MycLib/Src/Myc.Test.Trade.DataPoint.pas

unit Myc.Test.Trade.DataPoint;

interface

uses
    System.SysUtils,
    System.Classes,
    DUnitX.TestFramework,
    Myc.Trade.DataPoint;

type
    [TestFixture]
    TTestDataSeries = class(TObject)
    private
        FSeries: TDataSeries<TAskBidItem>;
        procedure SetupSeriesWithData(ItemCount: Integer = 10; MaxLookBack: Int64 = 10);
    public
        [Setup]
        procedure Setup;
        [Teardown]
        procedure Teardown;

        // Tests for Setup and basic Add/Count
        [Test]
        procedure TestSetupSeriesWithDataVerification;
        [Test]
        procedure TestAddAndCount;
        [Test]
        [IgnoreMemoryLeaks]
        procedure TestAddOrderAssertion;
        [Test]
        procedure TestGetItemsIndexing;

        // Tests for bulk Add
        [Test]
        procedure TestBulkAddIncreasesCount;
        [Test]
        [IgnoreMemoryLeaks]
        procedure TestBulkAddChronologicalAssertion_Internal;
        [Test]
        [IgnoreMemoryLeaks]
        procedure TestBulkAddChronologicalAssertion_External;
        [Test]
        procedure TestBulkAddSpanningMultipleChunks;
        [Test]
        procedure TestBulkAddWithMaxLookback;

        // Tests for TotalCount
        [Test]
        procedure TestTotalCountIncrementsCorrectly;
        [Test]
        procedure TestTotalCountIgnoresTrimming;
        [Test]
        procedure TestTotalCountResetsOnRecreate;

        // Tests for IndexOf
        [Test]
        procedure TestIndexOfExistingTimeStamp;
        [Test]
        procedure TestIndexOfNonExistingBetween;
        [Test]
        procedure TestIndexOfBeforeFirstItem;
        [Test]
        procedure TestIndexOfAfterLastItem;
        [Test]
        procedure TestIndexOfExactOldestItem;
        [Test]
        procedure TestIndexOfExactNewestItem;
        [Test]
        procedure TestIndexOfEmptySeries;
        [Test]
        procedure TestIndexOfSingleItemSeries;
        [Test]
        procedure TestIndexOfRespectsMaxLookback;
        [Test]
        procedure TestIndexOfWithTrimmedData;

        // Tests for Copy (Immutability)
        [Test]
        procedure TestCopyHasSameContent;
        [Test]
        procedure TestCopyIsImmutableAfterOriginalChanges;
        [Test]
        procedure TestCopyRespectsMaxLookback;

        // Tests for Lookback
        [Test]
        procedure TestCountIsCappedByMaxLookback_NoTrim;
        [Test]
        procedure TestCountIsCappedByMaxLookback_WithTrim;
        [Test]
        [IgnoreMemoryLeaks]
        procedure TestLoopIsSafeWithMaxLookback;
        [Test]
        procedure TestDataAndTimePropertiesRespectLookback;
        [Test]
        procedure TestLookbackZero;
        [Test]
        procedure TestLookbackOne;
    end;

implementation

{ TTestDataSeries }

procedure TTestDataSeries.Setup;
begin
    FSeries := TDataSeries<TAskBidItem>.CreateDataSeries(1);
end;

procedure TTestDataSeries.Teardown;
begin
    FSeries := Default(TDataSeries<TAskBidItem>);
end;

procedure TTestDataSeries.SetupSeriesWithData(ItemCount: Integer = 10; MaxLookBack: Int64 = 10);
var
    i: Integer;
    DataPoint: TDataPoint<TAskBidItem>;
    baseTime: TDateTime;
begin
    FSeries := TDataSeries<TAskBidItem>.CreateDataSeries(MaxLookBack);
    baseTime := EncodeDate(2020, 7, 7);

