docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files

- Remove 'C# Implementation Considerations' sections from 34 indicator .md files - Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.) - Move test files into tests/ subdirectories for consistent project structure - Add trader-focused bullet points to indicator documentation
2026-08-24 13:38:05 +00:00 · 2026-03-12 12:34:16 -07:00
parent 8937b0c0fa
commit 060649192f
1149 changed files with 1780 additions and 3316 deletions
@@ -0,0 +1,218 @@
+using System.Runtime.CompilerServices;
+using Skender.Stock.Indicators;
+using Xunit;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+/// <summary>
+/// Validation for Midbody (Open-Close Average) = (O+C)/2.
+/// Cross-validated against Skender CandlePart.OC2.
+/// Note: TA-Lib does not have an OC2 function.
+/// </summary>
+public sealed class Oc2ValidationTests : IDisposable
+{
+    private readonly ValidationTestData _data = new();
+    private readonly ITestOutputHelper _output;
+    private bool _disposed;
+
+    public Oc2ValidationTests(ITestOutputHelper output)
+    {
+        _output = output;
+    }
+
+    public void Dispose()
+    {
+        Dispose(disposing: true);
+        GC.SuppressFinalize(this);
+    }
+
+    private void Dispose(bool disposing)
+    {
+        if (!_disposed && disposing)
+        {
+            _data.Dispose();
+            _disposed = true;
+        }
+    }
+
+    // ── A) Formula verification: (O+C)/2 ──────────────────────────────────────
+    [Fact]
+    public void Validate_Formula_Manual()
+    {
+        var bar = new TBar(DateTime.UtcNow, open: 10.0, high: 20.0, low: 5.0, close: 15.0, volume: 1000);
+        var ind = new Midbody();
+        var result = ind.Update(bar, isNew: true);
+        double expected = (10.0 + 15.0) / 2.0; // = 12.5
+        Assert.Equal(expected, result.Value, 1e-12);
+        _output.WriteLine($"Midbody formula: expected={expected}, actual={result.Value}: PASSED");
+    }
+
+    // ── B) Streaming == Batch span ────────────────────────────────────────────
+    [Fact]
+    [SkipLocalsInit]
+    public void Validate_Streaming_Equals_Batch()
+    {
+        const int N = 200;
+        var gbm = new GBM(100.0, 0.05, 0.2, seed: 1001);
+        var bars = new TBar[N];
+        for (int i = 0; i < N; i++) { bars[i] = gbm.Next(isNew: true); }
+
+        // Streaming
+        var ind = new Midbody();
+        for (int i = 0; i < N; i++) { ind.Update(bars[i], isNew: true); }
+        double streamVal = ind.Last.Value;
+
+        // Batch span
+        double[] o = new double[N], c = new double[N];
+        for (int i = 0; i < N; i++) { o[i] = bars[i].Open; c[i] = bars[i].Close; }
+        var qlOut = new double[N];
+        Midbody.Batch(o.AsSpan(), c.AsSpan(), qlOut.AsSpan());
+
+        _output.WriteLine($"Streaming={streamVal:F10}, Batch={qlOut[N - 1]:F10}");
+        Assert.Equal(streamVal, qlOut[N - 1], 1e-12);
+    }
+
+    // ── C) Always hot after first bar ─────────────────────────────────────────
+    [Fact]
+    public void Validate_AlwaysHotAfterFirstBar()
+    {
+        var ind = new Midbody();
+        Assert.False(ind.IsHot);
+        ind.Update(new TBar(DateTime.UtcNow, 10, 12, 8, 11, 1000), isNew: true);
+        Assert.True(ind.IsHot);
+        _output.WriteLine("Midbody always hot after first bar: PASSED");
+    }
+
+    // ── D) Batch(TBarSeries) == Calculate ─────────────────────────────────────
+    [Fact]
+    public void Validate_BatchBarSeries_Equals_Calculate()
+    {
+        var (results, _) = Midbody.Calculate(_data.Bars);
+        var batchResult = Midbody.Batch(_data.Bars);
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            Assert.Equal(batchResult.Values[i], results.Values[i], 1e-12);
+        }
+        _output.WriteLine("Midbody Batch(TBarSeries) == Calculate: PASSED");
+    }
+
+    // ── E) Determinism ────────────────────────────────────────────────────────
+    [Fact]
+    public void Validate_Deterministic()
+    {
