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 +1,120 @@
using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Quantower.Tests;
public class HtDcphaseIndicatorTests
{
[Fact]
public void HtDcphaseIndicator_Constructor_SetsDefaults()
{
var indicator = new HtDcphaseIndicator();
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("HT_DCPHASE - Ehlers Hilbert Transform Dominant Cycle Phase", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void HtDcphaseIndicator_MinHistoryDepths_EqualsLookback()
{
var indicator = new HtDcphaseIndicator();
Assert.Equal(63, HtDcphaseIndicator.MinHistoryDepths);
Assert.Equal(63, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void HtDcphaseIndicator_ShortName_IsFixed()
{
var indicator = new HtDcphaseIndicator();
Assert.Equal("HT_DCPHASE", indicator.ShortName);
}
[Fact]
public void HtDcphaseIndicator_Initialize_CreatesInternalHtDcphase()
{
var indicator = new HtDcphaseIndicator();
indicator.Initialize();
// 2 line series: DCPhase + Zero
Assert.Equal(2, indicator.LinesSeries.Count);
}
[Fact]
public void HtDcphaseIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new HtDcphaseIndicator();
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);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
[Fact]
public void HtDcphaseIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new HtDcphaseIndicator();
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 HtDcphaseIndicator_ProcessUpdate_NewTick_NoThrow()
{
var indicator = new HtDcphaseIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
double first = indicator.LinesSeries[0].GetValue(0);
// simulate same-bar update should not advance or corrupt; value remains finite
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
double second = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(first));
Assert.True(double.IsFinite(second));
Assert.Equal(first, second);
}
[Fact]
public void HtDcphaseIndicator_MultipleUpdates_ProducesSequence()
{
var indicator = new HtDcphaseIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
double[] closes = { 100, 102, 104, 103, 105, 106, 107, 108 };
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);
}
for (int j = 0; j < indicator.LinesSeries[0].Count; j++)
{
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(j)));
}
}
}
@@ -0,0 +1,407 @@
using System;
using QuanTAlib;
using Xunit;
namespace QuanTAlib.Tests.Cycles;
public class HtDcphaseTests
{
// ── Constructor ──────────────────────────────────────────────────────
[Fact]
public void Constructor_SetsDefaults()
{
var ht = new HtDcphase();
Assert.Equal("HtDcphase", ht.Name);
Assert.Equal(63, ht.WarmupPeriod);
Assert.False(ht.IsHot);
}
[Fact]
public void Constructor_WithPublisher_Subscribes()
{
var source = new TSeries();
var ht = new HtDcphase(source);
Assert.False(ht.IsHot);
// Feed data through publisher
for (int i = 0; i < 80; i++)
{
source.Add(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + (Math.Sin(i * 0.3) * 10)));
}
Assert.True(ht.IsHot);
Assert.True(double.IsFinite(ht.Last.Value));
}
[Fact]
public void Constructor_NullPublisher_Throws()
{
Assert.Throws<ArgumentNullException>(() => new HtDcphase(null!));
}
[Fact]
public void Last_DefaultBeforeAnyUpdate()
{
var ht = new HtDcphase();
Assert.Equal(default, ht.Last);
}
// ── IsHot & Warmup ──────────────────────────────────────────────────
[Fact]
public void Update_BecomesHotAfterWarmup()
{
var ht = new HtDcphase();
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
foreach (var bar in bars)