    // Add data points with increasing timestamps.
    for i := 0 to ItemCount - 1 do
    begin
        DataPoint := TDataPoint<TAskBidItem>.Create(baseTime + i, TAskBidItem.Create(i * 1.0, i * 1.0 + 0.1));
        FSeries := FSeries.Add([DataPoint], 0, 1);
    end;
end;

procedure TTestDataSeries.TestSetupSeriesWithDataVerification;
var
    i: Integer;
    baseTime, expectedTime: TDateTime;
    expectedAsk: Double;
begin
    SetupSeriesWithData;
    baseTime := EncodeDate(2020, 7, 7);

    Assert.AreEqual(Int64(10), FSeries.Count, 'Setup should create exactly 10 items');

    // Check all items to ensure correct reverse chronological order.
    for i := 0 to FSeries.Count - 1 do
    begin
        expectedTime := baseTime + (9 - i);
        expectedAsk := Single(9 - i);
        Assert.AreEqual(expectedTime, FSeries[i].Time, 'Item at logical index should have correct reversed timestamp');
        Assert.AreEqual(expectedAsk, FSeries[i].Data.Ask, 'Item at logical index should have correct reversed data');
    end;
end;

procedure TTestDataSeries.TestAddAndCount;
var
    DataPoint: TDataPoint<TAskBidItem>;
    newTime: TDateTime;
begin
    SetupSeriesWithData(10, 11);
    newTime := EncodeDate(2020, 7, 17);

    Assert.AreEqual(Int64(10), FSeries.Count, 'Initial count should be 10');

    DataPoint := TDataPoint<TAskBidItem>.Create(newTime, TAskBidItem.Create(100.0, 100.1));
    FSeries := FSeries.Add([DataPoint], 0, 1);

    Assert.AreEqual(Int64(11), FSeries.Count, 'Count should be 11 after adding one more');
    Assert.AreEqual(newTime, FSeries.Items[0].Time, 'Newest item should be at index 0');
end;

procedure TTestDataSeries.TestAddOrderAssertion;
var
    olderTime: TDateTime;
    DataPoint: TDataPoint<TAskBidItem>;
begin
    SetupSeriesWithData; // Newest item is at 2020-07-16
    olderTime := EncodeDate(2020, 7, 15);

    Assert.WillRaise(
        procedure
        begin
            DataPoint := TDataPoint<TAskBidItem>.Create(olderTime, TAskBidItem.Create(0.0, 0.0));
            FSeries.Add([DataPoint], 0, 1);
        end,
        EAssertionFailed,
        'Adding item with older timestamp should raise an assert error'
    );
end;

procedure TTestDataSeries.TestGetItemsIndexing;
var
    i: Integer;
    expectedTime: TDateTime;
    baseTime: TDateTime;
begin
    SetupSeriesWithData;
    baseTime := EncodeDate(2020, 7, 7);

    for i := 0 to 9 do
    begin
        expectedTime := baseTime + (9 - i);
        Assert.AreEqual(expectedTime, FSeries.Items[i].Time, 'Item at logical index should have reversed chronological time');
        Assert.AreEqual(Double(9 - i), FSeries.Items[i].Data.Ask, 'Item data at logical index should match reversed insertion order');
    end;
end;

//--------------------------------------------------------------------------------------------------
// Tests for bulk Add
//--------------------------------------------------------------------------------------------------

procedure TTestDataSeries.TestBulkAddIncreasesCount;
var
    newData: TArray<TDataPoint<TAskBidItem>>;
    baseTime, newTime: TDateTime;
    i: Integer;
begin
    SetupSeriesWithData(10, 15);
    baseTime := EncodeDate(2020, 7, 7);

    SetLength(newData, 5);
    for i := 0 to High(newData) do
    begin
        newTime := baseTime + 10 + i;
        newData[i] := TDataPoint<TAskBidItem>.Create(newTime, TAskBidItem.Create(i, i));
    end;

    FSeries := FSeries.Add(newData, 0, Length(newData));

