gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-19 11:08:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'dev' into main

Browse Source
This commit is contained in:
Miha Kralj
2026-03-16 12:46:19 -07:00
parent 20997fd332 6f0a339c9b
commit 03fb54b7c8
131 changed files with 1582 additions and 1583 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/oscillators/_index.md
+1 -1
View File
@@ -19,7 +19,7 @@ Oscillators fluctuate above and below a centerline or within bounded ranges. Use
| [DEM](dem/Dem.md) | DeMarker Oscillator | Bounded 0-1 oscillator comparing sequential highs and lows. |
| [DOSC](dosc/Dosc.md) | Derivative Oscillator | Double-smoothed RSI minus signal line. Momentum acceleration. |
| [DPO](dpo/Dpo.md) | Detrended Price Oscillator | Removes trend via displaced SMA. Reveals cycles. |
| [DYMOI](dymoi/Dymoi.md) | Dynamic Momentum Index | RSI with volatility-adaptive period. Shorter in volatile markets. |
| [DYMI](dymi/Dymi.md) | Dynamic Momentum Index | RSI with volatility-adaptive period. Shorter in volatile markets. |
| [ER](er/Er.md) | Efficiency Ratio | Measures directional efficiency. Net movement / total path length. |
| [ERI](eri/Eri.md) | Elder Ray Index | Separates bull and bear power relative to EMA. |
| [FI](fi/Fi.md) | Force Index | Combines price change, direction, and volume to measure buying/selling power. |
lib/oscillators/dymoi/Dymoi.Quantower.cs → lib/oscillators/dymi/Dymi.Quantower.cs
+10 -10
View File
@@ -5,7 +5,7 @@ using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class DymoiIndicator : Indicator, IWatchlistIndicator
public sealed class DymiIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Base RSI Period", sortIndex: 1, 2, 500, 1, 0)]
public int BasePeriod { get; set; } = 14;
@@ -28,33 +28,33 @@ public sealed class DymoiIndicator : Indicator, IWatchlistIndicator
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Dymoi _dymoi = null!;
private Dymi _dymi = null!;
private readonly LineSeries _series;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName =>
$"DYMOI ({BasePeriod},{ShortPeriod},{LongPeriod},{MinPeriod},{MaxPeriod})";
$"DYMI ({BasePeriod},{ShortPeriod},{LongPeriod},{MinPeriod},{MaxPeriod})";
public override string SourceCodeLink =>
"https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/dymoi/Dymoi.Quantower.cs";
"https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/dymi/Dymi.Quantower.cs";
public DymoiIndicator()
public DymiIndicator()
{
OnBackGround = true;
SeparateWindow = true;
Name = "DYMOI - Dynamic Momentum Index";
Name = "DYMI - Dynamic Momentum Index";
Description = "Volatility-adaptive RSI by Chande & Kroll: period shortens in volatile markets, lengthens in quiet ones.";
_series = new LineSeries("DYMOI", Color.Yellow, 2, LineStyle.Solid);
_series = new LineSeries("DYMI", Color.Yellow, 2, LineStyle.Solid);
AddLineSeries(_series);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_dymoi = new Dymoi(BasePeriod, ShortPeriod, LongPeriod, MinPeriod, MaxPeriod);
_dymi = new Dymi(BasePeriod, ShortPeriod, LongPeriod, MinPeriod, MaxPeriod);
base.OnInit();
}
@@ -66,9 +66,9 @@ public sealed class DymoiIndicator : Indicator, IWatchlistIndicator
double price = priceSelector(item);
TValue input = new(item.TimeLeft, price);
TValue result = _dymoi.Update(input, args.IsNewBar());
TValue result = _dymi.Update(input, args.IsNewBar());
if (!_dymoi.IsHot && !ShowColdValues)
if (!_dymi.IsHot && !ShowColdValues)
{
return;
}
lib/oscillators/dymoi/Dymoi.cs → lib/oscillators/dymi/Dymi.cs
+19 -19
View File
@@ -4,7 +4,7 @@ using System.Runtime.InteropServices;
namespace QuanTAlib;
/// <summary>
/// DYMOI: Dynamic Momentum Index
/// DYMI: Dynamic Momentum Index
/// </summary>
/// <remarks>
/// Volatility-adaptive RSI by Tushar Chande and Stanley Kroll (1994).
@@ -18,10 +18,10 @@ namespace QuanTAlib;
///
/// References:
/// Chande, T. &amp; Kroll, S. (1994). The New Technical Trader.
/// PineScript reference: dymoi.pine
/// PineScript reference: dymi.pine
/// </remarks>
[SkipLocalsInit]
public sealed class Dymoi : AbstractBase
public sealed class Dymi : AbstractBase
{
private readonly int _basePeriod;
private readonly int _shortPeriod;
@@ -57,14 +57,14 @@ public sealed class Dymoi : AbstractBase
private State _s, _ps;
/// <summary>
/// Creates DYMOI with specified parameters.
/// Creates DYMI with specified parameters.
/// </summary>
/// <param name="basePeriod">Base RSI period (must be &gt;= 2)</param>
/// <param name="shortPeriod">Short StdDev window (must be &gt;= 2)</param>
/// <param name="longPeriod">Long StdDev window (must be &gt;= 2 and &gt; shortPeriod)</param>
/// <param name="minPeriod">Minimum dynamic period (must be &gt;= 2)</param>
/// <param name="maxPeriod">Maximum dynamic period (must be &gt;= minPeriod)</param>
public Dymoi(int basePeriod = 14, int shortPeriod = 5, int longPeriod = 10,
public Dymi(int basePeriod = 14, int shortPeriod = 5, int longPeriod = 10,
int minPeriod = 3, int maxPeriod = 30)
{
if (basePeriod < 2)
@@ -106,14 +106,14 @@ public sealed class Dymoi : AbstractBase
_s = new State(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1.0, true, double.NaN, double.NaN);
_ps = _s;
Name = $"Dymoi({basePeriod},{shortPeriod},{longPeriod},{minPeriod},{maxPeriod})";
Name = $"Dymi({basePeriod},{shortPeriod},{longPeriod},{minPeriod},{maxPeriod})";
WarmupPeriod = longPeriod + maxPeriod;
}
/// <summary>
/// Creates DYMOI with event-based source chaining.
