namespace QuanTAlib.Tests; public class GatorTests { // ============== A) Constructor & Parameter Validation ============== [Fact] public void Constructor_ValidatesJawPeriod() { Assert.Throws(() => new Gator(jawPeriod: 0)); Assert.Throws(() => new Gator(jawPeriod: -1)); } [Fact] public void Constructor_ValidatesTeethPeriod() { Assert.Throws(() => new Gator(teethPeriod: 0)); Assert.Throws(() => new Gator(teethPeriod: -5)); } [Fact] public void Constructor_ValidatesLipsPeriod() { Assert.Throws(() => new Gator(lipsPeriod: 0)); Assert.Throws(() => new Gator(lipsPeriod: -1)); } [Fact] public void Constructor_ValidatesJawShift() { var ex = Assert.Throws(() => new Gator(jawShift: -1)); Assert.Equal("jawShift", ex.ParamName); } [Fact] public void Constructor_ValidatesTeethShift() { var ex = Assert.Throws(() => new Gator(teethShift: -1)); Assert.Equal("teethShift", ex.ParamName); } [Fact] public void Constructor_ValidatesLipsShift() { var ex = Assert.Throws(() => new Gator(lipsShift: -1)); Assert.Equal("lipsShift", ex.ParamName); } [Fact] public void Constructor_DefaultParameters_Work() { var gator = new Gator(); Assert.Contains("13", gator.Name, StringComparison.Ordinal); Assert.Contains("8", gator.Name, StringComparison.Ordinal); Assert.Contains("5", gator.Name, StringComparison.Ordinal); } [Fact] public void Constructor_CustomParameters_Work() { var gator = new Gator(jawPeriod: 21, jawShift: 13, teethPeriod: 13, teethShift: 8, lipsPeriod: 8, lipsShift: 5); Assert.Contains("21", gator.Name, StringComparison.Ordinal); } [Fact] public void Constructor_Period1_Works() { var gator = new Gator(jawPeriod: 1, jawShift: 0, teethPeriod: 1, teethShift: 0, lipsPeriod: 1, lipsShift: 0); Assert.NotNull(gator); } // ============== B) Basic Calculation ============== [Fact] public void BasicCalculation_DoesNotCrash() { var gator = new Gator(); var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); foreach (var bar in bars) { gator.Update(new TValue(bar.Time, bar.Close)); } Assert.True(double.IsFinite(gator.Last.Value)); } [Fact] public void Calc_ReturnsValue() { var gator = new Gator(); Assert.Equal(0, gator.Last.Value); var result = gator.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(double.IsFinite(result.Value)); Assert.Equal(result.Value, gator.Last.Value); } [Fact] public void Properties_Accessible() { var gator = new Gator(); Assert.Equal(0, gator.Last.Value); Assert.False(gator.IsHot); Assert.Contains("Gator", gator.Name, StringComparison.Ordinal); Assert.True(gator.WarmupPeriod > 0); Assert.Equal(21, gator.WarmupPeriod); // jawPeriod(13) + jawShift(8) } [Fact] public void ConstantPrice_ReturnsZeroAfterWarmup() { var gator = new Gator(); for (int i = 0; i < 50; i++) { gator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100)); } Assert.True(gator.IsHot); // All SMMAs converge to 100 → shifted values equal → upper = |100-100| = 0 Assert.Equal(0.0, gator.Last.Value, 1e-6); // Lower also zero Assert.Equal(0.0, gator.Lower, 1e-6); } [Fact] public void UpperAlwaysNonNegative() { var gator = new Gator(); var gbm = new GBM(startPrice: 100.0, mu: -0.5, sigma: 1.0); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); foreach (var bar in bars) { var result = gator.Update(new TValue(bar.Time, bar.Close)); Assert.True(result.Value >= 0, $"Upper must be non-negative, got {result.Value}"); } } [Fact] public void LowerAlwaysNonPositive() { var gator = new Gator(); var gbm = new GBM(startPrice: 100.0, mu: 0.5, sigma: 1.0); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); foreach (var bar in bars) { gator.Update(new TValue(bar.Time, bar.Close)); Assert.True(gator.Lower <= 0, $"Lower must be non-positive, got {gator.Lower}"); } } [Fact] public void LowerProperty_Accessible() { var gator = new Gator(); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); foreach (var bar in bars) { gator.Update(new TValue(bar.Time, bar.Close)); } Assert.True(double.IsFinite(gator.Lower)); } // ============== C) State Management & Bar Correction ============== [Fact] public void Calc_IsNew_AcceptsParameter() { var gator = new Gator(); gator.Update(new TValue(DateTime.UtcNow, 100), isNew: true); gator.Update(new TValue(DateTime.UtcNow.AddMinutes(1), 