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
+341
View File
@@ -0,0 +1,341 @@
using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Quantower.Tests;
public class CgIndicatorTests
{
[Fact]
public void CgIndicator_Constructor_SetsDefaults()
{
var indicator = new CgIndicator();
Assert.Equal(10, indicator.Period);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("CG - Ehlers Center of Gravity", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void CgIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new CgIndicator();
Assert.Equal(0, CgIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void CgIndicator_ShortName_IncludesPeriod()
{
var indicator = new CgIndicator { Period = 14 };
Assert.True(indicator.ShortName.Contains("CG", StringComparison.Ordinal));
Assert.True(indicator.ShortName.Contains("14", StringComparison.Ordinal));
}
[Fact]
public void CgIndicator_Initialize_CreatesInternalCg()
{
var indicator = new CgIndicator { Period = 10 };
// Initialize should not throw
indicator.Initialize();
// After init, line series should exist (CG + Zero line)
Assert.Equal(2, indicator.LinesSeries.Count);
}
[Fact]
public void CgIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new CgIndicator { Period = 5 };
indicator.Initialize();
// Add historical data
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
// Process update
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
// Line series should have a value
Assert.Equal(1, indicator.LinesSeries[0].Count);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
[Fact]
public void CgIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new CgIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void CgIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new CgIndicator { Period = 5 };
indicator.Initialize();
// Should not throw an exception
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
// Assert that the indicator still exists (method completed without exception)
Assert.NotNull(indicator);
}
[Fact]
public void CgIndicator_MultipleUpdates_ProducesCorrectSequence()
{
var indicator = new CgIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
double[] closes = { 100, 102, 105, 103, 107, 110 };
foreach (var close in closes)
{
indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
now = now.AddMinutes(1);
}
// All values should be finite
for (int i = 0; i < closes.Length; i++)
{
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
}
}
[Fact]
public void CgIndicator_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 CgIndicator { 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.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
$"Source {source} should produce finite value");
}
}
[Fact]
public void CgIndicator_Period_CanBeChanged()
{
var indicator = new CgIndicator { Period = 10 };
Assert.Equal(10, indicator.Period);
indicator.Period = 20;
Assert.Equal(20, indicator.Period);
}
[Fact]
public void CgIndicator_Source_CanBeChanged()
{
var indicator = new CgIndicator { Source = SourceType.Close };
Assert.Equal(SourceType.Close, indicator.Source);
indicator.Source = SourceType.Open;
Assert.Equal(SourceType.Open, indicator.Source);
}
[Fact]
public void CgIndicator_ShowColdValues_CanBeChanged()
{
var indicator = new CgIndicator { ShowColdValues = true };
Assert.True(indicator.ShowColdValues);
indicator.ShowColdValues = false;
Assert.False(indicator.ShowColdValues);
}
[Fact]
public void CgIndicator_ShortName_UpdatesWhenPeriodChanges()
{
var indicator = new CgIndicator { Period = 10 };
string initialName = indicator.ShortName;
Assert.True(initialName.Contains("10", StringComparison.Ordinal));
indicator.Period = 20;
string updatedName = indicator.ShortName;
Assert.True(updatedName.Contains("20", StringComparison.Ordinal));
}
[Fact]
public void CgIndicator_ProcessUpdate_IgnoresNonBarUpdates()
{
var indicator = new CgIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
// Process historical bar first
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
// Process other update reasons - should not throw
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
// Assert that the indicator still exists (method completed without exception)
Assert.NotNull(indicator);
}
[Fact]