/// Creates DYMI with event-based source chaining.
/// </summary>
public Dymoi(ITValuePublisher source, int basePeriod = 14, int shortPeriod = 5,
public Dymi(ITValuePublisher source, int basePeriod = 14, int shortPeriod = 5,
int longPeriod = 10, int minPeriod = 3, int maxPeriod = 30)
: this(basePeriod, shortPeriod, longPeriod, minPeriod, maxPeriod)
{
@@ -234,7 +234,7 @@ public sealed class Dymoi : AbstractBase
}
// ── Stage 3: Wilder RMA RSI with adaptive alpha ──
double dymoi = 50.0;
double dymi = 50.0;
if (!double.IsNaN(s.PrevClose))
{
double alpha = 1.0 / dynPeriod;
@@ -253,7 +253,7 @@ public sealed class Dymoi : AbstractBase
double aG = s.AvgGain * c;
double aL = s.AvgLoss * c;
double total = aG + aL;
dymoi = total != 0.0 ? 100.0 * aG / total : 50.0;
dymi = total != 0.0 ? 100.0 * aG / total : 50.0;
if (s.E <= 1e-10)
{
s.Warmup = false;
@@ -262,15 +262,15 @@ public sealed class Dymoi : AbstractBase
else
{
double total = s.AvgGain + s.AvgLoss;
dymoi = total != 0.0 ? 100.0 * s.AvgGain / total : 50.0;
dymi = total != 0.0 ? 100.0 * s.AvgGain / total : 50.0;
}
}
s.PrevClose = value;
_s = s;
dymoi = Math.Max(0.0, Math.Min(100.0, dymoi));
Last = new TValue(input.Time, dymoi);
dymi = Math.Max(0.0, Math.Min(100.0, dymi));
Last = new TValue(input.Time, dymi);
PubEvent(Last, isNew);
return Last;
}
@@ -322,8 +322,8 @@ public sealed class Dymoi : AbstractBase
public static TSeries Batch(TSeries source, int basePeriod = 14, int shortPeriod = 5,
int longPeriod = 10, int minPeriod = 3, int maxPeriod = 30)
{
var dymoi = new Dymoi(basePeriod, shortPeriod, longPeriod, minPeriod, maxPeriod);
return dymoi.Update(source);
var dymi = new Dymi(basePeriod, shortPeriod, longPeriod, minPeriod, maxPeriod);
return dymi.Update(source);
}
/// <summary>
@@ -480,7 +480,7 @@ public sealed class Dymoi : AbstractBase
}
// Wilder RMA RSI
double dymoi = 50.0;
double dymi = 50.0;
if (!double.IsNaN(prevClose))
{
double alpha = 1.0 / dynPeriod;
@@ -499,7 +499,7 @@ public sealed class Dymoi : AbstractBase
double aG = avgGain * c;
double aL = avgLoss * c;
double total = aG + aL;
dymoi = total != 0.0 ? 100.0 * aG / total : 50.0;
dymi = total != 0.0 ? 100.0 * aG / total : 50.0;
if (e <= 1e-10)
{
warmup = false;
@@ -508,12 +508,12 @@ public sealed class Dymoi : AbstractBase
else
{
double total = avgGain + avgLoss;
dymoi = total != 0.0 ? 100.0 * avgGain / total : 50.0;
dymi = total != 0.0 ? 100.0 * avgGain / total : 50.0;
}
}
prevClose = val;
output[i] = Math.Max(0.0, Math.Min(100.0, dymoi));
output[i] = Math.Max(0.0, Math.Min(100.0, dymi));
}
}
finally
lib/oscillators/dymoi/Dymoi.md → lib/oscillators/dymi/dymi.md
+13 -13
View File
@@ -1,4 +1,4 @@
# DYMOI: Dynamic Momentum Index
# DYMI: Dynamic Momentum Index
> *The market is not a fixed-frequency oscillator. Why would you analyze it with one?*
@@ -7,20 +7,20 @@
| **Category** | Oscillator |
| **Inputs** | Source (close) |
| **Parameters** | `basePeriod` (default 14), `shortPeriod` (default 5), `longPeriod` (default 10), `minPeriod` (default 3), `maxPeriod` (default 30) |
| **Outputs** | Single series (Dymoi) |
| **Outputs** | Single series (Dymi) |
| **Output range** | Varies (see docs) |
| **Warmup** | 1 bar |
| **PineScript** | [dymoi.pine](dymoi.pine) |
| **PineScript** | [dymi.pine](dymi.pine) |
- DYMOI is a volatility-adaptive RSI: when recent price swings are large relative to longer-term swings, the RSI period shortens and the indicator be...
- DYMI is a volatility-adaptive RSI: when recent price swings are large relative to longer-term swings, the RSI period shortens and the indicator be...
- **Similar:** [RSI](../../momentum/rsi/Rsi.md), [Stoch](../stoch/Stoch.md) | **Complementary:** ATR | **Trading note:** Dynamic Momentum Index; RSI with variable lookback based on volatility. Faster in calm, slower in volatile markets.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
DYMOI is a volatility-adaptive RSI: when recent price swings are large relative to longer-term swings, the RSI period shortens and the indicator becomes more responsive; when price action tightens, the period extends and the output smooths. The result is an oscillator that self-adjusts its sensitivity to the market's current state, avoiding both the lag of long fixed-period RSIs in trending regimes and the noise of short-period RSIs in ranging ones.