{
ht.Update(new TValue(bar.Time, bar.Close));
}
Assert.True(ht.IsHot);
Assert.True(double.IsFinite(ht.Last.Value));
}
[Fact]
public void IsHot_FalseBeforeWarmup()
{
var ht = new HtDcphase();
for (int i = 0; i < 60; i++)
{
ht.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i));
}
Assert.False(ht.IsHot);
}
// ── Update ──────────────────────────────────────────────────────────
[Fact]
public void Update_FirstBarsReturnZero()
{
var ht = new HtDcphase();
var result = ht.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Equal(0.0, result.Value);
}
[Fact]
public void PhaseRange_IsValid()
{
var ht = new HtDcphase();
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
foreach (var bar in bars)
{
ht.Update(new TValue(bar.Time, bar.Close));
}
// After warmup, phase should be in valid range
double phase = ht.Last.Value;
Assert.True(phase >= -45.0 && phase <= 315.0,
$"Phase {phase} should be in range [-45, 315]");
}
[Fact]
public void Update_ProducesFiniteValuesAfterWarmup()
{
var ht = new HtDcphase();
var gbm = new GBM(seed: 99);
var bars = gbm.Fetch(150, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
foreach (var bar in bars)
{
ht.Update(new TValue(bar.Time, bar.Close));
}
Assert.True(ht.IsHot);
Assert.True(double.IsFinite(ht.Last.Value));
}
// ── Bar Correction ──────────────────────────────────────────────────
[Fact]
public void SameBarUpdate_ReturnsSameValue()
{
var ht = new HtDcphase();
var now = DateTime.UtcNow;
// Prime with data
for (int i = 0; i < 70; i++)
{
ht.Update(new TValue(now.AddMinutes(i), 100 + (Math.Sin(i * 0.1) * 10)));
}
Assert.True(ht.IsHot);
// First update (new bar)
var result1 = ht.Update(new TValue(now.AddMinutes(70), 105), isNew: true);
// Same bar update with the same price — must yield identical result
var result2 = ht.Update(new TValue(now.AddMinutes(70), 105), isNew: false);
Assert.Equal(result1.Value, result2.Value);
}
[Fact]
public void BarCorrection_MultipleCorrections_StableState()
{
var ht = new HtDcphase();
var now = DateTime.UtcNow;
for (int i = 0; i < 70; i++)
{
ht.Update(new TValue(now.AddMinutes(i), 100 + (i * 0.5)));
}
// New bar
ht.Update(new TValue(now.AddMinutes(70), 150), isNew: true);
var afterNew = ht.Last;
// Multiple corrections
ht.Update(new TValue(now.AddMinutes(70), 160), isNew: false);
ht.Update(new TValue(now.AddMinutes(70), 140), isNew: false);
ht.Update(new TValue(now.AddMinutes(70), 150), isNew: false);
var afterCorrections = ht.Last;
Assert.Equal(afterNew.Value, afterCorrections.Value);
}
// ── NaN handling ────────────────────────────────────────────────────
[Fact]
public void Update_NaN_BeforeValidData_ReturnsZero()
{
var ht = new HtDcphase();
var result = ht.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.Equal(0.0, result.Value);
}
[Fact]
public void Update_NaN_AfterValidData_UsesLastValid()
{
var ht = new HtDcphase();
var now = DateTime.UtcNow;
for (int i = 0; i < 80; i++)
{
ht.Update(new TValue(now.AddMinutes(i), 100 + (Math.Sin(i * 0.2) * 5)));
}
Assert.True(ht.IsHot);
var result = ht.Update(new TValue(now.AddMinutes(80), double.NaN));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Update_Infinity_UsesLastValid()
{
var ht = new HtDcphase();
var now = DateTime.UtcNow;
for (int i = 0; i < 80; i++)
{
ht.Update(new TValue(now.AddMinutes(i), 100 + (i * 0.5)));
}
var result = ht.Update(new TValue(now.AddMinutes(80), double.PositiveInfinity));
Assert.True(double.IsFinite(result.Value));
}
// ── Reset ───────────────────────────────────────────────────────────
