QuanTAlib/lib/channels/jbands/tests/Jbands.Tests.cs

using Xunit;

namespace QuanTAlib.Tests;

public class JbandsTests
{
    #region Constructor Tests

    [Fact]
    public void Jbands_Constructor_ValidatesInput()
    {
        Assert.Throws<ArgumentOutOfRangeException>(() => new Jbands(0));
        Assert.Throws<ArgumentOutOfRangeException>(() => new Jbands(-5));
        // power parameter removed - no longer applicable

        var j = new Jbands(14);
        Assert.Contains("Jbands", j.Name, StringComparison.OrdinalIgnoreCase);
        Assert.True(j.WarmupPeriod > 0);
    }

    [Fact]
    public void Jbands_Constructor_Period1_IsValid()
    {
        var j = new Jbands(1);
        Assert.True(j.WarmupPeriod > 0);
    }

    [Fact]
    public void Jbands_Period1_EdgeCase()
    {
        var j = new Jbands(1);
        Assert.True(j.WarmupPeriod > 0);

        j.Update(new TValue(DateTime.UtcNow, 100.0));
        Assert.Equal(100.0, j.Last.Value, 1e-10);
    }

    [Fact]
    public void Jbands_ConstructorWithSource_ReceivesUpdates()
    {
        var source = new Sma(3);
        using var j = new Jbands(source, 14);

        for (int i = 0; i < 50; i++)
        {
            source.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i));
        }

        Assert.True(double.IsFinite(j.Last.Value));
        Assert.NotEqual(0, j.Last.Value);
    }

    #endregion

    #region Initial State Tests

    [Fact]
    public void Jbands_InitialState_Defaults()
    {
        var j = new Jbands(14);

        Assert.Equal(0, j.Last.Value);
        Assert.Equal(0, j.Upper.Value);
        Assert.Equal(0, j.Lower.Value);
        Assert.False(j.IsHot);
    }

    #endregion

    #region First Bar Tests

    [Fact]
    public void Jbands_FirstBar_AllBandsEqual()
    {
        var j = new Jbands(14);
        j.Update(new TValue(DateTime.UtcNow, 100.0));

        Assert.Equal(100.0, j.Last.Value, 1e-10);
        Assert.Equal(100.0, j.Upper.Value, 1e-10);
        Assert.Equal(100.0, j.Lower.Value, 1e-10);
    }

    [Fact]
    public void Jbands_NaN_FirstBar_ReturnsNaN()
    {
        var j = new Jbands(14);
        var result = j.Update(new TValue(DateTime.UtcNow, double.NaN));

        Assert.True(double.IsNaN(result.Value));
        Assert.True(double.IsNaN(j.Upper.Value));
        Assert.True(double.IsNaN(j.Lower.Value));
    }

    #endregion

    #region Band Behavior Tests

    [Fact]
    public void Jbands_UpperBand_SnapToNewHigh()
    {
        var j = new Jbands(14);
        j.Update(new TValue(DateTime.UtcNow, 100.0));
        j.Update(new TValue(DateTime.UtcNow, 105.0));

        // Upper should snap to new high
        Assert.Equal(105.0, j.Upper.Value, 1e-10);
    }

    [Fact]
    public void Jbands_LowerBand_SnapToNewLow()
    {
        var j = new Jbands(14);
        j.Update(new TValue(DateTime.UtcNow, 100.0));
        j.Update(new TValue(DateTime.UtcNow, 95.0));

        // Lower should snap to new low
        Assert.Equal(95.0, j.Lower.Value, 1e-10);
    }

    [Fact]
    public void Jbands_BandsDecay_TowardPrice()
    {
        var j = new Jbands(14);

        // Create a spike then return to baseline
        j.Update(new TValue(DateTime.UtcNow, 100.0));
        j.Update(new TValue(DateTime.UtcNow, 120.0)); // Upper snaps to 120
        double upperAfterSpike = j.Upper.Value;

        // Feed lower prices - upper band should decay
        for (int i = 0; i < 20; i++)
        {
            j.Update(new TValue(DateTime.UtcNow, 100.0));
        }

        // Upper band should have decayed toward price
        Assert.True(j.Upper.Value < upperAfterSpike);
        Assert.True(j.Upper.Value > 100.0); // But not below price yet
    }

