using TradingPlatform.BusinessLayer; using QuanTAlib; namespace QuanTAlib.Tests; public class KurtosisIndicatorTests { [Fact] public void KurtosisIndicator_Constructor_SetsDefaults() { var indicator = new KurtosisIndicator(); Assert.Equal(20, indicator.Period); Assert.False(indicator.IsPopulation); Assert.True(indicator.ShowColdValues); Assert.Equal("Kurtosis - Excess Kurtosis", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(SourceType.Close, indicator.Source); } [Fact] public void KurtosisIndicator_MinHistoryDepths_EqualsZero() { var indicator = new KurtosisIndicator { Period = 20 }; Assert.Equal(0, KurtosisIndicator.MinHistoryDepths); IWatchlistIndicator watchlistIndicator = indicator; Assert.Equal(0, watchlistIndicator.MinHistoryDepths); } [Fact] public void KurtosisIndicator_Initialize_CreatesInternalKurtosis() { var indicator = new KurtosisIndicator { Period = 10 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); Assert.Equal("Kurtosis", indicator.LinesSeries[0].Name); } [Fact] public void KurtosisIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new KurtosisIndicator { Period = 5 }; indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; for (int i = 0; i < 20; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } // Line series should have a value double kurtosis = indicator.LinesSeries[0].GetValue(0); // Kurtosis of a linear trend should be finite Assert.True(double.IsFinite(kurtosis)); } }