using TradingPlatform.BusinessLayer; using QuanTAlib; namespace QuanTAlib.Tests; public sealed class ZscoreIndicatorTests { [Fact] public void ZscoreIndicator_Constructor_SetsDefaults() { var indicator = new ZscoreIndicator(); Assert.Equal(14, indicator.Period); Assert.True(indicator.ShowColdValues); Assert.Contains("ZSCORE", indicator.Name, StringComparison.Ordinal); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(SourceType.Close, indicator.Source); } [Fact] public void ZscoreIndicator_MinHistoryDepths_EqualsZero() { var indicator = new ZscoreIndicator { Period = 14 }; Assert.Equal(0, ZscoreIndicator.MinHistoryDepths); IWatchlistIndicator watchlistIndicator = indicator; Assert.Equal(0, watchlistIndicator.MinHistoryDepths); } [Fact] public void ZscoreIndicator_Initialize_CreatesInternalZscore() { var indicator = new ZscoreIndicator { Period = 10 }; // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); Assert.Equal("Z-Score", indicator.LinesSeries[0].Name); } [Fact] public void ZscoreIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new ZscoreIndicator { Period = 5 }; indicator.Initialize(); 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); } double zscore = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(zscore)); } [Fact] public void ZscoreIndicator_DifferentSourceTypes() { var indicator = new ZscoreIndicator { Period = 5, Source = SourceType.Open }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } double zscore = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(zscore)); } [Fact] public void ZscoreIndicator_ShortName_IncludesPeriod() { var indicator = new ZscoreIndicator { Period = 20 }; Assert.Equal("ZSCORE(20)", indicator.ShortName); } [Fact] public void ZscoreIndicator_NewBar_UpdatesValue() { var indicator = new ZscoreIndicator { Period = 5 }; indicator.Initialize(); var now = DateTime.UtcNow; // Add enough bars to warm up for (int i = 0; i < 10; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); } _ = indicator.LinesSeries[0].GetValue(0); // Add a new bar with a very different value indicator.HistoricalData.AddBar(now.AddMinutes(10), 200, 210, 190, 205); var newArgs = new UpdateArgs(UpdateReason.NewBar); indicator.ProcessUpdate(newArgs); double valueAfter = indicator.LinesSeries[0].GetValue(0); // Value should change after adding a significantly different bar Assert.True(double.IsFinite(valueAfter)); } }