using TradingPlatform.BusinessLayer; namespace QuanTAlib.Quantower.Tests; public class VarianceIndicatorTests { [Fact] public void VarianceIndicator_Constructor_SetsDefaults() { var indicator = new VarianceIndicator(); Assert.Equal(20, indicator.Period); Assert.False(indicator.IsPopulation); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("Variance - Rolling Variance", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void VarianceIndicator_MinHistoryDepths_EqualsZero() { var indicator = new VarianceIndicator(); Assert.Equal(0, VarianceIndicator.MinHistoryDepths); Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void VarianceIndicator_ShortName_IncludesPeriod() { var indicator = new VarianceIndicator { Period = 14 }; Assert.True(indicator.ShortName.Contains("Variance", StringComparison.Ordinal)); Assert.True(indicator.ShortName.Contains("14", StringComparison.Ordinal)); } [Fact] public void VarianceIndicator_Initialize_CreatesInternalVariance() { var indicator = new VarianceIndicator { Period = 10 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void VarianceIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new VarianceIndicator { Period = 5 }; 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 VarianceIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new VarianceIndicator { Period = 5 }; 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 VarianceIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new VarianceIndicator { Period = 5 }; 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 VarianceIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new VarianceIndicator { Period = 5 }; 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 VarianceIndicator_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 VarianceIndicator { Period = 5, 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 VarianceIndicator_Period_CanBeChanged() { var indicator = new VarianceIndicator { Period = 10 }; Assert.Equal(10, indicator.Period); indicator.Period = 20; Assert.Equal(20, indicator.Period); } [Fact] public void VarianceIndicator_IsPopulation_CanBeChanged() { var indicator = new VarianceIndicator { IsPopulation = false }; Assert.False(indicator.IsPopulation); indicator.IsPopulation = true; Assert.True(indicator.IsPopulation); } [Fact] public void VarianceIndicator_Source_CanBeChanged() { var indicator = new VarianceIndicator { Source = SourceType.Close }; Assert.Equal(SourceType.Close, indicator.Source); indicator.Source = SourceType.Open; Assert.Equal(SourceType.Open, indicator.Source); } [Fact] public void VarianceIndicator_ShowColdValues_CanBeChanged() { var indicator = new VarianceIndicator { ShowColdValues = true }; Assert.True(indicator.ShowColdValues); indicator.ShowColdValues = false; Assert.False(indicator.ShowColdValues); } [Fact] public void VarianceIndicator_ShortName_UpdatesWhenPeriodChanges() { var indicator = new VarianceIndicator { 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 VarianceIndicator_ProcessUpdate_IgnoresNonBarUpdates() { var indicator = new VarianceIndicator { Period = 5 }; 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 VarianceIndicator_LineSeries_HasCorrectProperties() { var indicator = new VarianceIndicator { Period = 10 }; indicator.Initialize(); var lineSeries = indicator.LinesSeries[0]; Assert.Equal("Variance", lineSeries.Name); Assert.Equal(2, lineSeries.Width); Assert.Equal(LineStyle.Solid, lineSeries.Style); } }