DYMI is a volatility-adaptive RSI: when recent price swings are large relative to longer-term swings, the RSI period shortens and the indicator becomes more responsive; when price action tightens, the period extends and the output smooths. The result is an oscillator that self-adjusts its sensitivity to the market's current state, avoiding both the lag of long fixed-period RSIs in trending regimes and the noise of short-period RSIs in ranging ones.
## Historical Context
Tushar Chande and Stanley Kroll introduced DYMOI in *The New Technical Trader* (1994) as a practical answer to a genuine problem: the standard RSI's fixed period is a blunt instrument. A 14-bar RSI responds identically whether the market has been oscillating ±5% per day or ±0.2%. Chande and Kroll observed that a shorter period in high-volatility environments catches reversals earlier; a longer period in quiet conditions eliminates whipsaws.
Tushar Chande and Stanley Kroll introduced DYMI in *The New Technical Trader* (1994) as a practical answer to a genuine problem: the standard RSI's fixed period is a blunt instrument. A 14-bar RSI responds identically whether the market has been oscillating ±5% per day or ±0.2%. Chande and Kroll observed that a shorter period in high-volatility environments catches reversals earlier; a longer period in quiet conditions eliminates whipsaws.
The mechanism they chose was straightforward: compute the ratio of short-term to long-term price standard deviation. When this ratio exceeds 1, the market is more volatile than its recent baseline — shorten the period. When the ratio is below 1, lengthen it. The result gets clamped to a configurable `[minPeriod, maxPeriod]` range, and a standard Wilder RSI runs on the resulting dynamic period.
@@ -32,7 +32,7 @@ The indicator has no widely adopted C# open-source implementation, which is why
| :--- | :--- | :---: | :---: |
| RSI (Wilder) | None — fixed period | 0–100 | period+1 |
| CRSI (Connors) | Three-component composite, no period adaptation | 0–100 | rankPeriod+rsiPeriod |
| DYMOI (Chande/Kroll) | Dual StdDev ratio drives period selection | 0–100 | longPeriod+maxPeriod |
| DYMI (Chande/Kroll) | Dual StdDev ratio drives period selection | 0–100 | longPeriod+maxPeriod |
| LRSI (Ehlers Laguerre) | Cycle-adaptive Laguerre filter stages | 0–1 | 4 |
## Architecture & Physics
@@ -115,7 +115,7 @@ $$n_t = \operatorname{clamp}\!\left(\left\lfloor \frac{n_{\text{base}}}{V_t} + 0
$$\overline{G}_t = \alpha_t \cdot G_t + (1 - \alpha_t) \cdot \overline{G}_{t-1}$$
$$\text{DYMOI}_t = 100 \cdot \frac{\overline{G}_t}{\overline{G}_t + \overline{L}_t}$$
$$\text{DYMI}_t = 100 \cdot \frac{\overline{G}_t}{\overline{G}_t + \overline{L}_t}$$
### Degenerate Cases
@@ -131,7 +131,7 @@ $$\text{DYMOI}_t = 100 \cdot \frac{\overline{G}_t}{\overline{G}_t + \overline{L}
### Operation Count (Streaming Mode)
DYMOI computes a dynamic momentum oscillator using an EMA-smoothed velocity + acceleration blend.
DYMI computes a dynamic momentum oscillator using an EMA-smoothed velocity + acceleration blend.
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
@@ -181,7 +181,7 @@ SIMD is not applicable to the streaming `Update` path because the period changes
## Validation
No external C# library (Skender, TA-Lib, Tulip, Ooples) implements DYMOI. Validation is self-consistency only.
No external C# library (Skender, TA-Lib, Tulip, Ooples) implements DYMI. Validation is self-consistency only.
| Test | Method | Tolerance | Result |
| :--- | :--- | :---: | :--- |
@@ -193,7 +193,7 @@ No external C# library (Skender, TA-Lib, Tulip, Ooples) implements DYMOI. Valida
| Fixed period identity | minPeriod=maxPeriod=basePeriod | 1e-9 | Pass |
| Determinism | Two identical GBM seeds | 1e-10 | Pass |
**Mathematical identity test:** When `minPeriod == maxPeriod == basePeriod`, the dynamic period is always fixed at `basePeriod` regardless of the volatility ratio. Under this constraint, DYMOI produces output numerically identical to `Rsi(basePeriod)` (verified at tolerance 1e-9).
**Mathematical identity test:** When `minPeriod == maxPeriod == basePeriod`, the dynamic period is always fixed at `basePeriod` regardless of the volatility ratio. Under this constraint, DYMI produces output numerically identical to `Rsi(basePeriod)` (verified at tolerance 1e-9).
## Common Pitfalls
@@ -201,9 +201,9 @@ No external C# library (Skender, TA-Lib, Tulip, Ooples) implements DYMOI. Valida
2. **Zero-variance series (flat price)**: When `σ_long = 0`, the ratio is undefined; the implementation defaults to `V = 1` → `n_dyn = n_base`. This is correct — a flat series should produce neutral RSI(=50) at the base period rate, not a degenerate output.
3. **Warmup period misinterpretation**: `WarmupPeriod = longPeriod + maxPeriod`. The dominant warmup is the Wilder RMA, which takes `maxPeriod` bars to settle after the long StdDev window fills. Using DYMOI output before `IsHot = true` will produce compensated but less accurate values.
