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 +1,122 @@
using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Quantower.Tests;
public class HtPhasorIndicatorTests
{
[Fact]
public void HtPhasorIndicator_Constructor_SetsDefaults()
{
var indicator = new HtPhasorIndicator();
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("HT_PHASOR - Ehlers Hilbert Transform Phasor Components", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void HtPhasorIndicator_MinHistoryDepths_EqualsLookback()
{
var indicator = new HtPhasorIndicator();
Assert.Equal(32, HtPhasorIndicator.MinHistoryDepths);
Assert.Equal(32, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void HtPhasorIndicator_ShortName_IsFixed()
{
var indicator = new HtPhasorIndicator();
Assert.Equal("HT_PHASOR", indicator.ShortName);
}
[Fact]
public void HtPhasorIndicator_Initialize_CreatesInternalHtPhasor()
{
var indicator = new HtPhasorIndicator();
indicator.Initialize();
Assert.Equal(3, indicator.LinesSeries.Count);
}
[Fact]
public void HtPhasorIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new HtPhasorIndicator();
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 HtPhasorIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new HtPhasorIndicator();
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 HtPhasorIndicator_ProcessUpdate_NewTick_NoThrow()
{
var indicator = new HtPhasorIndicator();
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 HtPhasorIndicator_MultipleUpdates_ProducesSequence()
{
var indicator = new HtPhasorIndicator();
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 i = 0; i < indicator.LinesSeries.Count; i++)
{
for (int j = 0; j < indicator.LinesSeries[i].Count; j++)
{
Assert.True(double.IsFinite(indicator.LinesSeries[i].GetValue(j)));
}
}
}
}
@@ -0,0 +1,352 @@
using Xunit;
namespace QuanTAlib.Tests;
public class HtPhasorTests
{
private const double Tolerance = 1e-9;
[Fact]
public void Constructor_SetsProperties()
{
var phasor = new HtPhasor();
Assert.Equal("HtPhasor", phasor.Name);
Assert.False(phasor.IsHot);
Assert.Equal(32, phasor.WarmupPeriod);
}
[Fact]
public void Constructor_WithNullSource_Throws()
{
Assert.Throws<ArgumentNullException>(() => new HtPhasor(null!));
}
[Fact]
public void Update_ReturnsFinite()
{
var phasor = new HtPhasor();
var result = phasor.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Update_AfterWarmup_IsHotTrue()
{
var phasor = new HtPhasor();
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
foreach (var bar in bars)
{
phasor.Update(new TValue(bar.Time, bar.Close));
}
Assert.True(phasor.IsHot);
}
[Fact]
public void Update_QuadratureAccessible()
{
var phasor = new HtPhasor();
for (int i = 0; i < 100; i++)
{
phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + Math.Sin(i * 0.1) * 5));
}
Assert.True(double.IsFinite(phasor.Quadrature));
}
[Fact]
public void Update_StreamVsBatch_Match()
{
const int len = 300;
var gbm = new GBM(seed: 7);
var bars = gbm.Fetch(len, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var stream = new HtPhasor();
var streamI = new double[len];
var streamQ = new double[len];
for (int i = 0; i < len; i++)
{
stream.Update(new TValue(bars[i].Time, bars[i].Close));
streamI[i] = stream.Last.Value;
streamQ[i] = stream.Quadrature;
}
var source = new double[len];
for (int i = 0; i < len; i++)
{
source[i] = bars[i].Close;
}
var batchI = new double[len];
var batchQ = new double[len];
HtPhasor.Batch(source, batchI, batchQ);
for (int i = 0; i < len; i++)
{
Assert.Equal(streamI[i], batchI[i], Tolerance);
Assert.Equal(streamQ[i], batchQ[i], Tolerance);
}
}
[Fact]
public void Batch_LengthValidation()
{
double[] source = new double[10];
double[] inPhase = new double[5];
double[] quad = new double[10];
var ex = Assert.Throws<ArgumentException>(() => HtPhasor.Batch(source, inPhase, quad));
Assert.Equal("inPhase", ex.ParamName);
}
[Fact]
public void Batch_LengthValidationQuadrature()
{
double[] source = new double[10];
double[] inPhase = new double[10];
double[] quad = new double[5];
var ex = Assert.Throws<ArgumentException>(() => HtPhasor.Batch(source, inPhase, quad));
Assert.Equal("quadrature", ex.ParamName);
}
#region Coverage Gap Tests
[Fact]
public void ChainedConstructor_ReceivesUpdates()
{
var source = new TSeries();
var phasor = new HtPhasor(source);
for (int i = 0; i < 50; i++)
{
source.Add(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + Math.Sin(i * 0.2) * 10));
}
Assert.True(phasor.IsHot);
Assert.True(double.IsFinite(phasor.Last.Value));
}
[Fact]
public void Update_IsNewFalse_RollsBackState()
{
var phasor = new HtPhasor();
for (int i = 0; i < 50; i++)
{
phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i), isNew: true);
}
double valueAfterNew = phasor.Last.Value;
phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 999.0), isNew: false);
double valueAfterCorrection = phasor.Last.Value;
Assert.Equal(valueAfterNew, valueAfterCorrection, Tolerance);
}
[Fact]
public void Update_IsNewFalse_AtStart_CoversWmaPath()
{
var phasor = new HtPhasor();
phasor.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
var result = phasor.Update(new TValue(DateTime.UtcNow, 105.0), isNew: false);
