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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:
Miha Kralj
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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namespace QuanTAlib.Tests;
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public class AdxIndicatorTests
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{
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[Fact]
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public void AdxIndicator_Constructor_SetsDefaults()
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{
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var indicator = new AdxIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("ADX - Average Directional Index", 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 AdxIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new AdxIndicator { Period = 20 };
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Assert.Equal(0, AdxIndicator.MinHistoryDepths);
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IWatchlistIndicator watchlistIndicator = indicator;
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Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
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}
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[Fact]
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public void AdxIndicator_Initialize_CreatesInternalAdx()
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{
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var indicator = new AdxIndicator { Period = 14 };
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// Initialize should not throw
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indicator.Initialize();
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// After init, line series should exist (ADX, +DI, -DI)
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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 AdxIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new AdxIndicator { Period = 5 };
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indicator.Initialize();
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// Add historical data
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var now = DateTime.UtcNow;
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// Need enough bars for Period
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for (int i = 0; i < 20; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
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// Process update for each bar to simulate history loading
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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}
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// Line series should have a value
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double adx = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(adx));
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}
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}
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@@ -0,0 +1,250 @@
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namespace QuanTAlib;
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public class AdxTests
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{
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[Fact]
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public void BasicCalculation_DoesNotCrash()
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{
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var adx = new Adx(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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adx.Update(bars[i]);
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}
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Assert.True(double.IsFinite(adx.Last.Value));
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}
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[Fact]
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public void IsNew_Consistency()
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{
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var adx = new Adx(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Feed first 99
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for (int i = 0; i < 99; i++)
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{
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adx.Update(bars[i]);
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}
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// Update with 100th point (isNew=true is default, so omit it)
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adx.Update(bars[99]);
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// Update with modified 100th point (isNew=false)
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var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
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var val2 = adx.Update(modifiedBar, isNew: false);
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// Create new instance and feed up to modified
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var adx2 = new Adx(14);
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for (int i = 0; i < 99; i++)
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{
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adx2.Update(bars[i]);
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}
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var val3 = adx2.Update(modifiedBar);
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Assert.Equal(val3.Value, val2.Value, 1e-9);
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Assert.Equal(adx2.DiPlus.Value, adx.DiPlus.Value, 1e-9);
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Assert.Equal(adx2.DiMinus.Value, adx.DiMinus.Value, 1e-9);
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}
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[Fact]
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public void IterativeCorrections_RestoreToOriginalState()
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{
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var adx = new Adx(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < 50; i++)
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{
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adx.Update(bars[i]);
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}
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var originalValue = adx.Last;
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for (int m = 0; m < 5; m++)
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{
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var modified = new TBar(bars[49].Time, bars[49].Open, bars[49].High + m, bars[49].Low - m, bars[49].Close, bars[49].Volume);
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adx.Update(modified, isNew: false);
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}
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var restored = adx.Update(bars[49], isNew: false);
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Assert.Equal(originalValue.Value, restored.Value, 9);
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}
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[Fact]
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public void Reset_Works()
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{
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var adx = new Adx(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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adx.Update(bars[i]);
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}
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adx.Reset();
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Assert.Equal(0, adx.Last.Value);
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Assert.False(adx.IsHot);
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// Feed again
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for (int i = 0; i < bars.Count; i++)
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{
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adx.Update(bars[i]);
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}
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Assert.True(double.IsFinite(adx.Last.Value));
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}
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[Fact]
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public void IsHot_BecomesTrueWhenBufferFull()
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{
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var adx = new Adx(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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Assert.False(adx.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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adx.Update(bars[i]);
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if (adx.IsHot)
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{
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break;
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}
