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
This commit is contained in:
Miha Kralj
2026-03-12 12:34:16 -07:00
parent 8937b0c0fa
commit 060649192f
1149 changed files with 1780 additions and 3316 deletions
@@ -0,0 +1,245 @@
using Xunit;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public class MidpointIndicatorTests
{
[Fact]
public void MidpointIndicator_Constructor_SetsDefaults()
{
var indicator = new MidpointIndicator();
Assert.Equal(14, indicator.Period);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("MIDPOINT - Rolling Range Midpoint", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void MidpointIndicator_MinHistoryDepths_EqualsPeriod()
{
var indicator = new MidpointIndicator { Period = 20 };
Assert.Equal(20, indicator.MinHistoryDepths);
}
[Fact]
public void MidpointIndicator_ShortName_IncludesPeriod()
{
var indicator = new MidpointIndicator { Period = 14 };
Assert.Equal("MIDPOINT(14)", indicator.ShortName);
}
[Fact]
public void MidpointIndicator_Initialize_CreatesLineSeries()
{
var indicator = new MidpointIndicator();
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
Assert.Equal("Midpoint", indicator.LinesSeries[0].Name);
}
[Fact]
public void MidpointIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new MidpointIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
Assert.Equal(1, indicator.LinesSeries[0].Count);
}
[Fact]
public void MidpointIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new MidpointIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 92, 106);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void MidpointIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new MidpointIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void MidpointIndicator_MultipleUpdates_ProducesCorrectSequence()
{
var indicator = new MidpointIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(
now.AddMinutes(i),
100 + i * 2,
105 + i * 2,
95 + i * 2,
102 + i * 2);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
Assert.Equal(20, indicator.LinesSeries[0].Count);
for (int i = 0; i < 20; i++)
{
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i)));
}
}
[Fact]
public void MidpointIndicator_DifferentSourceTypes_Work()
{
var sources = new[]
{
SourceType.Open,
SourceType.High,
SourceType.Low,
SourceType.Close,
SourceType.HL2,
SourceType.HLC3,
};
foreach (var source in sources)
{
var indicator = new MidpointIndicator { Period = 5, Source = source };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
Assert.Equal(1, indicator.LinesSeries[0].Count);
}
}
[Fact]
public void MidpointIndicator_ShowColdValues_False_SetsNaN()
{
var indicator = new MidpointIndicator { Period = 10, ShowColdValues = false };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
Assert.True(double.IsNaN(indicator.LinesSeries[0].GetValue(0)));
}
[Fact]
public void MidpointIndicator_ComputesMidpoint_Correctly()
{
var indicator = new MidpointIndicator { Period = 5, Source = SourceType.Close };
indicator.Initialize();
var now = DateTime.UtcNow;
// Close prices: 100, 110, 90, 105, 95
// Highest = 110, Lowest = 90, Midpoint = (110 + 90) / 2 = 100
double[] closes = { 100, 110, 90, 105, 95 };
for (int i = 0; i < closes.Length; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), closes[i], closes[i] + 5, closes[i] - 5, closes[i]);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
double lastMidpoint = indicator.LinesSeries[0].GetValue(0);
Assert.Equal(100, lastMidpoint);
}
[Fact]
public void MidpointIndicator_WindowSlides_Correctly()
{
var indicator = new MidpointIndicator { Period = 3, Source = SourceType.Close };