+        var r1 = Midbody.Batch(_data.Bars);
+        var r2 = Midbody.Batch(_data.Bars);
+        for (int i = 0; i < r1.Count; i++) { Assert.Equal(r1.Values[i], r2.Values[i], 15); }
+        _output.WriteLine("Midbody determinism: PASSED");
+    }
+
+    // ═══════════════════════════════════════════════════════════════════════════
+    //  Skender.Stock.Indicators Validation — CandlePart.OC2
+    // ═══════════════════════════════════════════════════════════════════════════
+
+    // ── F) Skender OC2 batch validation (Midbody mapping) ───────────────────────────────────────
+    [Fact]
+    public void Validate_Against_Skender_OC2_Batch()
+    {
+        var skenderResults = _data.SkenderQuotes
+            .GetBaseQuote(CandlePart.OC2)
+            .ToList();
+
+        var qlResult = Midbody.Batch(_data.Bars);
+
+        Assert.Equal(qlResult.Count, skenderResults.Count);
+
+        int count = qlResult.Count;
+        int start = Math.Max(0, count - ValidationHelper.DefaultVerificationCount);
+
+        for (int i = start; i < count; i++)
+        {
+            double qlVal = qlResult.Values[i];
+            double skVal = skenderResults[i].Value;
+
+            Assert.True(
+                Math.Abs(qlVal - skVal) <= ValidationHelper.SkenderTolerance,
+                $"Mismatch at index {i}: QuanTAlib={qlVal:G17}, Skender={skVal:G17}, Diff={Math.Abs(qlVal - skVal):G17}");
+        }
+
+        _output.WriteLine($"Midbody vs Skender OC2 batch: {count} bars, last {count - start} verified within {ValidationHelper.SkenderTolerance}: PASSED");
+    }
+
+    // ── G) Skender OC2 streaming validation (Midbody mapping) ───────────────────────────────────
+    [Fact]
+    public void Validate_Against_Skender_OC2_Streaming()
+    {
+        var skenderResults = _data.SkenderQuotes
+            .GetBaseQuote(CandlePart.OC2)
+            .ToList();
+
+        var ind = new Midbody();
+        int count = _data.Bars.Count;
+        double[] streamValues = new double[count];
+
+        for (int i = 0; i < count; i++)
+        {
+            var result = ind.Update(_data.Bars[i], isNew: true);
+            streamValues[i] = result.Value;
+        }
+
+        int start = Math.Max(0, count - ValidationHelper.DefaultVerificationCount);
+        for (int i = start; i < count; i++)
+        {
+            double qlVal = streamValues[i];
+            double skVal = skenderResults[i].Value;
+
+            Assert.True(
+                Math.Abs(qlVal - skVal) <= ValidationHelper.SkenderTolerance,
+                $"Mismatch at index {i}: QuanTAlib={qlVal:G17}, Skender={skVal:G17}");
+        }
+
+        _output.WriteLine($"Midbody streaming vs Skender OC2: {count} bars, last {count - start} verified: PASSED");
+    }
+
+    // ── H) Skender OC2 span validation (Midbody mapping) ────────────────────────────────────────
+    [Fact]
+    [SkipLocalsInit]
+    public void Validate_Against_Skender_OC2_Span()
+    {
+        var skenderResults = _data.SkenderQuotes
+            .GetBaseQuote(CandlePart.OC2)
+            .ToList();
+
+        int count = _data.Bars.Count;
+        double[] o = new double[count], c = new double[count];
+        for (int i = 0; i < count; i++)
+        {
+            o[i] = _data.Bars[i].Open;
+            c[i] = _data.Bars[i].Close;
+        }
+
+        var qlOut = new double[count];
+        Midbody.Batch(o.AsSpan(), c.AsSpan(), qlOut.AsSpan());
+
+        int start = Math.Max(0, count - ValidationHelper.DefaultVerificationCount);
+        for (int i = start; i < count; i++)
+        {
+            double qlVal = qlOut[i];
+            double skVal = skenderResults[i].Value;
+
+            Assert.True(
+                Math.Abs(qlVal - skVal) <= ValidationHelper.SkenderTolerance,
+                $"Span mismatch at index {i}: QuanTAlib={qlVal:G17}, Skender={skVal:G17}");
+        }
+
+        _output.WriteLine($"Midbody span vs Skender OC2: {count} bars, last {count - start} verified: PASSED");
+    }
+}
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