using TradingPlatform.BusinessLayer; namespace QuanTAlib.Quantower.Tests; public class PacfIndicatorTests { [Fact] public void PacfIndicator_Constructor_SetsDefaults() { var indicator = new PacfIndicator(); Assert.Equal(20, indicator.Period); Assert.Equal(1, indicator.Lag); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("PACF - Partial Autocorrelation Function", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void PacfIndicator_MinHistoryDepths_EqualsZero() { var indicator = new PacfIndicator(); Assert.Equal(0, PacfIndicator.MinHistoryDepths); Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void PacfIndicator_ShortName_IncludesPeriodAndLag() { var indicator = new PacfIndicator { Period = 14, Lag = 2 }; Assert.True(indicator.ShortName.Contains("PACF", StringComparison.Ordinal)); Assert.True(indicator.ShortName.Contains("14", StringComparison.Ordinal)); Assert.True(indicator.ShortName.Contains("2", StringComparison.Ordinal)); } [Fact] public void PacfIndicator_Initialize_CreatesInternalPacf() { var indicator = new PacfIndicator { Period = 10, Lag = 1 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void PacfIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new PacfIndicator { Period = 5, Lag = 1 }; indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); // Process update var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); // Line series should have a value Assert.Equal(1, indicator.LinesSeries[0].Count); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0))); } [Fact] public void PacfIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new PacfIndicator { Period = 5, Lag = 1 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void PacfIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new PacfIndicator { Period = 5, Lag = 1 }; indicator.Initialize(); // Should not throw an exception indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); // Assert that the indicator still exists (method completed without exception) Assert.NotNull(indicator); } [Fact] public void PacfIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new PacfIndicator { Period = 5, Lag = 1 }; indicator.Initialize(); var now = DateTime.UtcNow; double[] closes = { 100, 102, 105, 103, 107, 110 }; foreach (var close in closes) { indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); now = now.AddMinutes(1); } // All values should be finite for (int i = 0; i < closes.Length; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i))); } } [Fact] public void PacfIndicator_DifferentSourceTypes_Work() { var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 }; foreach (var source in sources) { var indicator = new PacfIndicator { Period = 5, Lag = 1, Source = source }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 110, 90, 105); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)), $"Source {source} should produce finite value"); } } [Fact] public void PacfIndicator_Period_CanBeChanged() { var indicator = new PacfIndicator { Period = 10 }; Assert.Equal(10, indicator.Period); indicator.Period = 20; Assert.Equal(20, indicator.Period); } [Fact] public void PacfIndicator_Lag_CanBeChanged() { var indicator = new PacfIndicator { Lag = 1 }; Assert.Equal(1, indicator.Lag); indicator.Lag = 5; Assert.Equal(5, indicator.Lag); } [Fact] public void PacfIndicator_Source_CanBeChanged() { var indicator = new PacfIndicator { Source = SourceType.Close }; Assert.Equal(SourceType.Close, indicator.Source); indicator.Source = SourceType.Open; Assert.Equal(SourceType.Open, indicator.Source); } [Fact] public void PacfIndicator_ShowColdValues_CanBeChanged() { var indicator = new PacfIndicator { ShowColdValues = true }; Assert.True(indicator.ShowColdValues); indicator.ShowColdValues = false; Assert.False(indicator.ShowColdValues); } [Fact] public void PacfIndicator_ShortName_UpdatesWhenPeriodChanges() { var indicator = new PacfIndicator { Period = 10 }; string initialName = indicator.ShortName; Assert.True(initialName.Contains("10", StringComparison.Ordinal)); indicator.Period = 20; string updatedName = indicator.ShortName; Assert.True(updatedName.Contains("20", StringComparison.Ordinal)); } [Fact] public void PacfIndicator_ShortName_UpdatesWhenLagChanges() { var indicator = new PacfIndicator { Lag = 1 }; string initialName = indicator.ShortName; Assert.True(initialName.Contains("1", StringComparison.Ordinal)); indicator.Lag = 3; string updatedName = indicator.ShortName; Assert.True(updatedName.Contains("3", StringComparison.Ordinal)); } [Fact] public void PacfIndicator_ProcessUpdate_IgnoresNonBarUpdates() { var indicator = new PacfIndicator { Period = 5, Lag = 1 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); // Process historical bar first indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Process other update reasons - should not throw indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); // Assert that the indicator still exists (method completed without exception) Assert.NotNull(indicator); } [Fact] public void PacfIndicator_LineSeries_HasCorrectProperties() { var indicator = new PacfIndicator { Period = 10 }; indicator.Initialize(); var lineSeries = indicator.LinesSeries[0]; Assert.Equal("PACF", lineSeries.Name); Assert.Equal(2, lineSeries.Width); Assert.Equal(LineStyle.Solid, lineSeries.Style); } [Fact] public void PacfIndicator_DifferentLagValues_Work() { var lags = new[] { 1, 2, 3, 5, 10 }; foreach (var lag in lags) { // Period must be > lag + 1 int period = Math.Max(20, lag + 5); var indicator = new PacfIndicator { Period = period, Lag = lag }; indicator.Initialize(); var now = DateTime.UtcNow; // Add enough bars to fill the buffer for (int i = 0; i < period + 5; i++) { double close = 100 + (i % 10); indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 2, close - 2, close); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); } // Last value should be finite and bounded double pacfValue = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(pacfValue), $"Lag {lag} should produce finite value"); Assert.True(pacfValue >= -1 && pacfValue <= 1, $"PACF at lag {lag} should be bounded [-1, 1]"); } } [Fact] public void PacfIndicator_PacfValuesAreBounded() { var indicator = new PacfIndicator { Period = 10, Lag = 1 }; indicator.Initialize(); var now = DateTime.UtcNow; double[] closes = { 100, 102, 98, 105, 97, 110, 95, 108, 92, 115, 90, 120 }; foreach (var close in closes) { indicator.HistoricalData.AddBar(now, close, close + 5, close - 5, close); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); now = now.AddMinutes(1); } // All PACF values should be bounded between -1 and 1 for (int i = 0; i < closes.Length; i++) { double value = indicator.LinesSeries[0].GetValue(closes.Length - 1 - i); Assert.True(value >= -1 && value <= 1, $"PACF value at index {i} should be bounded [-1, 1], got {value}"); } } [Fact] public void PacfIndicator_AtLagOne_EqualsAcf() { // PACF at lag 1 should equal ACF at lag 1 (key mathematical property) var pacfIndicator = new PacfIndicator { Period = 10, Lag = 1 }; var acfIndicator = new AcfIndicator { Period = 10, Lag = 1 }; pacfIndicator.Initialize(); acfIndicator.Initialize(); var now = DateTime.UtcNow; double[] closes = { 100, 102, 98, 105, 97, 110, 95, 108, 92, 115, 90, 120 }; foreach (var close in closes) { pacfIndicator.HistoricalData.AddBar(now, close, close + 5, close - 5, close); acfIndicator.HistoricalData.AddBar(now, close, close + 5, close - 5, close); pacfIndicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); acfIndicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); now = now.AddMinutes(1); } // At lag 1, PACF should equal ACF double pacfValue = pacfIndicator.LinesSeries[0].GetValue(0); double acfValue = acfIndicator.LinesSeries[0].GetValue(0); Assert.Equal(acfValue, pacfValue, 6); // Allow for minor floating-point differences } }