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 TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Quantower.Tests;
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public class HtPhasorIndicatorTests
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{
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[Fact]
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public void HtPhasorIndicator_Constructor_SetsDefaults()
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{
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var indicator = new HtPhasorIndicator();
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("HT_PHASOR - Ehlers Hilbert Transform Phasor Components", indicator.Name);
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Assert.True(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 HtPhasorIndicator_MinHistoryDepths_EqualsLookback()
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{
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var indicator = new HtPhasorIndicator();
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Assert.Equal(32, HtPhasorIndicator.MinHistoryDepths);
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Assert.Equal(32, ((IWatchlistIndicator)indicator).MinHistoryDepths);
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}
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[Fact]
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public void HtPhasorIndicator_ShortName_IsFixed()
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{
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var indicator = new HtPhasorIndicator();
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Assert.Equal("HT_PHASOR", indicator.ShortName);
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}
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[Fact]
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public void HtPhasorIndicator_Initialize_CreatesInternalHtPhasor()
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{
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var indicator = new HtPhasorIndicator();
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indicator.Initialize();
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Assert.Equal(3, indicator.LinesSeries.Count);
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}
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[Fact]
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public void HtPhasorIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new HtPhasorIndicator();
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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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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
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}
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[Fact]
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public void HtPhasorIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new HtPhasorIndicator();
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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, 100, 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 HtPhasorIndicator_ProcessUpdate_NewTick_NoThrow()
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{
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var indicator = new HtPhasorIndicator();
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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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double first = indicator.LinesSeries[0].GetValue(0);
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// simulate same-bar update should not advance or corrupt; value remains finite
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
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double second = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(first));
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Assert.True(double.IsFinite(second));
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Assert.Equal(first, second);
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}
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[Fact]
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public void HtPhasorIndicator_MultipleUpdates_ProducesSequence()
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{
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var indicator = new HtPhasorIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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double[] closes = { 100, 102, 104, 103, 105, 106, 107, 108 };
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foreach (var close in closes)
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{
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indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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now = now.AddMinutes(1);
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}
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for (int i = 0; i < indicator.LinesSeries.Count; i++)
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{
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for (int j = 0; j < indicator.LinesSeries[i].Count; j++)
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{
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Assert.True(double.IsFinite(indicator.LinesSeries[i].GetValue(j)));
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}
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}
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}
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}
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@@ -0,0 +1,352 @@
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using Xunit;
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namespace QuanTAlib.Tests;
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public class HtPhasorTests
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{
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private const double Tolerance = 1e-9;
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[Fact]
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public void Constructor_SetsProperties()
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{
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var phasor = new HtPhasor();
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Assert.Equal("HtPhasor", phasor.Name);
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Assert.False(phasor.IsHot);
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Assert.Equal(32, phasor.WarmupPeriod);
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}
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[Fact]
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public void Constructor_WithNullSource_Throws()
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{
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Assert.Throws<ArgumentNullException>(() => new HtPhasor(null!));
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}
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[Fact]
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public void Update_ReturnsFinite()
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{
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var phasor = new HtPhasor();
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var result = phasor.Update(new TValue(DateTime.UtcNow, 100.0));
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Assert.True(double.IsFinite(result.Value));
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}
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[Fact]
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public void Update_AfterWarmup_IsHotTrue()
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{
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var phasor = new HtPhasor();
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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foreach (var bar in bars)
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{
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phasor.Update(new TValue(bar.Time, bar.Close));
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}
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Assert.True(phasor.IsHot);
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}
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[Fact]
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public void Update_QuadratureAccessible()
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{
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var phasor = new HtPhasor();
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for (int i = 0; i < 100; i++)
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{
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phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + Math.Sin(i * 0.1) * 5));
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}
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Assert.True(double.IsFinite(phasor.Quadrature));
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}
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[Fact]
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public void Update_StreamVsBatch_Match()
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{
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const int len = 300;
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var gbm = new GBM(seed: 7);
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var bars = gbm.Fetch(len, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var stream = new HtPhasor();
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var streamI = new double[len];
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var streamQ = new double[len];
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for (int i = 0; i < len; i++)
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{
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stream.Update(new TValue(bars[i].Time, bars[i].Close));
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streamI[i] = stream.Last.Value;
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streamQ[i] = stream.Quadrature;
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}
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var source = new double[len];
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for (int i = 0; i < len; i++)
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{
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source[i] = bars[i].Close;
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}
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var batchI = new double[len];
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var batchQ = new double[len];
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HtPhasor.Batch(source, batchI, batchQ);
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for (int i = 0; i < len; i++)
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{
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Assert.Equal(streamI[i], batchI[i], Tolerance);
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Assert.Equal(streamQ[i], batchQ[i], Tolerance);
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}
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}
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[Fact]
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public void Batch_LengthValidation()
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{
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double[] source = new double[10];
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double[] inPhase = new double[5];
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double[] quad = new double[10];
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var ex = Assert.Throws<ArgumentException>(() => HtPhasor.Batch(source, inPhase, quad));
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Assert.Equal("inPhase", ex.ParamName);
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}
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[Fact]
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public void Batch_LengthValidationQuadrature()
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{
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double[] source = new double[10];
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double[] inPhase = new double[10];
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double[] quad = new double[5];
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var ex = Assert.Throws<ArgumentException>(() => HtPhasor.Batch(source, inPhase, quad));
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Assert.Equal("quadrature", ex.ParamName);
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}
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#region Coverage Gap Tests
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[Fact]
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public void ChainedConstructor_ReceivesUpdates()
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{
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var source = new TSeries();
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var phasor = new HtPhasor(source);
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for (int i = 0; i < 50; i++)