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Update_NaNAsFirstInput_ReturnsNaN()
{
var phasor = new HtPhasor();
var result = phasor.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.True(double.IsNaN(result.Value));
}
[Fact]
public void Update_NaNAfterValid_SubstitutesLastValid()
{
var phasor = new HtPhasor();
for (int i = 0; i < 50; i++)
{
phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
}
var result = phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), double.NaN));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Update_InfinityAfterValid_SubstitutesLastValid()
{
var phasor = new HtPhasor();
for (int i = 0; i < 50; i++)
{
phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
}
var result = phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), double.PositiveInfinity));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void UpdateTSeries_ProcessesAllBars()
{
var phasor = new HtPhasor();
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var tSeries = new TSeries();
foreach (var bar in bars)
{
tSeries.Add(new TValue(bar.Time, bar.Close));
}
TSeries result = phasor.Update(tSeries);
Assert.Equal(100, result.Count);
Assert.True(phasor.IsHot);
}
[Fact]
public void UpdateTSeries_EmptySource_ReturnsEmpty()
{
var phasor = new HtPhasor();
var emptySource = new TSeries();
TSeries result = phasor.Update(emptySource);
Assert.Empty(result);
}
[Fact]
public void Prime_InitializesState()
{
var phasor1 = new HtPhasor();
var phasor2 = new HtPhasor();
double[] data = new double[50];
for (int i = 0; i < 50; i++)
{
data[i] = 100.0 + Math.Sin(i * 0.3) * 10;
}
phasor1.Prime(data);
foreach (double val in data)
{
phasor2.Update(new TValue(DateTime.UtcNow, val));
}
Assert.Equal(phasor2.Last.Value, phasor1.Last.Value, Tolerance);
}
[Fact]
public void BatchTSeries_ReturnsResults()
{
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var tSeries = new TSeries();
foreach (var bar in bars)
{
tSeries.Add(new TValue(bar.Time, bar.Close));
}
TSeries result = HtPhasor.Batch(tSeries);
Assert.Equal(100, result.Count);
}
[Fact]
public void BatchSpan_EmptyInput_ReturnsWithoutError()
{
double[] source = [];
double[] inPhase = [];
double[] quad = [];
var ex = Record.Exception(() => HtPhasor.Batch(source, inPhase, quad));
Assert.Null(ex);
}
[Fact]
public void Calculate_ReturnsTupleWithResultsAndIndicator()
{
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(100, 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) = HtPhasor.Calculate(tSeries);
Assert.Equal(100, results.Count);
Assert.True(indicator.IsHot);
Assert.True(double.IsFinite(results.Last.Value));
}
[Fact]
public void Reset_ClearsState()
{
var phasor = new HtPhasor();
for (int i = 0; i < 50; i++)
{
phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
}
Assert.True(phasor.IsHot);
phasor.Reset();
Assert.False(phasor.IsHot);
Assert.Equal(default, phasor.Last);
Assert.Equal(0.0, phasor.Quadrature);
}
[Fact]
public void IterativeCorrections_RestoreState()
{
var phasor = new HtPhasor();
for (int i = 0; i < 50; i++)
{
phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
}
phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 200.0), isNew: true);
double afterNew = phasor.Last.Value;
phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 250.0), isNew: false);
phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 300.0), isNew: false);
phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 200.0), isNew: false);
Assert.Equal(afterNew, phasor.Last.Value, Tolerance);
}
[Fact]
public void Dispose_DoesNotThrow()
{
var phasor = new HtPhasor();
for (int i = 0; i < 50; i++)
{
phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
}
var ex = Record.Exception(() => phasor.Dispose());
Assert.Null(ex);
}
#endregion
}
@@ -0,0 +1,54 @@
using QuanTAlib;
using TALib;
using Xunit;
namespace QuanTAlib.Tests;
public sealed class HtPhasorValidationTests
{
[Fact]
public void HtPhasor_Matches_TALib_InPhase_Quadrature()
{
// Arrange
const int seed = 42;
const int length = 600;
var gbm = new GBM(startPrice: 100.0, mu: 0.0, sigma: 0.2, seed: seed);
long[] times = new long[length];
double[] prices = new double[length];
for (int i = 0; i < length; i++)
{
bool isNew = true;
var bar = gbm.Next(ref isNew);
times[i] = bar.Time;
prices[i] = bar.Close;
}
// Act
double[] talibInPhase = new double[length];
double[] talibQuadrature = new double[length];
var rc = TALib.Functions.HtPhasor(prices, 0..^0, talibInPhase, talibQuadrature, out var outRange);
Assert.Equal(TALib.Core.RetCode.Success, rc);
var qt = new HtPhasor();
double[] qInPhase = new double[length];
double[] qQuadrature = new double[length];
for (int i = 0; i < length; i++)
{
var result = qt.Update(new TValue(times[i], prices[i]));
qInPhase[i] = result.Value;
qQuadrature[i] = qt.Quadrature;
}
// Assert
// TALib outputs start at outBegIdx; compare overlapping region
int start = outRange.Start.Value;
int outLength = outRange.End.Value - outRange.Start.Value; // End is exclusive
const double tol = 1e-9;
for (int i = 0; i < outLength; i++)
{
int srcIdx = start + i;
Assert.InRange(qInPhase[srcIdx], talibInPhase[i] - tol, talibInPhase[i] + tol);
Assert.InRange(qQuadrature[srcIdx], talibQuadrature[i] - tol, talibQuadrature[i] + tol);
}
}
}