mirror of
https://github.com/mihakralj/QuanTAlib.git
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060649192f
- Remove 'C# Implementation Considerations' sections from 34 indicator .md files - Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.) - Move test files into tests/ subdirectories for consistent project structure - Add trader-focused bullet points to indicator documentation
734 lines
23 KiB
C#
734 lines
23 KiB
C#
namespace QuanTAlib.Tests;
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public class GatorTests
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{
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// ============== A) Constructor & Parameter Validation ==============
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[Fact]
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public void Constructor_ValidatesJawPeriod()
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{
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Assert.Throws<ArgumentException>(() => new Gator(jawPeriod: 0));
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Assert.Throws<ArgumentException>(() => new Gator(jawPeriod: -1));
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}
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[Fact]
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public void Constructor_ValidatesTeethPeriod()
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{
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Assert.Throws<ArgumentException>(() => new Gator(teethPeriod: 0));
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Assert.Throws<ArgumentException>(() => new Gator(teethPeriod: -5));
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}
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[Fact]
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public void Constructor_ValidatesLipsPeriod()
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{
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Assert.Throws<ArgumentException>(() => new Gator(lipsPeriod: 0));
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Assert.Throws<ArgumentException>(() => new Gator(lipsPeriod: -1));
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}
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[Fact]
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public void Constructor_ValidatesJawShift()
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{
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var ex = Assert.Throws<ArgumentException>(() => new Gator(jawShift: -1));
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Assert.Equal("jawShift", ex.ParamName);
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}
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[Fact]
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public void Constructor_ValidatesTeethShift()
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{
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var ex = Assert.Throws<ArgumentException>(() => new Gator(teethShift: -1));
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Assert.Equal("teethShift", ex.ParamName);
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}
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[Fact]
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public void Constructor_ValidatesLipsShift()
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{
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var ex = Assert.Throws<ArgumentException>(() => new Gator(lipsShift: -1));
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Assert.Equal("lipsShift", ex.ParamName);
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}
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[Fact]
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public void Constructor_DefaultParameters_Work()
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{
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var gator = new Gator();
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Assert.Contains("13", gator.Name, StringComparison.Ordinal);
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Assert.Contains("8", gator.Name, StringComparison.Ordinal);
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Assert.Contains("5", gator.Name, StringComparison.Ordinal);
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}
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[Fact]
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public void Constructor_CustomParameters_Work()
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{
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var gator = new Gator(jawPeriod: 21, jawShift: 13, teethPeriod: 13, teethShift: 8, lipsPeriod: 8, lipsShift: 5);
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Assert.Contains("21", gator.Name, StringComparison.Ordinal);
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}
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[Fact]
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public void Constructor_Period1_Works()
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{
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var gator = new Gator(jawPeriod: 1, jawShift: 0, teethPeriod: 1, teethShift: 0, lipsPeriod: 1, lipsShift: 0);
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Assert.NotNull(gator);
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}
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// ============== B) Basic Calculation ==============
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[Fact]
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public void BasicCalculation_DoesNotCrash()
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{
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var gator = new Gator();
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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foreach (var bar in bars)
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{
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gator.Update(new TValue(bar.Time, bar.Close));
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}
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Assert.True(double.IsFinite(gator.Last.Value));
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}
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[Fact]
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public void Calc_ReturnsValue()
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{
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var gator = new Gator();
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Assert.Equal(0, gator.Last.Value);
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var result = gator.Update(new TValue(DateTime.UtcNow, 100));
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Assert.True(double.IsFinite(result.Value));
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Assert.Equal(result.Value, gator.Last.Value);
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}
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[Fact]
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public void Properties_Accessible()
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{
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var gator = new Gator();
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Assert.Equal(0, gator.Last.Value);
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Assert.False(gator.IsHot);
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Assert.Contains("Gator", gator.Name, StringComparison.Ordinal);
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Assert.True(gator.WarmupPeriod > 0);
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Assert.Equal(21, gator.WarmupPeriod); // jawPeriod(13) + jawShift(8)
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}
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[Fact]
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public void ConstantPrice_ReturnsZeroAfterWarmup()
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{
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var gator = new Gator();
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for (int i = 0; i < 50; i++)
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{
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gator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100));
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}
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Assert.True(gator.IsHot);
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// All SMMAs converge to 100 → shifted values equal → upper = |100-100| = 0
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Assert.Equal(0.0, gator.Last.Value, 1e-6);
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// Lower also zero
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Assert.Equal(0.0, gator.Lower, 1e-6);
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}
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[Fact]
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public void UpperAlwaysNonNegative()
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{
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var gator = new Gator();
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var gbm = new GBM(startPrice: 100.0, mu: -0.5, sigma: 1.0);
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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foreach (var bar in bars)
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{
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var result = gator.Update(new TValue(bar.Time, bar.Close));
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Assert.True(result.Value >= 0, $"Upper must be non-negative, got {result.Value}");
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}
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}
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[Fact]
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public void LowerAlwaysNonPositive()
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{
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var gator = new Gator();
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var gbm = new GBM(startPrice: 100.0, mu: 0.5, sigma: 1.0);
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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foreach (var bar in bars)
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{
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gator.Update(new TValue(bar.Time, bar.Close));
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Assert.True(gator.Lower <= 0, $"Lower must be non-positive, got {gator.Lower}");
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}