105), isNew: true); Assert.True(gator.Last.Value >= 0); } [Fact] public void Calc_IsNew_False_UpdatesValue() { var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var gbm = new GBM(startPrice: 100.0); var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < 15; i++) { gator.Update(new TValue(bars[i].Time, bars[i].Close), isNew: true); } _ = gator.Last.Value; gator.Update(new TValue(bars[14].Time, bars[14].Close * 2), isNew: false); double afterUpdate = gator.Last.Value; // With doubled price, the indicator should change Assert.True(double.IsFinite(afterUpdate)); } [Fact] public void IsNew_Consistency() { var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var gbm = new GBM(); var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed first 19 for (int i = 0; i < 19; i++) { gator.Update(new TValue(bars[i].Time, bars[i].Close)); } // Feed 20th bar (isNew=true) gator.Update(new TValue(bars[19].Time, bars[19].Close), true); // Correct with modified value (isNew=false) double modifiedClose = bars[19].Close + 50.0; double val2 = gator.Update(new TValue(bars[19].Time, modifiedClose), false).Value; // Create new instance and feed up to modified var gator2 = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); for (int i = 0; i < 19; i++) { gator2.Update(new TValue(bars[i].Time, bars[i].Close)); } double val3 = gator2.Update(new TValue(bars[19].Time, modifiedClose), true).Value; Assert.Equal(val3, val2, 1e-9); } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); TValue tenthValue = default; for (int i = 0; i < 15; i++) { tenthValue = new TValue(bars[i].Time, bars[i].Close); gator.Update(tenthValue, isNew: true); } double stateAfter15 = gator.Last.Value; // Generate corrections with isNew=false for (int i = 15; i < 25; i++) { gator.Update(new TValue(bars[i].Time, bars[i].Close), isNew: false); } TValue finalResult = gator.Update(tenthValue, isNew: false); Assert.Equal(stateAfter15, finalResult.Value, 1e-10); } [Fact] public void Reset_Works() { var gator = new Gator(); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); foreach (var bar in bars) { gator.Update(new TValue(bar.Time, bar.Close)); } Assert.True(gator.IsHot); gator.Reset(); Assert.Equal(0, gator.Last.Value); Assert.False(gator.IsHot); gator.Update(new TValue(bars[0].Time, bars[0].Close)); Assert.True(double.IsFinite(gator.Last.Value)); } // ============== D) Warmup & Convergence ============== [Fact] public void IsHot_BecomesTrueWhenBuffersFull() { var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); Assert.False(gator.IsHot); var baseTime = DateTime.UtcNow; // WarmupPeriod = max(5+3, 3+2, 2+1) = 8 // Need shift+1 bars to fill each buffer: jaw=4, teeth=3, lips=2 // But SMMAs need input bars first for (int i = 0; i < 20; i++) { gator.Update(new TValue(baseTime.AddMinutes(i), 100 + i)); if (i < 3) { // Lips buffer fills first (size 2), but all 3 need to be full Assert.False(gator.IsHot, $"Should not be hot at bar {i}"); } } Assert.True(gator.IsHot); } [Fact] public void IsHot_IsPeriodDependent() { var gator1 = new Gator(); // 13+8=21 var gator2 = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); Assert.Equal(21, gator1.WarmupPeriod); Assert.Equal(8, gator2.WarmupPeriod); // max(5+3, 3+2, 2+1) = 8 } // ============== E) NaN/Infinity Handling ============== [Fact] public void NaN_Input_UsesLastValidValue() { var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); for (int i = 0; i < 15; i++) { gator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i)); } var resultAfterNaN = gator.Update(new TValue(DateTime.UtcNow.AddMinutes(15), double.NaN)); Assert.True(double.IsFinite(resultAfterNaN.