QuanTAlib/lib/momentum/rsx/Rsx.Repro.Tests.cs

namespace QuanTAlib.Tests;

public class RsxReproTests
{
    [Fact]
    public void LastValidValue_ShouldNotUpdate_WhenIsNewIsFalse()
    {
        // Arrange
        var rsx = new Rsx(2);

        // Warmup to ensure initialization
        rsx.Update(new TValue(DateTime.UtcNow, 100), true);
        rsx.Update(new TValue(DateTime.UtcNow, 100), true);
        rsx.Update(new TValue(DateTime.UtcNow, 100), true);

        // Update: Valid value, isNew=false (Transient update)
        // This should NOT persist 200 as LastValidValue for the next bar.
        rsx.Update(new TValue(DateTime.UtcNow, 200), false);

        // Update: NaN value, isNew=true
        // Should use LastValidValue.
        // If bug exists: uses 200. Momentum = 200 - 100 = 100.
        // If fixed: uses 100. Momentum = 100 - 100 = 0.
        var res = rsx.Update(new TValue(DateTime.UtcNow, double.NaN), true);

        // If momentum was 0, RSX should be 50.
        // If momentum was 100, RSX should be > 50.

        Assert.Equal(50.0, res.Value, 1e-6);
    }
}