QuanTAlib/lib/reversals/ckstop/tests/Ckstop.Tests.cs

// CKSTOP Tests - Chande Kroll Stop

namespace QuanTAlib.Tests;

// ── A) Constructor Validation ────────────────────────────────────────────
public sealed class CkstopConstructorTests
{
    [Fact]
    public void Constructor_ZeroAtrPeriod_Throws()
    {
        var ex = Assert.Throws<ArgumentException>(() => new Ckstop(atrPeriod: 0));
        Assert.Equal("atrPeriod", ex.ParamName);
    }

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

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

    [Fact]
    public void Constructor_NegativeMultiplier_Throws()
    {
        var ex = Assert.Throws<ArgumentException>(() => new Ckstop(multiplier: -1.0));
        Assert.Equal("multiplier", ex.ParamName);
    }

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

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

    [Fact]
    public void Constructor_ValidDefaults_SetsProperties()
    {
        var ck = new Ckstop();

        Assert.Equal(10, ck.AtrPeriod);
        Assert.Equal(1.0, ck.Multiplier);
        Assert.Equal(9, ck.StopPeriod);
        Assert.Equal(19, ck.WarmupPeriod);
        Assert.Contains("Ckstop", ck.Name, StringComparison.Ordinal);
    }

    [Fact]
    public void Constructor_CustomParams_SetsProperties()
    {
        var ck = new Ckstop(atrPeriod: 14, multiplier: 2.0, stopPeriod: 7);

        Assert.Equal(14, ck.AtrPeriod);
        Assert.Equal(2.0, ck.Multiplier);
        Assert.Equal(7, ck.StopPeriod);
        Assert.Equal(21, ck.WarmupPeriod);
    }
}

// ── B) Basic Calculation ─────────────────────────────────────────────────
public sealed class CkstopBasicTests
{
    [Fact]
    public void Update_ReturnsTValue()
    {
        var ck = new Ckstop(atrPeriod: 3, multiplier: 1.0, stopPeriod: 2);
        var bar = new TBar(DateTime.UtcNow, 100, 95, 98, 97, 1000);

        TValue result = ck.Update(bar);

        Assert.IsType<TValue>(result);
    }

    [Fact]
    public void Update_Last_IsAccessible()
    {
        var ck = new Ckstop(atrPeriod: 3, multiplier: 1.0, stopPeriod: 2);
        var bar = new TBar(DateTime.UtcNow, 100, 95, 98, 97, 1000);

        _ = ck.Update(bar);

        Assert.True(double.IsFinite(ck.Last.Value) || double.IsNaN(ck.Last.Value));
    }

    [Fact]
    public void Update_StopLong_StopShort_Accessible()
    {
        var ck = new Ckstop(atrPeriod: 3, multiplier: 1.0, stopPeriod: 2);

        // Feed enough bars to warm up
        for (int i = 0; i < 10; i++)
        {
            double price = 100.0 + i;
            _ = ck.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price + 2, price - 2, price + 1, price, 1000));
        }

        Assert.True(double.IsFinite(ck.StopLong));
        Assert.True(double.IsFinite(ck.StopShort));
    }

    [Fact]
    public void Name_ContainsParameters()
    {
        var ck = new Ckstop(atrPeriod: 14, multiplier: 2.5, stopPeriod: 7);

        Assert.Contains("14", ck.Name, StringComparison.Ordinal);
        Assert.Contains("2.5", ck.Name, StringComparison.Ordinal);
        Assert.Contains("7", ck.Name, StringComparison.Ordinal);
    }

    [Fact]
    public void StopLong_BelowPrice_InUptrend()
    {
        var ck = new Ckstop(atrPeriod: 5, multiplier: 1.0, stopPeriod: 3);
        double basePrice = 100.0;

        // Steady uptrend
        for (int i = 0; i < 20; i++)
        {
            double price = basePrice + i * 2;
            _ = ck.Update(new TBar(DateTime.UtcNow.AddMinutes(i),
                price + 1, price - 1, price + 0.5, price, 1000));
        }

        Assert.True(ck.StopLong < 100.0 + 19 * 2, "StopLong should be below the current price in an uptrend");
    }
}

