using TradingPlatform.BusinessLayer; namespace QuanTAlib.Tests; public class TviIndicatorTests { [Fact] public void TviIndicator_Constructor_SetsDefaults() { var indicator = new TviIndicator(); Assert.Equal("TVI - Trade Volume Index", indicator.Name); Assert.True(indicator.SeparateWindow); Assert.True(indicator.OnBackGround); Assert.Equal(2, indicator.MinHistoryDepths); Assert.Equal(0.125, indicator.MinTick); } [Fact] public void TviIndicator_ShortName_IsConstant() { var indicator = new TviIndicator(); Assert.Equal("TVI", indicator.ShortName); } [Fact] public void TviIndicator_MinHistoryDepths_EqualsTwo() { var indicator = new TviIndicator(); Assert.Equal(2, indicator.MinHistoryDepths); Assert.Equal(2, ((IWatchlistIndicator)indicator).MinHistoryDepths); } [Fact] public void TviIndicator_MinTick_CanBeSet() { var indicator = new TviIndicator { MinTick = 0.5 }; Assert.Equal(0.5, indicator.MinTick); } [Fact] public void TviIndicator_Initialize_CreatesInternalTvi() { var indicator = new TviIndicator(); // Initialize should not throw indicator.Initialize(); // After init, line series should exist Assert.Single(indicator.LinesSeries); } [Fact] public void TviIndicator_ProcessUpdate_HistoricalBar_ComputesValue() { var indicator = new TviIndicator { MinTick = 0.125 }; indicator.Initialize(); // Add historical data var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { // Varying close prices to trigger TVI direction changes double close = 100 + (i % 2 == 0 ? i * 0.5 : -i * 0.25); indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, close, 100000); // 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 val = indicator.LinesSeries[0].GetValue(0); Assert.True(double.IsFinite(val)); } [Fact] public void TviIndicator_ProcessUpdate_NewBar_ComputesValue() { var indicator = new TviIndicator { MinTick = 0.125 }; indicator.Initialize(); var now = DateTime.UtcNow; for (int i = 0; i < 30; i++) { indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 105, 100000); } indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Add new bar with significant price change indicator.HistoricalData.AddBar(now.AddMinutes(30), 105, 115, 100, 112, 80000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); Assert.Equal(2, indicator.LinesSeries[0].Count); } [Fact] public void TviIndicator_PriceAboveMinTick_DirectionUp_AddsVolume() { var indicator = new TviIndicator { MinTick = 0.125 }; indicator.Initialize(); var now = DateTime.UtcNow; // First bar indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 10000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double firstVal = indicator.LinesSeries[0].GetValue(0); // Second bar with price increase > minTick - direction up, adds volume indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 110, 98, 100.5, 20000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double secondVal = indicator.LinesSeries[0].GetValue(0); Assert.True(secondVal > firstVal, $"TVI should increase when price rises above minTick: {secondVal} vs {firstVal}"); } [Fact] public void TviIndicator_PriceBelowNegMinTick_DirectionDown_SubtractsVolume() { var indicator = new TviIndicator { MinTick = 0.125 }; indicator.Initialize(); var now = DateTime.UtcNow; // First bar indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 10000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double firstVal = indicator.LinesSeries[0].GetValue(0); // Second bar with price decrease > minTick - direction down, subtracts volume indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 102, 90, 99.5, 20000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double secondVal = indicator.LinesSeries[0].GetValue(0); Assert.True(secondVal < firstVal, $"TVI should decrease when price falls below -minTick: {secondVal} vs {firstVal}"); } [Fact] public void TviIndicator_PriceWithinMinTick_DirectionSticky() { var indicator = new TviIndicator { MinTick = 1.0 }; // Large minTick for testing indicator.Initialize(); var now = DateTime.UtcNow; // First bar indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 10000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Second bar with large price increase - direction up indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 110, 98, 105, 20000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double upVal = indicator.LinesSeries[0].GetValue(0); // Third bar with small price change within minTick - direction stays up indicator.HistoricalData.AddBar(now.AddMinutes(2), 105, 106, 104, 105.2, 15000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double stickyVal = indicator.LinesSeries[0].GetValue(0); // Direction stayed up, so volume added Assert.True(stickyVal > upVal, $"TVI direction should be sticky: {stickyVal} vs {upVal}"); } [Fact] public void TviIndicator_Cumulative_CorrectAccumulation() { var indicator = new TviIndicator { MinTick = 0.125 }; indicator.Initialize(); var now = DateTime.UtcNow; // Bar 1: close=100 -> TVI=0 (first bar, direction=1 by default) indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 10000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Bar 2: close=101 (up > minTick), volume=20000 -> TVI=+20000 indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 105, 98, 101, 20000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double afterUp = indicator.LinesSeries[0].GetValue(0); Assert.Equal(20000, afterUp, 1); // Bar 3: close=99.5 (down > minTick), volume=15000 -> TVI=20000-15000=5000 indicator.HistoricalData.AddBar(now.AddMinutes(2), 101, 102, 99, 99.5, 15000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double afterDown = indicator.LinesSeries[0].GetValue(0); Assert.Equal(5000, afterDown, 1); // Bar 4: close=100 (up > minTick), volume=10000 -> TVI=5000+10000=15000 indicator.HistoricalData.AddBar(now.AddMinutes(3), 99.5, 101, 99, 100, 10000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double finalVal = indicator.LinesSeries[0].GetValue(0); Assert.Equal(15000, finalVal, 1); } [Fact] public void TviIndicator_LargeVolume_HandlesCorrectly() { var indicator = new TviIndicator { MinTick = 0.125 }; indicator.Initialize(); var now = DateTime.UtcNow; // Test with large volume values indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 1_000_000_000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 110, 98, 108, 2_000_000_000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double val = indicator.LinesSeries[0].GetValue(0); Assert.Equal(2_000_000_000, val, 1); } [Fact] public void TviIndicator_StartsAtZero() { var indicator = new TviIndicator { MinTick = 0.125 }; indicator.Initialize(); var now = DateTime.UtcNow; // First bar - TVI should be 0 indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 100000); indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); double firstVal = indicator.LinesSeries[0].GetValue(0); Assert.Equal(0, firstVal); } [Fact] public void TviIndicator_DifferentMinTick_AffectsBehavior() { var now = DateTime.UtcNow; // Indicator with small minTick var smallTick = new TviIndicator { MinTick = 0.01 }; smallTick.Initialize(); // Indicator with large minTick var largeTick = new TviIndicator { MinTick = 5.0 }; largeTick.Initialize(); // First bar smallTick.HistoricalData.AddBar(now, 100, 105, 95, 100, 10000); smallTick.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); largeTick.HistoricalData.AddBar(now, 100, 105, 95, 100, 10000); largeTick.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar)); // Second bar with price change of 0.5 smallTick.HistoricalData.AddBar(now.AddMinutes(1), 100, 105, 95, 100.5, 20000); smallTick.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); largeTick.HistoricalData.AddBar(now.AddMinutes(1), 100, 105, 95, 100.5, 20000); largeTick.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar)); double smallVal = smallTick.LinesSeries[0].GetValue(0); double largeVal = largeTick.LinesSeries[0].GetValue(0); // Small tick: 0.5 > 0.01, direction changes -> adds volume // Large tick: 0.5 < 5.0, direction stays same (up) -> adds volume // Both add volume but direction logic differs Assert.True(double.IsFinite(smallVal)); Assert.True(double.IsFinite(largeVal)); } }