using TradingPlatform.BusinessLayer; using QuanTAlib; namespace QuanTAlib.Tests; public class StdDevIndicatorTests { [Fact] public void StdDevIndicator_Constructor_SetsDefaults() { var indicator = new StdDevIndicator(); Assert.Equal(20, indicator.Period); Assert.False(indicator.IsPopulation); Assert.True(indicator.ShowColdValues); Assert.Equal("StdDev - Standard Deviation", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(SourceType.Close, indicator.Source); } [Fact] public void StdDevIndicator_MinHistoryDepths_EqualsZero() { var indicator = new StdDevIndicator { Period = 20 }; Assert.Equal(0, StdDevIndicator.MinHistoryDepths); IWatchlistIndicator watchlistIndicator = indicator; Assert.Equal(0, watchlistIndicator.MinHistoryDepths); } [Fact] public void StdDevIndicator_Initialize_CreatesInternalStdDev() { var indicator = new StdDevIndicator { Period = 10 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); Assert.Equal("StdDev", indicator.LinesSeries[0].Name); } [Fact] public void StdDevIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new StdDevIndicator { Period = 5 }; indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; // Need enough bars for Period for (int i = 0; i < 20; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i); // Process update for each bar to simulate history loading var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } // Line series should have a value double stdDev = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(stdDev)); } }