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
2026-08-23 04:58:08 +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 +1,168 @@
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+using Skender.Stock.Indicators;
+using Xunit;
+
+namespace QuanTAlib.Tests;
+
+/// <summary>
+/// Validation tests for CHOP (Choppiness Index) indicator.
+/// Validates against Skender.Stock.Indicators GetChop implementation
+/// and mathematical properties of the ATR-based range normalization.
+/// </summary>
+public sealed class ChopValidationTests : IDisposable
+{
+    private readonly ValidationTestData _data;
+    private bool _disposed;
+
+    public ChopValidationTests()
+    {
+        _data = new ValidationTestData();
+    }
+
+    public void Dispose()
+    {
+        if (!_disposed)
+        {
+            _disposed = true;
+            _data?.Dispose();
+        }
+    }
+
+    [Fact]
+    public void Validate_Skender_Streaming()
+    {
+        var chop = new Chop(14);
+        var qResults = new List<double>();
+
+        foreach (var bar in _data.Bars)
+        {
+            qResults.Add(chop.Update(bar).Value);
+        }
+
+        var skenderResults = _data.SkenderQuotes.GetChop(14).ToList();
+
+        ValidationHelper.VerifyData(qResults, skenderResults, s => s.Chop, tolerance: ValidationHelper.SkenderTolerance);
+    }
+
+    [Fact]
+    public void Validation_OutputRange_ZeroTo100()
+    {
+        // CHOP is bounded between 0 and 100 (uses log10 normalization)
+        var chop = new Chop(14);
+
+        var gbm = new GBM(seed: 42);
+        var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        foreach (var bar in bars)
+        {
+            chop.Update(bar);
+            if (chop.IsHot)
+            {
+                double val = chop.Last.Value;
+                Assert.True(val >= 0.0 && val <= 100.0,
+                    $"CHOP value {val} is outside expected range [0, 100]");
+            }
+        }
+    }
+
+    [Fact]
+    public void Validation_TrendingMarket_LowChop()
+    {
+        // Strong directional movement should produce low CHOP (below 50)
+        var chop = new Chop(14);
+
+        for (int i = 0; i < 100; i++)
+        {
+            double price = 100.0 + i * 3.0; // Strong linear uptrend
+            var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 0.5, price - 0.5, price, 1000);
+            chop.Update(bar);
+        }
+
+        if (chop.IsHot)
+        {
+            Assert.True(chop.Last.Value < 50.0,
+                $"Trending market should produce low CHOP (<50), got {chop.Last.Value}");
+        }
+    }
+
+    [Fact]
+    public void Validation_ChoppyMarket_HighChop()
+    {
+        // Choppy (range-bound) market should produce high CHOP (above 50)
+        var chop = new Chop(14);
+
+        for (int i = 0; i < 100; i++)
+        {
+            // Oscillating price with wide range but no trend
+            double price = 100.0 + 5.0 * Math.Sin(2.0 * Math.PI * i / 3.0);
+            double high = price + 3.0;
+            double low = price - 3.0;
+            var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, high, low, price, 1000);
+            chop.Update(bar);
+        }
+
+        if (chop.IsHot)
+        {
+            Assert.True(chop.Last.Value > 50.0,
+                $"Choppy market should produce high CHOP (>50), got {chop.Last.Value}");
+        }
+    }
+
+    [Fact]
+    public void Validation_FiniteOutputs_AfterWarmup()
+    {
+        var chop = new Chop(14);
+
+        var gbm = new GBM(seed: 99);
+        var bars = gbm.Fetch(300, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        foreach (var bar in bars)
+        {
+            chop.Update(bar);
+            if (chop.IsHot)
+            {
+                Assert.True(double.IsFinite(chop.Last.Value),
+                    $"CHOP produced non-finite value after warmup: {chop.Last.Value}");
+            }
+        }
+    }
+
+    // ── Cross-library: OoplesFinance ──────────────────────────────────────────
+    [Fact]
+    public void Chop_MatchesOoples_Structural()
+    {
+        const int period = 14;
+        var ooplesData = _data.Bars.Select(static b => new TickerData
+        {
+            Date = new DateTime(b.Time, DateTimeKind.Utc),
+            Open = b.Open,
+            High = b.High,
+            Low = b.Low,
+            Close = b.Close,
+            Volume = b.Volume
+        }).ToList();
+
+        var stockData = new StockData(ooplesData);
+        var oResult = stockData.CalculateChoppinessIndex(length: period);
+        var oValues = oResult.OutputValues.Values.First();
+
+        var chop = new Chop(period);
+        var qValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            qValues.Add(chop.Update(bar).Value);
+        }
+
+        Assert.True(oValues.Count > 0, "Ooples Chop must produce output");
+        int finiteCount = 0;
+        for (int i = period; i < Math.Min(oValues.Count, qValues.Count); i++)
+        {
+            if (double.IsFinite(oValues[i]) && double.IsFinite(qValues[i]))
+            {
+                finiteCount++;
+            }
+        }
+        Assert.True(finiteCount > 100, $"Expected >100 finite Chop pairs, got {finiteCount}");
+    }
+}