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); for (int i = 0; i < 15; i++) { gator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i)); } var resultAfterInf = gator.Update(new TValue(DateTime.UtcNow.AddMinutes(15), double.PositiveInfinity)); Assert.True(double.IsFinite(resultAfterInf.Value)); var resultAfterNegInf = gator.Update(new TValue(DateTime.UtcNow.AddMinutes(16), double.NegativeInfinity)); Assert.True(double.IsFinite(resultAfterNegInf.Value)); } [Fact] public void MultipleNaN_ContinuesWithLastValid() { var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); for (int i = 0; i < 15; i++) { gator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i)); } for (int i = 0; i < 5; i++) { var result = gator.Update(new TValue(DateTime.UtcNow.AddMinutes(15 + i), double.NaN)); Assert.True(double.IsFinite(result.Value)); } } [Fact] public void BatchNaN_Safe() { var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var gbm = new GBM(); var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < 15; i++) { gator.Update(new TValue(bars[i].Time, bars[i].Close)); } for (int i = 0; i < 5; i++) { var result = gator.Update(new TValue(DateTime.UtcNow.AddHours(i + 1), double.NaN)); Assert.True(double.IsFinite(result.Value)); } for (int i = 15; i < 25; i++) { var result = gator.Update(new TValue(bars[i].Time, bars[i].Close)); Assert.True(double.IsFinite(result.Value)); } } // ============== F) Consistency Tests ============== [Fact] public void BatchCalc_MatchesIterativeCalc() { var gatorIterative = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var iterativeResults = new TSeries(); foreach (var tv in series) { iterativeResults.Add(gatorIterative.Update(tv)); } var batchResults = Gator.Batch(series, 5, 3, 3, 2, 2, 1); Assert.Equal(iterativeResults.Count, batchResults.Count); for (int i = 0; i < iterativeResults.Count; i++) { Assert.Equal(iterativeResults[i].Value, batchResults[i].Value, 1e-10); } } [Fact] public void TSeries_Update_MatchesStreaming() { var gator1 = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var gator2 = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; foreach (var tv in series) { gator1.Update(tv); } gator2.Update(series); Assert.Equal(gator1.Last.Value, gator2.Last.Value, 1e-10); } [Fact] public void SpanBatch_MatchesStreaming() { var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var streamResults = new double[100]; for (int i = 0; i < 100; i++) { streamResults[i] = gator.Update(series[i]).Value; } var values = series.Values.ToArray(); var spanResults = new double[100]; Gator.Batch(values, spanResults, 5, 3, 3, 2, 2, 1); for (int i = 0; i < 100; i++) { Assert.Equal(streamResults[i], spanResults[i], 1e-10); } } [Fact] public void EventBased_MatchesStreaming() { var gator1 = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var eventResults = new List(); gator1.Pub += (object? _, in TValueEventArgs e) => eventResults.Add(e.Value.Value); foreach (var tv in series) { gator1.Update(tv); } var gator2 = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var streamResults = new List(); foreach (var tv in series) { streamResults.Add(gator2.Update(tv).Value); } Assert.Equal(streamResults.Count, eventResults.Count); for (int i = 0; i < streamResults.Count; i++) { Assert.Equal(streamResults[i], eventResults[i], 1e-10); } } [Fact] public void AllModes_ProduceSameResult() { int jp = 5, js = 3, tp = 3, ts = 2, lp = 2, ls = 1; var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // 1. Batch var batchSeries = Gator.Batch(series, jp, js, tp, ts, lp, ls); double expected = batchSeries.Last.Value; // 2. Span var values = series.Values.ToArray(); var spanOutput = new double[values.Length]; Gator.Batch(values, spanOutput, jp, js, tp, ts, lp, ls); double spanResult = spanOutput[^1]; // 3. Streaming var streamingInd = new Gator(jp, js, tp, ts, lp, ls); for (int i = 0; i < series.Count; i++) { streamingInd.Update(series[i]); } double streamingResult = streamingInd.Last.Value; // 4. Eventing var pubSource = new TSeries(); var eventingInd = new Gator(pubSource, jp, js, tp, ts, lp, ls); for (int i = 0; i < series.Count; i++) { pubSource.Add(series[i]); } double eventingResult = eventingInd.Last.Value; Assert.Equal(expected, spanResult, 1e-9); Assert.Equal(expected, streamingResult, 1e-9); Assert.Equal(expected, eventingResult, 1e-9); } // ============== G) Span API Tests ============== [Fact] public void SpanBatch_ValidatesLengths() { double[] source = new double[10]; double[] output = new double[5]; Assert.Throws(() => Gator.Batch(source, output)); } [Fact] public void SpanBatch_ValidatesJawPeriod() { double[] source = new double[10]; double[] output = new double[10]; var ex = Assert.Throws(() => Gator.Batch(source, output, jawPeriod: 