mirror of
https://github.com/mihakralj/QuanTAlib.git
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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:
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using Xunit;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public class MidpointIndicatorTests
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{
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[Fact]
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public void MidpointIndicator_Constructor_SetsDefaults()
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{
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var indicator = new MidpointIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("MIDPOINT - Rolling Range Midpoint", indicator.Name);
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Assert.False(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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}
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[Fact]
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public void MidpointIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new MidpointIndicator { Period = 20 };
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Assert.Equal(20, indicator.MinHistoryDepths);
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}
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[Fact]
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public void MidpointIndicator_ShortName_IncludesPeriod()
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{
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var indicator = new MidpointIndicator { Period = 14 };
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Assert.Equal("MIDPOINT(14)", indicator.ShortName);
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}
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[Fact]
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public void MidpointIndicator_Initialize_CreatesLineSeries()
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{
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var indicator = new MidpointIndicator();
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indicator.Initialize();
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Assert.Single(indicator.LinesSeries);
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Assert.Equal("Midpoint", indicator.LinesSeries[0].Name);
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}
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[Fact]
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public void MidpointIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new MidpointIndicator { Period = 5 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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Assert.Equal(1, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void MidpointIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new MidpointIndicator { Period = 5 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 92, 106);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void MidpointIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new MidpointIndicator { Period = 5 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void MidpointIndicator_MultipleUpdates_ProducesCorrectSequence()
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{
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var indicator = new MidpointIndicator { Period = 5 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 20; i++)
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{
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indicator.HistoricalData.AddBar(
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now.AddMinutes(i),
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100 + i * 2,
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105 + i * 2,
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95 + i * 2,
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102 + i * 2);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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Assert.Equal(20, indicator.LinesSeries[0].Count);
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for (int i = 0; i < 20; i++)
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{
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i)));
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}
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}
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[Fact]
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public void MidpointIndicator_DifferentSourceTypes_Work()
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{
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var sources = new[]
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{
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SourceType.Open,
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SourceType.High,
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SourceType.Low,
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SourceType.Close,
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SourceType.HL2,
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SourceType.HLC3,
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};
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foreach (var source in sources)
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{
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var indicator = new MidpointIndicator { Period = 5, Source = source };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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Assert.Equal(1, indicator.LinesSeries[0].Count);
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}
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}
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[Fact]
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public void MidpointIndicator_ShowColdValues_False_SetsNaN()
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{
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var indicator = new MidpointIndicator { Period = 10, ShowColdValues = false };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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Assert.True(double.IsNaN(indicator.LinesSeries[0].GetValue(0)));
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}
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[Fact]
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public void MidpointIndicator_ComputesMidpoint_Correctly()
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{
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var indicator = new MidpointIndicator { Period = 5, Source = SourceType.Close };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// Close prices: 100, 110, 90, 105, 95
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// Highest = 110, Lowest = 90, Midpoint = (110 + 90) / 2 = 100
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double[] closes = { 100, 110, 90, 105, 95 };
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for (int i = 0; i < closes.Length; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), closes[i], closes[i] + 5, closes[i] - 5, closes[i]);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double lastMidpoint = indicator.LinesSeries[0].GetValue(0);
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Assert.Equal(100, lastMidpoint);
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}
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[Fact]
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public void MidpointIndicator_WindowSlides_Correctly()
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{
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var indicator = new MidpointIndicator { Period = 3, Source = SourceType.Close };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// Closes: 100, 120, 80, 90, 110
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// After 5 bars, window = [80, 90, 110]
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// Highest = 110, Lowest = 80, Midpoint = 95
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double[] closes = { 100, 120, 80, 90, 110 };
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for (int i = 0; i < closes.Length; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), closes[i], closes[i] + 5, closes[i] - 5, closes[i]);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double lastMidpoint = indicator.LinesSeries[0].GetValue(0);
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Assert.Equal(95, lastMidpoint);
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}
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[Fact]
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public void MidpointIndicator_SymmetricRange_MidpointEqualsCenter()
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{
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var indicator = new MidpointIndicator { Period = 3, Source = SourceType.Close };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// Symmetric: 50, 100, 150 -> midpoint = (150 + 50) / 2 = 100
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double[] closes = { 50, 100, 150 };