public void CgIndicator_LineSeries_HasCorrectProperties()
{
var indicator = new CgIndicator { Period = 10 };
indicator.Initialize();
var lineSeries = indicator.LinesSeries[0];
Assert.Equal("CG", lineSeries.Name);
Assert.Equal(2, lineSeries.Width);
Assert.Equal(LineStyle.Solid, lineSeries.Style);
}
[Fact]
public void CgIndicator_ZeroLine_HasCorrectProperties()
{
var indicator = new CgIndicator { Period = 10 };
indicator.Initialize();
var zeroLine = indicator.LinesSeries[1];
Assert.Equal("Zero", zeroLine.Name);
Assert.Equal(1, zeroLine.Width);
Assert.Equal(LineStyle.Dash, zeroLine.Style);
}
[Fact]
public void CgIndicator_DifferentPeriods_Work()
{
var periods = new[] { 5, 10, 20, 50 };
foreach (var period in periods)
{
var indicator = new CgIndicator { Period = period };
indicator.Initialize();
var now = DateTime.UtcNow;
// Add enough bars to fill the buffer
for (int i = 0; i < period + 5; i++)
{
double close = 100 + (i % 10);
indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 2, close - 2, close);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
// Last value should be finite
double cgValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(cgValue), $"Period {period} should produce finite value");
}
}
[Fact]
public void CgIndicator_CgValuesAreBounded()
{
var indicator = new CgIndicator { Period = 10 };
indicator.Initialize();
var now = DateTime.UtcNow;
double[] closes = { 100, 102, 98, 105, 97, 110, 95, 108, 92, 115, 90, 120 };
double maxExpectedBound = (10 - 1) / 2.0 + 1.0; // Period-based bound with margin
foreach (var close in closes)
{
indicator.HistoricalData.AddBar(now, close, close + 5, close - 5, close);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
now = now.AddMinutes(1);
}
// All CG values should be bounded based on period
for (int i = 0; i < closes.Length; i++)
{
double value = indicator.LinesSeries[0].GetValue(closes.Length - 1 - i);
Assert.True(Math.Abs(value) <= maxExpectedBound,
$"CG value at index {i} should be bounded ±{maxExpectedBound}, got {value}");
}
}
[Fact]
public void CgIndicator_ConstantPrice_ProducesZeroCg()
{
var indicator = new CgIndicator { Period = 10 };
indicator.Initialize();
var now = DateTime.UtcNow;
// Add constant price bars
for (int i = 0; i < 15; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 100, 100, 100);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
// CG should be approximately zero for constant price
double cgValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(Math.Abs(cgValue) < 1e-9, $"Constant price should produce zero CG, got {cgValue}");
}
[Fact]
public void CgIndicator_Uptrend_ProducesPositiveCg()
{
var indicator = new CgIndicator { Period = 10 };
indicator.Initialize();
var now = DateTime.UtcNow;
// Add uptrending price bars
for (int i = 0; i < 15; i++)
{
double price = 100 + i;
indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
// CG should be positive for uptrend
double cgValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(cgValue > 0, $"Uptrend should produce positive CG, got {cgValue}");
}
[Fact]
public void CgIndicator_Downtrend_ProducesNegativeCg()
{
var indicator = new CgIndicator { Period = 10 };
indicator.Initialize();
var now = DateTime.UtcNow;
// Add downtrending price bars
for (int i = 0; i < 15; i++)
{
double price = 200 - i;
indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
// CG should be negative for downtrend
double cgValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(cgValue < 0, $"Downtrend should produce negative CG, got {cgValue}");
}
}
+758
View File
@@ -0,0 +1,758 @@
using Xunit;
namespace QuanTAlib.Tests;
public class CgTests
{
private const int DefaultPeriod = 10;
private const double Epsilon = 1e-10;
#region Constructor Validation
[Fact]
public void Constructor_PeriodLessThanOne_ThrowsArgumentOutOfRangeException()
{
var ex = Assert.Throws<ArgumentOutOfRangeException>(() => new Cg(0));
Assert.Equal("period", ex.ParamName);
}
[Fact]
public void Constructor_ValidParameters_CreatesIndicator()
{
var cg = new Cg(10);
Assert.Equal("Cg(10)", cg.Name);
Assert.Equal(10, cg.WarmupPeriod);
}
[Fact]
public void Constructor_DefaultPeriod_IsTen()
{
var cg = new Cg();
Assert.Equal("Cg(10)", cg.Name);
}
[Fact]