indicator.Initialize();
var now = DateTime.UtcNow;
// Closes: 100, 120, 80, 90, 110
// After 5 bars, window = [80, 90, 110]
// Highest = 110, Lowest = 80, Midpoint = 95
double[] closes = { 100, 120, 80, 90, 110 };
for (int i = 0; i < closes.Length; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), closes[i], closes[i] + 5, closes[i] - 5, closes[i]);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
double lastMidpoint = indicator.LinesSeries[0].GetValue(0);
Assert.Equal(95, lastMidpoint);
}
[Fact]
public void MidpointIndicator_SymmetricRange_MidpointEqualsCenter()
{
var indicator = new MidpointIndicator { Period = 3, Source = SourceType.Close };
indicator.Initialize();
var now = DateTime.UtcNow;
// Symmetric: 50, 100, 150 -> midpoint = (150 + 50) / 2 = 100
double[] closes = { 50, 100, 150 };
for (int i = 0; i < closes.Length; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), closes[i], closes[i] + 5, closes[i] - 5, closes[i]);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
double midpoint = indicator.LinesSeries[0].GetValue(0);
Assert.Equal(100, midpoint);
}
[Fact]
public void MidpointIndicator_DifferentPeriods_Work()
{
var periods = new[] { 5, 10, 20, 50 };
foreach (int period in periods)
{
var indicator = new MidpointIndicator { Period = period };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < period + 10; i++)
{
indicator.HistoricalData.AddBar(
now.AddMinutes(i),
100 + i,
105 + i,
95 + i,
102 + i);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
Assert.Equal(period + 10, indicator.LinesSeries[0].Count);
}
}
}
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using Xunit;
namespace QuanTAlib.Tests;
public class MidpointTests
{
private const double Tolerance = 1e-10;
[Fact]
public void Constructor_InvalidPeriod_ThrowsArgumentException()
{
Assert.Throws<ArgumentException>(() => new Midpoint(0));
Assert.Throws<ArgumentException>(() => new Midpoint(-1));
}
[Fact]
public void Constructor_ValidPeriod_SetsProperties()
{
var indicator = new Midpoint(14);
Assert.Equal("Midpoint(14)", indicator.Name);
Assert.Equal(14, indicator.WarmupPeriod);
Assert.False(indicator.IsHot);
}
[Fact]
public void Update_ReturnsMidpointInWindow()
{
var indicator = new Midpoint(3);
var time = DateTime.UtcNow;
// Single value: midpoint = (5+5)/2 = 5
indicator.Update(new TValue(time, 5.0));
Assert.Equal(5.0, indicator.Last.Value, Tolerance);
// Window [5, 8]: midpoint = (8+5)/2 = 6.5
indicator.Update(new TValue(time.AddMinutes(1), 8.0));
Assert.Equal(6.5, indicator.Last.Value, Tolerance);
// Window [5, 8, 3]: midpoint = (8+3)/2 = 5.5
indicator.Update(new TValue(time.AddMinutes(2), 3.0));
Assert.Equal(5.5, indicator.Last.Value, Tolerance);
// Window [8, 3, 2]: midpoint = (8+2)/2 = 5.0
indicator.Update(new TValue(time.AddMinutes(3), 2.0));
Assert.Equal(5.0, indicator.Last.Value, Tolerance);
// Window [3, 2, 10]: midpoint = (10+2)/2 = 6.0
indicator.Update(new TValue(time.AddMinutes(4), 10.0));
Assert.Equal(6.0, indicator.Last.Value, Tolerance);
}
[Fact]
public void Update_Period1_ReturnsSameValue()
{
var indicator = new Midpoint(1);
var time = DateTime.UtcNow;
for (int i = 0; i < 10; i++)
{
double value = i * 2.5;
indicator.Update(new TValue(time.AddMinutes(i), value));
// Midpoint of single value = that value
Assert.Equal(value, indicator.Last.Value, Tolerance);
}
}
[Fact]
public void Update_IsNewFalse_CorrectsPreviousValue()
{
var indicator = new Midpoint(5);
var time = DateTime.UtcNow;
indicator.Update(new TValue(time, 10.0));
indicator.Update(new TValue(time.AddMinutes(1), 20.0));
indicator.Update(new TValue(time.AddMinutes(2), 15.0));
