using TradingPlatform.BusinessLayer; using QuanTAlib; namespace QuanTAlib.Tests; public sealed class HurstIndicatorTests { [Fact] public void HurstIndicator_Constructor_SetsDefaults() { var indicator = new HurstIndicator(); Assert.Equal(100, indicator.Period); Assert.True(indicator.ShowColdValues); Assert.Equal("Hurst - Hurst Exponent", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(SourceType.Close, indicator.Source); } [Fact] public void HurstIndicator_MinHistoryDepths_EqualsZero() { var indicator = new HurstIndicator { Period = 100 }; Assert.Equal(0, HurstIndicator.MinHistoryDepths); IWatchlistIndicator watchlistIndicator = indicator; Assert.Equal(0, watchlistIndicator.MinHistoryDepths); } [Fact] public void HurstIndicator_Initialize_CreatesInternalHurst() { var indicator = new HurstIndicator { Period = 20 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist (Hurst line + 0.5 reference line) Assert.Equal(2, indicator.LinesSeries.Count); Assert.Equal("Hurst", indicator.LinesSeries[0].Name); Assert.Equal("0.5", indicator.LinesSeries[1].Name); } [Fact] public void HurstIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new HurstIndicator { Period = 20 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 50; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } double hurst = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(hurst)); } [Fact] public void HurstIndicator_DifferentSourceTypes() { var indicator = new HurstIndicator { Period = 20, Source = SourceType.Open }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } double hurst = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(hurst)); } [Fact] public void HurstIndicator_ShortName_IncludesPeriod() { var indicator = new HurstIndicator { Period = 50 }; Assert.Equal("Hurst 50", indicator.ShortName); } [Fact] public void HurstIndicator_NewBar_UpdatesValue() { var indicator = new HurstIndicator { Period = 20 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } _ = indicator.LinesSeries[0].GetValue(0); // Add a new bar with a very different value indicator.HistoricalData.AddBar(now.AddMinutes(30), 200, 210, 190, 205); var newArgs = new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(newArgs); double valueAfter = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(valueAfter)); } }