3. **Warmup period misinterpretation**: `WarmupPeriod = longPeriod + maxPeriod`. The dominant warmup is the Wilder RMA, which takes `maxPeriod` bars to settle after the long StdDev window fills. Using DYMI output before `IsHot = true` will produce compensated but less accurate values.
4. **Period clamp masking pathology**: If `minPeriod` and `maxPeriod` are very close (e.g., both 14), the adaptive behavior is effectively disabled and DYMOI degenerates to standard RSI. This is a valid use case but should be intentional.
4. **Period clamp masking pathology**: If `minPeriod` and `maxPeriod` are very close (e.g., both 14), the adaptive behavior is effectively disabled and DYMI degenerates to standard RSI. This is a valid use case but should be intentional.
5. **Floating-point drift in running sums**: The O(1) variance formula $E[x^2] - E[x]^2$ is numerically unstable for large values or large windows — specifically, catastrophic cancellation can occur. For price data in the range [0.01, 100000] and periods ≤ 100, drift is negligible in practice. For exotic inputs, a periodic full-recalculation reset (every N steps) would be appropriate; the current implementation does not perform this.
lib/oscillators/dymoi/dymoi.pine → lib/oscillators/dymi/dymi.pine
+6 -6
View File
@@ -1,7 +1,7 @@
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Dynamic Momentum Index (DYMOI)", "DYMOI", overlay=false)
indicator("Dynamic Momentum Index (DYMI)", "DYMI", overlay=false)
//@description Dynamic Momentum Index by Tushar Chande and Stanley Kroll (1994).
// A three-stage pipeline that produces a volatility-adaptive RSI:
@@ -89,11 +89,11 @@ rsi_wilder(series float source, series int dynPeriod) =>
//@param longPeriod Long StdDev window (default 10)
//@param minPeriod Minimum dynamic period (default 3)
//@param maxPeriod Maximum dynamic period (default 30)
//@returns DYMOI value in [0, 100]
//@returns DYMI value in [0, 100]
//@optimized Uses circular buffers for O(1) StdDev; adaptive Wilder RMA for RSI
dymoi(series float source, simple int basePeriod, simple int shortPeriod, simple int longPeriod, simple int minPeriod, simple int maxPeriod) =>
dymi(series float source, simple int basePeriod, simple int shortPeriod, simple int longPeriod, simple int minPeriod, simple int maxPeriod) =>
if basePeriod < 2 or shortPeriod < 2 or longPeriod <= shortPeriod or minPeriod < 2 or maxPeriod < minPeriod
runtime.error("Invalid DYMOI parameters")
runtime.error("Invalid DYMI parameters")
// Stage 1: dual StdDev volatility ratio
float sdShort = stddev_circ(source, shortPeriod)
@@ -118,9 +118,9 @@ i_minPeriod = input.int(3, "Min Period", minval=2, maxval=500)
i_maxPeriod = input.int(30, "Max Period", minval=2, maxval=500)
i_source = input.source(close, "Source")
dymoi_val = dymoi(i_source, i_basePeriod, i_shortPeriod, i_longPeriod, i_minPeriod, i_maxPeriod)
dymi_val = dymi(i_source, i_basePeriod, i_shortPeriod, i_longPeriod, i_minPeriod, i_maxPeriod)
plot(dymoi_val, "DYMOI", color=color.yellow, linewidth=2)
plot(dymi_val, "DYMI", color=color.yellow, linewidth=2)
hline(70, "Overbought", color=color.gray, linestyle=hline.style_dotted)
hline(50, "Midline", color=color.gray, linestyle=hline.style_dotted)
hline(30, "Oversold", color=color.gray, linestyle=hline.style_dotted)
lib/oscillators/dymoi/tests/Dymoi.Quantower.Tests.cs → lib/oscillators/dymi/tests/Dymi.Quantower.Tests.cs
+22 -22
View File
@@ -3,12 +3,12 @@ using QuanTAlib;
namespace QuanTAlib.Tests;
public sealed class DymoiIndicatorTests
public sealed class DymiIndicatorTests
{
[Fact]
public void DymoiIndicator_Constructor_SetsDefaults()
public void DymiIndicator_Constructor_SetsDefaults()
{
var indicator = new DymoiIndicator();
var indicator = new DymiIndicator();
Assert.Equal(14, indicator.BasePeriod);
Assert.Equal(5, indicator.ShortPeriod);
@@ -17,25 +17,25 @@ public sealed class DymoiIndicatorTests
Assert.Equal(30, indicator.MaxPeriod);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("DYMOI - Dynamic Momentum Index", indicator.Name);
Assert.Equal("DYMI - Dynamic Momentum Index", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void DymoiIndicator_MinHistoryDepths_EqualsZero()
public void DymiIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new DymoiIndicator();
var indicator = new DymiIndicator();
Assert.Equal(0, DymoiIndicator.MinHistoryDepths);
Assert.Equal(0, DymiIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void DymoiIndicator_ShortName_IncludesParameters()
public void DymiIndicator_ShortName_IncludesParameters()
{
var indicator = new DymoiIndicator
var indicator = new DymiIndicator
{
BasePeriod = 10,
ShortPeriod = 4,
@@ -45,7 +45,7 @@ public sealed class DymoiIndicatorTests
};
indicator.Initialize();
Assert.Contains("DYMOI", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("DYMI", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("4", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("8", indicator.ShortName, StringComparison.Ordinal);
@@ -53,18 +53,18 @@ public sealed class DymoiIndicatorTests