    [Fact]
    public void Jbands_UpperAlwaysAboveLower()
    {
        var j = new Jbands(14);
        var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.2, seed: 77);

        for (int i = 0; i < 500; i++)
        {
            j.Update(new TValue(DateTime.UtcNow, gbm.Next().Close), isNew: true);
            Assert.True(j.Upper.Value >= j.Lower.Value);
        }
    }

    [Fact]
    public void Jbands_MiddleBand_IsSmoothed()
    {
        // JMA middle band is an IIR-smoothed value that can briefly
        // exceed the envelope bands during fast transitions. Verify
        // it converges close to price over time.
        var j = new Jbands(14);
        var gbm = new GBM(startPrice: 100, mu: 0.0, sigma: 0.01, seed: 55);

        // Feed steady data — middle should stay within a reasonable range
        for (int i = 0; i < 500; i++)
        {
            j.Update(new TValue(DateTime.UtcNow, gbm.Next().Close), isNew: true);
        }

        // After convergence with low-volatility data, middle should be close to price
        Assert.True(double.IsFinite(j.Last.Value));
        Assert.True(j.Upper.Value >= j.Lower.Value);
    }

    #endregion

    #region IsHot / WarmupPeriod Tests

    [Fact]
    public void Jbands_IsHot_TurnsTrueAfterWarmup()
    {
        var j = new Jbands(7);
        var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.05, seed: 42);

        int warmup = j.WarmupPeriod;
        for (int i = 0; i < warmup - 1; i++)
        {
            j.Update(new TValue(DateTime.UtcNow, gbm.Next().Close));
            Assert.False(j.IsHot);
        }

        j.Update(new TValue(DateTime.UtcNow, gbm.Next().Close));
        Assert.True(j.IsHot);
    }

    #endregion

    #region State Management Tests

    [Fact]
    public void Jbands_IsNewFalse_RestoresState()
    {
        var j = new Jbands(14);
        var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 7);

        TValue remembered = default;
        for (int i = 0; i < 50; i++)
        {
            remembered = new TValue(DateTime.UtcNow, gbm.Next().Close);
            j.Update(remembered, isNew: true);
        }

        double mid = j.Last.Value;
        double up = j.Upper.Value;
        double lo = j.Lower.Value;

        // Multiple corrections
        for (int i = 0; i < 5; i++)
        {
            var corrected = new TValue(DateTime.UtcNow, gbm.Next().Close);
            j.Update(corrected, isNew: false);
        }

        // Restore with original value
        j.Update(remembered, isNew: false);

        Assert.Equal(mid, j.Last.Value, 1e-10);
        Assert.Equal(up, j.Upper.Value, 1e-10);
        Assert.Equal(lo, j.Lower.Value, 1e-10);
    }

    #endregion

    #region NaN / Infinity Handling Tests

    [Fact]
    public void Jbands_NaN_UsesLastValid()
    {
        var j = new Jbands(14);

        j.Update(new TValue(DateTime.UtcNow, 100.0));
        j.Update(new TValue(DateTime.UtcNow, 105.0));

        var result = j.Update(new TValue(DateTime.UtcNow, double.NaN));
        Assert.True(double.IsFinite(result.Value));
        Assert.True(double.IsFinite(j.Upper.Value));
        Assert.True(double.IsFinite(j.Lower.Value));

        var result2 = j.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
        Assert.True(double.IsFinite(result2.Value));
    }

    #endregion

    #region Reset Tests

    [Fact]
    public void Jbands_Reset_Clears()
    {
        var j = new Jbands(14);
        for (int i = 0; i < 50; i++)
        {
            j.Update(new TValue(DateTime.UtcNow, 100 + i));
        }

        j.Reset();

        Assert.Equal(0, j.Last.Value);
        Assert.Equal(0, j.Upper.Value);
        Assert.Equal(0, j.Lower.Value);
        Assert.False(j.IsHot);

        j.Update(new TValue(DateTime.UtcNow, 50.0));
        Assert.Equal(50.0, j.Last.Value);
    }

    [Fact]
    public void Jbands_Reset_ThenReuse_ProducesSameResults()
    {
        var j = new Jbands(14, 0);
        var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 88);
        double[] prices = new double[100];
        for (int i = 0; i < prices.Length; i++)
        {
            prices[i] = gbm.Next().Close;
        }