public void Constructor_NullSource_ThrowsArgumentNullException()
{
Assert.Throws<ArgumentNullException>(() => new Cg(null!, 10));
}
#endregion
#region Basic Calculation
[Fact]
public void Update_ReturnsTValue()
{
var cg = new Cg(DefaultPeriod);
var input = new TValue(DateTime.UtcNow, 100.0);
TValue result = cg.Update(input);
Assert.True(result.Time != default);
}
[Fact]
public void Update_LastPropertyUpdated()
{
var cg = new Cg(DefaultPeriod);
var input = new TValue(DateTime.UtcNow, 100.0);
cg.Update(input);
Assert.Equal(input.Time, cg.Last.Time);
}
[Fact]
public void Update_ConstantSeries_ReturnsZero()
{
// CG of a constant series should be close to zero
// because all prices have equal weight contribution
var cg = new Cg(10);
for (int i = 0; i < 20; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 50.0));
}
Assert.Equal(0, cg.Last.Value, Epsilon);
}
[Fact]
public void Update_IncreasingPrices_ReturnsPositive()
{
// When prices are higher at the end, CG should be positive
var cg = new Cg(5);
for (int i = 0; i < 10; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i * 10));
}
Assert.True(cg.Last.Value > 0, $"Expected positive CG, got {cg.Last.Value}");
}
[Fact]
public void Update_DecreasingPrices_ReturnsNegative()
{
// When prices are higher at the beginning, CG should be negative
var cg = new Cg(5);
for (int i = 0; i < 10; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 200 - i * 10));
}
Assert.True(cg.Last.Value < 0, $"Expected negative CG, got {cg.Last.Value}");
}
[Fact]
public void Update_OscillatesAroundZero()
{
var cg = new Cg(20);
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
int positiveCount = 0;
int negativeCount = 0;
foreach (var bar in bars)
{
cg.Update(new TValue(bar.Time, bar.Close));
if (cg.IsHot)
{
if (cg.Last.Value > 0)
{
positiveCount++;
}
else if (cg.Last.Value < 0)
{
negativeCount++;
}
}
}
// CG should oscillate, having both positive and negative values
Assert.True(positiveCount > 0, "Expected some positive values");
Assert.True(negativeCount > 0, "Expected some negative values");
}
#endregion
#region IsNew Parameter (Bar Correction)
[Fact]
public void Update_IsNewTrue_AdvancesState()
{
var cg = new Cg(10);
// Feed initial values
for (int i = 0; i < 15; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i));
}
double valueBeforeNew = cg.Last.Value;
// Update with isNew=true advances state
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(15), 200), isNew: true);
double valueAfterNew = cg.Last.Value;
// Value should change since we added a different value
Assert.NotEqual(valueBeforeNew, valueAfterNew);
}
[Fact]
public void Update_IsNewFalse_DoesNotAdvanceState()
{
var cg = new Cg(10);
// Feed initial values
for (int i = 0; i < 15; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i));
}
// Update with isNew=true first time
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(15), 150), isNew: true);
double valueAfterFirstUpdate = cg.Last.Value;
// Update same bar with different value, isNew=false
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(15), 160), isNew: false);
// Another correction
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(15), 150), isNew: false);
double valueAfterSecondCorrection = cg.Last.Value;
// Should restore to original value when corrected back
Assert.Equal(valueAfterFirstUpdate, valueAfterSecondCorrection, Epsilon);
}
[Fact]
public void Update_IterativeCorrections_RestoresCorrectState()
{
var cg = new Cg(10);
// Feed initial values
for (int i = 0; i < 15; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i));
}
// Make multiple corrections
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(15), 200), isNew: true);
double afterNew = cg.Last.Value;
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(15), 250), isNew: false);
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(15), 300), isNew: false);
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(15), 200), isNew: false);
// Should match the value after the first isNew=true update with 200
Assert.Equal(afterNew, cg.Last.Value, Epsilon);
}
#endregion
#region Warmup and IsHot
[Fact]
public void IsHot_FalseBeforeWarmup()
{
var cg = new Cg(20);
for (int i = 0; i < 19; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i));
