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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 AdxrIndicatorTests
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{
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[Fact]
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public void AdxrIndicator_Constructor_SetsDefaults()
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{
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var indicator = new AdxrIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("ADXR - Average Directional Movement Rating", 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 AdxrIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new AdxrIndicator { Period = 20 };
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Assert.Equal(0, AdxrIndicator.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 AdxrIndicator_Initialize_CreatesInternalAdxr()
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{
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var indicator = new AdxrIndicator { 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 (ADXR)
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void AdxrIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new AdxrIndicator { 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 adxr = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(adxr));
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}
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}
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@@ -0,0 +1,271 @@
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namespace QuanTAlib;
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public class AdxrTests
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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 adxr = new Adxr(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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foreach (var bar in bars)
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{
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adxr.Update(bar);
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}
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Assert.True(double.IsFinite(adxr.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 adxr = new Adxr(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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adxr.Update(bars[i]);
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}
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// Update with 100th point (isNew=true)
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adxr.Update(bars[99], true);
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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 = adxr.Update(modifiedBar, false);
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// Create new instance and feed up to modified
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var adxr2 = new Adxr(14);
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for (int i = 0; i < 99; i++)
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{
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adxr2.Update(bars[i]);
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}
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var val3 = adxr2.Update(modifiedBar, true);
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Assert.Equal(val3.Value, val2.Value, 1e-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 adxr = new Adxr(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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foreach (var bar in bars)
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{
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adxr.Update(bar);
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}
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adxr.Reset();
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Assert.Equal(0, adxr.Last.Value);
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Assert.False(adxr.IsHot);
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// Feed again
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foreach (var bar in bars)
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{
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adxr.Update(bar);
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}
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Assert.True(double.IsFinite(adxr.Last.Value));
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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 adxr = new Adxr(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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foreach (var bar in bars)
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{
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streamingResults.Add(adxr.Update(bar).Value);
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}
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var adxr2 = new Adxr(14);
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var seriesResults = adxr2.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 adxr = new Adxr(14);
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var streamingResults = new List<double>();
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foreach (var bar in bars)
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{
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streamingResults.Add(adxr.Update(bar).Value);
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}
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var staticResults = Adxr.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 Constructor_InvalidParameters_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new Adxr(0));
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Assert.Throws<ArgumentException>(() => new Adxr(-1));
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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 adxr = new Adxr(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 = adxr.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 = adxr.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 IterativeCorrections_RestoreToOriginalState()
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{
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var adxr = new Adxr(5);
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var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
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// Feed 20 new values
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TBar twentiethInput = default;
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for (int i = 0; i < 20; i++)
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{
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var bar = gbm.Next(isNew: true);
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twentiethInput = bar;
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adxr.Update(bar, isNew: true);
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}
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// Remember state after 20 values
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double stateAfterTwenty = adxr.Last.Value;
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// Generate 9 corrections with isNew=false (different values)
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for (int i = 0; i < 9; i++)
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{
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var bar = gbm.Next(isNew: false);
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adxr.Update(bar, isNew: false);
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}
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// Feed the remembered 20th input again with isNew=false
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TValue finalResult = adxr.Update(twentiethInput, isNew: false);
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// State should match the original state after 20 values
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Assert.Equal(stateAfterTwenty, finalResult.Value, 1e-10);
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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 adxr = new Adxr(5);
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var gbm = new GBM();
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Assert.False(adxr.IsHot);
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// ADXR needs more warmup than just period (ADX warmup + period)
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// Feed bars until IsHot becomes true
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int count = 0;
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while (!adxr.IsHot && count < 100)
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{
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var bar = gbm.Next(isNew: true);
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adxr.Update(bar, isNew: true);
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count++;
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}
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Assert.True(adxr.IsHot);
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Assert.True(count > 5); // Should take more than period bars
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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 adxr = new Adxr(5);
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var gbm = new GBM();
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var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Feed some valid bars first
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for (int i = 0; i < 25; i++)
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{
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adxr.Update(bars[i]);
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}
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// Create a bar with NaN values
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var nanBar = new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, double.NaN);
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var result = adxr.Update(nanBar);
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// Should not crash and should return a finite value
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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 adxr = new Adxr(5);
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var gbm = new GBM();
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var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Feed some valid bars first
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for (int i = 0; i < 25; i++)
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{
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adxr.Update(bars[i]);
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}
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// Create a bar with Infinity values
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var infBar = new TBar(DateTime.UtcNow, double.PositiveInfinity, double.PositiveInfinity, double.NegativeInfinity, double.PositiveInfinity, double.PositiveInfinity);
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var result = adxr.Update(infBar);
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// Should not crash and should return a finite value
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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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// Arrange
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const int period = 5;
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var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// 1. Batch Mode (static method)
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var batchSeries = Adxr.Batch(bars, period);
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double expected = batchSeries.Last.Value;
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// 2. Streaming Mode (instance, one bar at a time)
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var streamingInd = new Adxr(period);
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foreach (var bar in bars)
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{
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streamingInd.Update(bar);
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}
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double streamingResult = streamingInd.Last.Value;
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// 3. Instance Update with TBarSeries
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var instanceInd = new Adxr(period);
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var instanceResult = instanceInd.Update(bars);
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double instanceValue = instanceResult.Last.Value;
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// Assert all modes produce identical results
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Assert.Equal(expected, streamingResult, precision: 9);
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Assert.Equal(expected, instanceValue, precision: 9);
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}
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}
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@@ -0,0 +1,70 @@
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using TALib;
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using QuanTAlib.Tests;
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namespace QuanTAlib;
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public sealed class AdxrValidationTests : IDisposable
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{
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private readonly ValidationTestData _data;
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public AdxrValidationTests()
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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 MatchesTalib()
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{
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var adxr = new Adxr(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 = adxr.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.Adxr(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.AdxrLookback(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 adxr = new Adxr(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 = adxr.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 adxrInd = Tulip.Indicators.adxr;
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double[][] outputs = { new double[hData.Length - adxrInd.Start(options)] };
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adxrInd.Run(inputs, options, outputs);
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double[] tulipResults = outputs[0];
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int lookback = adxrInd.Start(options);
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ValidationHelper.VerifyData(results, tulipResults, lookback);
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}
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}
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