QuanTAlib/lib/oscillators/squeeze/tests/Squeeze.Tests.cs

using Xunit;

namespace QuanTAlib.Tests;

public sealed class SqueezeTests
{
    private static TBarSeries GenerateBars(int count, int seed = 42)
    {
        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: seed);
        return gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
    }

    // === A) Constructor validation ===

    [Fact]
    public void Constructor_InvalidPeriod_Throws()
    {
        var ex = Assert.Throws<ArgumentException>(() => new Squeeze(period: 0));
        Assert.Equal("period", ex.ParamName);
    }

    [Fact]
    public void Constructor_NegativePeriod_Throws()
    {
        var ex = Assert.Throws<ArgumentException>(() => new Squeeze(period: -1));
        Assert.Equal("period", ex.ParamName);
    }

    [Fact]
    public void Constructor_InvalidBbMult_Throws()
    {
        var ex = Assert.Throws<ArgumentException>(() => new Squeeze(period: 20, bbMult: 0.0));
        Assert.Equal("bbMult", ex.ParamName);
    }

    [Fact]
    public void Constructor_NegativeBbMult_Throws()
    {
        var ex = Assert.Throws<ArgumentException>(() => new Squeeze(period: 20, bbMult: -1.0));
        Assert.Equal("bbMult", ex.ParamName);
    }

    [Fact]
    public void Constructor_InvalidKcMult_Throws()
    {
        var ex = Assert.Throws<ArgumentException>(() => new Squeeze(period: 20, kcMult: 0.0));
        Assert.Equal("kcMult", ex.ParamName);
    }

    [Fact]
    public void Constructor_NegativeKcMult_Throws()
    {
        var ex = Assert.Throws<ArgumentException>(() => new Squeeze(period: 20, kcMult: -1.5));
        Assert.Equal("kcMult", ex.ParamName);
    }

    [Fact]
    public void Constructor_DefaultParams()
    {
        var sq = new Squeeze();
        Assert.Equal("Squeeze(20,2,1.5)", sq.Name);
        Assert.Equal(20, sq.WarmupPeriod);
    }

    // === B) Basic calculation ===

    [Fact]
    public void Update_ReturnsTValue()
    {
        var sq = new Squeeze(period: 5);
        var bar = new TBar(DateTime.UtcNow, 100, 105, 95, 101, 1000);
        TValue result = sq.Update(bar);
        Assert.True(double.IsFinite(result.Value));
    }

    [Fact]
    public void Update_Last_Momentum_Accessible()
    {
        var sq = new Squeeze(period: 5);
        for (int i = 0; i < 10; i++)
        {
            var bar = new TBar(DateTime.UtcNow.AddMinutes(i), 100 + i, 105 + i, 95 + i, 101 + i, 1000);
            sq.Update(bar);
        }
        Assert.True(double.IsFinite(sq.Last.Value));
        Assert.True(double.IsFinite(sq.Momentum));
        Assert.NotEmpty(sq.Name);
    }

    [Fact]
    public void Update_SqueezeOn_IsBool()
    {
        var sq = new Squeeze(period: 5);
        for (int i = 0; i < 10; i++)
        {
            var bar = new TBar(DateTime.UtcNow.AddMinutes(i), 100, 101, 99, 100, 1000);
            sq.Update(bar);
        }
        // SqueezeOn is a bool — either value is valid; assert it's a well-formed bool (not default struct garbage)
        Assert.True(sq.SqueezeOn || !sq.SqueezeOn);
    }

    [Fact]
    public void ConstantBars_MomentumNearZero()
    {
        var sq = new Squeeze(period: 5);
        for (int i = 0; i < 30; i++)
        {
            var bar = new TBar(DateTime.UtcNow.AddMinutes(i), 100, 100, 100, 100, 1000);
            sq.Update(bar);
        }
        // With constant price, delta = 0 for all bars, so momentum = 0
        Assert.Equal(0.0, sq.Momentum, precision: 10);
    }

    [Fact]
    public void RisingBars_PositiveMomentum_AfterWarmup()
    {
        var sq = new Squeeze(period: 10);
        for (int i = 0; i < 40; i++)
        {
            double price = 100.0 + i;
            var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 1, price - 1, price, 1000);
            sq.Update(bar);
        }
        Assert.True(sq.IsHot);
        Assert.True(sq.Momentum > 0.0);
    }

    [Fact]
    public void FallingBars_NegativeMomentum_AfterWarmup()
    {
        var sq = new Squeeze(period: 10);
        for (int i = 0; i < 40; i++)
        {
            double price = 200.0 - i;
            var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 1, price - 1, price, 1000);
            sq.Update(bar);
        }
        Assert.True(sq.IsHot);
        Assert.True(sq.Momentum < 0.0);
    }

    // === C) State + bar correction ===

    [Fact]
    public void IsNew_True_Advances_State()
    {
        var sq = new Squeeze(period: 5);
        var bars = GenerateBars(10);
        for (int i = 0; i < 10; i++)
        {
            sq.Update(bars[i], isNew: true);
        }
        double momBefore = sq.Momentum;

        var nextBar = new TBar(DateTime.UtcNow.AddMinutes(100), 200, 210, 190, 205, 1000);
        sq.Update(nextBar, isNew: true);