[Fact]
public void Reset_ClearsState()
{
var ht = new HtDcphase();
var now = DateTime.UtcNow;
for (int i = 0; i < 80; i++)
{
ht.Update(new TValue(now.AddMinutes(i), 100 + i));
}
Assert.True(ht.IsHot);
ht.Reset();
Assert.False(ht.IsHot);
Assert.Equal(default, ht.Last);
}
[Fact]
public void Reset_AllowsReuse()
{
var ht = new HtDcphase();
var now = DateTime.UtcNow;
for (int i = 0; i < 80; i++)
{
ht.Update(new TValue(now.AddMinutes(i), 100 + (Math.Sin(i * 0.2) * 5)));
}
var firstResult = ht.Last.Value;
ht.Reset();
for (int i = 0; i < 80; i++)
{
ht.Update(new TValue(now.AddMinutes(i), 100 + (Math.Sin(i * 0.2) * 5)));
}
Assert.Equal(firstResult, ht.Last.Value);
}
// ── Batch ───────────────────────────────────────────────────────────
[Fact]
public void Batch_TSeries_MatchesStreaming()
{
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var series = bars.Close;
var batchResult = HtDcphase.Batch(series);
var streaming = new HtDcphase();
var streamingResults = new TSeries();
foreach (var item in series)
{
streamingResults.Add(streaming.Update(item));
}
Assert.Equal(batchResult.Count, streamingResults.Count);
for (int i = 0; i < batchResult.Count; i++)
{
Assert.Equal(batchResult[i].Value, streamingResults[i].Value, 1e-10);
}
}
[Fact]
public void Batch_Span_MatchesStreaming()
{
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var values = bars.Close.Values.ToArray();
var spanOutput = new double[values.Length];
HtDcphase.Batch(values, spanOutput);
var streaming = new HtDcphase();
for (int i = 0; i < values.Length; i++)
{
var result = streaming.Update(new TValue(DateTime.UtcNow.AddTicks(i), values[i]));
Assert.Equal(result.Value, spanOutput[i], 1e-10);
}
}
[Fact]
public void Batch_Span_OutputTooShort_Throws()
{
var source = new double[10];
var output = new double[5];
Assert.Throws<ArgumentException>(() => HtDcphase.Batch(source, output));
}
[Fact]
public void Update_EmptyTSeries_ReturnsEmpty()
{
var ht = new HtDcphase();
var result = ht.Update(new TSeries());
Assert.Empty(result);
}
[Fact]
public void Update_TSeries_ReturnsCorrectCount()
{
var ht = new HtDcphase();
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var result = ht.Update(bars.Close);
Assert.Equal(100, result.Count);
}
// ── Calculate ───────────────────────────────────────────────────────
[Fact]
public void Calculate_ReturnsBothResultsAndIndicator()
{
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var (results, indicator) = HtDcphase.Calculate(bars.Close);
Assert.Equal(100, results.Count);
Assert.True(indicator.IsHot);
}
// ── Prime ───────────────────────────────────────────────────────────
[Fact]
public void Prime_WarmsUpIndicator()
{
var ht = new HtDcphase();
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var values = bars.Close.Values.ToArray();
ht.Prime(values);
Assert.True(ht.IsHot);
}
[Fact]
public void Prime_WithStepParameter()
{
var ht = new HtDcphase();
var values = new double[80];
for (int i = 0; i < 80; i++)
{
values[i] = 100 + (Math.Sin(i * 0.2) * 5);
}
ht.Prime(values, TimeSpan.FromMinutes(5));
Assert.True(ht.IsHot);
}
// ── Determinism ─────────────────────────────────────────────────────
[Fact]
public void TwoInstances_SameInput_SameOutput()
{
var ht1 = new HtDcphase();
var ht2 = new HtDcphase();
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
foreach (var bar in bars)
{
var tv = new TValue(bar.Time, bar.Close);
var r1 = ht1.Update(tv);
var r2 = ht2.Update(tv);
Assert.Equal(r1.Value, r2.Value);
}
}