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}
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[Fact]
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public void LowerProperty_Accessible()
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{
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var gator = new Gator();
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var gbm = new GBM();
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var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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foreach (var bar in bars)
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{
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gator.Update(new TValue(bar.Time, bar.Close));
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}
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Assert.True(double.IsFinite(gator.Lower));
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}
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// ============== C) State Management & Bar Correction ==============
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[Fact]
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public void Calc_IsNew_AcceptsParameter()
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{
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var gator = new Gator();
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gator.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
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gator.Update(new TValue(DateTime.UtcNow.AddMinutes(1), 105), isNew: true);
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Assert.True(gator.Last.Value >= 0);
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}
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[Fact]
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public void Calc_IsNew_False_UpdatesValue()
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{
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var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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var gbm = new GBM(startPrice: 100.0);
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var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < 15; i++)
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{
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gator.Update(new TValue(bars[i].Time, bars[i].Close), isNew: true);
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}
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_ = gator.Last.Value;
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gator.Update(new TValue(bars[14].Time, bars[14].Close * 2), isNew: false);
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double afterUpdate = gator.Last.Value;
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// With doubled price, the indicator should change
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Assert.True(double.IsFinite(afterUpdate));
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}
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[Fact]
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public void IsNew_Consistency()
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{
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var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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var gbm = new GBM();
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var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Feed first 19
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for (int i = 0; i < 19; i++)
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{
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gator.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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// Feed 20th bar (isNew=true)
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gator.Update(new TValue(bars[19].Time, bars[19].Close), true);
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// Correct with modified value (isNew=false)
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double modifiedClose = bars[19].Close + 50.0;
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double val2 = gator.Update(new TValue(bars[19].Time, modifiedClose), false).Value;
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// Create new instance and feed up to modified
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var gator2 = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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for (int i = 0; i < 19; i++)
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{
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gator2.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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double val3 = gator2.Update(new TValue(bars[19].Time, modifiedClose), true).Value;
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Assert.Equal(val3, val2, 1e-9);
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}
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[Fact]
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public void IterativeCorrections_RestoreToOriginalState()
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{
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var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
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var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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TValue tenthValue = default;
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for (int i = 0; i < 15; i++)
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{
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tenthValue = new TValue(bars[i].Time, bars[i].Close);
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gator.Update(tenthValue, isNew: true);
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}
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double stateAfter15 = gator.Last.Value;
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// Generate corrections with isNew=false
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for (int i = 15; i < 25; i++)
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{
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gator.Update(new TValue(bars[i].Time, bars[i].Close), isNew: false);
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}
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TValue finalResult = gator.Update(tenthValue, isNew: false);
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Assert.Equal(stateAfter15, finalResult.Value, 1e-10);
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}
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[Fact]
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public void Reset_Works()
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{
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var gator = new Gator();
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var gbm = new GBM();
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var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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foreach (var bar in bars)
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{
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gator.Update(new TValue(bar.Time, bar.Close));
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}
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Assert.True(gator.IsHot);
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gator.Reset();
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Assert.Equal(0, gator.Last.Value);
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Assert.False(gator.IsHot);
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gator.Update(new TValue(bars[0].Time, bars[0].Close));
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Assert.True(double.IsFinite(gator.Last.Value));
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}
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// ============== D) Warmup & Convergence ==============
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[Fact]
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public void IsHot_BecomesTrueWhenBuffersFull()
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{
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var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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Assert.False(gator.IsHot);
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var baseTime = DateTime.UtcNow;
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// WarmupPeriod = max(5+3, 3+2, 2+1) = 8
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// Need shift+1 bars to fill each buffer: jaw=4, teeth=3, lips=2
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// But SMMAs need input bars first
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for (int i = 0; i < 20; i++)
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{
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gator.Update(new TValue(baseTime.AddMinutes(i), 100 + i));
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if (i < 3)
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{
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// Lips buffer fills first (size 2), but all 3 need to be full
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Assert.False(gator.IsHot, $"Should not be hot at bar {i}");
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}
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}
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Assert.True(gator.IsHot);
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}
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[Fact]
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public void IsHot_IsPeriodDependent()
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{
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var gator1 = new Gator(); // 13+8=21
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var gator2 = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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Assert.Equal(21, gator1.WarmupPeriod);
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Assert.Equal(8, gator2.WarmupPeriod); // max(5+3, 3+2, 2+1) = 8
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}
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// ============== E) NaN/Infinity Handling ==============
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[Fact]
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public void NaN_Input_UsesLastValidValue()