    Assert.AreEqual(Int64(15), FSeries.Count, 'Count should be increased by the number of items in the bulk add');
    Assert.AreEqual(baseTime + 10 + High(newData), FSeries[0].Time, 'Newest item should be the last item from the added array');
end;

procedure TTestDataSeries.TestBulkAddChronologicalAssertion_Internal;
var
    newData: TArray<TDataPoint<TAskBidItem>>;
begin
    SetupSeriesWithData(10);
    SetLength(newData, 2);
    newData[0] := TDataPoint<TAskBidItem>.Create(Now + 1, TAskBidItem.Create(1, 1));
    newData[1] := TDataPoint<TAskBidItem>.Create(Now, TAskBidItem.Create(2, 2)); // Not sorted

    Assert.WillRaise(
        procedure begin FSeries.Add(newData, 0, Length(newData)); end,
        EAssertionFailed,
        'Bulk Add should fail if the input array is not chronologically sorted'
    );
end;

procedure TTestDataSeries.TestBulkAddChronologicalAssertion_External;
var
    newData: TArray<TDataPoint<TAskBidItem>>;
    olderTime: TDateTime;
begin
    SetupSeriesWithData(10); // Newest is baseTime + 9
    olderTime := EncodeDate(2020, 7, 7) + 8;

    SetLength(newData, 1);
    newData[0] := TDataPoint<TAskBidItem>.Create(olderTime, TAskBidItem.Create(1, 1));

    Assert.WillRaise(
        procedure begin FSeries.Add(newData, 0, Length(newData)); end,
        EAssertionFailed,
        'Bulk Add should fail if its first item is older than the series last item'
    );
end;

procedure TTestDataSeries.TestBulkAddSpanningMultipleChunks;
const
    CHUNK_SIZE = 1024;
var
    newData: TArray<TDataPoint<TAskBidItem>>;
    lastTimeBeforeAdd, firstNewTime, lastNewTime: TDateTime;
    i: Integer;
begin
    SetupSeriesWithData(CHUNK_SIZE - 4, CHUNK_SIZE + 8); // Almost fill the first chunk
    lastTimeBeforeAdd := FSeries[0].Time;

    SetLength(newData, 8); // Add 8 items, which will span the chunk boundary
    for i := 0 to High(newData) do
    begin
        newData[i] := TDataPoint<TAskBidItem>.Create(lastTimeBeforeAdd + 1 + i, TAskBidItem.Create(i, i));
    end;

    firstNewTime := newData[0].Time;
    lastNewTime := newData[High(newData)].Time;

    FSeries := FSeries.Add(newData, 0, Length(newData));
    Assert.AreEqual(Int64(CHUNK_SIZE + 4), FSeries.Count, 'Count should be correct after spanning a chunk');
    Assert.AreEqual(lastNewTime, FSeries[0].Time, 'Newest item should be correct');
    Assert.AreEqual(firstNewTime, FSeries[7].Time, 'Oldest of the new items should be at the correct logical index');
end;

procedure TTestDataSeries.TestBulkAddWithMaxLookback;
var
    newData: TArray<TDataPoint<TAskBidItem>>;
    i: Integer;
    baseTime: TDateTime;
begin
    SetupSeriesWithData(400, 500);
    baseTime := FSeries[0].Time;

    SetLength(newData, 200);
    for i := 0 to High(newData) do
    begin
        newData[i] := TDataPoint<TAskBidItem>.Create(baseTime + 1 + i, TAskBidItem.Create(i, i));
    end;

    FSeries := FSeries.Add(newData, 0, Length(newData));

    // Total items would be 600, but MaxLookback is 500.
    // The public Count must be capped at 500.
    Assert.AreEqual(Int64(500), FSeries.Count, 'Count should be capped by MaxLookback after bulk add');
end;

//--------------------------------------------------------------------------------------------------
// Tests for TotalCount
//--------------------------------------------------------------------------------------------------

procedure TTestDataSeries.TestTotalCountIncrementsCorrectly;
var
    newData: TArray<TDataPoint<TAskBidItem>>;
    i: Integer;
    DataPoint: TDataPoint<TAskBidItem>;
begin
    Assert.AreEqual(Int64(0), FSeries.TotalCount, 'TotalCount should be 0 on creation');