}
[Fact]
public void DymoiIndicator_SourceCodeLink_IsValid()
public void DymiIndicator_SourceCodeLink_IsValid()
{
var indicator = new DymoiIndicator();
var indicator = new DymiIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Dymoi.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Dymi.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void DymoiIndicator_Initialize_CreatesLineSeries()
public void DymiIndicator_Initialize_CreatesLineSeries()
{
var indicator = new DymoiIndicator
var indicator = new DymiIndicator
{
BasePeriod = 14,
ShortPeriod = 5,
@@ -79,9 +79,9 @@ public sealed class DymoiIndicatorTests
}
[Fact]
public void DymoiIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
public void DymiIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new DymoiIndicator
var indicator = new DymiIndicator
{
BasePeriod = 14,
ShortPeriod = 5,
@@ -103,13 +103,13 @@ public sealed class DymoiIndicatorTests
double value = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(value));
Assert.True(value >= 0.0 && value <= 100.0, $"DYMOI={value} out of [0,100]");
Assert.True(value >= 0.0 && value <= 100.0, $"DYMI={value} out of [0,100]");
}
[Fact]
public void DymoiIndicator_ProcessUpdate_NewBar_ComputesValue()
public void DymiIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new DymoiIndicator
var indicator = new DymiIndicator
{
BasePeriod = 14,
ShortPeriod = 5,
@@ -135,11 +135,11 @@ public sealed class DymoiIndicatorTests
}
[Fact]
public void DymoiIndicator_DifferentSourceTypes_ComputeWithoutError()
public void DymiIndicator_DifferentSourceTypes_ComputeWithoutError()
{
foreach (var sourceType in new[] { SourceType.Close, SourceType.Open, SourceType.High, SourceType.Low })
{
var indicator = new DymoiIndicator
var indicator = new DymiIndicator
{
BasePeriod = 14,
ShortPeriod = 5,
lib/oscillators/dymoi/tests/Dymoi.Tests.cs → lib/oscillators/dymi/tests/Dymi.Tests.cs
+42 -42
View File
@@ -2,7 +2,7 @@ using Xunit;
namespace QuanTAlib.Tests;
public sealed class DymoiTests
public sealed class DymiTests
{
private const double Tolerance = 1e-10;
@@ -11,62 +11,62 @@ public sealed class DymoiTests
[Fact]
public void Constructor_BasePeriodOne_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Dymoi(basePeriod: 1));
var ex = Assert.Throws<ArgumentException>(() => new Dymi(basePeriod: 1));
Assert.Equal("basePeriod", ex.ParamName);
}
[Fact]
public void Constructor_ShortPeriodOne_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Dymoi(shortPeriod: 1));
var ex = Assert.Throws<ArgumentException>(() => new Dymi(shortPeriod: 1));
Assert.Equal("shortPeriod", ex.ParamName);
}
[Fact]
public void Constructor_LongPeriodEqualShortPeriod_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Dymoi(shortPeriod: 5, longPeriod: 5));
var ex = Assert.Throws<ArgumentException>(() => new Dymi(shortPeriod: 5, longPeriod: 5));
Assert.Equal("longPeriod", ex.ParamName);
}
[Fact]
public void Constructor_LongPeriodLessThanShortPeriod_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Dymoi(shortPeriod: 10, longPeriod: 5));
var ex = Assert.Throws<ArgumentException>(() => new Dymi(shortPeriod: 10, longPeriod: 5));
Assert.Equal("longPeriod", ex.ParamName);
}
[Fact]
public void Constructor_MinPeriodOne_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Dymoi(minPeriod: 1));
var ex = Assert.Throws<ArgumentException>(() => new Dymi(minPeriod: 1));
Assert.Equal("minPeriod", ex.ParamName);
}
[Fact]
public void Constructor_MaxPeriodLessThanMinPeriod_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Dymoi(minPeriod: 10, maxPeriod: 5));
var ex = Assert.Throws<ArgumentException>(() => new Dymi(minPeriod: 10, maxPeriod: 5));
Assert.Equal("maxPeriod", ex.ParamName);
}
[Fact]
public void Constructor_ValidDefaults_SetsProperties()
{
var d = new Dymoi();
var d = new Dymi();
Assert.Equal(14, d.BasePeriod);
Assert.Equal(5, d.ShortPeriod);
Assert.Equal(10, d.LongPeriod);
Assert.Equal(3, d.MinPeriod);
Assert.Equal(30, d.MaxPeriod);
Assert.Equal("Dymoi(14,5,10,3,30)", d.Name);
Assert.Equal("Dymi(14,5,10,3,30)", d.Name);
Assert.False(d.IsHot);
}
[Fact]
public void Constructor_CustomPeriods_SetsProperties()
{
var d = new Dymoi(basePeriod: 10, shortPeriod: 3, longPeriod: 7, minPeriod: 2, maxPeriod: 20);
var d = new Dymi(basePeriod: 10, shortPeriod: 3, longPeriod: 7, minPeriod: 2, maxPeriod: 20);
Assert.Equal(10, d.BasePeriod);
Assert.Equal(3, d.ShortPeriod);
Assert.Equal(7, d.LongPeriod);
@@ -79,7 +79,7 @@ public sealed class DymoiTests
{
var src = new double[] { 1, 2, 3 };
var out1 = new double[4];
var ex = Assert.Throws<ArgumentException>(() => Dymoi.Batch(src, out1));
var ex = Assert.Throws<ArgumentException>(() => Dymi.Batch(src, out1));
Assert.Equal("output", ex.ParamName);
}
@@ -88,7 +88,7 @@ public sealed class DymoiTests
{
var src = new double[] { 1, 2, 3 };
var out1 = new double[3];
var ex = Assert.Throws<ArgumentException>(() => Dymoi.Batch(src, out1, basePeriod: 1));
var ex = Assert.Throws<ArgumentException>(() => Dymi.Batch(src, out1, basePeriod: 1));