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}
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Assert.True(adx.IsHot);
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}
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[Fact]
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public void NaN_Input_UsesLastValidValue()
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{
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var adx = new Adx(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < 40; i++)
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{
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adx.Update(bars[i]);
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}
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var nanBar = new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, 100);
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var result = adx.Update(nanBar);
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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 Infinity_Input_UsesLastValidValue()
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{
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var adx = new Adx(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < 40; i++)
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{
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adx.Update(bars[i]);
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}
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var infBar = new TBar(DateTime.UtcNow, double.PositiveInfinity, double.PositiveInfinity, 0, 100, 100);
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var result = adx.Update(infBar);
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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 AllModes_ProduceSameResult()
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{
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var gbm = new GBM(seed: 123);
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// 1. Batch Mode
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var batchResult = Adx.Batch(bars, 14);
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double expected = batchResult.Last.Value;
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// 2. Streaming Mode
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var streamAdx = new Adx(14);
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for (int i = 0; i < bars.Count; i++)
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{
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streamAdx.Update(bars[i]);
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}
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double streamResult = streamAdx.Last.Value;
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Assert.Equal(expected, streamResult, 9);
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}
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[Fact]
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public void TBarSeries_Update_Matches_Streaming()
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{
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var adx = new Adx(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var streamingResults = new List<double>();
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for (int i = 0; i < bars.Count; i++)
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{
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streamingResults.Add(adx.Update(bars[i]).Value);
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}
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var adx2 = new Adx(14);
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var seriesResults = adx2.Update(bars);
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Assert.Equal(streamingResults.Count, seriesResults.Count);
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for (int i = 0; i < seriesResults.Count; i++)
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{
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Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9);
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}
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}
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[Fact]
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public void StaticCalculate_Matches_Streaming()
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{
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var adx = new Adx(14);
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var streamingResults = new List<double>();
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for (int i = 0; i < bars.Count; i++)
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{
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streamingResults.Add(adx.Update(bars[i]).Value);
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}
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var staticResults = Adx.Batch(bars, 14);
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Assert.Equal(streamingResults.Count, staticResults.Count);
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for (int i = 0; i < staticResults.Count; i++)
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{
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Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9);
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}
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}
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[Fact]
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public void Chainability_Works()
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{
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var adx = new Adx(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Test TBarSeries chain
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var result = adx.Update(bars);
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Assert.NotNull(result);
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Assert.IsType<TSeries>(result);
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// Test TBar chain (returns TValue)
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var result2 = adx.Update(bars[0]);
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Assert.IsType<TValue>(result2);
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}
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[Fact]
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public void Constructor_InvalidParameters_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new Adx(0));
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Assert.Throws<ArgumentException>(() => new Adx(-1));
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}
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}
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@@ -0,0 +1,197 @@
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using Skender.Stock.Indicators;
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using TALib;
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using OoplesFinance.StockIndicators;
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using OoplesFinance.StockIndicators.Models;
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using OoplesFinance.StockIndicators.Enums;
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using QuanTAlib.Tests;
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namespace QuanTAlib;
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public sealed class AdxValidationTests : IDisposable
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{
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private readonly ValidationTestData _data;
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public AdxValidationTests()
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{
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_data = new ValidationTestData();
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}
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public void Dispose()
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{
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_data.Dispose();
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}
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[Fact]
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public void MatchesSkender()
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{
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var adx = new Adx(14);
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var results = new List<double>();
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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var res = adx.Update(_data.Bars[i]);
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results.Add(res.Value);
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}
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var skenderResults = _data.SkenderQuotes.GetAdx(14).ToList();
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ValidationHelper.VerifyData(results, skenderResults, x => x.Adx);
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}
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[Fact]