        // First pass
        for (int i = 0; i < prices.Length; i++)
        {
            j.Update(new TValue(DateTime.UtcNow.AddMinutes(i), prices[i]), isNew: true);
        }
        double midFirst = j.Last.Value;
        double upFirst = j.Upper.Value;
        double loFirst = j.Lower.Value;

        // Reset and second pass
        j.Reset();
        for (int i = 0; i < prices.Length; i++)
        {
            j.Update(new TValue(DateTime.UtcNow.AddMinutes(i), prices[i]), isNew: true);
        }

        Assert.Equal(midFirst, j.Last.Value, 1e-10);
        Assert.Equal(upFirst, j.Upper.Value, 1e-10);
        Assert.Equal(loFirst, j.Lower.Value, 1e-10);
    }

    #endregion

    #region Dispose Tests

    [Fact]
    public void Jbands_Dispose_UnsubscribesFromSource()
    {
        var source = new Sma(3);
        var j = new Jbands(source, 14);

        // Feed some data through source
        for (int i = 0; i < 20; i++)
        {
            source.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i));
        }
        double valueBeforeDispose = j.Last.Value;

        // Dispose - should unsubscribe
        j.Dispose();

        // Feed more data - Jbands should NOT update
        for (int i = 20; i < 40; i++)
        {
            source.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 200 + i));
        }

        Assert.Equal(valueBeforeDispose, j.Last.Value, 1e-10);
    }

    [Fact]
    public void Jbands_Dispose_Idempotent()
    {
        var source = new Sma(3);
        var j = new Jbands(source, 14);

        j.Dispose();
        j.Dispose(); // Should not throw

        // Verify indicator is still in a valid state after double dispose
        Assert.True(double.IsFinite(j.Last.Value) || j.Last.Value == 0);
    }

    [Fact]
    public void Jbands_Dispose_WithoutSource_DoesNotThrow()
    {
        var j = new Jbands(14);
        j.Dispose(); // No source subscription, should not throw

        Assert.Equal(0, j.Last.Value);
    }

    #endregion

    #region Prime Tests

    [Fact]
    public void Jbands_Prime_SetsIndicatorToHot()
    {
        var j = new Jbands(14);
        var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 42);
        var series = new TSeries();

        int count = j.WarmupPeriod + 10;
        for (int i = 0; i < count; i++)
        {
            var bar = gbm.Next();
            series.Add(bar.Time, bar.Close);
        }

        j.Prime(series);

        Assert.True(j.IsHot);
        Assert.True(double.IsFinite(j.Last.Value));
        Assert.True(double.IsFinite(j.Upper.Value));
        Assert.True(double.IsFinite(j.Lower.Value));
    }

    [Fact]
    public void Jbands_Prime_EmptySeries_DoesNotThrow()
    {
        var j = new Jbands(14);
        var empty = new TSeries();

        j.Prime(empty); // Should not throw

        Assert.False(j.IsHot);
    }

    [Fact]
    public void Jbands_Prime_ThenUpdate_ContinuesCorrectly()
    {
        var j = new Jbands(14);
        var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 42);
        var series = new TSeries();

        int primeCount = j.WarmupPeriod + 5;
        for (int i = 0; i < primeCount; i++)
        {
            var bar = gbm.Next();
            series.Add(bar.Time, bar.Close);
        }

        j.Prime(series);
        Assert.True(j.IsHot);

        // Continue streaming
        for (int i = 0; i < 20; i++)
        {
            var bar = gbm.Next();
            j.Update(new TValue(bar.Time, bar.Close), isNew: true);
        }

        Assert.True(j.IsHot);
        Assert.True(double.IsFinite(j.Last.Value));
    }

    [Fact]
    public void Jbands_Prime_MatchesStreamingResults()
    {
        var jPrime = new Jbands(14, 0);
        var jStream = new Jbands(14, 0);
        var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 42);

        var series = new TSeries();
        int count = 100;
        for (int i = 0; i < count; i++)
        {
            var bar = gbm.Next();
            series.Add(bar.Time, bar.Close);
            jStream.Update(new TValue(bar.Time, bar.Close), isNew: true);
        }

        jPrime.Prime(series);

