using Xunit; namespace QuanTAlib.Tests; public class IiiTests { private const int DefaultPeriod = 14; [Fact] public void Constructor_DefaultParameters_CreatesValidIndicator() { var iii = new Iii(); Assert.Equal($"Iii({DefaultPeriod})", iii.Name); Assert.Equal(DefaultPeriod, iii.WarmupPeriod); Assert.False(iii.IsHot); } [Fact] public void Constructor_CustomParameters_CreatesValidIndicator() { var iii = new Iii(period: 20, cumulative: true); Assert.Equal("Iii(20,Cum)", iii.Name); Assert.Equal(20, iii.WarmupPeriod); } [Fact] public void Constructor_InvalidPeriod_ThrowsArgumentException() { Assert.Throws(() => new Iii(period: 0)); Assert.Throws(() => new Iii(period: -1)); } [Fact] public void Update_WithTBar_ReturnsValidValue() { var iii = new Iii(); var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result = iii.Update(bar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_WithTValue_ThrowsNotSupportedException() { var iii = new Iii(); var value = new TValue(DateTime.UtcNow, 100); Assert.Throws(() => iii.Update(value)); } [Fact] public void Update_CloseAtHigh_ReturnsPositiveValue() { var iii = new Iii(period: 1); // Close at high means position multiplier = +1 var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 110, 100000); var result = iii.Update(bar); Assert.True(result.Value > 0, "Close at high should result in positive III"); } [Fact] public void Update_CloseAtLow_ReturnsNegativeValue() { var iii = new Iii(period: 1); // Close at low means position multiplier = -1 var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 90, 100000); var result = iii.Update(bar); Assert.True(result.Value < 0, "Close at low should result in negative III"); } [Fact] public void Update_CloseAtMidpoint_ReturnsZero() { var iii = new Iii(period: 1); // Close at midpoint means position multiplier = 0 var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 100, 100000); var result = iii.Update(bar); Assert.Equal(0.0, result.Value, 10); } [Fact] public void Update_IsNewTrue_AdvancesState() { var iii = new Iii(); var bar1 = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); var result1 = iii.Update(bar1, isNew: true); var bar2 = new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 110, 1100000); var result2 = iii.Update(bar2, isNew: true); Assert.NotEqual(result1.Time, result2.Time); } [Fact] public void Update_IsNewFalse_UpdatesCurrentBar() { var iii = new Iii(); var time = DateTime.UtcNow; var bar1 = new TBar(time, 100, 110, 90, 105, 1000000); iii.Update(bar1, isNew: true); var bar2 = new TBar(time.AddMinutes(1), 105, 115, 95, 110, 1100000); var result1 = iii.Update(bar2, isNew: true); // Update same bar with different values var bar2Updated = new TBar(time.AddMinutes(1), 105, 115, 95, 115, 1200000); var result2 = iii.Update(bar2Updated, isNew: false); Assert.Equal(result1.Time, result2.Time); Assert.NotEqual(result1.Value, result2.Value); } [Fact] public void Update_IterativeCorrections_UpdatesCurrentValue() { var iii = new Iii(period: 3); var time = DateTime.UtcNow; // Build up some state iii.Update(new TBar(time, 100, 110, 90, 105, 100000), isNew: true); iii.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 110000), isNew: true); // Original bar 3 var bar3 = new TBar(time.AddMinutes(2), 110, 120, 100, 115, 120000); var originalResult = iii.Update(bar3, isNew: true); // Make a correction with different values var correctionBar = new TBar(time.AddMinutes(2), 100, 150, 80, 80, 200000); var correctedResult = iii.Update(correctionBar, isNew: false); // Values should differ due to different bar data Assert.NotEqual(originalResult.Value, correctedResult.Value); Assert.True(double.IsFinite(correctedResult.Value)); } [Fact] public void Update_WarmupPeriod_IsHotBecomesTrueAfterWarmup() { var iii = new Iii(period: 3); var time = DateTime.UtcNow; Assert.False(iii.IsHot); iii.Update(new TBar(time, 100, 110, 90, 105, 100000), isNew: true); Assert.False(iii.IsHot); iii.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 110000), isNew: true); Assert.False(iii.IsHot); iii.Update(new TBar(time.AddMinutes(2), 110, 120, 100, 115, 120000), isNew: true); // After period bars, should be hot Assert.True(iii.IsHot); } [Fact] public void Update_WithNaN_UsesLastValidValue() { var iii = new Iii(period: 3); // Process some valid bars first iii.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 100000)); iii.Update(new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 110, 110000)); // Process bar with NaN close (will cause NaN in calculation) var nanBar = new TBar(DateTime.UtcNow.AddMinutes(2), double.NaN, 120, 100, double.NaN, 120000); var result = iii.Update(nanBar); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Update_ZeroPriceRange_ReturnsZero() { var iii = new Iii(period: 1); // When high = low, range is 0, position multiplier is 0 var bar = new TBar(DateTime.UtcNow, 100, 100, 100, 100, 100000); var result = iii.Update(bar); Assert.Equal(0.0, result.Value); } [Fact] public void Update_ZeroVolume_UsesMinimumVolume() { var iii = new Iii(period: 1); // Zero volume should be treated as minimum of 1 var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 