// ── C) State + Bar Correction ────────────────────────────────────────────
public sealed class CkstopStateCorrectionTests
{
    [Fact]
    public void IsNew_True_AdvancesState()
    {
        var ck = new Ckstop(atrPeriod: 3, multiplier: 1.0, stopPeriod: 2);

        _ = ck.Update(new TBar(DateTime.UtcNow, 105, 95, 100, 100, 1000), isNew: true);
        var first = ck.Last;

        _ = ck.Update(new TBar(DateTime.UtcNow.AddMinutes(1), 110, 100, 105, 105, 1000), isNew: true);
        var second = ck.Last;

        // Second update should change (new bar)
        Assert.NotEqual(first.Time, second.Time);
    }

    [Fact]
    public void IsNew_False_CorrectionRestoresState()
    {
        var ck = new Ckstop(atrPeriod: 3, multiplier: 1.0, stopPeriod: 2);
        var dt = DateTime.UtcNow;

        // Feed some bars to warm up
        for (int i = 0; i < 5; i++)
        {
            double price = 100.0 + i;
            _ = ck.Update(new TBar(dt.AddMinutes(i), price + 2, price - 2, price + 1, price, 1000), isNew: true);
        }

        // New bar
        _ = ck.Update(new TBar(dt.AddMinutes(5), 110, 105, 108, 107, 1000), isNew: true);

        // Correct the bar (isNew=false with different values)
        _ = ck.Update(new TBar(dt.AddMinutes(5), 111, 104, 109, 108, 1000), isNew: false);

        // Another correction should produce same result
        _ = ck.Update(new TBar(dt.AddMinutes(5), 111, 104, 109, 108, 1000), isNew: false);
        var corrected1 = ck.StopLong;

        _ = ck.Update(new TBar(dt.AddMinutes(5), 111, 104, 109, 108, 1000), isNew: false);
        var corrected2 = ck.StopLong;

        Assert.Equal(corrected1, corrected2);
    }

    [Fact]
    public void IterativeCorrections_ProduceSameResult()
    {
        var ck = new Ckstop(atrPeriod: 3, multiplier: 1.0, stopPeriod: 2);
        var dt = DateTime.UtcNow;

        for (int i = 0; i < 5; i++)
        {
            double price = 100.0 + i;
            _ = ck.Update(new TBar(dt.AddMinutes(i), price + 2, price - 2, price + 1, price, 1000), isNew: true);
        }

        // Add new bar then correct 3 times
        _ = ck.Update(new TBar(dt.AddMinutes(5), 110, 100, 108, 105, 1000), isNew: true);

        double[] results = new double[3];
        for (int i = 0; i < 3; i++)
        {
            _ = ck.Update(new TBar(dt.AddMinutes(5), 112, 101, 110, 107, 1000), isNew: false);
            results[i] = ck.StopLong;
        }

        Assert.Equal(results[0], results[1]);
        Assert.Equal(results[1], results[2]);
    }

    [Fact]
    public void Reset_ClearsAllState()
    {
        var ck = new Ckstop(atrPeriod: 3, multiplier: 1.0, stopPeriod: 2);

        for (int i = 0; i < 10; i++)
        {
            double price = 100.0 + i;
            _ = ck.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price + 2, price - 2, price + 1, price, 1000));
        }

        Assert.True(ck.IsHot);

        ck.Reset();

        Assert.False(ck.IsHot);
        Assert.True(double.IsNaN(ck.StopLong));
        Assert.True(double.IsNaN(ck.StopShort));
    }
}

// ── D) Warmup / Convergence ──────────────────────────────────────────────
public sealed class CkstopWarmupTests
{
    [Fact]
    public void IsHot_FlipsAfterWarmup()
    {
        int atrPeriod = 5;
        int stopPeriod = 3;
        var ck = new Ckstop(atrPeriod: atrPeriod, multiplier: 1.0, stopPeriod: stopPeriod);

        int warmup = atrPeriod + stopPeriod;

        for (int i = 0; i < warmup; i++)
        {
            double price = 100.0 + i;
            _ = ck.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price + 2, price - 2, price + 1, price, 1000));

            if (i < warmup - 1)
            {
                Assert.False(ck.IsHot, $"Should not be hot at bar {i}");
            }
        }