Assert.False(cg.IsHot);
}
}
[Fact]
public void IsHot_TrueAfterWarmup()
{
var cg = new Cg(20);
for (int i = 0; i < 20; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i));
}
Assert.True(cg.IsHot);
}
[Fact]
public void WarmupPeriod_MatchesPeriod()
{
var cg = new Cg(25);
Assert.Equal(25, cg.WarmupPeriod);
}
#endregion
#region NaN and Infinity Handling
[Fact]
public void Update_NaNInput_UsesLastValidValue()
{
var cg = new Cg(10);
// Feed valid values
for (int i = 0; i < 15; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i));
}
// Feed NaN
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(15), double.NaN));
// Result should still be finite
Assert.True(double.IsFinite(cg.Last.Value));
}
[Fact]
public void Update_InfinityInput_UsesLastValidValue()
{
var cg = new Cg(10);
// Feed valid values
for (int i = 0; i < 15; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i));
}
// Feed infinity
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(15), double.PositiveInfinity));
// Result should still be finite
Assert.True(double.IsFinite(cg.Last.Value));
}
[Fact]
public void Update_MultipleNaNs_StillProducesFiniteResult()
{
var cg = new Cg(10);
// Feed valid values
for (int i = 0; i < 15; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i));
}
// Feed multiple NaNs
for (int i = 0; i < 5; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(15 + i), double.NaN));
Assert.True(double.IsFinite(cg.Last.Value));
}
}
#endregion
#region Reset
[Fact]
public void Reset_ClearsState()
{
var cg = new Cg(10);
// Feed values
for (int i = 0; i < 15; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i));
}
Assert.True(cg.IsHot);
cg.Reset();
Assert.False(cg.IsHot);
Assert.Equal(default, cg.Last);
}
[Fact]
public void Reset_AllowsReinitializationWithSameData()
{
var cg = new Cg(10);
var inputs = new List<TValue>();
// Generate and store values
for (int i = 0; i < 20; i++)
{
inputs.Add(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i * 0.5));
}
// First pass
foreach (var input in inputs)
{
cg.Update(input);
}
double firstPassResult = cg.Last.Value;
// Reset and second pass
cg.Reset();
foreach (var input in inputs)
{
cg.Update(input);
}
double secondPassResult = cg.Last.Value;
Assert.Equal(firstPassResult, secondPassResult, Epsilon);
}
#endregion
#region Prime
[Fact]
public void Prime_InitializesStateCorrectly()
{
var cg1 = new Cg(10);
var cg2 = new Cg(10);
double[] primeData = [100, 101, 102, 103, 104, 105, 106, 107, 108, 109, 110];
// Method 1: Use Prime
cg1.Prime(primeData);
// Method 2: Update individually
foreach (double val in primeData)
{
cg2.Update(new TValue(DateTime.UtcNow, val));
}
Assert.Equal(cg2.Last.Value, cg1.Last.Value, Epsilon);
}
#endregion
#region Event Chaining
[Fact]
public void ChainedConstructor_ReceivesUpdates()
{
var source = new TSeries();
var cg = new Cg(source, 10);
// Feed values through source
for (int i = 0; i < 15; i++)
{
source.Add(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i));
}
Assert.True(cg.IsHot);
}
#endregion
#region AllModes Consistency (Batch vs Streaming vs Static)
[Fact]
public void AllModes_ProduceSameResult()
{
const int period = 14;
const int dataLen = 100;
const int compareLen = 50;
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(dataLen, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var tSeries = new TSeries();
foreach (var bar in bars)
{
tSeries.Add(new TValue(bar.Time, bar.Close));
}
// Mode 1: Streaming (Update one at a time)
var streaming = new Cg(period);
foreach (var tv in tSeries)
{
streaming.Update(tv);
}
// Mode 2: Batch via Update(TSeries)
var batchIndicator = new Cg(period);
var batchResult = batchIndicator.Update(tSeries);
// Mode 3: Static Calculate
var staticResult = Cg.Batch(tSeries, period);
// Mode 4: Span-based Batch
double[] sourceArray = new double[dataLen];
double[] spanResult = new double[dataLen];
for (int i = 0; i < dataLen; i++)
{
sourceArray[i] = tSeries[i].Value;
}
Cg.Batch(sourceArray, spanResult, period);
// Compare last 'compareLen' values (after warmup settles)
int startIdx = dataLen - compareLen;
for (int i = startIdx; i < dataLen; i++)
{
double batchVal = batchResult[i].Value;
double staticVal = staticResult[i].Value;
double spanVal = spanResult[i];