// Window [10, 20, 15]: midpoint = (20+10)/2 = 15.0
Assert.Equal(15.0, indicator.Last.Value, Tolerance);
// Correct last value to 5.0
// Window [10, 20, 5]: midpoint = (20+5)/2 = 12.5
indicator.Update(new TValue(time.AddMinutes(2), 5.0), isNew: false);
Assert.Equal(12.5, indicator.Last.Value, Tolerance);
}
[Fact]
public void Update_IterativeCorrection_RestoresState()
{
var indicator = new Midpoint(5);
var time = DateTime.UtcNow;
double[] values = { 5.0, 10.0, 8.0, 12.0, 7.0, 15.0, 11.0 };
// Process all values
foreach (var v in values)
{
indicator.Update(new TValue(time, v));
time = time.AddMinutes(1);
}
double finalResult = indicator.Last.Value;
// Reset and process with corrections
indicator.Reset();
time = DateTime.UtcNow;
foreach (var v in values)
{
// Submit wrong value first
indicator.Update(new TValue(time, 0.0));
// Correct it
indicator.Update(new TValue(time, v), isNew: false);
time = time.AddMinutes(1);
}
Assert.Equal(finalResult, indicator.Last.Value, Tolerance);
}
[Fact]
public void Update_NaN_UsesLastValidValue()
{
var indicator = new Midpoint(5);
var time = DateTime.UtcNow;
indicator.Update(new TValue(time, 10.0));
indicator.Update(new TValue(time.AddMinutes(1), 20.0));
double beforeNaN = indicator.Last.Value;
indicator.Update(new TValue(time.AddMinutes(2), double.NaN));
// Should use last valid value
Assert.Equal(beforeNaN, indicator.Last.Value, Tolerance);
}
[Fact]
public void Update_Infinity_UsesLastValidValue()
{
var indicator = new Midpoint(5);
var time = DateTime.UtcNow;
indicator.Update(new TValue(time, 15.0));
indicator.Update(new TValue(time.AddMinutes(1), double.PositiveInfinity));
Assert.True(double.IsFinite(indicator.Last.Value));
}
[Fact]
public void IsHot_BecomesTrueAfterWarmup()
{
var indicator = new Midpoint(5);
var time = DateTime.UtcNow;
for (int i = 0; i < 4; i++)
{
indicator.Update(new TValue(time.AddMinutes(i), i));
Assert.False(indicator.IsHot);
}
indicator.Update(new TValue(time.AddMinutes(4), 4));
Assert.True(indicator.IsHot);
}
[Fact]
public void Reset_ClearsState()
{
var indicator = new Midpoint(5);
var time = DateTime.UtcNow;
for (int i = 0; i < 10; i++)
{
indicator.Update(new TValue(time.AddMinutes(i), i * 2));
}
Assert.True(indicator.IsHot);
indicator.Reset();
Assert.False(indicator.IsHot);
Assert.Equal(default, indicator.Last);
}
[Fact]
public void Pub_EventFires()
{
var indicator = new Midpoint(5);
int eventCount = 0;
indicator.Pub += (object? sender, in TValueEventArgs args) => eventCount++;
indicator.Update(new TValue(DateTime.UtcNow, 10.0));
Assert.Equal(1, eventCount);
}
[Fact]
public void Chaining_Constructor_Works()
{
var source = new TSeries();
var indicator = new Midpoint(source, 5);
source.Add(new TValue(DateTime.UtcNow, 10.0), true);
Assert.Equal(10.0, indicator.Last.Value, Tolerance);
// Window [10, 20]: midpoint = (20+10)/2 = 15
source.Add(new TValue(DateTime.UtcNow.AddMinutes(1), 20.0), true);
Assert.Equal(15.0, indicator.Last.Value, Tolerance);
}
[Fact]
public void Calculate_TSeries_MatchesStreaming()
{
int period = 5;
int count = 50;
var gbm = new GBM(10000);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var source = bars.Close;
// Streaming
var streaming = new Midpoint(period);
var streamingResults = new List<double>();
for (int i = 0; i < source.Count; i++)
{
streaming.Update(source[i]);
streamingResults.Add(streaming.Last.Value);
}
// Batch
var batch = Midpoint.Batch(source, period);
// Compare last values (after warmup)
for (int i = period; i < source.Count; i++)
{
Assert.Equal(streamingResults[i], batch[i].Value, Tolerance);
}
}
[Fact]