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for (int i = 0; i < closes.Length; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), closes[i], closes[i] + 5, closes[i] - 5, closes[i]);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double midpoint = indicator.LinesSeries[0].GetValue(0);
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Assert.Equal(100, midpoint);
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}
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[Fact]
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public void MidpointIndicator_DifferentPeriods_Work()
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{
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var periods = new[] { 5, 10, 20, 50 };
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foreach (int period in periods)
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{
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var indicator = new MidpointIndicator { Period = period };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < period + 10; i++)
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{
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indicator.HistoricalData.AddBar(
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now.AddMinutes(i),
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100 + i,
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105 + i,
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95 + i,
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102 + i);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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Assert.Equal(period + 10, indicator.LinesSeries[0].Count);
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}
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}
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}
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@@ -0,0 +1,325 @@
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using Xunit;
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namespace QuanTAlib.Tests;
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public class MidpointTests
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{
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private const double Tolerance = 1e-10;
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[Fact]
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public void Constructor_InvalidPeriod_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new Midpoint(0));
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Assert.Throws<ArgumentException>(() => new Midpoint(-1));
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}
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[Fact]
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public void Constructor_ValidPeriod_SetsProperties()
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{
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var indicator = new Midpoint(14);
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Assert.Equal("Midpoint(14)", indicator.Name);
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Assert.Equal(14, indicator.WarmupPeriod);
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Assert.False(indicator.IsHot);
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}
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[Fact]
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public void Update_ReturnsMidpointInWindow()
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{
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var indicator = new Midpoint(3);
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var time = DateTime.UtcNow;
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// Single value: midpoint = (5+5)/2 = 5
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indicator.Update(new TValue(time, 5.0));
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Assert.Equal(5.0, indicator.Last.Value, Tolerance);
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// Window [5, 8]: midpoint = (8+5)/2 = 6.5
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indicator.Update(new TValue(time.AddMinutes(1), 8.0));
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Assert.Equal(6.5, indicator.Last.Value, Tolerance);
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// Window [5, 8, 3]: midpoint = (8+3)/2 = 5.5
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indicator.Update(new TValue(time.AddMinutes(2), 3.0));
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Assert.Equal(5.5, indicator.Last.Value, Tolerance);
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// Window [8, 3, 2]: midpoint = (8+2)/2 = 5.0
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indicator.Update(new TValue(time.AddMinutes(3), 2.0));
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Assert.Equal(5.0, indicator.Last.Value, Tolerance);
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// Window [3, 2, 10]: midpoint = (10+2)/2 = 6.0
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indicator.Update(new TValue(time.AddMinutes(4), 10.0));
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Assert.Equal(6.0, indicator.Last.Value, Tolerance);
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}
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[Fact]
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public void Update_Period1_ReturnsSameValue()
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{
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var indicator = new Midpoint(1);
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var time = DateTime.UtcNow;
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for (int i = 0; i < 10; i++)
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{
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double value = i * 2.5;
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indicator.Update(new TValue(time.AddMinutes(i), value));
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// Midpoint of single value = that value
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Assert.Equal(value, indicator.Last.Value, Tolerance);
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}
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}
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[Fact]
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public void Update_IsNewFalse_CorrectsPreviousValue()
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{
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var indicator = new Midpoint(5);
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var time = DateTime.UtcNow;
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indicator.Update(new TValue(time, 10.0));
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indicator.Update(new TValue(time.AddMinutes(1), 20.0));
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indicator.Update(new TValue(time.AddMinutes(2), 15.0));
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// Window [10, 20, 15]: midpoint = (20+10)/2 = 15.0
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Assert.Equal(15.0, indicator.Last.Value, Tolerance);
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// Correct last value to 5.0
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// Window [10, 20, 5]: midpoint = (20+5)/2 = 12.5
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indicator.Update(new TValue(time.AddMinutes(2), 5.0), isNew: false);
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Assert.Equal(12.5, indicator.Last.Value, Tolerance);
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}
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[Fact]
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public void Update_IterativeCorrection_RestoresState()
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{
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var indicator = new Midpoint(5);
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var time = DateTime.UtcNow;
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double[] values = { 5.0, 10.0, 8.0, 12.0, 7.0, 15.0, 11.0 };
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// Process all values
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foreach (var v in values)
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{
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indicator.Update(new TValue(time, v));
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time = time.AddMinutes(1);
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}
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double finalResult = indicator.Last.Value;
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// Reset and process with corrections
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indicator.Reset();
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time = DateTime.UtcNow;
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foreach (var v in values)
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{
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// Submit wrong value first