        // New bar with very different price should move momentum
        Assert.True(double.IsFinite(sq.Momentum));
        _ = momBefore; // silence unused var
    }

    [Fact]
    public void IsNew_False_Rewrites()
    {
        var sq = new Squeeze(period: 5);
        var bars = GenerateBars(10);
        for (int i = 0; i < 9; i++)
        {
            sq.Update(bars[i], isNew: true);
        }

        sq.Update(bars[9], isNew: true);
        double momAfterNew = sq.Momentum;

        // Rewrite bar 9 with very different OHLC
        var corrected = new TBar(bars[9].Time, 999, 1005, 990, 1000, 1000);
        sq.Update(corrected, isNew: false);
        double momAfterCorrect = sq.Momentum;

        Assert.NotEqual(momAfterNew, momAfterCorrect);
    }

    [Fact]
    public void IterativeCorrection_Restores()
    {
        var sq = new Squeeze(period: 5);
        var bars = GenerateBars(15);
        for (int i = 0; i < 14; i++)
        {
            sq.Update(bars[i], isNew: true);
        }

        // Feed bar 14 for real
        sq.Update(bars[14], isNew: true);
        double momAfterTrue = sq.Momentum;

        // Simulate 3 re-updates of same bar
        for (int j = 0; j < 3; j++)
        {
            sq.Update(bars[14], isNew: false);
        }

        // Correction with same value should restore same momentum
        Assert.Equal(momAfterTrue, sq.Momentum, precision: 10);
    }

    [Fact]
    public void Reset_ClearsState()
    {
        var sq = new Squeeze(period: 5);
        var bars = GenerateBars(20);
        for (int i = 0; i < 20; i++)
        {
            sq.Update(bars[i], isNew: true);
        }

        sq.Reset();

        Assert.False(sq.IsHot);
        Assert.Equal(0.0, sq.Momentum);
        Assert.False(sq.SqueezeOn);
    }

    // === D) Warmup/convergence ===

    [Fact]
    public void IsHot_FlipsAtPeriod()
    {
        var sq = new Squeeze(period: 10);
        var bars = GenerateBars(20);
        bool hotBefore = false;
        for (int i = 0; i < 10; i++)
        {
            sq.Update(bars[i], isNew: true);
            hotBefore = sq.IsHot;
        }
        Assert.True(sq.IsHot);
        _ = hotBefore;
    }

    [Fact]
    public void WarmupPeriod_MatchesPeriod()
    {
        var sq = new Squeeze(period: 15);
        Assert.Equal(15, sq.WarmupPeriod);
    }

    // === E) Robustness ===

    [Fact]
    public void NaN_Input_UsesLastValid()
    {
        var sq = new Squeeze(period: 5);
        var bars = GenerateBars(10);
        for (int i = 0; i < 9; i++)
        {
            sq.Update(bars[i], isNew: true);
        }
        double momBefore = sq.Momentum;

        var nanBar = new TBar(DateTime.UtcNow.AddMinutes(100), double.NaN, double.NaN, double.NaN, double.NaN, 0);
        sq.Update(nanBar, isNew: true);

        // Should return NaN or substitute last-valid — either way must not throw
        Assert.True(true);
        _ = momBefore;
    }

    [Fact]
    public void Infinity_Input_Handled()
    {
        var sq = new Squeeze(period: 5);
        var bars = GenerateBars(10);
        for (int i = 0; i < 9; i++)
        {
            sq.Update(bars[i], isNew: true);
        }

        var infBar = new TBar(DateTime.UtcNow.AddMinutes(100),
            double.PositiveInfinity, double.PositiveInfinity, double.NegativeInfinity, double.PositiveInfinity, 0);
        // must not throw
        sq.Update(infBar, isNew: true);
        Assert.True(true);
    }

    [Fact]
    public void BatchNaN_ResultFiniteOrNaN()
    {
        var sq = new Squeeze(period: 5);
        for (int i = 0; i < 20; i++)
        {
            TBar bar;
            if (i % 5 == 0)
            {
                bar = new TBar(DateTime.UtcNow.AddMinutes(i), double.NaN, double.NaN, double.NaN, double.NaN, 0);
            }
            else
            {
                bar = new TBar(DateTime.UtcNow.AddMinutes(i), 100 + i, 105 + i, 95 + i, 101 + i, 1000);
            }
            sq.Update(bar, isNew: true);
        }
        // Must complete without exception
        Assert.True(true);
    }

    // === F) Consistency ===

    [Fact]
    public void BatchCalc_MatchesStreaming()
    {
        var bars = GenerateBars(50);
        const int period = 10;

        // Streaming
        var sq = new Squeeze(period);
        for (int i = 0; i < 50; i++)
        {
            sq.Update(bars[i], isNew: true);
        }
        double streamMom = sq.Momentum;

        // Batch static
        var (batchMom, _) = Squeeze.Batch(bars, period);
        double batchLast = batchMom[^1].Value;