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public void MatchesTalib()
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{
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var adx = new Adx(14);
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var results = new List<double>();
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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var res = adx.Update(_data.Bars[i]);
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results.Add(res.Value);
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}
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double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
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double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
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double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
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double[] outReal = new double[_data.Bars.Count];
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var retCode = Functions.Adx(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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int lookback = Functions.AdxLookback(14);
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ValidationHelper.VerifyData(results, outReal, outRange, lookback);
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}
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[Fact]
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public void MatchesTulip()
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{
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var adx = new Adx(14);
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var results = new List<double>();
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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var res = adx.Update(_data.Bars[i]);
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results.Add(res.Value);
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}
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double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
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double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
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double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
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double[][] inputs = { hData, lData, cData };
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double[] options = { 14 };
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var adxInd = Tulip.Indicators.adx;
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double[][] outputs = { new double[hData.Length - adxInd.Start(options)] };
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adxInd.Run(inputs, options, outputs);
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double[] tulipResults = outputs[0];
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// Tulip initializes differently, so we skip the warmup period to verify convergence
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// We must use the correct offset (lookback) to align the data series
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int offset = adxInd.Start(options);
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ValidationHelper.VerifyData(results, tulipResults, lookback: offset);
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}
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[Fact]
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public void DiPlus_MatchesTalib()
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{
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var adx = new Adx(14);
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var diPlusResults = new List<double>();
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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adx.Update(_data.Bars[i]);
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diPlusResults.Add(adx.DiPlus.Value);
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}
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double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
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double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
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double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
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double[] outReal = new double[_data.Bars.Count];
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var retCode = Functions.PlusDI(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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int lookback = Functions.PlusDILookback(14);
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ValidationHelper.VerifyData(diPlusResults, outReal, outRange, lookback);
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}
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[Fact]
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public void DiMinus_MatchesTalib()
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{
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var adx = new Adx(14);
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var diMinusResults = new List<double>();
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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adx.Update(_data.Bars[i]);
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diMinusResults.Add(adx.DiMinus.Value);
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}
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double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
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double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
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double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
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double[] outReal = new double[_data.Bars.Count];
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var retCode = Functions.MinusDI(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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int lookback = Functions.MinusDILookback(14);
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ValidationHelper.VerifyData(diMinusResults, outReal, outRange, lookback);
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}
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[Fact]
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public void MatchesSkender_DiValues()
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{
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var adx = new Adx(14);
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var diPlusResults = new List<double>();
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var diMinusResults = new List<double>();
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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adx.Update(_data.Bars[i]);
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diPlusResults.Add(adx.DiPlus.Value);
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diMinusResults.Add(adx.DiMinus.Value);
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}
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// Skender's GetAdx returns ADX with +DI and -DI values
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var skenderResults = _data.SkenderQuotes.GetAdx(14).ToList();
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// Verify +DI
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ValidationHelper.VerifyData(diPlusResults, skenderResults, x => x.Pdi);
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// Verify -DI
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ValidationHelper.VerifyData(diMinusResults, skenderResults, x => x.Mdi);
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}
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[Fact]
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public void MatchesOoples()
|
||||
{
|
||||
var adx = new Adx(14);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
var res = adx.Update(_data.Bars[i]);
|
||||
results.Add(res.Value);
|
||||
}
|
||||
|
||||
var ooplesData = _data.SkenderQuotes.Select(q => new TickerData
|
||||
{
|
||||
Date = q.Date,
|
||||
Open = (double)q.Open,
|
||||
High = (double)q.High,
|
||||
Low = (double)q.Low,
|
||||
Close = (double)q.Close,
|
||||
Volume = (double)q.Volume
|
||||
}).ToList();
|
||||
|
||||
var stockData = new StockData(ooplesData);
|
||||
var adxResults = stockData.CalculateAverageDirectionalIndex(MovingAvgType.WildersSmoothingMethod, 14);
|
||||
var ooplesResults = adxResults.OutputValues["Adx"].ToArray();
|
||||
|
||||
// Ooples uses 0-initialization for WWMA, which takes a long time to converge.
|
||||
// We verify only the last 100 bars of the 5000-bar dataset.
|
||||
// Note: Ooples returns full-length array, so lookback is 0.
|
||||
ValidationHelper.VerifyData(results, ooplesResults, lookback: 0, skip: 100, tolerance: ValidationHelper.OoplesTolerance);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user