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
2026-08-24 13:38:05 +00:00 · 2026-03-12 12:34:16 -07:00
parent 8937b0c0fa
commit 060649192f
1149 changed files with 1780 additions and 3316 deletions
@@ -0,0 +1,197 @@
+using Skender.Stock.Indicators;
+using TALib;
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+using OoplesFinance.StockIndicators.Enums;
+using QuanTAlib.Tests;
+
+namespace QuanTAlib;
+
+public sealed class AdxValidationTests : IDisposable
+{
+    private readonly ValidationTestData _data;
+
+    public AdxValidationTests()
+    {
+        _data = new ValidationTestData();
+    }
+
+    public void Dispose()
+    {
+        _data.Dispose();
+    }
+
+    [Fact]
+    public void MatchesSkender()
+    {
+        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 skenderResults = _data.SkenderQuotes.GetAdx(14).ToList();
+
+        ValidationHelper.VerifyData(results, skenderResults, x => x.Adx);
+    }
+
+    [Fact]
+    public void MatchesTalib()
+    {
+        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);
+        }
+
+        double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
+        double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
+        double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
+        double[] outReal = new double[_data.Bars.Count];
+
+        var retCode = Functions.Adx(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
+        Assert.Equal(TALib.Core.RetCode.Success, retCode);
+
+        int lookback = Functions.AdxLookback(14);
+        ValidationHelper.VerifyData(results, outReal, outRange, lookback);
+    }
+
+    [Fact]
+    public void MatchesTulip()
+    {
+        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);
+        }
+
+        double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
+        double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
+        double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
+        double[][] inputs = { hData, lData, cData };
+        double[] options = { 14 };
+
+        var adxInd = Tulip.Indicators.adx;
+        double[][] outputs = { new double[hData.Length - adxInd.Start(options)] };
+        adxInd.Run(inputs, options, outputs);
+        double[] tulipResults = outputs[0];
+
+        // Tulip initializes differently, so we skip the warmup period to verify convergence
+        // We must use the correct offset (lookback) to align the data series
+        int offset = adxInd.Start(options);
+        ValidationHelper.VerifyData(results, tulipResults, lookback: offset);
+    }
+
+    [Fact]
+    public void DiPlus_MatchesTalib()
+    {
+        var adx = new Adx(14);
+        var diPlusResults = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            adx.Update(_data.Bars[i]);
+            diPlusResults.Add(adx.DiPlus.Value);
+        }
+
+        double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
+        double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
+        double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
+        double[] outReal = new double[_data.Bars.Count];
+
+        var retCode = Functions.PlusDI(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
+        Assert.Equal(TALib.Core.RetCode.Success, retCode);
+
+        int lookback = Functions.PlusDILookback(14);
+        ValidationHelper.VerifyData(diPlusResults, outReal, outRange, lookback);
+    }
+
+    [Fact]
+    public void DiMinus_MatchesTalib()
+    {
+        var adx = new Adx(14);
+        var diMinusResults = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            adx.Update(_data.Bars[i]);
+            diMinusResults.Add(adx.DiMinus.Value);
+        }
+
+        double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
+        double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
+        double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
+        double[] outReal = new double[_data.Bars.Count];
+
+        var retCode = Functions.MinusDI(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
+        Assert.Equal(TALib.Core.RetCode.Success, retCode);
+
+        int lookback = Functions.MinusDILookback(14);
+        ValidationHelper.VerifyData(diMinusResults, outReal, outRange, lookback);
+    }
+
+    [Fact]
+    public void MatchesSkender_DiValues()
+    {
+        var adx = new Adx(14);
+        var diPlusResults = new List<double>();
+        var diMinusResults = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            adx.Update(_data.Bars[i]);
+            diPlusResults.Add(adx.DiPlus.Value);
+            diMinusResults.Add(adx.DiMinus.Value);
+        }
+
+        // Skender's GetAdx returns ADX with +DI and -DI values
+        var skenderResults = _data.SkenderQuotes.GetAdx(14).ToList();
+
+        // Verify +DI
+        ValidationHelper.VerifyData(diPlusResults, skenderResults, x => x.Pdi);
+
+        // Verify -DI
+        ValidationHelper.VerifyData(diMinusResults, skenderResults, x => x.Mdi);
+    }
+
+    [Fact]
+    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);
+    }
+}