0)); Assert.Equal("jawPeriod", ex.ParamName); } [Fact] public void SpanBatch_ValidatesTeethPeriod() { double[] source = new double[10]; double[] output = new double[10]; var ex = Assert.Throws(() => Gator.Batch(source, output, teethPeriod: 0)); Assert.Equal("teethPeriod", ex.ParamName); } [Fact] public void SpanBatch_ValidatesLipsPeriod() { double[] source = new double[10]; double[] output = new double[10]; var ex = Assert.Throws(() => Gator.Batch(source, output, lipsPeriod: 0)); Assert.Equal("lipsPeriod", ex.ParamName); } [Fact] public void SpanBatch_ValidatesShifts() { double[] source = new double[10]; double[] output = new double[10]; var ex1 = Assert.Throws(() => Gator.Batch(source, output, jawShift: -1)); Assert.Equal("jawShift", ex1.ParamName); var ex2 = Assert.Throws(() => Gator.Batch(source, output, teethShift: -1)); Assert.Equal("teethShift", ex2.ParamName); var ex3 = Assert.Throws(() => Gator.Batch(source, output, lipsShift: -1)); Assert.Equal("lipsShift", ex3.ParamName); } [Fact] public void SpanBatch_EmptyInput_NoOp() { double[] source = Array.Empty(); double[] output = Array.Empty(); var ex = Record.Exception(() => Gator.Batch(source, output)); Assert.Null(ex); } [Fact] public void SpanBatch_NaN_HandledGracefully() { double[] source = { 100, 101, double.NaN, 103, 104, 105, 106, 107, 108, 109, 110, 111, 112, 113, 114, 115, 116, 117, 118, 119, 120, 121, 122, 123, 124 }; double[] output = new double[source.Length]; Gator.Batch(source, output); for (int i = 0; i < output.Length; i++) { Assert.True(double.IsFinite(output[i]), $"Output[{i}] should be finite but was {output[i]}"); } } [Fact] public void SpanBatch_MatchesTSeriesCalc() { var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; int jp = 5, js = 3, tp = 3, ts = 2, lp = 2, ls = 1; var tsResults = Gator.Batch(series, jp, js, tp, ts, lp, ls); var values = series.Values.ToArray(); var spanOutput = new double[values.Length]; Gator.Batch(values, spanOutput, jp, js, tp, ts, lp, ls); for (int i = 0; i < values.Length; i++) { Assert.Equal(tsResults[i].Value, spanOutput[i], 1e-10); } } // ============== H) Chainability ============== [Fact] public void Chainability_Works() { var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var gbm = new GBM(); var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var result = gator.Update(series); Assert.Equal(50, result.Count); Assert.Equal(gator.Last.Value, result.Last.Value); } [Fact] public void PubEvent_Fires() { var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); int eventCount = 0; gator.Pub += (object? _, in TValueEventArgs _) => eventCount++; for (int i = 0; i < 15; i++) { gator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i)); } Assert.Equal(15, eventCount); } [Fact] public void Chaining_ViaConstructor_Works() { var sma = new Sma(5); var gator = new Gator(sma, jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var gbm = new GBM(); var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; foreach (var tv in series) { sma.Update(tv); } Assert.True(double.IsFinite(gator.Last.Value)); } // ============== Gator-Specific Tests ============== [Fact] public void TrendingMarket_ProducesNonZeroHistograms() { var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); var baseTime = DateTime.UtcNow; // Strong monotonic increase for (int i = 0; i < 30; i++) { gator.Update(new TValue(baseTime.AddMinutes(i), 100 + (i * 5))); } Assert.True(gator.IsHot); Assert.True(gator.Last.Value > 0, $"Upper should be positive in trend, got {gator.Last.Value}"); Assert.True(gator.Lower < 0, $"Lower should be negative in trend, got {gator.Lower}"); } [Fact] public void StaticBatch_Works() { var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var results = Gator.Batch(series); Assert.Equal(100, results.Count); Assert.True(double.IsFinite(results.Last.Value)); } [Fact] public void Calculate_ReturnsResultsAndIndicator() { var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var (results, indicator) = Gator.Calculate(series, jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1); Assert.Equal(100, results.Count); Assert.NotNull(indicator); Assert.True(double.IsFinite(indicator.Last.Value)); Assert.True(indicator.IsHot); } }