//! Integration tests for RaptorBT indicators. use raptorbt::indicators::momentum::{macd, rsi, stochastic}; use raptorbt::indicators::strength::adx; use raptorbt::indicators::trend::{ema, sma, supertrend}; use raptorbt::indicators::volatility::{atr, bollinger_bands}; use raptorbt::indicators::volume::vwap; fn sample_ohlcv() -> (Vec, Vec, Vec, Vec, Vec) { // Create sample OHLCV data with 50 bars let n = 50; let mut close: Vec = vec![100.0]; let mut high: Vec = vec![101.0]; let mut low: Vec = vec![99.0]; let mut open: Vec = vec![100.0]; let volume: Vec = vec![1000.0; n]; // Generate trending data for i in 1..n { let prev_close = close[i - 1]; let change = ((i as f64 * 0.2).sin() * 2.0) + 0.5; // Slight uptrend with oscillation let new_close = prev_close + change; close.push(new_close); open.push(prev_close); high.push(new_close.max(prev_close) + 0.5); low.push(new_close.min(prev_close) - 0.5); } (open, high, low, close, volume) } #[test] fn test_sma_correctness() { let data = vec![1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0]; let result = sma(&data, 3).unwrap(); // First 2 values should be NaN assert!(result[0].is_nan()); assert!(result[1].is_nan()); // SMA(3) for [1,2,3] = 2.0 assert!((result[2] - 2.0).abs() < 1e-10); // SMA(3) for [2,3,4] = 3.0 assert!((result[3] - 3.0).abs() < 1e-10); // SMA(3) for [8,9,10] = 9.0 assert!((result[9] - 9.0).abs() < 1e-10); } #[test] fn test_ema_correctness() { let data = vec![1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0]; let result = ema(&data, 3).unwrap(); // First 2 values should be NaN assert!(result[0].is_nan()); assert!(result[1].is_nan()); // EMA should be valid from index 2 assert!(!result[2].is_nan()); assert!(!result[9].is_nan()); // EMA should be between min and max assert!(result[9] >= 1.0 && result[9] <= 10.0); } #[test] fn test_rsi_range() { let (_, _, _, close, _) = sample_ohlcv(); let result = rsi(&close, 14).unwrap(); // Check RSI is in valid range [0, 100] for (i, &value) in result.iter().enumerate() { if !value.is_nan() { assert!( value >= 0.0 && value <= 100.0, "RSI at index {} is out of range: {}", i, value ); } } } #[test] fn test_macd_structure() { let (_, _, _, close, _) = sample_ohlcv(); let result = macd(&close, 12, 26, 9).unwrap(); assert_eq!(result.macd_line.len(), close.len()); assert_eq!(result.signal_line.len(), close.len()); assert_eq!(result.histogram.len(), close.len()); // MACD line should be valid from index 25 (slow_period - 1) assert!(result.macd_line[24].is_nan()); assert!(!result.macd_line[25].is_nan()); } #[test] fn test_stochastic_range() { let (_, high, low, close, _) = sample_ohlcv(); let result = stochastic(&high, &low, &close, 14, 3).unwrap(); // %K and %D should be in [0, 100] for (i, &k) in result.k.iter().enumerate() { if !k.is_nan() { assert!(k >= 0.0 && k <= 100.0, "%K at index {} is out of range: {}", i, k); } } for (i, &d) in result.d.iter().enumerate() { if !d.is_nan() { assert!(d >= 0.0 && d <= 100.0, "%D at index {} is out of range: {}", i, d); } } } #[test] fn test_atr_positive() { let (_, high, low, close, _) = sample_ohlcv(); let result = atr(&high, &low, &close, 14).unwrap(); // ATR should always be non-negative for (i, &value) in result.iter().enumerate() { if !value.is_nan() { assert!(value >= 0.0, "ATR at index {} is negative: {}", i, value); } } } #[test] fn test_bollinger_bands_ordering() { let (_, _, _, close, _) = sample_ohlcv(); let result = bollinger_bands(&close, 20, 2.0).unwrap(); // Upper > Middle > Lower for i in 19..close.len() { if !result.upper[i].is_nan() { assert!( result.upper[i] >= result.middle[i], "Upper band should be >= middle at index {}", i ); assert!( result.middle[i] >= result.lower[i], "Middle band should be >= lower at index {}", i ); } } } #[test] fn test_adx_range() { let (_, high, low, close, _) = sample_ohlcv(); let result = adx(&high, &low, &close, 14).unwrap(); // ADX should be in [0, 100] for (i, &value) in result.iter().enumerate() { if !value.is_nan() { assert!( value >= 0.0 && value <= 100.0, "ADX at index {} is out of range: {}", i, value ); } } } #[test] fn test_vwap_bounds() { let (_, high, low, close, volume) = sample_ohlcv(); let result = vwap(&high, &low, &close, &volume).unwrap(); // VWAP should be between the overall min low and max high let min_low = low.iter().cloned().fold(f64::INFINITY, f64::min); let max_high = high.iter().cloned().fold(f64::NEG_INFINITY, f64::max); for (i, &value) in result.iter().enumerate() { if !value.is_nan() { assert!( value >= min_low && value <= max_high, "VWAP at index {} is out of bounds: {} (should be between {} and {})", i, value, min_low, max_high ); } } } #[test] fn test_supertrend_direction() { let (_, high, low, close, _) = sample_ohlcv(); let result = supertrend(&high, &low, &close, 10, 3.0).unwrap(); // Direction should be either 1 or -1 for (i, &dir) in result.direction.iter().enumerate() { if dir != 0 { assert!( dir == 1 || dir == -1, "Supertrend direction at index {} is invalid: {}", i, dir ); } } } #[test] fn test_invalid_period() { let data = vec![1.0, 2.0, 3.0]; // Period of 0 should error assert!(sma(&data, 0).is_err()); assert!(ema(&data, 0).is_err()); assert!(rsi(&data, 0).is_err()); } #[test] fn test_empty_data() { let empty: Vec = vec![]; let result = sma(&empty, 10).unwrap(); assert!(result.is_empty()); let result = ema(&empty, 10).unwrap(); assert!(result.is_empty()); }