    // Test single add
    DataPoint := TDataPoint<TAskBidItem>.Create(Now, TAskBidItem.Create(1, 1));
    FSeries := FSeries.Add([DataPoint], 0, 1);
    Assert.AreEqual(Int64(1), FSeries.TotalCount, 'TotalCount should be 1 after single add');

    // Test bulk add
    SetLength(newData, 10);
    for i := 0 to High(newData) do
        newData[i] := TDataPoint<TAskBidItem>.Create(Now + 1 + i, TAskBidItem.Create(i, i));

    FSeries := FSeries.Add(newData, 0, Length(newData));
    Assert.AreEqual(Int64(11), FSeries.TotalCount, 'TotalCount should be 11 after bulk add');
end;

procedure TTestDataSeries.TestTotalCountIgnoresTrimming;
begin
    // Create series with a lookback that will cause trimming
    SetupSeriesWithData(20, 10);

    // The visible count is capped by MaxLookback
    Assert.AreEqual(Int64(10), FSeries.Count, 'Count should be capped by MaxLookback');
    // The total count should reflect all items that were ever added
    Assert.AreEqual(Int64(20), FSeries.TotalCount, 'TotalCount must not be affected by trimming');
end;

procedure TTestDataSeries.TestTotalCountResetsOnRecreate;
begin
    SetupSeriesWithData(15);
    Assert.IsTrue(FSeries.TotalCount > 0, 'Pre-condition: TotalCount should be greater than 0');

    // Re-create the series to clear it
    FSeries := TDataSeries<TAskBidItem>.CreateDataSeries(0);

    Assert.AreEqual(Int64(0), FSeries.TotalCount, 'TotalCount should be 0 after re-creation');
    Assert.AreEqual(Int64(0), FSeries.Count, 'Count should be 0 after re-creation');
end;

//--------------------------------------------------------------------------------------------------
// Tests for IndexOf
//--------------------------------------------------------------------------------------------------

procedure TTestDataSeries.TestIndexOfExistingTimeStamp;
var
    ATimeStamp: TDateTime;
    expectedIndex: Int64;
begin
    SetupSeriesWithData;
    ATimeStamp := EncodeDate(2020, 7, 7) + 9; // Newest item
    expectedIndex := 0;

    Assert.AreEqual(expectedIndex, FSeries.IndexOf(ATimeStamp), 'IndexOf for the newest existing item timestamp should return 0');
end;

procedure TTestDataSeries.TestIndexOfNonExistingBetween;
var
    ATimeStamp: TDateTime;
    expectedIndex: Int64;
begin
    SetupSeriesWithData;
    // Time is between item 8 (2020-07-15) and 9 (2020-07-16)
    ATimeStamp := EncodeDate(2020, 7, 15) + 0.5;
    // Should return the index of the preceding item, which is the one at 2020-07-15.
    // Its logical index is 1 (0 is newest at 2020-07-16)
    expectedIndex := Int64(1);

    Assert.AreEqual(
        expectedIndex,
        FSeries.IndexOf(ATimeStamp),
        'IndexOf for a non-existing timestamp should return the index of the immediately preceding item'
    );
end;

procedure TTestDataSeries.TestIndexOfBeforeFirstItem;
var
    ATimeStamp: TDateTime;
    baseTime: TDateTime;
begin
    SetupSeriesWithData;
    baseTime := EncodeDate(2020, 7, 7);
    ATimeStamp := baseTime - 1; // A day before the oldest item

    Assert.AreEqual(Int64(-1), FSeries.IndexOf(ATimeStamp), 'IndexOf for a timestamp before the oldest item should return -1');
end;

procedure TTestDataSeries.TestIndexOfAfterLastItem;
var
    ATimeStamp: TDateTime;
    baseTime: TDateTime;
begin
    SetupSeriesWithData;
    baseTime := EncodeDate(2020, 7, 7);
    ATimeStamp := baseTime + 10; // A day after the newest item