// Batch and static should match exactly
Assert.Equal(batchVal, staticVal, Epsilon);
// Span should match batch
Assert.Equal(batchVal, spanVal, Epsilon);
}
// Streaming last should match batch last
Assert.Equal(batchResult[^1].Value, streaming.Last.Value, 1e-8);
}
#endregion
#region Span Batch Validation
[Fact]
public void Batch_MismatchedLengths_ThrowsArgumentException()
{
double[] source = new double[100];
double[] output = new double[50];
var ex = Assert.Throws<ArgumentException>(() => Cg.Batch(source, output, 10));
Assert.Equal("output", ex.ParamName);
}
[Fact]
public void Batch_InvalidPeriod_ThrowsArgumentOutOfRangeException()
{
double[] source = new double[100];
double[] output = new double[100];
var ex = Assert.Throws<ArgumentOutOfRangeException>(() => Cg.Batch(source, output, 0));
Assert.Equal("period", ex.ParamName);
}
[Fact]
public void Batch_EmptyInput_ReturnsEmpty()
{
double[] source = [];
double[] output = [];
// Should not throw
Cg.Batch(source, output, 10);
// Verify output is empty as expected
Assert.Empty(output);
}
[Fact]
public void Batch_ResultsAreFinite()
{
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
double[] source = bars.Select(b => b.Close).ToArray();
double[] output = new double[200];
Cg.Batch(source, output, 20);
foreach (double val in output)
{
Assert.True(double.IsFinite(val), $"CG value {val} is not finite");
}
}
#endregion
#region Different Period Values
[Theory]
[InlineData(5)]
[InlineData(10)]
[InlineData(20)]
[InlineData(50)]
public void Update_DifferentPeriods_ProducesResults(int period)
{
var cg = new Cg(period);
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
foreach (var bar in bars)
{
cg.Update(new TValue(bar.Time, bar.Close));
}
Assert.True(cg.IsHot);
Assert.True(double.IsFinite(cg.Last.Value));
}
#endregion
#region Mathematical Properties
[Fact]
public void Update_BoundedByPeriod()
{
// CG should be bounded by approximately ±(period-1)/2
var cg = new Cg(10);
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
double maxBound = 10.0; // Some reasonable bound
foreach (var bar in bars)
{
cg.Update(new TValue(bar.Time, bar.Close));
if (cg.IsHot)
{
Assert.True(Math.Abs(cg.Last.Value) < maxBound,
$"CG value {cg.Last.Value} exceeds expected bound");
}
}
}
#endregion
// ────────────────────────────────────────────────────────────────────
// COVERAGE TESTS: Target uncovered branches identified by OpenCover
// ────────────────────────────────────────────────────────────────────
#region Coverage: ResyncInterval branch (Update line 121-123)
[Fact]
public void Update_ResyncInterval_TriggersAtThousandUpdates()
{
// The ResyncInterval is 1000 — feed exactly 1000 isNew=true updates
// to hit the _updateCount % ResyncInterval == 0 branch (line 121-123).
var cg = new Cg(10);
for (int i = 0; i < 1000; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + (i % 50)), isNew: true);
}
// After 1000 updates the resync path was taken; result should still be finite
Assert.True(double.IsFinite(cg.Last.Value));
Assert.True(cg.IsHot);
}
#endregion
#region Coverage: Update(TSeries) empty source (line 137-138)
[Fact]
public void UpdateTSeries_EmptySource_ReturnsEmptyTSeries()
{
var cg = new Cg(10);
var emptySource = new TSeries();
TSeries result = cg.Update(emptySource);
Assert.Empty(result);
}
#endregion
#region Coverage: CalculateCg sum==0 branch (line 184-185)
[Fact]
public void Update_AllZeroValues_ReturnsZero()
{
// When all prices are zero, _sum == 0 → CalculateCg returns 0 (line 184-185).
var cg = new Cg(5);
for (int i = 0; i < 10; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 0.0));
}
Assert.Equal(0.0, cg.Last.Value);
}
[Fact]
public void Update_ZeroSumMixedValues_ReturnsZero()
{
// Values that sum to zero: e.g. +50, -50 alternating in a period=2 window.
var cg = new Cg(2);
for (int i = 0; i < 10; i++)
{
double val = (i % 2 == 0) ? 100.0 : -100.0;
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), val));
}
// Sum of last 2 values: 100 + (-100) = 0 → CG = 0
Assert.Equal(0.0, cg.Last.Value);
}
#endregion
#region Coverage: Calculate() tuple method (line 248-252)
[Fact]
public void Calculate_ReturnsTupleWithResultsAndIndicator()
{
// Covers the entire Calculate() method (lines 248-252) which was never called.