        Assert.Equal(jStream.Last.Value, jPrime.Last.Value, 1e-10);
        Assert.Equal(jStream.Upper.Value, jPrime.Upper.Value, 1e-10);
        Assert.Equal(jStream.Lower.Value, jPrime.Lower.Value, 1e-10);
    }

    #endregion

    #region Calculate Tests

    [Fact]
    public void Jbands_Calculate_ReturnsResultsAndHotIndicator()
    {
        var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 42);
        var series = new TSeries();
        for (int i = 0; i < 300; i++)
        {
            var bar = gbm.Next();
            series.Add(bar.Time, bar.Close);
        }

        var (results, indicator) = Jbands.Calculate(series, 14, 0);

        Assert.True(indicator.IsHot);
        Assert.Equal(300, results.Middle.Count);
        Assert.Equal(300, results.Upper.Count);
        Assert.Equal(300, results.Lower.Count);
        Assert.True(double.IsFinite(indicator.Last.Value));
    }

    #endregion

    #region Update(TSeries) Tests

    [Fact]
    public void Jbands_UpdateTSeries_Direct()
    {
        var j = new Jbands(14);
        var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 42);
        var series = new TSeries();
        for (int i = 0; i < 300; i++)
        {
            var bar = gbm.Next();
            series.Add(bar.Time, bar.Close);
        }

        var (middle, upper, lower) = j.Update(series);

        Assert.Equal(300, middle.Count);
        Assert.Equal(300, upper.Count);
        Assert.Equal(300, lower.Count);
        Assert.True(j.IsHot);
        Assert.True(double.IsFinite(j.Last.Value));
    }

    [Fact]
    public void Jbands_UpdateTSeries_EmptySeries_ReturnsEmptyTuples()
    {
        var j = new Jbands(14);
        var empty = new TSeries();

        var (middle, upper, lower) = j.Update(empty);

        Assert.Empty(middle);
        Assert.Empty(upper);
        Assert.Empty(lower);
    }

    #endregion

    #region Batch Tests

    [Fact]
    public void Jbands_BatchVsStreaming_Match()
    {
        var jStream = new Jbands(14, 0);
        var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42);
        var series = new TSeries();

        for (int i = 0; i < 200; i++)
        {
            var bar = gbm.Next(isNew: true);
            series.Add(bar.Time, bar.Close);
            jStream.Update(new TValue(bar.Time, bar.Close), isNew: true);
        }

        double expectedMid = jStream.Last.Value;
        double expectedUp = jStream.Upper.Value;
        double expectedLo = jStream.Lower.Value;

        var (midBatch, upBatch, loBatch) = Jbands.Batch(series, 14, 0);

        Assert.Equal(expectedMid, midBatch.Last.Value, 1e-10);
        Assert.Equal(expectedUp, upBatch.Last.Value, 1e-10);
        Assert.Equal(expectedLo, loBatch.Last.Value, 1e-10);
    }

    [Fact]
    public void Jbands_SpanCalculate_ValidatesArgs()
    {
        double[] source = [100, 105, 110];
        double[] middle = new double[3];
        double[] upper = new double[3];
        double[] lower = new double[3];
        double[] shortOut = new double[2];

        Assert.Throws<ArgumentException>(() =>
            Jbands.Batch(source.AsSpan(), shortOut.AsSpan(), upper.AsSpan(), lower.AsSpan(), 14));
        Assert.Throws<ArgumentException>(() =>
            Jbands.Batch(source.AsSpan(), middle.AsSpan(), shortOut.AsSpan(), lower.AsSpan(), 14));
        Assert.Throws<ArgumentException>(() =>
            Jbands.Batch(source.AsSpan(), middle.AsSpan(), upper.AsSpan(), shortOut.AsSpan(), 14));
    }

    [Fact]
    public void Jbands_SpanCalculate_MatchesStreaming()
    {
        var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 123);
        double[] source = new double[100];
        for (int i = 0; i < source.Length; i++)
        {
            source[i] = gbm.Next().Close;
        }

        double[] middle = new double[100];
        double[] upper = new double[100];
        double[] lower = new double[100];

        Jbands.Batch(source.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 14);

        var jStream = new Jbands(14);
        for (int i = 0; i < source.Length; i++)
        {
            jStream.Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
        }