Assert.Equal("basePeriod", ex.ParamName);
}
@@ -97,7 +97,7 @@ public sealed class DymoiTests
{
var src = new double[] { 1, 2, 3 };
var out1 = new double[3];
var ex = Assert.Throws<ArgumentException>(() => Dymoi.Batch(src, out1, shortPeriod: 5, longPeriod: 5));
var ex = Assert.Throws<ArgumentException>(() => Dymi.Batch(src, out1, shortPeriod: 5, longPeriod: 5));
Assert.Equal("longPeriod", ex.ParamName);
}
@@ -106,7 +106,7 @@ public sealed class DymoiTests
{
var src = new double[] { 1, 2, 3 };
var out1 = new double[3];
var ex = Assert.Throws<ArgumentException>(() => Dymoi.Batch(src, out1, minPeriod: 5, maxPeriod: 3));
var ex = Assert.Throws<ArgumentException>(() => Dymi.Batch(src, out1, minPeriod: 5, maxPeriod: 3));
Assert.Equal("maxPeriod", ex.ParamName);
}
@@ -115,7 +115,7 @@ public sealed class DymoiTests
[Fact]
public void Update_ReturnsTValue()
{
var d = new Dymoi();
var d = new Dymi();
var result = d.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.IsType<TValue>(result);
}
@@ -123,29 +123,29 @@ public sealed class DymoiTests
[Fact]
public void Update_OutputInRange0To100()
{
var d = new Dymoi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var d = new Dymi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.3, seed: 42);
var bars = gbm.Fetch(300, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
foreach (var bar in bars.Close)
{
double v = d.Update(bar).Value;
Assert.True(v >= 0.0 && v <= 100.0, $"DYMOI={v} out of [0,100]");
Assert.True(v >= 0.0 && v <= 100.0, $"DYMI={v} out of [0,100]");
}
}
[Fact]
public void Update_NameIsAccessible()
{
var d = new Dymoi(14, 5, 10, 3, 30);
var d = new Dymi(14, 5, 10, 3, 30);
_ = d.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Equal("Dymoi(14,5,10,3,30)", d.Name);
Assert.Equal("Dymi(14,5,10,3,30)", d.Name);
}
[Fact]
public void Update_LastIsAccessible()
{
var d = new Dymoi();
var d = new Dymi();
var t = new TValue(DateTime.UtcNow, 100.0);
var result = d.Update(t);
Assert.Equal(result, d.Last);
@@ -156,7 +156,7 @@ public sealed class DymoiTests
[Fact]
public void Update_IsNewTrue_AdvancesState()
{
var d = new Dymoi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var d = new Dymi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var t = DateTime.UtcNow;
d.Update(new TValue(t, 100.0), isNew: true);
var v1 = d.Last;
@@ -169,7 +169,7 @@ public sealed class DymoiTests
[Fact]
public void Update_IsNewFalse_RollsBack()
{
var d = new Dymoi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var d = new Dymi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
double[] prices = [100, 102, 104, 103, 105, 107, 106, 108, 110, 109, 111, 113];
var t = DateTime.UtcNow;
for (int i = 0; i < prices.Length; i++)
@@ -191,7 +191,7 @@ public sealed class DymoiTests
[Fact]
public void Update_IterativeCorrections_Restore()
{
var d = new Dymoi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var d = new Dymi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
double[] prices = [100, 102, 98, 105, 103, 107, 101, 108, 100, 109, 102, 110];
var t = DateTime.UtcNow;
for (int i = 0; i < prices.Length; i++)
@@ -214,7 +214,7 @@ public sealed class DymoiTests
[Fact]
public void Update_Reset_ClearsState()
{
var d = new Dymoi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var d = new Dymi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var gbm = new GBM(startPrice: 100.0, mu: 0.01, sigma: 0.2, seed: 7);
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
@@ -234,7 +234,7 @@ public sealed class DymoiTests
public void IsHot_FlipsAfterWarmup()
{
// Use small periods to make warmup manageable
var d = new Dymoi(basePeriod: 5, shortPeriod: 3, longPeriod: 5, minPeriod: 2, maxPeriod: 10);
var d = new Dymi(basePeriod: 5, shortPeriod: 3, longPeriod: 5, minPeriod: 2, maxPeriod: 10);
var gbm = new GBM(startPrice: 100.0, mu: 0.01, sigma: 0.3, seed: 11);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
@@ -249,13 +249,13 @@ public sealed class DymoiTests
}
}
Assert.True(everHot, "DYMOI should become hot within 200 bars");
Assert.True(everHot, "DYMI should become hot within 200 bars");
}
[Fact]
public void WarmupPeriod_IsLongPeriodPlusMaxPeriod()
{
var d = new Dymoi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var d = new Dymi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
Assert.Equal(40, d.WarmupPeriod); // longPeriod(10) + maxPeriod(30)
}
@@ -264,7 +264,7 @@ public sealed class DymoiTests
[Fact]
public void Update_NaN_UsesLastValid()
{
var d = new Dymoi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var d = new Dymi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var t = DateTime.UtcNow;
// Feed valid values first
@@ -281,7 +281,7 @@ public sealed class DymoiTests
[Fact]
public void Update_Infinity_UsesLastValid()
{
var d = new Dymoi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var d = new Dymi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var t = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
