@363045841yyt/klinechart-core 0.7.3

package/src/engine/indicators/__tests__/sar.test.ts

@@ -0,0 +1,86 @@
+import { describe, it, expect } from 'vitest'
+import { calcSARData } from '../calculators'
+import {
+    empty,
+    singleBar,
+    pureUptrend,
+    pureDowntrend,
+    spikeAtBar19,
+    gapUp,
+} from './__fixtures__/synthetic'
+
+describe('calcSARData — Parabolic SAR', () => {
+    describe('edge cases', () => {
+        it('empty returns empty array', () => {
+            expect(calcSARData(empty, 0.02, 0.2)).toEqual([])
+        })
+
+        it('single bar returns [undefined] (needs 2 bars to seed trend)', () => {
+            expect(calcSARData(singleBar, 0.02, 0.2)).toEqual([undefined])
+        })
+
+        it('step <= 0 returns all undefined', () => {
+            const out = calcSARData(pureUptrend, 0, 0.2)
+            for (const v of out) expect(v).toBeUndefined()
+        })
+    })
+
+    describe('mathematical properties', () => {
+        it('on pureUptrend SAR remains below the candles in an up trend', () => {
+            const out = calcSARData(pureUptrend, 0.02, 0.2)
+            for (let i = 1; i < out.length; i++) {
+                const point = out[i]!
+                expect(point).toBeDefined()
+                if (point.trend === 'up') {
+                    expect(point.value).toBeLessThanOrEqual(pureUptrend[i]!.low)
+                }
+            }
+        })
+
+        it('on pureDowntrend SAR remains above the candles in a down trend', () => {
+            const out = calcSARData(pureDowntrend, 0.02, 0.2)
+            for (let i = 1; i < out.length; i++) {
+                const point = out[i]!
+                if (point.trend === 'down') {
+                    expect(point.value).toBeGreaterThanOrEqual(pureDowntrend[i]!.high)
+                }
+            }
+        })
+
+        it('trend reverses after price violates SAR (spike fixture)', () => {
+            const out = calcSARData(spikeAtBar19, 0.02, 0.2)
+            // At least one transition should appear in the spike fixture
+            const trends = out
+                .filter((p): p is { value: number; trend: 'up' | 'down' } => p !== undefined)
+                .map((p) => p.trend)
+            const distinctTrends = new Set(trends)
+            expect(distinctTrends.size).toBeGreaterThanOrEqual(1)
+        })
+
+        it('extensional consistency on gapUp fixture', () => {
+            const full = calcSARData(gapUp, 0.02, 0.2)
+            for (let n = 3; n < gapUp.length; n++) {
+                const partial = calcSARData(gapUp.slice(0, n), 0.02, 0.2)
+                for (let i = 0; i < n; i++) {
+                    const f = full[i]
+                    const p = partial[i]
+                    if (f && p) {
+                        expect(p.value).toBeCloseTo(f.value, 9)
+                        expect(p.trend).toBe(f.trend)
+                    }
+                }
+            }
+        })
+
+        it('AF respects maxStep ceiling', () => {
+            // SAR with a very small maxStep should stay close to the seed (slow acceleration)
+            const slow = calcSARData(pureUptrend, 0.02, 0.02)
+            const fast = calcSARData(pureUptrend, 0.02, 0.2)
+            // After several bars, fast SAR should have caught up to price more aggressively
+            const t = 25
+            const slowGap = pureUptrend[t]!.close - slow[t]!.value
+            const fastGap = pureUptrend[t]!.close - fast[t]!.value
+            expect(fastGap).toBeLessThanOrEqual(slowGap)
+        })
+    })
+})