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indicator.Update(new TValue(time, 0.0));
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// Correct it
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indicator.Update(new TValue(time, v), isNew: false);
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time = time.AddMinutes(1);
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}
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Assert.Equal(finalResult, indicator.Last.Value, Tolerance);
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}
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[Fact]
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public void Update_NaN_UsesLastValidValue()
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{
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var indicator = new Midpoint(5);
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var time = DateTime.UtcNow;
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indicator.Update(new TValue(time, 10.0));
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indicator.Update(new TValue(time.AddMinutes(1), 20.0));
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double beforeNaN = indicator.Last.Value;
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indicator.Update(new TValue(time.AddMinutes(2), double.NaN));
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// Should use last valid value
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Assert.Equal(beforeNaN, indicator.Last.Value, Tolerance);
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}
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[Fact]
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public void Update_Infinity_UsesLastValidValue()
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{
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var indicator = new Midpoint(5);
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var time = DateTime.UtcNow;
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indicator.Update(new TValue(time, 15.0));
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indicator.Update(new TValue(time.AddMinutes(1), double.PositiveInfinity));
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void IsHot_BecomesTrueAfterWarmup()
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{
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var indicator = new Midpoint(5);
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var time = DateTime.UtcNow;
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for (int i = 0; i < 4; i++)
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{
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indicator.Update(new TValue(time.AddMinutes(i), i));
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Assert.False(indicator.IsHot);
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}
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indicator.Update(new TValue(time.AddMinutes(4), 4));
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Assert.True(indicator.IsHot);
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}
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[Fact]
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public void Reset_ClearsState()
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{
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var indicator = new Midpoint(5);
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var time = DateTime.UtcNow;
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for (int i = 0; i < 10; i++)
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{
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indicator.Update(new TValue(time.AddMinutes(i), i * 2));
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}
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Assert.True(indicator.IsHot);
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indicator.Reset();
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Assert.False(indicator.IsHot);
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Assert.Equal(default, indicator.Last);
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}
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[Fact]
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public void Pub_EventFires()
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{
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var indicator = new Midpoint(5);
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int eventCount = 0;
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indicator.Pub += (object? sender, in TValueEventArgs args) => eventCount++;
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indicator.Update(new TValue(DateTime.UtcNow, 10.0));
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Assert.Equal(1, eventCount);
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}
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[Fact]
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public void Chaining_Constructor_Works()
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{
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var source = new TSeries();
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var indicator = new Midpoint(source, 5);
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source.Add(new TValue(DateTime.UtcNow, 10.0), true);
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Assert.Equal(10.0, indicator.Last.Value, Tolerance);
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// Window [10, 20]: midpoint = (20+10)/2 = 15
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source.Add(new TValue(DateTime.UtcNow.AddMinutes(1), 20.0), true);
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Assert.Equal(15.0, indicator.Last.Value, Tolerance);
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}
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[Fact]
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public void Calculate_TSeries_MatchesStreaming()
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{
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int period = 5;
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int count = 50;
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var gbm = new GBM(10000);
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var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var source = bars.Close;
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// Streaming
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||||
var streaming = new Midpoint(period);
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var streamingResults = new List<double>();
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for (int i = 0; i < source.Count; i++)
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{
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streaming.Update(source[i]);
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streamingResults.Add(streaming.Last.Value);
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}
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// Batch
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var batch = Midpoint.Batch(source, period);
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// Compare last values (after warmup)
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for (int i = period; i < source.Count; i++)
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{
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Assert.Equal(streamingResults[i], batch[i].Value, Tolerance);
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||||
}
|
||||
}
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||||
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||||
[Fact]
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||||
public void Calculate_Span_MatchesTSeries()
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||||
{
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||||
int period = 5;
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||||
int count = 50;
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||||
var gbm = new GBM(10001);
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||||
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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||||
var source = bars.Close;
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||||
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||||
// TSeries batch
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||||
var batchResult = Midpoint.Batch(source, period);
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||||
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||||
// Span calculation
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||||
var sourceArray = source.Values.ToArray();
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||||
var output = new double[count];
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||||
Midpoint.Batch(sourceArray.AsSpan(), output.AsSpan(), period);
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||||
|
||||
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");
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user