // windowSize - 1 = 2*3+1 - 1 = 6 for (int i = warmup; i < bars.Count; i++) { if (double.IsNaN(streamHighResults[i])) { Assert.True(double.IsNaN(batchResults[i].Value), $"Mismatch at {i}: stream=NaN, batch={batchResults[i].Value}"); } else { Assert.Equal(streamHighResults[i], batchResults[i].Value, precision: 10); } } } [Fact] public void Streaming_MatchesSpan() { var bars = CreateGbmBars(); // Streaming var streaming = new Swings(lookback: 3); var streamHighResults = new double[bars.Count]; var streamLowResults = new double[bars.Count]; for (int i = 0; i < bars.Count; i++) { _ = streaming.Update(bars[i], isNew: true); streamHighResults[i] = streaming.SwingHigh; streamLowResults[i] = streaming.SwingLow; } // Span var spanHigh = new double[bars.Count]; var spanLow = new double[bars.Count]; Swings.Batch(bars.HighValues, bars.LowValues, spanHigh, spanLow, lookback: 3); int warmup = 6; for (int i = warmup; i < bars.Count; i++) { if (double.IsNaN(streamHighResults[i])) { Assert.True(double.IsNaN(spanHigh[i]), $"SwingHigh mismatch at {i}"); } else { Assert.Equal(streamHighResults[i], spanHigh[i], precision: 10); } if (double.IsNaN(streamLowResults[i])) { Assert.True(double.IsNaN(spanLow[i]), $"SwingLow mismatch at {i}"); } else { Assert.Equal(streamLowResults[i], spanLow[i], precision: 10); } } } [Fact] public void BatchDual_MatchesSpan() { var bars = CreateGbmBars(); var (swingHighs, swingLows) = Swings.BatchDual(bars, lookback: 3); var spanHigh = new double[bars.Count]; var spanLow = new double[bars.Count]; Swings.Batch(bars.HighValues, bars.LowValues, spanHigh, spanLow, lookback: 3); for (int i = 0; i < bars.Count; i++) { if (double.IsNaN(spanHigh[i])) { Assert.True(double.IsNaN(swingHighs[i].Value), $"SwingHigh mismatch at {i}"); } else { Assert.Equal(spanHigh[i], swingHighs[i].Value, precision: 10); } if (double.IsNaN(spanLow[i])) { Assert.True(double.IsNaN(swingLows[i].Value), $"SwingLow mismatch at {i}"); } else { Assert.Equal(spanLow[i], swingLows[i].Value, precision: 10); } } } [Fact] public void TValue_Update_MatchesTBar_Update() { var sw1 = new Swings(lookback: 2); var sw2 = new Swings(lookback: 2); double[] prices = [100, 102, 98, 105, 99, 103, 107, 95, 110, 108]; for (int i = 0; i < prices.Length; i++) { double p = prices[i]; _ = sw1.Update(new TBar(DateTime.UtcNow.AddMinutes(i), p, p, p, p, 0), isNew: true); _ = sw2.Update(new TValue(DateTime.UtcNow.AddMinutes(i), p), isNew: true); } Assert.Equal(sw1.SwingHigh, sw2.SwingHigh); Assert.Equal(sw1.SwingLow, sw2.SwingLow); } } // -- G) Span API Tests -------------------------------------------------------- public sealed class SwingsSpanTests { [Fact] public void Batch_Span_MismatchedLengths_Throws() { var ex = Assert.Throws(() => Swings.Batch(new double[10], new double[5], new double[10], new double[10])); Assert.Equal("high", ex.ParamName); } [Fact] public void Batch_Span_OutputTooShort_Throws() { var ex = Assert.Throws(() => Swings.Batch(new double[10], new double[10], new double[5], new double[10])); Assert.Equal("highOutput", ex.ParamName); } [Fact] public void Batch_Span_LowOutputTooShort_Throws() { var ex = Assert.Throws(() => Swings.Batch(new double[10], new double[10], new double[10], new double[5])); Assert.Equal("lowOutput", ex.ParamName); } [Fact] public void Batch_Span_InvalidLookback_Throws() { var ex = Assert.Throws(() => Swings.Batch(new double[10], new double[10], new double[10], new double[10], lookback: 0)); Assert.Equal("lookback", ex.ParamName); } [Fact] public void Batch_Span_Empty_NoException() { var ex = Record.Exception(() => Swings.Batch(ReadOnlySpan.Empty, ReadOnlySpan.Empty, Span.Empty, Span.Empty)); Assert.Null(ex); } } // -- H) Event / Chainability ------------------------------------------------- public sealed class SwingsEventTests { [Fact] public void Pub_FiresOnUpdate() { var sw = new Swings(lookback: 2); int fireCount = 0; sw.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; }; _ = sw.Update(new TBar(DateTime.UtcNow, 97, 100, 95, 98, 1000)); Assert.Equal(1, fireCount); } [Fact] public void Pub_FiresOnEachUpdate() { var sw = new Swings(lookback: 2); int fireCount = 0; sw.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; }; for (int i = 0; i < 5; i++) { double price = 100.0 + i; _ = sw.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 2, price - 2, price + 1, 1000)); } Assert.Equal(5, fireCount); } } // -- I) Prime Tests ----------------------------------------------------------- public sealed class SwingsPrimeTests { [Fact] public void Prime_TBarSeries_SetsState() { var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.20, seed: 42); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var sw = new Swings(lookback: 3); sw.Prime(bars); Assert.True(sw.IsHot); } [Fact] public void Prime_EmptySource_NoException() { var sw = new Swings(lookback: 2); var bars = new TBarSeries(); var ex = Record.Exception(() => sw.Prime(bars)); Assert.Null(ex); Assert.False(sw.IsHot); } }