public void Calculate_Span_MatchesTSeries()
{
int period = 5;
int count = 50;
var gbm = new GBM(10001);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var source = bars.Close;
// TSeries batch
var batchResult = Midpoint.Batch(source, period);
// Span calculation
var sourceArray = source.Values.ToArray();
var output = new double[count];
Midpoint.Batch(sourceArray.AsSpan(), output.AsSpan(), period);
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(batchResult[i].Value, output[i], Tolerance);
}
}
[Fact]
public void Calculate_Span_ValidatesArguments()
{
Assert.Throws<ArgumentException>(() =>
{
Span<double> output = stackalloc double[10];
Midpoint.Batch(ReadOnlySpan<double>.Empty, output, 5);
});
Assert.Throws<ArgumentException>(() =>
{
ReadOnlySpan<double> source = stackalloc double[10];
Span<double> output = stackalloc double[5];
Midpoint.Batch(source, output, 5);
});
Assert.Throws<ArgumentException>(() =>
{
ReadOnlySpan<double> source = stackalloc double[10];
Span<double> output = stackalloc double[10];
Midpoint.Batch(source, output, 0);
});
}
[Fact]
public void ConstantSequence_ReturnsSameValue()
{
var indicator = new Midpoint(5);
var time = DateTime.UtcNow;
for (int i = 0; i < 10; i++)
{
indicator.Update(new TValue(time.AddMinutes(i), 7.5));
// Midpoint of constant sequence = that constant
Assert.Equal(7.5, indicator.Last.Value, Tolerance);
}
}
[Fact]
public void Midpoint_EqualsAverageOfMaxAndMin()
{
// Verify Midpoint matches manually computed (Max + Min) / 2 from values in window
int period = 5;
var gbm = new GBM(12345);
var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var source = bars.Close;
var midpoint = new Midpoint(period);
var values = new List<double>();
for (int i = 0; i < source.Count; i++)
{
values.Add(source[i].Value);
midpoint.Update(source[i]);
// Manually compute max and min over the window
int start = Math.Max(0, values.Count - period);
double max = double.MinValue;
double min = double.MaxValue;
for (int j = start; j < values.Count; j++)
{
if (values[j] > max)
{
max = values[j];
}
if (values[j] < min)
{
min = values[j];
}
}
double expected = (max + min) * 0.5;
Assert.Equal(expected, midpoint.Last.Value, Tolerance);
}
}
}
@@ -0,0 +1,197 @@
using TALib;
using Xunit.Abstractions;
namespace QuanTAlib.Tests;
public sealed class MidpointValidationTests : IDisposable
{
private readonly ValidationTestData _testData;
private readonly ITestOutputHelper _output;
private bool _disposed;
public MidpointValidationTests(ITestOutputHelper output)
{
_output = output;
_testData = new ValidationTestData();
}
public void Dispose()
{
Dispose(true);
}
private void Dispose(bool disposing)
{
if (_disposed)
{
return;
}
_disposed = true;
if (disposing)
{
_testData?.Dispose();
}
}
[Fact]
public void Validate_Talib_Batch()
{
int[] periods = { 5, 10, 14, 20, 50 };
double[] tData = _testData.RawData.ToArray();
double[] output = new double[tData.Length];
foreach (var period in periods)
{
// Calculate QuanTAlib Midpoint (batch TSeries)
var midpoint = new Midpoint(period);
var qResult = midpoint.Update(_testData.Data);
// Calculate TA-Lib MIDPOINT
var retCode = TALib.Functions.MidPoint<double>(tData, 0..^0, output, out var outRange, period);
Assert.Equal(TALib.Core.RetCode.Success, retCode);
int lookback = TALib.Functions.MidPointLookback(period);
// Compare last 100 records
ValidationHelper.VerifyData(qResult, output, outRange, lookback);
}
_output.WriteLine("Midpoint Batch(TSeries) validated successfully against TA-Lib MIDPOINT");
}
[Fact]
public void Validate_Talib_Streaming()
{
int[] periods = { 5, 10, 14, 20, 50 };
double[] tData = _testData.RawData.ToArray();