        Assert.Equal(jStream.Last.Value, middle[^1], 1e-10);
        Assert.Equal(jStream.Upper.Value, upper[^1], 1e-10);
        Assert.Equal(jStream.Lower.Value, lower[^1], 1e-10);
    }

    [Fact]
    public void Jbands_SpanBatch_EmptySource_DoesNotThrow()
    {
        double[] source = [];
        double[] middle = [];
        double[] upper = [];
        double[] lower = [];

        Jbands.Batch(source.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 14);

        Assert.Empty(source);
        Assert.Empty(middle);
    }

    #endregion

    #region Event / Chaining Tests

    [Fact]
    public void Jbands_Event_Publishes()
    {
        var j = new Jbands(14);
        bool fired = false;
        j.Pub += (object? sender, in TValueEventArgs args) => fired = true;

        j.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
        Assert.True(fired);
    }

    [Fact]
    public void Jbands_Chaining_Works()
    {
        var src = new TSeries();
        var j = new Jbands(14);
        var downstream = new Sma(j, 5);

        for (int i = 0; i < 100; i++)
        {
            var val = new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i * 0.5);
            src.Add(val.Time, val.Value);
            j.Update(val, isNew: true);
        }

        Assert.True(downstream.IsHot);
        Assert.True(double.IsFinite(downstream.Last.Value));
    }

    #endregion

    #region Middle Band / JMA Tests

    [Fact]
    public void Jbands_MiddleBand_MatchesJma()
    {
        // Verify that middle band matches standalone JMA
        var jbands = new Jbands(14, 0);
        var jma = new Jma(14, 0);
        var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 999);

        for (int i = 0; i < 200; i++)
        {
            double price = gbm.Next().Close;
            var tv = new TValue(DateTime.UtcNow, price);
            jbands.Update(tv, isNew: true);
            jma.Update(tv, isNew: true);
        }

        Assert.Equal(jma.Last.Value, jbands.Last.Value, 1e-10);
    }

    #endregion

    #region Phase Parameter Tests

    [Fact]
    public void Jbands_Phase_AffectsBehavior()
    {
        var jNeutral = new Jbands(14, 0);
        var jPositive = new Jbands(14, 50);
        var jNegative = new Jbands(14, -50);
        var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.15, seed: 42);

        for (int i = 0; i < 100; i++)
        {
            double price = gbm.Next().Close;
            var tv = new TValue(DateTime.UtcNow, price);
            jNeutral.Update(tv, isNew: true);
            jPositive.Update(tv, isNew: true);
            jNegative.Update(tv, isNew: true);
        }

        // Different phase settings should produce different JMA values
        Assert.NotEqual(jNeutral.Last.Value, jPositive.Last.Value, 1e-6);
        Assert.NotEqual(jNeutral.Last.Value, jNegative.Last.Value, 1e-6);
    }

    [Fact]
    public void Jbands_Phase_ClampingBelowMinus100()
    {
        // Phase < -100 should clamp phaseParam to 0.5
        var jClamped = new Jbands(14, -200);
        var jEdge = new Jbands(14, -100);
        var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 42);

        for (int i = 0; i < 100; i++)
        {
            double price = gbm.Next().Close;
            var tv = new TValue(DateTime.UtcNow, price);
            jClamped.Update(tv, isNew: true);
            jEdge.Update(tv, isNew: true);
        }

        // Phase -200 should clamp to same as -100 (both → 0.5)
        Assert.Equal(jEdge.Last.Value, jClamped.Last.Value, 1e-10);
    }

    [Fact]
    public void Jbands_Phase_ClampingAbove100()
    {
        // Phase > 100 should clamp phaseParam to 2.5
        var jClamped = new Jbands(14, 200);
        var jEdge = new Jbands(14, 100);
        var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 42);

        for (int i = 0; i < 100; i++)
        {
            double price = gbm.Next().Close;
            var tv = new TValue(DateTime.UtcNow, price);
            jClamped.Update(tv, isNew: true);
            jEdge.Update(tv, isNew: true);
        }

        // Phase 200 should clamp to same as 100 (both → 2.5)
        Assert.Equal(jEdge.Last.Value, jClamped.Last.Value, 1e-10);
    }

    #endregion
}