    Assert.AreEqual(
        Int64(0),
        FSeries.IndexOf(ATimeStamp),
        'IndexOf for a timestamp after the newest item should return the index of the newest item'
    );
end;

procedure TTestDataSeries.TestIndexOfExactOldestItem;
var
    ATimeStamp: TDateTime;
begin
    SetupSeriesWithData;
    ATimeStamp := EncodeDate(2020, 7, 7);

    Assert.AreEqual(Int64(9), FSeries.IndexOf(ATimeStamp), 'IndexOf for the exact oldest timestamp should return the last index');
end;

procedure TTestDataSeries.TestIndexOfExactNewestItem;
var
    ATimeStamp: TDateTime;
begin
    SetupSeriesWithData;
    ATimeStamp := EncodeDate(2020, 7, 16);

    Assert.AreEqual(Int64(0), FSeries.IndexOf(ATimeStamp), 'IndexOf for the exact newest timestamp should return index 0');
end;

procedure TTestDataSeries.TestIndexOfEmptySeries;
begin
    // Use default setup with no data
    Assert.AreEqual(Int64(0), FSeries.Count);
    Assert.AreEqual(Int64(-1), FSeries.IndexOf(Now), 'IndexOf on empty series should return -1');
end;

procedure TTestDataSeries.TestIndexOfSingleItemSeries;
var
    DataPoint: TDataPoint<TAskBidItem>;
    testTime: TDateTime;
begin
    // Use default setup, but add one item
    testTime := EncodeDate(2025, 1, 1);
    DataPoint := TDataPoint<TAskBidItem>.Create(testTime, TAskBidItem.Create(1.0, 2.0));
    FSeries := FSeries.Add([DataPoint], 0, 1);

    Assert.AreEqual(Int64(1), FSeries.Count);
    Assert.AreEqual(Int64(0), FSeries.IndexOf(testTime), 'IndexOf for exact single item should be 0');
    Assert.AreEqual(Int64(0), FSeries.IndexOf(testTime + 0.5), 'IndexOf for time after single item should be 0');
    Assert.AreEqual(Int64(-1), FSeries.IndexOf(testTime - 1), 'IndexOf for time before single item should be -1');
end;

procedure TTestDataSeries.TestIndexOfRespectsMaxLookback;
var
    baseTime, searchTime: TDateTime;
begin
    SetupSeriesWithData(500, 400); // Items from baseTime+0 to baseTime+499
    baseTime := EncodeDate(2020, 7, 7);

    Assert.AreEqual(Int64(400), FSeries.Count, 'Pre-condition: Count must be 400');

    // The oldest *physically present* item has a timestamp of baseTime+0.
    // This item is outside the MaxLookback range.
    // IndexOf must not find it.
    searchTime := baseTime; // Time of oldest physical item.
    Assert.AreEqual(Int64(-1), FSeries.IndexOf(searchTime), 'IndexOf should not find items outside the MaxLookback range');

    // The oldest *logically valid* item is at index 399.
    // This item corresponds to the 100th item added (i=100), since 500-400=100 items are trimmed from the start.
    // Its timestamp is baseTime + 100.
    searchTime := baseTime + 100;
    Assert.AreEqual(Int64(399), FSeries.IndexOf(searchTime), 'IndexOf should find the oldest valid item at the edge of MaxLookback');
end;

procedure TTestDataSeries.TestIndexOfWithTrimmedData;
var
    baseTime, searchTime: TDateTime;
begin
    SetupSeriesWithData(500, 400); // Oldest visible item has time baseTime+100
    baseTime := EncodeDate(2020, 7, 7);

    // Search for an exact timestamp that was trimmed
    searchTime := baseTime + 50; // Added, but now outside the lookback window
    Assert.AreEqual(Int64(-1), FSeries.IndexOf(searchTime), 'IndexOf should not find an exact timestamp that has been trimmed');