@@ -296,7 +296,7 @@ public sealed class DymoiTests
[Fact]
public void Update_BatchNaN_AllFinite()
{
var d = new Dymoi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var d = new Dymi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var t = DateTime.UtcNow;
// Mix NaN into sequence
@@ -319,7 +319,7 @@ public sealed class DymoiTests
TSeries source = bars.Close;
// Streaming
var streaming = new Dymoi(14, 5, 10, 3, 30);
var streaming = new Dymi(14, 5, 10, 3, 30);
var streamVals = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
@@ -327,7 +327,7 @@ public sealed class DymoiTests
}
// Batch TSeries
TSeries batchTs = Dymoi.Batch(source, 14, 5, 10, 3, 30);
TSeries batchTs = Dymi.Batch(source, 14, 5, 10, 3, 30);
for (int i = 0; i < source.Count; i++)
{
@@ -342,10 +342,10 @@ public sealed class DymoiTests
var bars = gbm.Fetch(300, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
TSeries batchTs = Dymoi.Batch(source, 14, 5, 10, 3, 30);
TSeries batchTs = Dymi.Batch(source, 14, 5, 10, 3, 30);
var spanOut = new double[source.Count];
Dymoi.Batch(source.Values, spanOut, 14, 5, 10, 3, 30);
Dymi.Batch(source.Values, spanOut, 14, 5, 10, 3, 30);
for (int i = 0; i < source.Count; i++)
{
@@ -361,7 +361,7 @@ public sealed class DymoiTests
TSeries source = bars.Close;
// Streaming
var streaming = new Dymoi(14, 5, 10, 3, 30);
var streaming = new Dymi(14, 5, 10, 3, 30);
var streamVals = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
@@ -370,12 +370,12 @@ public sealed class DymoiTests
// Event-based
var eventTs = new TSeries();
var eventDymoi = new Dymoi(eventTs, 14, 5, 10, 3, 30);
var eventDymi = new Dymi(eventTs, 14, 5, 10, 3, 30);
var eventVals = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
eventTs.Add(source[i]);
eventVals[i] = eventDymoi.Last.Value;
eventVals[i] = eventDymi.Last.Value;
}
for (int i = 0; i < source.Count; i++)
@@ -391,7 +391,7 @@ public sealed class DymoiTests
{
var src = Array.Empty<double>();
var out1 = Array.Empty<double>();
Dymoi.Batch(src, out1);
Dymi.Batch(src, out1);
Assert.Empty(out1);
}
@@ -405,7 +405,7 @@ public sealed class DymoiTests
var out1 = new double[n];
// Should not throw StackOverflowException — uses ArrayPool for large buffers
Dymoi.Batch(src, out1);
Dymi.Batch(src, out1);
bool anyFinite = false;
for (int i = 0; i < n; i++)
@@ -428,7 +428,7 @@ public sealed class DymoiTests
var src = bars.Close.Values;
var out1 = new double[src.Length];
Dymoi.Batch(src, out1);
Dymi.Batch(src, out1);
for (int i = 0; i < src.Length; i++)
{
@@ -442,7 +442,7 @@ public sealed class DymoiTests
public void Chainability_PubFires()
{
var source = new TSeries();
var d = new Dymoi(source, 14, 5, 10, 3, 30);
var d = new Dymi(source, 14, 5, 10, 3, 30);
int count = 0;
d.Pub += (object? _, in TValueEventArgs e) => count++;
@@ -460,7 +460,7 @@ public sealed class DymoiTests
public void Chainability_EventBasedChaining_Works()
{
var source = new TSeries();
var d = new Dymoi(source, 14, 5, 10, 3, 30);
var d = new Dymi(source, 14, 5, 10, 3, 30);
var output = new TSeries();
d.Pub += (object? _, in TValueEventArgs e) => output.Add(e.Value);
lib/oscillators/dymoi/tests/Dymoi.Validation.Tests.cs → lib/oscillators/dymi/tests/Dymi.Validation.Tests.cs
+26 -26
View File
@@ -6,14 +6,14 @@ using OoplesFinance.StockIndicators.Models;
namespace QuanTAlib.Tests;
/// <summary>
/// Self-consistency validation for DYMOI.
/// No external library implements DYMOI in C# bindings, so validation uses:
/// Self-consistency validation for DYMI.
/// No external library implements DYMI in C# bindings, so validation uses:
/// 1. Mathematical identity: when shortPeriod == longPeriod → V ≈ 1 → dynPeriod ≈ basePeriod → matches standard RSI(basePeriod)
/// 2. Batch == streaming == span == eventing consistency
/// 3. Output always in [0, 100]
/// 4. Period adapts: shorter in high-vol, longer in low-vol
/// </summary>
public sealed class DymoiValidationTests
public sealed class DymiValidationTests
{
private const double Tolerance = 1e-10;
@@ -27,7 +27,7 @@ public sealed class DymoiValidationTests
TSeries source = bars.Close;
// Streaming
var streaming = new Dymoi(14, 5, 10, 3, 30);
var streaming = new Dymi(14, 5, 10, 3, 30);
var streamVals = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
@@ -35,7 +35,7 @@ public sealed class DymoiValidationTests
}
// Batch TSeries
TSeries batchTs = Dymoi.Batch(source, 14, 5, 10, 3, 30);
TSeries batchTs = Dymi.Batch(source, 14, 5, 10, 3, 30);
for (int i = 0; i < source.Count; i++)
{
@@ -51,11 +51,11 @@ public sealed class DymoiValidationTests
TSeries source = bars.Close;
// Batch TSeries
TSeries batchTs = Dymoi.Batch(source, 14, 5, 10, 3, 30);
TSeries batchTs = Dymi.Batch(source, 14, 5, 10, 3, 30);
// Span batch
var spanOut = new double[source.Count];
Dymoi.Batch(source.Values, spanOut, 14, 5, 10, 3, 30);
Dymi.Batch(source.Values, spanOut, 14, 5, 10, 3, 30);
for (int i = 0; i < source.Count; i++)
{
@@ -71,7 +71,7 @@ public sealed class DymoiValidationTests
TSeries source = bars.Close;
// Streaming