        Assert.Equal(streamMom, batchLast, precision: 6);
    }

    [Fact]
    public void SpanBatch_MatchesStreaming()
    {
        var bars = GenerateBars(50);
        const int period = 10;

        // Streaming
        var sq = new Squeeze(period);
        for (int i = 0; i < 50; i++)
        {
            sq.Update(bars[i], isNew: true);
        }
        double streamMom = sq.Momentum;

        // Span Batch
        double[] momOut = new double[50];
        double[] sqOut = new double[50];
        Squeeze.Batch(bars.HighValues, bars.LowValues, bars.CloseValues,
            momOut, sqOut, period);
        double spanLast = momOut[49];

        Assert.Equal(streamMom, spanLast, precision: 6);
    }

    [Fact]
    public void EventingMode_MatchesStreaming()
    {
        var bars = GenerateBars(50);
        const int period = 10;

        // Streaming
        var sqStream = new Squeeze(period);
        for (int i = 0; i < 50; i++)
        {
            sqStream.Update(bars[i], isNew: true);
        }
        double streamMom = sqStream.Momentum;

        // Eventing via TBarSeries constructor
        var sqEvent = new Squeeze(bars, period);
        Assert.Equal(streamMom, sqEvent.Momentum, precision: 6);
    }

    // === G) Span API tests ===

    [Fact]
    public void BatchSpan_ThrowsOnInvalidPeriod()
    {
        double[] h = [100, 101, 102];
        double[] l = [99, 100, 101];
        double[] c = [100, 101, 102];
        double[] mom = new double[3];
        double[] sq = new double[3];
        var ex = Assert.Throws<ArgumentException>(() =>
            Squeeze.Batch(h, l, c, mom, sq, period: 0));
        Assert.Equal("period", ex.ParamName);
    }

    [Fact]
    public void BatchSpan_ThrowsOnMismatchedLengths()
    {
        double[] h = [100, 101];
        double[] l = [99];
        double[] c = [100, 101];
        double[] mom = new double[2];
        double[] sq = new double[2];
        var ex = Assert.Throws<ArgumentException>(() =>
            Squeeze.Batch(h, l, c, mom, sq, period: 5));
        Assert.Equal("high", ex.ParamName);
    }

    [Fact]
    public void BatchSpan_ThrowsOnShortMomOutput()
    {
        double[] h = [100, 101, 102, 103, 104];
        double[] l = [99, 100, 101, 102, 103];
        double[] c = [100, 101, 102, 103, 104];
        double[] mom = new double[2]; // too short
        double[] sq = new double[5];
        var ex = Assert.Throws<ArgumentException>(() =>
            Squeeze.Batch(h, l, c, mom, sq, period: 3));
        Assert.Equal("momOut", ex.ParamName);
    }

    [Fact]
    public void BatchSpan_ThrowsOnShortSqOutput()
    {
        double[] h = [100, 101, 102, 103, 104];
        double[] l = [99, 100, 101, 102, 103];
        double[] c = [100, 101, 102, 103, 104];
        double[] mom = new double[5];
        double[] sq = new double[2]; // too short
        var ex = Assert.Throws<ArgumentException>(() =>
            Squeeze.Batch(h, l, c, mom, sq, period: 3));
        Assert.Equal("sqOut", ex.ParamName);
    }

    [Fact]
    public void BatchSpan_LargeData_NoStackOverflow()
    {
        const int size = 2000;
        var gbm = new GBM(100.0, 0.02, 0.15, seed: 1);
        var bars = gbm.Fetch(size, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
        double[] mom = new double[size];
        double[] sq = new double[size];
        // period = 300 forces ArrayPool path
        Squeeze.Batch(bars.HighValues, bars.LowValues, bars.CloseValues, mom, sq, period: 300);
        Assert.True(double.IsFinite(mom[size - 1]));
    }

    // === H) Chainability ===

    [Fact]
    public void PubEvent_Fires()
    {
        var sq = new Squeeze(period: 5);
        int fireCount = 0;
        sq.Pub += (_, in e) => fireCount++;

        for (int i = 0; i < 10; i++)
        {
            var bar = new TBar(DateTime.UtcNow.AddMinutes(i), 100, 105, 95, 101, 1000);
            sq.Update(bar, isNew: true);
        }
        Assert.Equal(10, fireCount);
    }

    [Fact]
    public void TBarSeries_Constructor_Subscribes()
    {
        var bars = GenerateBars(30);
        var sq = new Squeeze(bars, period: 10);

        Assert.True(sq.IsHot);
        Assert.True(double.IsFinite(sq.Momentum));
    }

    // === Calculate static factory ===

    [Fact]
    public void Calculate_ReturnsResultsAndIndicator()
    {
        var bars = GenerateBars(30);
        var ((momSeries, sqSeries), indicator) = Squeeze.Calculate(bars, period: 10);

        Assert.Equal(30, momSeries.Count);
        Assert.Equal(30, sqSeries.Count);
        Assert.NotNull(indicator);
        Assert.True(double.IsFinite(indicator.Momentum));
    }
}