        Assert.True(ck.IsHot, $"Should be hot after {warmup} bars");
    }

    [Fact]
    public void WarmupPeriod_EqualsAtrPlusStoP()
    {
        var ck = new Ckstop(atrPeriod: 10, multiplier: 1.0, stopPeriod: 9);

        Assert.Equal(19, ck.WarmupPeriod);
    }
}

// ── E) Robustness ────────────────────────────────────────────────────────
public sealed class CkstopRobustnessTests
{
    [Fact]
    public void NaN_Input_UsesLastValidValue()
    {
        var ck = new Ckstop(atrPeriod: 3, multiplier: 1.0, stopPeriod: 2);
        var dt = DateTime.UtcNow;

        // Feed valid bars
        for (int i = 0; i < 5; i++)
        {
            double price = 100.0 + i;
            _ = ck.Update(new TBar(dt.AddMinutes(i), price + 2, price - 2, price + 1, price, 1000));
        }

        // Feed NaN bar
        _ = ck.Update(new TBar(dt.AddMinutes(5), double.NaN, double.NaN, double.NaN, double.NaN, 0));

        // Should still produce finite output (using last-valid substitution)
        Assert.True(double.IsFinite(ck.StopLong));
    }

    [Fact]
    public void Infinity_Input_UsesLastValidValue()
    {
        var ck = new Ckstop(atrPeriod: 3, multiplier: 1.0, stopPeriod: 2);
        var dt = DateTime.UtcNow;

        for (int i = 0; i < 5; i++)
        {
            double price = 100.0 + i;
            _ = ck.Update(new TBar(dt.AddMinutes(i), price + 2, price - 2, price + 1, price, 1000));
        }

        _ = ck.Update(new TBar(dt.AddMinutes(5),
            double.PositiveInfinity, double.NegativeInfinity, double.PositiveInfinity, double.PositiveInfinity, 0));

        Assert.True(double.IsFinite(ck.StopLong));
    }

    [Fact]
    public void FirstBar_NaN_ReturnsNaN()
    {
        var ck = new Ckstop(atrPeriod: 3, multiplier: 1.0, stopPeriod: 2);

        _ = ck.Update(new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, 0));

        Assert.True(double.IsNaN(ck.Last.Value));
    }
}

// ── F) Consistency ───────────────────────────────────────────────────────
public sealed class CkstopConsistencyTests
{
    private static TBarSeries CreateGbmBars(int count = 500)
    {
        var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.20, seed: 42);
        return gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
    }

    [Fact]
    public void Streaming_MatchesBatch()
    {
        var bars = CreateGbmBars();
        int atrPeriod = 10;
        double multiplier = 1.0;
        int stopPeriod = 9;

        // Streaming
        var streaming = new Ckstop(atrPeriod, multiplier, stopPeriod);
        var streamResults = new double[bars.Count];
        for (int i = 0; i < bars.Count; i++)
        {
            _ = streaming.Update(bars[i], isNew: true);
            streamResults[i] = streaming.StopLong;
        }

        // Batch
        var batchResults = Ckstop.Batch(bars, atrPeriod, multiplier, stopPeriod);

        int warmup = atrPeriod + stopPeriod;
        for (int i = warmup; i < bars.Count; i++)
        {
            Assert.Equal(streamResults[i], batchResults[i].Value, precision: 10);
        }
    }

    [Fact]
    public void StopShort_GreaterOrEqual_StopLong_InTrend()
    {
        var bars = CreateGbmBars();
        var ck = new Ckstop(atrPeriod: 10, multiplier: 1.0, stopPeriod: 9);

        int aboveCount = 0;
        int belowCount = 0;

        for (int i = 0; i < bars.Count; i++)
        {
            _ = ck.Update(bars[i], isNew: true);

            if (ck.IsHot)
            {
                if (ck.StopShort >= ck.StopLong)
                {
                    aboveCount++;
                }
                else
                {
                    belowCount++;
                }
            }
        }

        // In general, StopShort (highest of initial stops) should often be >= StopLong (lowest of initial stops)
        // but crossovers do happen — just verify both counts are non-zero showing the indicator works
        Assert.True(aboveCount + belowCount > 0, "Should have some hot bars");
    }

