klhztrader/KLHZ.Trader.Core.Tests/LocalTrendsTests.cs

using KLHZ.Trader.Core.Math.Declisions.Utils;

namespace KLHZ.Trader.Core.Tests
{
    public class LocalTrendsTests
    {
        public static (DateTime[] timestamps, decimal[] prices) GetData(int bound, decimal sign = 1m)
        {
            var date1 = DateTime.UtcNow.AddSeconds(-2 * bound);
            var val = 0m;
            var timestamps = new List<DateTime>();
            var prices = new List<decimal>();
            var step = 0.5m;
            for (int i = 0; i < 2 * bound; i++)
            {
                date1 = date1.AddSeconds(1);
                timestamps.Add(date1);
                val += step * sign;
                prices.Add(val);
                if (i == bound)
                {
                    sign = sign * -1;
                }
            }

            return (timestamps.ToArray(), prices.ToArray());
        }

        [Test]
        public void TryGetLocalTrends1()
        {
            var data = GetData(50);

            if (LocalTrends.TryGetLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(49), TimeSpan.FromSeconds(49), 22, out var res))
            {
                Assert.That(res == Contracts.Declisions.Dtos.Enums.TradingEvent.CloseLong);
            }
            else
            {
                Assert.Fail();
            }
        }

        [Test]
        public void TryGetLocalTrends2()
        {
            var data = GetData(50, -1);

            if (LocalTrends.TryGetLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(49), TimeSpan.FromSeconds(49), 22, out var res))
            {
                //Assert.That(res == Contracts.Declisions.Dtos.Enums.TradingEvent.UptrendStart);
            }
            else
            {
                Assert.Fail();
            }
        }

        [Test]
        public void TryGetLocalTrends3()
        {
            var data = GetData(100, -1);

            if (LocalTrends.TryGetLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(30), TimeSpan.FromSeconds(30), 10, out var res))
            {
                Assert.That(res == Contracts.Declisions.Dtos.Enums.TradingEvent.None);
            }
            else
            {
                Assert.Fail();
            }
        }

        [Test]
        public void TryGetLocalTrends4()
        {
            if (LocalTrends.TryGetLocalTrends(Array.Empty<DateTime>(), Array.Empty<decimal>(), TimeSpan.FromSeconds(30), TimeSpan.FromSeconds(30), 10, out var res))
            {
                Assert.That(res == Contracts.Declisions.Dtos.Enums.TradingEvent.None);
            }
            else
            {
                Assert.Pass();
            }
        }

        [Test]
        public void TryGetLocalTrends5()
        {
            if (LocalTrends.TryGetLocalTrends(new DateTime[1] { DateTime.UtcNow }, new decimal[] { 1m }, TimeSpan.FromSeconds(30), TimeSpan.FromSeconds(30), 10, out var res))
            {
                Assert.That(res == Contracts.Declisions.Dtos.Enums.TradingEvent.None);
            }
            else
            {
                Assert.Pass();
            }
        }

        [Test]
        public void TryCalcTrendDiff1()
        {
            var data = GetData(500, -1);

            if (LocalTrends.TryCalcTrendDiff(data.timestamps.Take(100).ToArray(), data.prices.Take(100).ToArray(), out var res))
            {
                Assert.That(res < 0);
                Assert.That(System.Math.Abs(res) <= 50 && System.Math.Abs(res) > 40);
            }
            else
            {
                Assert.Fail();
            }
        }

        [Test]
        public void TryCalcTrendDiff2()
        {
            var data = GetData(500);

            if (LocalTrends.TryCalcTrendDiff(data.timestamps.Take(100).ToArray(), data.prices.Take(100).ToArray(), out var res))
            {
                Assert.That(res > 0);
                Assert.That(System.Math.Abs(res) <= 50 && System.Math.Abs(res) > 40);
            }
            else
            {
                Assert.Fail();
            }
        }
    }
}