    // Search for a non-exact timestamp in the trimmed range
    searchTime := baseTime + 99.5; // This would resolve to item 99, which is trimmed.
    Assert.AreEqual(Int64(-1), FSeries.IndexOf(searchTime), 'IndexOf should return -1 when the preceding item is trimmed');

    // Search for a non-exact timestamp that should resolve to the oldest visible item
    searchTime := baseTime + 100.5; // This should resolve to item 100 (logical index 399)
    Assert.AreEqual(
        Int64(399),
        FSeries.IndexOf(searchTime),
        'IndexOf should find the oldest visible item when searching just after its timestamp'
    );
end;

//--------------------------------------------------------------------------------------------------
// Tests for Copy (Immutability)
//--------------------------------------------------------------------------------------------------

procedure TTestDataSeries.TestCopyHasSameContent;
var
    copy: TDataSeries<TAskBidItem>;
    i: Integer;
begin
    SetupSeriesWithData(15);

    copy := FSeries;

    Assert.AreEqual(FSeries.Count, copy.Count, 'Copy must have the same count as the original');
    Assert.AreEqual(FSeries.TotalCount, copy.TotalCount, 'Copy must have the same total count as the original');

    for i := 0 to FSeries.Count - 1 do
    begin
        Assert.AreEqual(FSeries[i].Time, copy[i].Time, 'Copied item timestamp must match original');
        Assert.AreEqual(FSeries[i].Data.Ask, copy[i].Data.Ask, 'Copied item data must match original');
    end;
end;

procedure TTestDataSeries.TestCopyIsImmutableAfterOriginalChanges;
var
    copy: TDataSeries<TAskBidItem>;
    originalCount, originalTotalCount: Int64;
    newPoint: TDataPoint<TAskBidItem>;
    lastTime: TDateTime;
begin
    SetupSeriesWithData(10, 11);

    // Create the copy
    copy := FSeries;
    originalCount := copy.Count;
    originalTotalCount := copy.TotalCount;

    // Modify the original series by creating a new one
    lastTime := FSeries[0].Time;
    newPoint := TDataPoint<TAskBidItem>.Create(lastTime + 1, TAskBidItem.Create(99, 99.1));
    FSeries := FSeries.Add([newPoint], 0, 1);

    Assert.AreEqual(Int64(11), FSeries.Count, 'Original series count should have increased');

    // Verify the copy remains unchanged
    Assert.AreEqual(originalCount, copy.Count, 'Copy count must not change after original is modified');
    Assert.AreEqual(originalTotalCount, copy.TotalCount, 'Copy total count must not change after original is modified');
    Assert.AreNotEqual(FSeries[0].Time, copy[0].Time, 'Newest item in copy should not be the new item from original');
end;

procedure TTestDataSeries.TestCopyRespectsMaxLookback;
var
    copy: TDataSeries<TAskBidItem>;
    newPoint: TDataPoint<TAskBidItem>;
    lastTime: TDateTime;
begin
    SetupSeriesWithData(20, 15); // 20 items total, but series count is capped at 15

    Assert.AreEqual(Int64(15), FSeries.Count, 'Pre-condition: Series count should be capped by MaxLookback');
    Assert.AreEqual(Int64(20), FSeries.TotalCount, 'Pre-condition: Series total count should be 20');

    copy := FSeries;

    // Verify the copy reflects the MaxLookback state
    Assert.AreEqual(Int64(15), copy.Count, 'Copy count should be the MaxLookback value of the original');
    Assert.AreEqual(Int64(20), copy.TotalCount, 'Copy total count should be the total items added to the original');

    // Modify original
    lastTime := FSeries[0].Time;
    newPoint := TDataPoint<TAskBidItem>.Create(lastTime + 1, TAskBidItem.Create(99, 99.1));
    FSeries := FSeries.Add([newPoint], 0, 1);