// ── Constant price ──────────────────────────────────────────────────
[Fact]
public void ConstantPrice_ProducesFiniteOutput()
{
var ht = new HtDcphase();
var now = DateTime.UtcNow;
for (int i = 0; i < 100; i++)
{
var result = ht.Update(new TValue(now.AddMinutes(i), 100.0));
Assert.True(double.IsFinite(result.Value),
$"Bar {i}: Expected finite, got {result.Value}");
}
}
// ── Dispose ─────────────────────────────────────────────────────────
[Fact]
public void Dispose_DoesNotThrow()
{
var ht = new HtDcphase();
ht.Update(new TValue(DateTime.UtcNow, 100));
ht.Dispose();
Assert.True(true); // S2699: explicit assertion for dispose-only test
}
}
@@ -0,0 +1,123 @@
using System;
using System.Collections.Generic;
using QuanTAlib;
using TALib;
using Xunit;
namespace QuanTAlib.Tests;
public sealed class HtDcphaseValidationTests : IDisposable
{
private readonly ValidationTestData _data;
private bool _disposed;
public HtDcphaseValidationTests()
{
_data = new ValidationTestData(10000);
}
public void Dispose()
{
Dispose(true);
}
private void Dispose(bool disposing)
{
if (_disposed)
{
return;
}
_disposed = true;
if (disposing)
{
_data?.Dispose();
}
}
[Fact]
public void Validate_TaLib_Static()
{
var input = _data.RawData.Span;
var outPhase = new double[input.Length];
var rc = TALib.Functions.HtDcPhase(input, 0..^0, outPhase, out var outRange);
Assert.Equal(TALib.Core.RetCode.Success, rc);
var q = new HtDcphase();
var qSeries = q.Update(_data.Data);
int outLength = outRange.End.Value - outRange.Start.Value;
for (int i = qSeries.Count - 200; i < qSeries.Count; i++)
{
int talibIdx = i - outRange.Start.Value;
if (talibIdx >= 0 && talibIdx < outLength)
{
Assert.Equal(outPhase[talibIdx], qSeries.Values[i], ValidationHelper.TalibTolerance);
}
}
}
[Fact]
public void Validate_TaLib_Streaming()
{
var input = _data.RawData.Span;
var outPhase = new double[input.Length];
var rc = TALib.Functions.HtDcPhase(input, 0..^0, outPhase, out var outRange);
Assert.Equal(TALib.Core.RetCode.Success, rc);
var streaming = new List<double>(_data.Data.Count);
var q = new HtDcphase();
foreach (var tv in _data.Data)
{
streaming.Add(q.Update(tv).Value);
}
int outLength = outRange.End.Value - outRange.Start.Value;
for (int i = streaming.Count - 200; i < streaming.Count; i++)
{
int talibIdx = i - outRange.Start.Value;
if (talibIdx >= 0 && talibIdx < outLength)
{
Assert.Equal(outPhase[talibIdx], streaming[i], ValidationHelper.TalibTolerance);
}
}
}
[Fact]
public void Lookback_MatchesTaLib()
{
int talibLookback = TALib.Functions.HtDcPhaseLookback();
var q = new HtDcphase();
Assert.Equal(talibLookback, q.WarmupPeriod);
}
[Fact]
public void HtDcphase_Correction_Recomputes()
{
var ind = new HtDcphase();
var t0 = new DateTime(946_684_800_000_000_0L, DateTimeKind.Utc);
// Build state well past warmup
for (int i = 0; i < 100; i++)
{
ind.Update(new TValue(t0.AddMinutes(i),
100.0 + (10.0 * Math.Sin(2.0 * Math.PI * i / 20.0))), isNew: true);
}
// Anchor bar
var anchorTime = t0.AddMinutes(100);
const double anchorPrice = 105.5;
ind.Update(new TValue(anchorTime, anchorPrice), isNew: true);
double anchorResult = ind.Last.Value;
// Correction with a dramatically different price — recompute must yield different result
ind.Update(new TValue(anchorTime, anchorPrice * 10.0), isNew: false);
Assert.NotEqual(anchorResult, ind.Last.Value);
// Correction back to original price — must exactly restore original result
ind.Update(new TValue(anchorTime, anchorPrice), isNew: false);
Assert.Equal(anchorResult, ind.Last.Value, 1e-9);
}
}