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{
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var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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for (int i = 0; i < 15; i++)
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{
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gator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i));
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}
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var resultAfterNaN = gator.Update(new TValue(DateTime.UtcNow.AddMinutes(15), double.NaN));
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Assert.True(double.IsFinite(resultAfterNaN.Value));
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}
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[Fact]
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public void Infinity_Input_UsesLastValidValue()
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{
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var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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for (int i = 0; i < 15; i++)
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{
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gator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i));
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}
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var resultAfterInf = gator.Update(new TValue(DateTime.UtcNow.AddMinutes(15), double.PositiveInfinity));
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Assert.True(double.IsFinite(resultAfterInf.Value));
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var resultAfterNegInf = gator.Update(new TValue(DateTime.UtcNow.AddMinutes(16), double.NegativeInfinity));
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Assert.True(double.IsFinite(resultAfterNegInf.Value));
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}
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[Fact]
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public void MultipleNaN_ContinuesWithLastValid()
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{
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var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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for (int i = 0; i < 15; i++)
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{
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gator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i));
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}
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for (int i = 0; i < 5; i++)
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{
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var result = gator.Update(new TValue(DateTime.UtcNow.AddMinutes(15 + i), double.NaN));
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Assert.True(double.IsFinite(result.Value));
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}
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}
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[Fact]
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public void BatchNaN_Safe()
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{
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var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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var gbm = new GBM();
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var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < 15; i++)
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{
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gator.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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for (int i = 0; i < 5; i++)
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{
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var result = gator.Update(new TValue(DateTime.UtcNow.AddHours(i + 1), double.NaN));
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Assert.True(double.IsFinite(result.Value));
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}
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for (int i = 15; i < 25; i++)
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{
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var result = gator.Update(new TValue(bars[i].Time, bars[i].Close));
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Assert.True(double.IsFinite(result.Value));
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}
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}
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// ============== F) Consistency Tests ==============
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[Fact]
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public void BatchCalc_MatchesIterativeCalc()
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{
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var gatorIterative = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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var iterativeResults = new TSeries();
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foreach (var tv in series)
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{
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iterativeResults.Add(gatorIterative.Update(tv));
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}
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var batchResults = Gator.Batch(series, 5, 3, 3, 2, 2, 1);
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Assert.Equal(iterativeResults.Count, batchResults.Count);
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for (int i = 0; i < iterativeResults.Count; i++)
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{
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Assert.Equal(iterativeResults[i].Value, batchResults[i].Value, 1e-10);
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}
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}
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[Fact]
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public void TSeries_Update_MatchesStreaming()
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{
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var gator1 = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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var gator2 = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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foreach (var tv in series)
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{
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gator1.Update(tv);
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}
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gator2.Update(series);
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Assert.Equal(gator1.Last.Value, gator2.Last.Value, 1e-10);
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}
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[Fact]
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public void SpanBatch_MatchesStreaming()
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{
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var gator = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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var streamResults = new double[100];
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for (int i = 0; i < 100; i++)
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{
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streamResults[i] = gator.Update(series[i]).Value;
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}
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var values = series.Values.ToArray();
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var spanResults = new double[100];
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Gator.Batch(values, spanResults, 5, 3, 3, 2, 2, 1);
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for (int i = 0; i < 100; i++)
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{
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Assert.Equal(streamResults[i], spanResults[i], 1e-10);
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}
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}
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[Fact]
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public void EventBased_MatchesStreaming()
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{
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var gator1 = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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var gbm = new GBM();
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var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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var eventResults = new List<double>();
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gator1.Pub += (object? _, in TValueEventArgs e) => eventResults.Add(e.Value.Value);
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foreach (var tv in series)
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{
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gator1.Update(tv);
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}
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var gator2 = new Gator(jawPeriod: 5, jawShift: 3, teethPeriod: 3, teethShift: 2, lipsPeriod: 2, lipsShift: 1);
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var streamResults = new List<double>();
|
|
|
|
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<ArgumentException>(() => Gator.Batch(source, output));
|
|
}
|
|
|
|
[Fact]
|
|
public void SpanBatch_ValidatesJawPeriod()
|
|
{
|
|
double[] source = new double[10];
|
|
double[] output = new double[10];
|
|
|
|
var ex = Assert.Throws<ArgumentException>(() => 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<ArgumentException>(() => 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<ArgumentException>(() => 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<ArgumentException>(() => Gator.Batch(source, output, jawShift: -1));
|
|
Assert.Equal("jawShift", ex1.ParamName);
|
|
|
|
var ex2 = Assert.Throws<ArgumentException>(() => Gator.Batch(source, output, teethShift: -1));
|
|
Assert.Equal("teethShift", ex2.ParamName);
|
|
|
|
var ex3 = Assert.Throws<ArgumentException>(() => Gator.Batch(source, output, lipsShift: -1));
|
|
Assert.Equal("lipsShift", ex3.ParamName);
|
|
}
|
|
|
|
[Fact]
|
|
public void SpanBatch_EmptyInput_NoOp()
|
|
{
|
|
double[] source = Array.Empty<double>();
|
|
double[] output = Array.Empty<double>();
|
|
|
|
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);
|
|
}
|
|
}
|