using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class PercentileIndicatorTests { [Fact] public void PercentileIndicator_Constructor_SetsDefaults() { var indicator = new PercentileIndicator(); Assert.Equal(14, indicator.Period); Assert.Equal(50.0, indicator.Percent); Assert.True(indicator.ShowColdValues); Assert.Equal("Percentile - Rolling Percentile", indicator.Name); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(SourceType.Close, indicator.Source); } [Fact] public void PercentileIndicator_MinHistoryDepths_EqualsZero() { var indicator = new PercentileIndicator { Period = 14 }; Assert.Equal(0, PercentileIndicator.MinHistoryDepths); IWatchlistIndicator watchlistIndicator = indicator; Assert.Equal(0, watchlistIndicator.MinHistoryDepths); } [Fact] public void PercentileIndicator_Initialize_CreatesInternalPercentile() { var indicator = new PercentileIndicator { Period = 10, Percent = 25.0 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); Assert.Equal("Percentile", indicator.LinesSeries[0].Name); } [Fact] public void PercentileIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new PercentileIndicator { Period = 5, Percent = 75.0 }; 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 percentile = indicator.LinesSeries[0].GetValue(0); // Percentile of a trending series should be finite Assert.True(double.IsFinite(percentile)); } }