mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-23 13:08:04 +00:00
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 AroonOscIndicatorTests
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{
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[Fact]
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public void AroonOscIndicator_Constructor_SetsDefaults()
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{
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var indicator = new AroonOscIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("Aroon Oscillator", 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 AroonOscIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new AroonOscIndicator { Period = 20 };
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Assert.Equal(0, AroonOscIndicator.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 AroonOscIndicator_ShortName_IncludesParameters()
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{
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var indicator = new AroonOscIndicator { Period = 20 };
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indicator.Initialize();
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Assert.Contains("AroonOsc", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void AroonOscIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new AroonOscIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
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Assert.Contains("AroonOsc.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
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}
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[Fact]
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public void AroonOscIndicator_Initialize_CreatesInternalAroonOsc()
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{
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var indicator = new AroonOscIndicator { 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 (Osc)
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void AroonOscIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new AroonOscIndicator { 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 osc = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(osc));
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}
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}
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namespace QuanTAlib;
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public class AroonOscTests
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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 aroon = new AroonOsc(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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aroon.Update(bars[i]);
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}
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Assert.True(double.IsFinite(aroon.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 aroon = new AroonOsc(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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aroon.Update(bars[i]);
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}
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// Update with 100th point (isNew=true)
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aroon.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 + 10.0, bars[99].Low - 10.0, bars[99].Close, bars[99].Volume);
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var val2 = aroon.Update(modifiedBar, false);
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// Create new instance and feed up to modified
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var aroon2 = new AroonOsc(14);
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for (int i = 0; i < 99; i++)
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{
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aroon2.Update(bars[i]);
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}
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var val3 = aroon2.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 aroon = new AroonOsc(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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aroon.Update(bars[i]);
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}
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aroon.Reset();
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Assert.Equal(0, aroon.Last.Value);
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Assert.False(aroon.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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aroon.Update(bars[i]);
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}
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Assert.True(double.IsFinite(aroon.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 aroon = new AroonOsc(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(aroon.Update(bars[i]).Value);
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}
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var aroon2 = new AroonOsc(14);
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var seriesResults = aroon2.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 aroon = new AroonOsc(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(aroon.Update(bars[i]).Value);
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}
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var staticResults = AroonOsc.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 AroonOsc(0));
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Assert.Throws<ArgumentException>(() => new AroonOsc(-1));
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}
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[Fact]
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public void ManualCalculation_Verify()
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{
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// Simple manual test
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// Period = 2
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// Highs: 10, 12, 11
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// Lows: 8, 9, 7
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// T=0: H=10, L=8. Not enough data.
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// T=1: H=12, L=9. Not enough data.
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// T=2: H=11, L=7.
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// Window Highs: [10, 12, 11]. Max is 12 at index 1 (1 day ago).
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// Window Lows: [8, 9, 7]. Min is 7 at index 2 (0 days ago).
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// Up = ((2 - 1) / 2) * 100 = 50
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// Down = ((2 - 0) / 2) * 100 = 100
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// Osc = 50 - 100 = -50
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var aroon = new AroonOsc(2);
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var time = DateTime.UtcNow;
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aroon.Update(new TBar(time, 10, 10, 8, 9, 100));
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aroon.Update(new TBar(time.AddMinutes(1), 11, 12, 9, 10, 100));
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var result = aroon.Update(new TBar(time.AddMinutes(2), 10, 11, 7, 8, 100));
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Assert.Equal(-50.0, result.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 aroon = new AroonOsc(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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aroon.Update(bar, isNew: true);
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}
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// Remember state after 20 values
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double stateAfterTwenty = aroon.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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aroon.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 = aroon.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 aroon = new AroonOsc(5);
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var gbm = new GBM();
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Assert.False(aroon.IsHot);
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// Feed bars until IsHot becomes true
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int count = 0;
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while (!aroon.IsHot && count < 50)
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{
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var bar = gbm.Next(isNew: true);
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aroon.Update(bar, isNew: true);
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count++;
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}
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Assert.True(aroon.IsHot);
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Assert.True(count >= 5); // Should take at least 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 aroon = new AroonOsc(5);
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var gbm = new GBM();
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var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Feed some valid bars first
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for (int i = 0; i < 15; i++)
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{
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aroon.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 = aroon.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 aroon = new AroonOsc(5);
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var gbm = new GBM();
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var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Feed some valid bars first
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for (int i = 0; i < 15; i++)
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{
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aroon.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 = aroon.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 = 14;
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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 = AroonOsc.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 AroonOsc(period);
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for (int i = 0; i < bars.Count; i++)
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{
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streamingInd.Update(bars[i]);
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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 AroonOsc(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 +1,91 @@
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using Skender.Stock.Indicators;
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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 AroonOscValidationTests : IDisposable
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{
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private readonly ValidationTestData _data;
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public AroonOscValidationTests()
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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 aroon = new AroonOsc(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 = aroon.Update(_data.Bars[i]);
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results.Add(res.Value);
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}
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var skenderResults = _data.SkenderQuotes.GetAroon(14).ToList();
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// Verify Oscillator
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ValidationHelper.VerifyData(results, skenderResults, x => x.Oscillator);
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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 aroon = new AroonOsc(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 = aroon.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[] outAroonOsc = new double[_data.Bars.Count];
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// TA-Lib AroonOsc
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var retCodeOsc = TALib.Functions.AroonOsc(hData, lData, 0..^0, outAroonOsc, out var outRangeOsc, 14);
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Assert.Equal(TALib.Core.RetCode.Success, retCodeOsc);
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int lookback = TALib.Functions.AroonLookback(14);
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// Verify Oscillator
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ValidationHelper.VerifyData(results, outAroonOsc, outRangeOsc, 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 aroon = new AroonOsc(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 = aroon.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[][] inputs = { hData, lData };
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double[] options = { 14 };
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// Tulip AroonOsc
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var aroonOscInd = Tulip.Indicators.aroonosc;
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double[][] outputsOsc = { new double[hData.Length - 14] };
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aroonOscInd.Run(inputs, options, outputsOsc);
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double[] tulipOsc = outputsOsc[0];
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// Verify Oscillator
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ValidationHelper.VerifyData(results, tulipOsc, lookback: 14);
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}
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}
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