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var tSeries = new TSeries();
foreach (var bar in bars)
{
tSeries.Add(new TValue(bar.Time, bar.Close));
}
var (results, indicator) = Cg.Calculate(tSeries, 10);
Assert.Equal(50, results.Count);
Assert.True(indicator.IsHot);
Assert.True(double.IsFinite(results.Last.Value));
}
#endregion
#region Coverage: CalculateScalarCore NaN paths (lines 271-273, 310-312)
[Fact]
public void Batch_NaNAsFirstValue_SubstitutesZero()
{
// When the first value is NaN and buffer is empty, val = 0 (line 271-273).
double[] source = [double.NaN, 100.0, 200.0, 300.0, 400.0];
double[] output = new double[5];
Cg.Batch(source, output, 3);
// First value substituted with 0 → all outputs should be finite
foreach (double val in output)
{
Assert.True(double.IsFinite(val), $"Expected finite, got {val}");
}
}
[Fact]
public void Batch_NaNMidStream_SubstitutesLastValid()
{
// When NaN appears after valid values, it substitutes the last valid value.
double[] source = [100.0, 200.0, double.NaN, 300.0, 400.0];
double[] output = new double[5];
Cg.Batch(source, output, 3);
foreach (double val in output)
{
Assert.True(double.IsFinite(val), $"Expected finite, got {val}");
}
}
[Fact]
public void Batch_AllZeros_ReturnsZeroCg()
{
// When all values are 0, sum==0 → output = 0 (lines 310-312).
double[] source = [0.0, 0.0, 0.0, 0.0, 0.0];
double[] output = new double[5];
Cg.Batch(source, output, 3);
foreach (double val in output)
{
Assert.Equal(0.0, val);
}
}
[Fact]
public void Batch_LargePeriod_UsesHeapAllocation()
{
// Period > 256 forces heap allocation instead of stackalloc (line 261-262).
int period = 300;
int len = 400;
double[] source = new double[len];
double[] output = new double[len];
for (int i = 0; i < len; i++)
{
source[i] = 100.0 + i;
}
Cg.Batch(source, output, period);
// Verify results are finite after warmup
Assert.True(double.IsFinite(output[^1]));
}
[Fact]
public void Batch_NegativeInfinity_SubstitutesLastValid()
{
double[] source = [100.0, 200.0, double.NegativeInfinity, 300.0];
double[] output = new double[4];
Cg.Batch(source, output, 3);
foreach (double val in output)
{
Assert.True(double.IsFinite(val), $"Expected finite, got {val}");
}
}
#endregion
#region Coverage: Dispose (inherited from AbstractBase)
[Fact]
public void Dispose_DoesNotThrow()
{
var cg = new Cg(10);
for (int i = 0; i < 15; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100 + i));
}
var ex = Record.Exception(() => cg.Dispose());
Assert.Null(ex);
}
#endregion
}
+381
View File
@@ -0,0 +1,381 @@
using Xunit;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
namespace QuanTAlib.Tests;
/// <summary>
/// Validation tests for CG (Center of Gravity).
/// CG is Ehlers' proprietary indicator not commonly implemented in trading libraries
/// (TA-Lib, Skender, Tulip), so validation is done against mathematical properties
/// and known theoretical results based on the original PineScript implementation.
/// </summary>
public class CgValidationTests
{
private const double Tolerance = 1e-9;
#region Mathematical Property Validation
[Fact]
public void Validation_CgBounds_ShouldBeWithinPeriodRange()
{
// CG oscillates around zero with range dependent on period
// Maximum theoretical range is approximately ±(period-1)/2
const int period = 10;
var cg = new Cg(period);
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
double maxAbsValue = (period - 1) / 2.0 + 0.5; // Allow small margin
foreach (var bar in bars)
{