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{
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source.Add(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + Math.Sin(i * 0.2) * 10));
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}
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Assert.True(phasor.IsHot);
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Assert.True(double.IsFinite(phasor.Last.Value));
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}
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[Fact]
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public void Update_IsNewFalse_RollsBackState()
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{
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var phasor = new HtPhasor();
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for (int i = 0; i < 50; i++)
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{
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phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i), isNew: true);
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}
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double valueAfterNew = phasor.Last.Value;
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phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 999.0), isNew: false);
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double valueAfterCorrection = phasor.Last.Value;
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Assert.Equal(valueAfterNew, valueAfterCorrection, Tolerance);
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}
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[Fact]
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public void Update_IsNewFalse_AtStart_CoversWmaPath()
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{
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var phasor = new HtPhasor();
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phasor.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
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var result = phasor.Update(new TValue(DateTime.UtcNow, 105.0), isNew: false);
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Assert.True(double.IsFinite(result.Value));
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}
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[Fact]
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public void Update_NaNAsFirstInput_ReturnsNaN()
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{
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var phasor = new HtPhasor();
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var result = phasor.Update(new TValue(DateTime.UtcNow, double.NaN));
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Assert.True(double.IsNaN(result.Value));
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}
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[Fact]
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public void Update_NaNAfterValid_SubstitutesLastValid()
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{
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var phasor = new HtPhasor();
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for (int i = 0; i < 50; i++)
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{
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phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
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}
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var result = phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), double.NaN));
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Assert.True(double.IsFinite(result.Value));
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}
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[Fact]
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public void Update_InfinityAfterValid_SubstitutesLastValid()
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{
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var phasor = new HtPhasor();
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for (int i = 0; i < 50; i++)
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{
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phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
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}
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var result = phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), double.PositiveInfinity));
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Assert.True(double.IsFinite(result.Value));
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}
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[Fact]
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public void UpdateTSeries_ProcessesAllBars()
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{
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var phasor = new HtPhasor();
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var tSeries = new TSeries();
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foreach (var bar in bars)
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{
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tSeries.Add(new TValue(bar.Time, bar.Close));
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}
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TSeries result = phasor.Update(tSeries);
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Assert.Equal(100, result.Count);
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Assert.True(phasor.IsHot);
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}
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[Fact]
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public void UpdateTSeries_EmptySource_ReturnsEmpty()
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{
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var phasor = new HtPhasor();
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var emptySource = new TSeries();
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TSeries result = phasor.Update(emptySource);
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Assert.Empty(result);
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}
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[Fact]
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public void Prime_InitializesState()
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{
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var phasor1 = new HtPhasor();
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var phasor2 = new HtPhasor();
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double[] data = new double[50];
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for (int i = 0; i < 50; i++)
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{
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data[i] = 100.0 + Math.Sin(i * 0.3) * 10;
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}
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phasor1.Prime(data);
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foreach (double val in data)
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{
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phasor2.Update(new TValue(DateTime.UtcNow, val));
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}
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Assert.Equal(phasor2.Last.Value, phasor1.Last.Value, Tolerance);
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}
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[Fact]
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public void BatchTSeries_ReturnsResults()
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{
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var tSeries = new TSeries();
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foreach (var bar in bars)
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{
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tSeries.Add(new TValue(bar.Time, bar.Close));
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}
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TSeries result = HtPhasor.Batch(tSeries);
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Assert.Equal(100, result.Count);
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}
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[Fact]
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public void BatchSpan_EmptyInput_ReturnsWithoutError()
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{
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double[] source = [];
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double[] inPhase = [];
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double[] quad = [];
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var ex = Record.Exception(() => HtPhasor.Batch(source, inPhase, quad));
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Assert.Null(ex);
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}
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[Fact]
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public void Calculate_ReturnsTupleWithResultsAndIndicator()
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{
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var tSeries = new TSeries();
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foreach (var bar in bars)
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{
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tSeries.Add(new TValue(bar.Time, bar.Close));
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}
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var (results, indicator) = HtPhasor.Calculate(tSeries);
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Assert.Equal(100, results.Count);
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Assert.True(indicator.IsHot);
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Assert.True(double.IsFinite(results.Last.Value));
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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 phasor = new HtPhasor();
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for (int i = 0; i < 50; i++)
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{
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phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
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}
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Assert.True(phasor.IsHot);
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phasor.Reset();
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Assert.False(phasor.IsHot);
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Assert.Equal(default, phasor.Last);
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Assert.Equal(0.0, phasor.Quadrature);
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}
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[Fact]
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public void IterativeCorrections_RestoreState()
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{
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var phasor = new HtPhasor();
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for (int i = 0; i < 50; i++)
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{
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phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
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}
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phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 200.0), isNew: true);
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double afterNew = phasor.Last.Value;
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phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 250.0), isNew: false);
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phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 300.0), isNew: false);
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phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 200.0), isNew: false);
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Assert.Equal(afterNew, phasor.Last.Value, Tolerance);
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}
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||||
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[Fact]
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public void Dispose_DoesNotThrow()
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||||
{
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var phasor = new HtPhasor();
|
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for (int i = 0; i < 50; i++)
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{
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phasor.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
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}
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var ex = Record.Exception(() => phasor.Dispose());
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Assert.Null(ex);
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}
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#endregion
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}
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@@ -0,0 +1,54 @@
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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);
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user