var streaming = new Dymoi(14, 5, 10, 3, 30);
var streaming = new Dymi(14, 5, 10, 3, 30);
var streamVals = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
@@ -80,12 +80,12 @@ public sealed class DymoiValidationTests
// Event-based
var eventTs = new TSeries();
var eventDymoi = new Dymoi(eventTs, 14, 5, 10, 3, 30);
var eventDymi = new Dymi(eventTs, 14, 5, 10, 3, 30);
var eventVals = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
eventTs.Add(source[i]);
eventVals[i] = eventDymoi.Last.Value;
eventVals[i] = eventDymi.Last.Value;
}
for (int i = 0; i < source.Count; i++)
@@ -102,11 +102,11 @@ public sealed class DymoiValidationTests
var gbm = new GBM(startPrice: 50.0, mu: 0.05, sigma: 0.8, seed: 3004);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var d = new Dymoi(14, 5, 10, 3, 30);
var d = new Dymi(14, 5, 10, 3, 30);
foreach (var bar in bars.Close)
{
double v = d.Update(bar).Value;
Assert.True(v >= 0.0 && v <= 100.0, $"DYMOI={v} at high vol");
Assert.True(v >= 0.0 && v <= 100.0, $"DYMI={v} at high vol");
}
}
@@ -117,11 +117,11 @@ public sealed class DymoiValidationTests
var gbm = new GBM(startPrice: 100.0, mu: 0.001, sigma: 0.01, seed: 3005);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var d = new Dymoi(14, 5, 10, 3, 30);
var d = new Dymi(14, 5, 10, 3, 30);
foreach (var bar in bars.Close)
{
double v = d.Update(bar).Value;
Assert.True(v >= 0.0 && v <= 100.0, $"DYMOI={v} at low vol");
Assert.True(v >= 0.0 && v <= 100.0, $"DYMI={v} at low vol");
}
}
@@ -139,7 +139,7 @@ public sealed class DymoiValidationTests
// For the true identity test: construct a series with constant differences
// such that a window of any size yields the same stddev.
// A simpler verification: at V=1, dynPeriod = round(basePeriod/1) = basePeriod.
// We verify that DYMOI output matches Rsi(basePeriod) on a constant-drift series.
// We verify that DYMI output matches Rsi(basePeriod) on a constant-drift series.
// Construct a series with perfectly constant increments → stddev of close levels
// is the same in short and long windows only if windows cover the same prices,
@@ -147,19 +147,19 @@ public sealed class DymoiValidationTests
// close periods and checking that output is nearly identical to standard RSI.
// Using longPeriod just 1 more than shortPeriod and monitoring range
var d = new Dymoi(basePeriod: 14, shortPeriod: 9, longPeriod: 10, minPeriod: 14, maxPeriod: 14);
var d = new Dymi(basePeriod: 14, shortPeriod: 9, longPeriod: 10, minPeriod: 14, maxPeriod: 14);
var rsi = new Rsi(14);
var gbm = new GBM(startPrice: 100.0, mu: 0.01, sigma: 0.15, seed: 3006);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// When minPeriod == maxPeriod == basePeriod, dynPeriod is always fixed at basePeriod
// → DYMOI is identical to standard RSI(basePeriod)
// → DYMI is identical to standard RSI(basePeriod)
foreach (var bar in bars.Close)
{
double dymoiVal = d.Update(bar).Value;
double dymiVal = d.Update(bar).Value;
double rsiVal = rsi.Update(bar).Value;
// With fixed dynPeriod=14, both should match
Assert.Equal(rsiVal, dymoiVal, 1e-9);
Assert.Equal(rsiVal, dymiVal, 1e-9);
}
}
@@ -170,8 +170,8 @@ public sealed class DymoiValidationTests
{
// When short-term vol > long-term vol (V > 1), dynPeriod < basePeriod.
// We test this indirectly: high-vol data should produce faster RSI transitions.
// In high-vol regime, DYMOI changes more rapidly than fixed-period RSI.
var d = new Dymoi(basePeriod: 14, shortPeriod: 3, longPeriod: 20, minPeriod: 3, maxPeriod: 30);
// In high-vol regime, DYMI changes more rapidly than fixed-period RSI.
var d = new Dymi(basePeriod: 14, shortPeriod: 3, longPeriod: 20, minPeriod: 3, maxPeriod: 30);
var gbm = new GBM(startPrice: 100.0, mu: 0.0, sigma: 0.4, seed: 3007);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
@@ -191,8 +191,8 @@ public sealed class DymoiValidationTests
var bars1 = gbm1.Fetch(150, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var bars2 = gbm2.Fetch(150, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var d1 = new Dymoi(14, 5, 10, 3, 30);
var d2 = new Dymoi(14, 5, 10, 3, 30);
var d1 = new Dymi(14, 5, 10, 3, 30);
var d2 = new Dymi(14, 5, 10, 3, 30);
for (int i = 0; i < bars1.Close.Count; i++)
{
@@ -207,7 +207,7 @@ public sealed class DymoiValidationTests
{
var src = Array.Empty<double>();
var out1 = Array.Empty<double>();
Dymoi.Batch(src, out1);
Dymi.Batch(src, out1);
Assert.Empty(out1);
}
@@ -215,7 +215,7 @@ public sealed class DymoiValidationTests
public void Streaming_ConstantPrice_ProducesStable50()
{
// When price is constant, gain=0, loss=0 → RSI = 50
var d = new Dymoi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var d = new Dymi(basePeriod: 14, shortPeriod: 5, longPeriod: 10, minPeriod: 3, maxPeriod: 30);
var t = DateTime.UtcNow;
double last = 50.0;
for (int i = 0; i < 100; i++)
@@ -228,7 +228,7 @@ public sealed class DymoiValidationTests
}
[Fact]
public void Dymoi_MatchesOoples_Structural()
public void Dymi_MatchesOoples_Structural()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));