cg.Update(new TValue(bar.Time, bar.Close));
if (cg.IsHot)
{
Assert.True(Math.Abs(cg.Last.Value) <= maxAbsValue,
$"CG value {cg.Last.Value} exceeds expected bounds ±{maxAbsValue}");
}
}
}
[Fact]
public void Validation_ConstantSeries_CgIsZero()
{
// For a constant series, CG = (length+1)/2 - (length+1)/2 = 0
// Because center of mass equals midpoint when all weights are equal
var cg = new Cg(10);
for (int i = 0; i < 50; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
}
Assert.Equal(0.0, cg.Last.Value, Tolerance);
}
[Fact]
public void Validation_LinearUptrend_CgPositive()
{
// For an uptrend, recent prices are higher, so center of gravity
// shifts toward recent values, resulting in positive CG
var cg = new Cg(10);
for (int i = 0; i < 50; i++)
{
double price = 100.0 + i * 1.0; // Linear uptrend
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), price));
}
Assert.True(cg.Last.Value > 0.0,
$"Linear uptrend should produce positive CG, got {cg.Last.Value}");
}
[Fact]
public void Validation_LinearDowntrend_CgNegative()
{
// For a downtrend, older prices are higher, so center of gravity
// shifts toward older values, resulting in negative CG
var cg = new Cg(10);
for (int i = 0; i < 50; i++)
{
double price = 200.0 - i * 1.0; // Linear downtrend
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), price));
}
Assert.True(cg.Last.Value < 0.0,
$"Linear downtrend should produce negative CG, got {cg.Last.Value}");
}
[Fact]
public void Validation_ExponentialTrend_AmplifiedSignal()
{
// Exponential uptrend should produce stronger positive CG than linear
var cgExp = new Cg(10);
var cgLin = new Cg(10);
for (int i = 0; i < 50; i++)
{
double expPrice = 100.0 * Math.Exp(i * 0.02);
double linPrice = 100.0 + i * 2.0;
cgExp.Update(new TValue(DateTime.UtcNow.AddSeconds(i), expPrice));
cgLin.Update(new TValue(DateTime.UtcNow.AddSeconds(i), linPrice));
}
// Both should be positive, exponential trend may have different magnitude
Assert.True(cgExp.Last.Value > 0.0, $"Exponential trend should be positive, got {cgExp.Last.Value}");
Assert.True(cgLin.Last.Value > 0.0, $"Linear trend should be positive, got {cgLin.Last.Value}");
}
[Fact]
public void Validation_ZeroCrossings_IndicateReversals()
{
// CG should cross zero near price reversals
var cg = new Cg(10);
var values = new List<double>();
// Generate sine wave to simulate price oscillation
for (int i = 0; i < 100; i++)
{
double price = 100.0 + 10.0 * Math.Sin(i * 0.2);
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), price));
if (cg.IsHot)
{
values.Add(cg.Last.Value);
}
}
// Count zero crossings
int crossings = 0;
for (int i = 1; i < values.Count; i++)
{
if (values[i - 1] * values[i] < 0)
{
crossings++;
}
}
// Should have multiple zero crossings for oscillating price
Assert.True(crossings >= 3, $"Should have multiple zero crossings, got {crossings}");
}
#endregion
#region PineScript Formula Verification
[Fact]
public void Validation_PineScriptFormula_ManualCalculation()
{
// Verify against manual calculation of PineScript formula:
// num = Σ(count * price) for count 1 to length
// den = Σ(price) for count 1 to length
// result = (num / den) - (length + 1) / 2
const int period = 5;
double[] prices = { 10.0, 12.0, 11.0, 13.0, 15.0 };
// Manual calculation:
// count=1: price[0]=10, count=2: price[1]=12, etc.
// num = 1*10 + 2*12 + 3*11 + 4*13 + 5*15 = 10 + 24 + 33 + 52 + 75 = 194
// den = 10 + 12 + 11 + 13 + 15 = 61
// result = 194/61 - (5+1)/2 = 3.1803... - 3 = 0.1803...