    // Verify the copy is still unchanged
    Assert.AreEqual(Int64(15), copy.Count, 'Copy count must remain unchanged after original is modified');
    Assert.AreEqual(Int64(20), copy.TotalCount, 'Copy total count must remain unchanged after original is modified');
end;

//--------------------------------------------------------------------------------------------------
// Tests for Lookback
//--------------------------------------------------------------------------------------------------

procedure TTestDataSeries.TestCountIsCappedByMaxLookback_NoTrim;
begin
    SetupSeriesWithData(500, 400); // Less than one chunk

    // The public Count must now be the MaxLookback value, even though
    // no chunk was freed and FCount is still 500 internally.
    Assert.AreEqual(Int64(400), FSeries.Count, 'Public count should be capped by MaxLookback even if no chunk is freed');
end;

procedure TTestDataSeries.TestCountIsCappedByMaxLookback_WithTrim;
const
    ITEMS_TO_ADD = 2000;
    LOOKBACK_LIMIT = 900;
begin
    SetupSeriesWithData(ITEMS_TO_ADD, LOOKBACK_LIMIT);

    // Internally, the item count will be trimmed.
    // The public Count should be capped at the lookback limit.
    Assert.AreEqual(Int64(LOOKBACK_LIMIT), FSeries.Count, 'Public count should be capped by MaxLookback after trimming');
end;

procedure TTestDataSeries.TestLoopIsSafeWithMaxLookback;
var
    dummy: TDataPoint<TAskBidItem>;
begin
    SetupSeriesWithData(500, 400);
    Assert.AreEqual(Int64(400), FSeries.Count, 'Pre-condition: Count must be capped at 400');

    // This test proves that a standard loop based on the public Count is safe
    // and will not access an invalid index.
    Assert.WillNotRaise(
        procedure
        begin
            for var i := 0 to FSeries.Count - 1 do
            begin
                dummy := FSeries[i];
            end;
        end,
        EAssertionFailed, // Using EAssertionFailed here to catch potential internal range checks
        'Looping up to the public Count should not raise an exception'
    );

    // Also test the assert when going one item beyond the public count
    Assert.WillRaise(
        procedure begin dummy := FSeries[400]; end,
        EAssertionFailed,
        'Accessing index at the limit of MaxLookback should raise an exception'
    );
end;

procedure TTestDataSeries.TestDataAndTimePropertiesRespectLookback;
var
    baseTime: TDateTime;
    expectedOldestTime: TDateTime;
    expectedOldestAsk: Double;
    expectedNewestTime: TDateTime;
    expectedNewestAsk: Double;
begin
    SetupSeriesWithData(20, 15); // Add 20 items, lookback 15.
    // Visible items are those originally at index 5 through 19.
    baseTime := EncodeDate(2020, 7, 7);

    // Newest item in series is from i=19. Time = baseTime + 19. Logical index = 0.
    expectedNewestTime := baseTime + 19;
    expectedNewestAsk := 19.0;
    // Oldest visible item is from i=5. Time = baseTime + 5. Logical index = 14.
    expectedOldestTime := baseTime + 5;
    expectedOldestAsk := 5.0;

    Assert.AreEqual(Int64(15), FSeries.Count, 'Pre-condition: Count must be 15');

    // Check Data and Time properties at the boundaries
    Assert.AreEqual(expectedNewestTime, FSeries.Time[0], 'Time[0] should be the newest visible item''s time');
    Assert.AreEqual(expectedNewestAsk, FSeries.Data[0].Ask, 'Data[0] should be the newest visible item''s data');

    Assert.AreEqual(expectedOldestTime, FSeries.Time[14], 'Time[Count-1] should be the oldest visible item''s time');
    Assert.AreEqual(expectedOldestAsk, FSeries.Data[14].Ask, 'Data[Count-1] should be the oldest visible item''s data');