double[] output = new double[tData.Length];
foreach (var period in periods)
{
// Calculate QuanTAlib Midpoint (streaming)
var midpoint = new Midpoint(period);
var qResults = new List<double>();
foreach (var item in _testData.Data)
{
qResults.Add(midpoint.Update(item).Value);
}
// Calculate TA-Lib MIDPOINT
var retCode = TALib.Functions.MidPoint<double>(tData, 0..^0, output, out var outRange, period);
Assert.Equal(TALib.Core.RetCode.Success, retCode);
int lookback = TALib.Functions.MidPointLookback(period);
// Compare last 100 records
ValidationHelper.VerifyData(qResults, output, outRange, lookback);
}
_output.WriteLine("Midpoint Streaming validated successfully against TA-Lib MIDPOINT");
}
[Fact]
public void Validate_Talib_Span()
{
int[] periods = { 5, 10, 14, 20, 50 };
double[] sourceData = _testData.RawData.ToArray();
double[] talibOutput = new double[sourceData.Length];
foreach (var period in periods)
{
// Calculate QuanTAlib Midpoint (Span API)
double[] qOutput = new double[sourceData.Length];
Midpoint.Batch(sourceData.AsSpan(), qOutput.AsSpan(), period);
// Calculate TA-Lib MIDPOINT
var retCode = TALib.Functions.MidPoint<double>(sourceData, 0..^0, talibOutput, out var outRange, period);
Assert.Equal(TALib.Core.RetCode.Success, retCode);
int lookback = TALib.Functions.MidPointLookback(period);
// Compare last 100 records
ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback);
}
_output.WriteLine("Midpoint Span validated successfully against TA-Lib MIDPOINT");
}
[Fact]
public void Validate_KnownValues()
{
// Test with simple known sequence
double[] data = { 1, 5, 3, 8, 2, 9, 4, 7, 6, 10 };
int period = 3;
// For each window:
// [1] -> (1+1)/2 = 1
// [1,5] -> (5+1)/2 = 3
// [1,5,3] -> (5+1)/2 = 3
// [5,3,8] -> (8+3)/2 = 5.5
// [3,8,2] -> (8+2)/2 = 5
// [8,2,9] -> (9+2)/2 = 5.5
// [2,9,4] -> (9+2)/2 = 5.5
// [9,4,7] -> (9+4)/2 = 6.5
// [4,7,6] -> (7+4)/2 = 5.5
// [7,6,10] -> (10+6)/2 = 8
double[] expected = { 1, 3, 3, 5.5, 5, 5.5, 5.5, 6.5, 5.5, 8 };
var midpoint = new Midpoint(period);
for (int i = 0; i < data.Length; i++)
{
var result = midpoint.Update(new TValue(DateTime.UtcNow, data[i]));
Assert.Equal(expected[i], result.Value, precision: 10);
}
_output.WriteLine("Midpoint validated with known values");
}
[Fact]
public void Validate_ConsistencyBatchStreamingSpan()
{
// Verify that Batch, Streaming, and Span all produce the same results
int period = 14;
var gbm = new GBM(42);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var source = bars.Close;
// Streaming
var streaming = new Midpoint(period);
var streamResults = new List<double>();
foreach (var item in source)
{
streamResults.Add(streaming.Update(item).Value);
}
// Batch TSeries
var batchResult = Midpoint.Batch(source, period);
// Span
double[] sourceArray = source.Values.ToArray();
double[] spanOutput = new double[sourceArray.Length];
Midpoint.Batch(sourceArray.AsSpan(), spanOutput.AsSpan(), period);
for (int i = period; i < source.Count; i++)
{
Assert.Equal(streamResults[i], batchResult[i].Value, precision: 10);
Assert.Equal(streamResults[i], spanOutput[i], precision: 10);
}
_output.WriteLine("Midpoint consistency validated: Batch == Streaming == Span");
}
[Fact]
public void Validate_ConstantInput()
{
// For constant input, midpoint should equal that constant
double constant = 42.5;
int period = 10;
var midpoint = new Midpoint(period);
for (int i = 0; i < 50; i++)
{
var result = midpoint.Update(new TValue(DateTime.UtcNow, constant));
Assert.Equal(constant, result.Value, precision: 10);
}
_output.WriteLine("Midpoint validated with constant input");
}
}