0); var result = iii.Update(bar); Assert.True(double.IsFinite(result.Value)); // Position multiplier = (2*105 - 110 - 90) / 20 = 10/20 = 0.5 // Raw III = 0.5 * 1 = 0.5 Assert.Equal(0.5, result.Value, 10); } [Fact] public void Update_CumulativeMode_AccumulatesValues() { var iii = new Iii(period: 1, cumulative: true); var time = DateTime.UtcNow; // First bar with positive III var result1 = iii.Update(new TBar(time, 100, 110, 90, 110, 100), isNew: true); double firstValue = result1.Value; // Second bar with positive III var result2 = iii.Update(new TBar(time.AddMinutes(1), 100, 110, 90, 110, 100), isNew: true); // Cumulative should add up Assert.Equal(firstValue * 2, result2.Value, 10); } [Fact] public void Reset_ClearsState() { var iii = new Iii(period: 3); var time = DateTime.UtcNow; // Process some bars iii.Update(new TBar(time, 100, 110, 90, 105, 100000), isNew: true); iii.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 110000), isNew: true); iii.Update(new TBar(time.AddMinutes(2), 110, 120, 100, 115, 120000), isNew: true); Assert.True(iii.IsHot); iii.Reset(); Assert.False(iii.IsHot); Assert.Equal(default, iii.Last); } [Fact] public void BatchCalculate_MatchesStreaming() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 100; i++) { bars.Add(gbm.Next()); } // Streaming var iii = new Iii(); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(iii.Update(bar).Value); } // Batch var batchResult = Iii.Batch(bars); Assert.Equal(bars.Count, batchResult.Count); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingValues[i], batchResult[i].Value, 10); } } [Fact] public void SpanCalculate_MatchesStreaming() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 100; i++) { bars.Add(gbm.Next()); } // Streaming var iii = new Iii(); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(iii.Update(bar).Value); } // Span var high = bars.High.Values.ToArray(); var low = bars.Low.Values.ToArray(); var close = bars.Close.Values.ToArray(); var volume = bars.Volume.Values.ToArray(); var spanValues = new double[bars.Count]; Iii.Batch(high, low, close, volume, spanValues); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingValues[i], spanValues[i], 10); } } [Fact] public void SpanCalculate_InvalidLengths_ThrowsArgumentException() { var high = new double[100]; var low = new double[99]; // Different length var close = new double[100]; var volume = new double[100]; var output = new double[100]; Assert.Throws(() => Iii.Batch(high, low, close, volume, output)); } [Fact] public void SpanCalculate_InvalidPeriod_ThrowsArgumentException() { var high = new double[100]; var low = new double[100]; var close = new double[100]; var volume = new double[100]; var output = new double[100]; Assert.Throws(() => Iii.Batch(high, low, close, volume, output, period: 0)); } [Fact] public void SpanCalculate_LargeData_UsesArrayPool() { int size = 1000; // > 256 threshold var high = new double[size]; var low = new double[size]; var close = new double[size]; var volume = new double[size]; var output = new double[size]; for (int i = 0; i < size; i++) { high[i] = 110 + i * 0.1; low[i] = 90 + i * 0.1; close[i] = 100 + i * 0.1; volume[i] = 100000; } // Should not throw Iii.Batch(high, low, close, volume, output); Assert.True(double.IsFinite(output[size - 1])); } [Fact] public void SpanCalculate_CumulativeMode_MatchesStreaming() { var bars = new TBarSeries(); var gbm = new GBM(seed: 42); for (int i = 0; i < 50; i++) { bars.Add(gbm.Next()); } // Streaming cumulative var iii = new Iii(period: 14, cumulative: true); var streamingValues = new List(); foreach (var bar in bars) { streamingValues.Add(iii.Update(bar).Value); } // Span cumulative var high = bars.High.Values.ToArray(); var low = bars.Low.Values.ToArray(); var close = bars.Close.Values.ToArray(); var volume = bars.Volume.Values.ToArray(); var spanValues = new double[bars.Count]; Iii.Batch(high, low, close, volume, spanValues, period: 14, cumulative: true); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingValues[i], spanValues[i], 10); } } [Fact] public void Event_PubFiresOnUpdate() { var iii = new Iii(); TValue? receivedValue = null; bool receivedIsNew = false; iii.Pub += (object? sender, in TValueEventArgs args) => { receivedValue = args.Value; receivedIsNew = args.IsNew; }; var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000); iii.Update(bar, isNew: true); Assert.NotNull(receivedValue); Assert.True(receivedIsNew); } [Fact] public void PositionMultiplier_CalculatesCorrectly() { // Test specific position multiplier values var iii = new Iii(period: 1); // Close at 75% of range (high=110, low=90, close=105) // Position = (2*105 - 110 - 90) / (110-90) = 10/20 = 0.5 var bar1 = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 200); var result1 = iii.Update(bar1); Assert.Equal(0.5 * 200, result1.Value, 10); // 0.5 * volume iii.Reset(); // Close at 25% of range (high=110, low=90, close=95) // Position = (2*95 - 110 - 90) / (110-90) = -10/20 = -0.5 var bar2 = new TBar(DateTime.UtcNow, 100, 110, 90, 95, 200); var result2 = iii.Update(bar2); Assert.Equal(-0.5 * 200, result2.Value, 10); // -0.5 * volume } }