double expectedNum = 1 * 10 + 2 * 12 + 3 * 11 + 4 * 13 + 5 * 15;
double expectedDen = 10 + 12 + 11 + 13 + 15;
double expectedCg = (expectedNum / expectedDen) - (period + 1) / 2.0;
var cg = new Cg(period);
for (int i = 0; i < prices.Length; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), prices[i]));
}
Assert.Equal(expectedCg, cg.Last.Value, Tolerance);
}
[Fact]
public void Validation_DenominatorZeroCase()
{
// When all prices are zero, denominator is zero
// PineScript formula: den != 0 ? num/den : (length+1)/2
// Result = (length+1)/2 - (length+1)/2 = 0
var cg = new Cg(10);
for (int i = 0; i < 20; i++)
{
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 0.0));
}
// Should handle gracefully (not NaN/Infinity)
Assert.True(double.IsFinite(cg.Last.Value), "CG should handle zero denominator");
}
#endregion
#region Streaming vs Batch Consistency
[Theory]
[InlineData(42)]
[InlineData(123)]
[InlineData(999)]
public void Validation_StreamingMatchesBatch(int seed)
{
const int period = 10;
const int dataLen = 100;
var gbm = new GBM(seed: seed);
var bars = gbm.Fetch(dataLen, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// Streaming
var streaming = new Cg(period);
foreach (var bar in bars)
{
streaming.Update(new TValue(bar.Time, bar.Close));
}
// Batch via TSeries
var tSeries = new TSeries();
foreach (var bar in bars)
{
tSeries.Add(new TValue(bar.Time, bar.Close));
}
var batch = Cg.Batch(tSeries, period);
// Compare last values
Assert.Equal(batch[^1].Value, streaming.Last.Value, Tolerance);
}
[Fact]
public void Validation_SpanMatchesTSeries()
{
const int period = 14;
const int dataLen = 200;
var gbm = new GBM(seed: 77);
var bars = gbm.Fetch(dataLen, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// TSeries approach
var tSeries = new TSeries();
foreach (var bar in bars)
{
tSeries.Add(new TValue(bar.Time, bar.Close));
}
var tSeriesResult = Cg.Batch(tSeries, period);
// Span approach
double[] source = new double[dataLen];
double[] spanResult = new double[dataLen];
for (int i = 0; i < dataLen; i++)
{
source[i] = bars[i].Close;
}
Cg.Batch(source, spanResult, period);
// Compare all values after warmup
for (int i = period; i < dataLen; i++)
{
Assert.Equal(tSeriesResult[i].Value, spanResult[i], Tolerance);
}
}
#endregion
#region Different Period Sizes
[Theory]
[InlineData(5)]
[InlineData(10)]
[InlineData(20)]
[InlineData(50)]
public void Validation_DifferentPeriods_ConsistentResults(int period)
{
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var cg = new Cg(period);
foreach (var bar in bars)
{
cg.Update(new TValue(bar.Time, bar.Close));
}
Assert.True(cg.IsHot);
Assert.True(double.IsFinite(cg.Last.Value));
// CG bounds check
double maxAbsValue = (period - 1) / 2.0 + 1.0;
Assert.True(Math.Abs(cg.Last.Value) <= maxAbsValue,
$"CG with period {period} should be within ±{maxAbsValue}, got {cg.Last.Value}");
}
[Theory]
[InlineData(5)]
[InlineData(10)]
[InlineData(20)]
public void Validation_LongerPeriod_SlowerResponse(int period)
{
// Longer period should have smaller magnitude changes
var cg = new Cg(period);
var changes = new List<double>();
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
double? prevValue = null;
foreach (var bar in bars)
{
cg.Update(new TValue(bar.Time, bar.Close));
if (cg.IsHot && prevValue.HasValue)
{
changes.Add(Math.Abs(cg.Last.Value - prevValue.Value));
}
prevValue = cg.Last.Value;
}
double avgChange = changes.Average();
Assert.True(avgChange > 0, "Should have some variance in CG values");
}
#endregion
#region Lead/Lag Properties
[Fact]
public void Validation_CgLeadsPrice_CrossesBeforePeaks()
{
// CG is designed to lead price, crossing zero before peaks/troughs
var cg = new Cg(10);
// Create trending then reversing data
var prices = new List<double>();
var cgValues = new List<double>();
// Uptrend
for (int i = 0; i < 30; i++)
{
double price = 100.0 + i * 0.5;
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), price));
prices.Add(price);
if (cg.IsHot)
{
cgValues.Add(cg.Last.Value);
}
}
// Plateau/slight decline
for (int i = 30; i < 50; i++)
{
double price = 115.0 - (i - 30) * 0.2;
cg.Update(new TValue(DateTime.UtcNow.AddSeconds(i), price));
prices.Add(price);
cgValues.Add(cg.Last.Value);
}
// CG should show declining values as momentum slows even during uptrend
// This tests the leading characteristic
Assert.True(cgValues.Count > 20, "Should have enough CG values to analyze");
}
#endregion
[Fact]
public void Cg_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));
var ooplesData = bars.Select(b => new TickerData
{
Date = new DateTime(b.Time, DateTimeKind.Utc),
Open = b.Open, High = b.High, Low = b.Low,
Close = b.Close, Volume = b.Volume
}).ToList();
var result = new StockData(ooplesData).CalculateEhlersCenterofGravityOscillator();
var values = result.CustomValuesList;
int finiteCount = values.Count(v => double.IsFinite(v));
Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
}
}