using Xunit; using System.Security.Cryptography; namespace QuanTAlib.Tests; public abstract class UpdateTestBase { protected readonly RandomNumberGenerator rng = RandomNumberGenerator.Create(); protected const int RandomUpdates = 100; protected const double ReferenceValue = 100.0; protected const int precision = 8; protected double GetRandomDouble() { byte[] bytes = new byte[8]; rng.GetBytes(bytes); return ((double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue * 200) - 100; // Range: -100 to 100 } protected TBar GetRandomBar(bool IsNew) { double open = GetRandomDouble(); double high = open + Math.Abs(GetRandomDouble()); double low = open - Math.Abs(GetRandomDouble()); double close = low + ((high - low) * GetRandomDouble()); return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew); } protected void TestTValueUpdate(T indicator, Func calc) where T : class { var initialValue = calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } var finalValue = calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue.Value, finalValue.Value, precision); } protected void TestTBarUpdate(T indicator, Func calc) where T : class { TBar r = GetRandomBar(true); var initialValue = calc(r); for (int i = 0; i < RandomUpdates; i++) { calc(GetRandomBar(IsNew: false)); } var finalValue = calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false)); Assert.Equal(initialValue.Value, finalValue.Value, precision); } protected void TestDualTValueUpdate(T indicator, Func calc) where T : class { var initialValue = calc( new TValue(DateTime.Now, ReferenceValue, IsNew: true), new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { calc( new TValue(DateTime.Now, GetRandomDouble(), IsNew: false), new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } var finalValue = calc( new TValue(DateTime.Now, ReferenceValue, IsNew: false), new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue.Value, finalValue.Value, precision); } protected void TestDualTBarUpdate(T indicator, Func calc) where T : class { TBar bar1 = GetRandomBar(true); TBar bar2 = GetRandomBar(true); var initialValue = calc(bar1, bar2); for (int i = 0; i < RandomUpdates; i++) { calc(GetRandomBar(false), GetRandomBar(false)); } var finalValue = calc( new TBar(bar1.Time, bar1.Open, bar1.High, bar1.Low, bar1.Close, bar1.Volume, false), new TBar(bar2.Time, bar2.Open, bar2.High, bar2.Low, bar2.Close, bar2.Volume, false)); Assert.Equal(initialValue.Value, finalValue.Value, precision); } }