using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public sealed class SgmaIndicatorTests { [Fact] public void SgmaIndicator_Constructor_SetsDefaults() { var indicator = new SgmaIndicator(); Assert.Equal(9, indicator.Period); Assert.Equal(2, indicator.Degree); Assert.Equal(SourceType.Close, indicator.Source); Assert.True(indicator.ShowColdValues); Assert.Equal("SGMA - Savitzky-Golay Moving Average", indicator.Name); Assert.False(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); } [Fact] public void SgmaIndicator_MinHistoryDepths_EqualsZero() { var indicator = new SgmaIndicator { Period = 9, Degree = 2 }; Assert.Equal(0, SgmaIndicator.MinHistoryDepths); Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void SgmaIndicator_ShortName_IncludesPeriodAndDegree() { var indicator = new SgmaIndicator { Period = 15, Degree = 3 }; Assert.Contains("SGMA", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal); Assert.Contains("3", indicator.ShortName, StringComparison.Ordinal); } [Fact] public void SgmaIndicator_SourceCodeLink_IsValid() { var indicator = new SgmaIndicator(); Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal); Assert.Contains("Sgma", indicator.SourceCodeLink, StringComparison.Ordinal); } [Fact] public void SgmaIndicator_Initialize_CreatesInternalSgma() { var indicator = new SgmaIndicator { Period = 9, Degree = 2 }; indicator.Initialize(); Assert.Single(indicator.LinesSeries); } [Fact] public void SgmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new SgmaIndicator { Period = 3, Degree = 2 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); var args = new UpdateArgs(UpdateReason.HistoricalBar); indicator.ProcessUpdate(args); Assert.Equal(1, indicator.LinesSeries[0].Count); Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0))); } [Fact] public void SgmaIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new SgmaIndicator { Period = 3, Degree = 2 }; 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 SgmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError() { var indicator = new SgmaIndicator { Period = 3, Degree = 2 }; indicator.Initialize(); var now = DateTime.UtcNow; indicator.HistoricalData.AddBar(now, 100, 105, 95, 102); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double firstValue = indicator.LinesSeries[0].GetValue(0); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick)); double secondValue = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(firstValue)); Assert.True(double.IsFinite(secondValue)); } [Fact] public void SgmaIndicator_MultipleUpdates_ProducesCorrectSequence() { var indicator = new SgmaIndicator { Period = 3, Degree = 2 }; indicator.Initialize(); var now = DateTime.UtcNow; double[] closes = { 100, 102, 104, 103, 105 }; 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); } for (int i = 0; i < closes.Length; i++) { Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i))); } } [Fact] public void SgmaIndicator_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 SgmaIndicator { Period = 3, Degree = 2, 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 SgmaIndicator_Period_CanBeChanged() { var indicator = new SgmaIndicator { Period = 5 }; Assert.Equal(5, indicator.Period); indicator.Period = 21; Assert.Equal(21, indicator.Period); Assert.Equal(0, SgmaIndicator.MinHistoryDepths); } }