    // Check access will fail beyond the lookback-limited count
    Assert.WillRaise(
        procedure begin var dummy := FSeries.Data[15]; end,
        EAssertionFailed,
        'Accessing Data property beyond public count should fail'
    );
    Assert.WillRaise(
        procedure begin var dummy := FSeries.Time[15]; end,
        EAssertionFailed,
        'Accessing Time property beyond public count should fail'
    );
end;

procedure TTestDataSeries.TestLookbackZero;
var
    DataPoint: TDataPoint<TAskBidItem>;
begin
    FSeries := TDataSeries<TAskBidItem>.CreateDataSeries(0);
    Assert.AreEqual(Int64(0), FSeries.Lookback, 'Lookback should be 0');
    Assert.AreEqual(Int64(0), FSeries.Count, 'Count on new series should be 0');
    Assert.AreEqual(Int64(0), FSeries.TotalCount, 'TotalCount on new series should be 0');

    // Add an item
    DataPoint := TDataPoint<TAskBidItem>.Create(Now, TAskBidItem.Create(1, 1.1));
    FSeries := FSeries.Add([DataPoint], 0, 1);

    // Count should still be 0, but TotalCount should be 1
    Assert.AreEqual(Int64(0), FSeries.Count, 'Count must remain 0 when Lookback is 0');
    Assert.AreEqual(Int64(1), FSeries.TotalCount, 'TotalCount should increment even with Lookback 0');

    // Accessing any item should fail
    Assert.WillRaise(
        procedure begin var dummy := FSeries[0]; end,
        EAssertionFailed,
        'Accessing item[0] on a series with Lookback=0 should raise an error'
    );

    // IndexOf should also find nothing
    Assert.AreEqual(Int64(-1), FSeries.IndexOf(Now), 'IndexOf on a series with Lookback=0 should return -1');
end;

procedure TTestDataSeries.TestLookbackOne;
var
    DataPoint1, DataPoint2, DataPoint3: TDataPoint<TAskBidItem>;
    time1, time2, time3: TDateTime;
begin
    FSeries := TDataSeries<TAskBidItem>.CreateDataSeries(1);
    Assert.AreEqual(Int64(1), FSeries.Lookback, 'Lookback should be 1');

    // Add first item
    time1 := Now;
    DataPoint1 := TDataPoint<TAskBidItem>.Create(time1, TAskBidItem.Create(1, 1.1));
    FSeries := FSeries.Add([DataPoint1], 0, 1);
    Assert.AreEqual(Int64(1), FSeries.Count, 'Count should be 1 after one add');
    Assert.AreEqual(Int64(1), FSeries.TotalCount, 'TotalCount should be 1');
    Assert.AreEqual(time1, FSeries[0].Time, 'The first item should be at index 0');

    // Add second item
    time2 := time1 + EncodeTime(0, 0, 1, 0);
    DataPoint2 := TDataPoint<TAskBidItem>.Create(time2, TAskBidItem.Create(2, 2.1));
    FSeries := FSeries.Add([DataPoint2], 0, 1);
    Assert.AreEqual(Int64(1), FSeries.Count, 'Count must be capped at 1');
    Assert.AreEqual(Int64(2), FSeries.TotalCount, 'TotalCount should be 2');
    Assert.AreEqual(time2, FSeries[0].Time, 'The newest item should now be at index 0');

    // Add third item
    time3 := time2 + EncodeTime(0, 0, 1, 0);
    DataPoint3 := TDataPoint<TAskBidItem>.Create(time3, TAskBidItem.Create(3, 3.1));
    FSeries := FSeries.Add([DataPoint3], 0, 1);
    Assert.AreEqual(Int64(1), FSeries.Count, 'Count must still be capped at 1');
    Assert.AreEqual(Int64(3), FSeries.TotalCount, 'TotalCount should be 3');
    Assert.AreEqual(time3, FSeries[0].Time, 'The third item should now be at index 0');

    // Accessing index 1 should fail
    Assert.WillRaise(
        procedure begin var dummy := FSeries[1]; end,
        EAssertionFailed,
        'Accessing item[1] on a series with Lookback=1 should raise an error'
    );
end;

initialization
    TDUnitX.RegisterTestFixture(TTestDataSeries);
end.