    [Fact]
    public void TValue_Update_MatchesTBar_Update()
    {
        var ck1 = new Ckstop(atrPeriod: 5, multiplier: 1.0, stopPeriod: 3);
        var ck2 = new Ckstop(atrPeriod: 5, multiplier: 1.0, stopPeriod: 3);

        double[] prices = [100, 102, 98, 105, 99, 103, 107, 95, 110, 108];

        for (int i = 0; i < prices.Length; i++)
        {
            double p = prices[i];
            // TBar with equal OHLC
            _ = ck1.Update(new TBar(DateTime.UtcNow.AddMinutes(i), p, p, p, p, 0), isNew: true);
            // TValue
            _ = ck2.Update(new TValue(DateTime.UtcNow.AddMinutes(i), p), isNew: true);
        }

        Assert.Equal(ck1.StopLong, ck2.StopLong);
        Assert.Equal(ck1.StopShort, ck2.StopShort);
    }
}

// ── G) Span API Tests ────────────────────────────────────────────────────
public sealed class CkstopSpanTests
{
    [Fact]
    public void Batch_Span_InvalidAtrPeriod_Throws()
    {
        var ex = Assert.Throws<ArgumentException>(() =>
            Ckstop.Batch(new double[10], new double[10], new double[10], new double[10], new double[10], atrPeriod: 0));
        Assert.Equal("atrPeriod", ex.ParamName);
    }

    [Fact]
    public void Batch_Span_MismatchedLengths_Throws()
    {
        var ex = Assert.Throws<ArgumentException>(() =>
            Ckstop.Batch(new double[10], new double[10], new double[5], new double[10], new double[10], atrPeriod: 5));
        Assert.Equal("high", ex.ParamName);
    }

    [Fact]
    public void Batch_Span_OutputTooShort_Throws()
    {
        var ex = Assert.Throws<ArgumentException>(() =>
            Ckstop.Batch(new double[10], new double[10], new double[10], new double[10], new double[5], atrPeriod: 5));
        Assert.Equal("output", ex.ParamName);
    }

    [Fact]
    public void Batch_Span_Empty_NoException()
    {
        var output = Array.Empty<double>();
        var ex = Record.Exception(() =>
            Ckstop.Batch(ReadOnlySpan<double>.Empty, ReadOnlySpan<double>.Empty,
                ReadOnlySpan<double>.Empty, ReadOnlySpan<double>.Empty, output.AsSpan(), atrPeriod: 5));
        Assert.Null(ex);
    }
}

// ── H) Event / Chainability ──────────────────────────────────────────────
public sealed class CkstopEventTests
{
    [Fact]
    public void Pub_FiresOnUpdate()
    {
        var ck = new Ckstop(atrPeriod: 3, multiplier: 1.0, stopPeriod: 2);
        int fireCount = 0;

        ck.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };

        _ = ck.Update(new TBar(DateTime.UtcNow, 100, 95, 98, 97, 1000));

        Assert.Equal(1, fireCount);
    }

    [Fact]
    public void Pub_FiresOnEachUpdate()
    {
        var ck = new Ckstop(atrPeriod: 3, multiplier: 1.0, stopPeriod: 2);
        int fireCount = 0;

        ck.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };

        for (int i = 0; i < 5; i++)
        {
            double price = 100.0 + i;
            _ = ck.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price + 2, price - 2, price + 1, price, 1000));
        }

        Assert.Equal(5, fireCount);
    }
}

// ── I) Prime Tests ───────────────────────────────────────────────────────
public sealed class CkstopPrimeTests
{
    [Fact]
    public void Prime_TBarSeries_SetsState()
    {
        var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.20, seed: 42);
        var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));

        var ck = new Ckstop(atrPeriod: 10, multiplier: 1.0, stopPeriod: 9);
        ck.Prime(bars);

        Assert.True(ck.IsHot);
        Assert.True(double.IsFinite(ck.StopLong));
        Assert.True(double.IsFinite(ck.StopShort));
    }

    [Fact]
    public void Prime_EmptySource_NoException()
    {
        var ck = new Ckstop();
        var bars = new TBarSeries();

        var ex = Record.Exception(() => ck.Prime(bars));
        Assert.Null(ex);
        Assert.False(ck.IsHot);
    }
}