mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-23 04:58:08 +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:
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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 DmxIndicatorTests
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{
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[Fact]
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public void DmxIndicator_Constructor_SetsDefaults()
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{
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var indicator = new DmxIndicator();
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Assert.Equal(14, indicator.Period);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("DMX - Jurik Directional Movement 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 DmxIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new DmxIndicator { Period = 20 };
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Assert.Equal(0, DmxIndicator.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 DmxIndicator_ShortName_IncludesPeriod()
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{
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var indicator = new DmxIndicator { Period = 20 };
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// Initialize to update SourceName (though DMX doesn't use SourceName)
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indicator.Initialize();
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Assert.Contains("DMX", 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 DmxIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new DmxIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
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Assert.Contains("Dmx.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
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}
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[Fact]
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public void DmxIndicator_Initialize_CreatesInternalDmx()
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{
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var indicator = new DmxIndicator { 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
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void DmxIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new DmxIndicator { 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 < 10; 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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}
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// Process update
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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// Line series should have a value
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Assert.Equal(1, indicator.LinesSeries[0].Count);
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
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}
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[Fact]
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public void DmxIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new DmxIndicator { Period = 5 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 10; 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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}
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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// Add new bar
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indicator.HistoricalData.AddBar(now.AddMinutes(10), 110, 120, 100, 115);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void DmxIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new DmxIndicator { Period = 5 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 10; 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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}
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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double firstValue = indicator.LinesSeries[0].GetValue(0);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
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double secondValue = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(firstValue));
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Assert.True(double.IsFinite(secondValue));
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}
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[Fact]
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public void DmxIndicator_Parameters_CanBeChanged()
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{
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var indicator = new DmxIndicator { Period = 14 };
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Assert.Equal(14, indicator.Period);
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indicator.Period = 20;
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Assert.Equal(20, indicator.Period);
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Assert.Equal(0, DmxIndicator.MinHistoryDepths);
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}
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}
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@@ -0,0 +1,241 @@
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namespace QuanTAlib;
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public class DmxTests
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{
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[Fact]
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public void Constructor_InvalidParameters_ThrowsException()
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{
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// Dmx delegates to Jma which throws ArgumentOutOfRangeException (subclass of ArgumentException)
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var ex1 = Assert.ThrowsAny<ArgumentException>(() => new Dmx(0));
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Assert.Contains("period", ex1.Message, StringComparison.OrdinalIgnoreCase);
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var ex2 = Assert.ThrowsAny<ArgumentException>(() => new Dmx(-1));
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Assert.Contains("period", ex2.Message, StringComparison.OrdinalIgnoreCase);
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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 dmx = new Dmx(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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dmx.Update(bars[i]);
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}
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Assert.True(double.IsFinite(dmx.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 dmx = new Dmx(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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dmx.Update(bars[i]);
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}
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// Update with 100th point (isNew=true)
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dmx.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 = dmx.Update(modifiedBar, false);
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// Create new instance and feed up to modified
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var dmx2 = new Dmx(14);
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for (int i = 0; i < 99; i++)
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{
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dmx2.Update(bars[i]);
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}
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var val3 = dmx2.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 IterativeCorrections_RestoreToOriginalState()
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{
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var dmx = new Dmx(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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dmx.Update(bars[i]);
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}
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var originalValue = dmx.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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dmx.Update(modified, isNew: false);
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}
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var restored = dmx.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 dmx = new Dmx(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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dmx.Update(bars[i]);
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}
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dmx.Reset();
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Assert.Equal(0, dmx.Last.Value);
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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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dmx.Update(bars[i]);
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}
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Assert.True(double.IsFinite(dmx.Last.Value));
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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 dmx = new Dmx(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 < 30; i++)
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{
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dmx.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 = dmx.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 dmx = new Dmx(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 < 30; i++)
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{
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dmx.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 = dmx.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 = Dmx.Batch(bars, 14);
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double expected = batchResult.Last.Value;
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// 2. Streaming Mode
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var streamDmx = new Dmx(14);
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for (int i = 0; i < bars.Count; i++)
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{
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streamDmx.Update(bars[i]);
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}
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double streamResult = streamDmx.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 dmx = new Dmx(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(dmx.Update(bars[i]).Value);
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}
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var dmx2 = new Dmx(14);
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var seriesResults = dmx2.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 FirstBar_Handling()
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{
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var dmx = new Dmx(14);
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var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000);
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// First bar should produce 0 DMX because DM+ and DM- are 0
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var result = dmx.Update(bar);
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Assert.Equal(0, result.Value);
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}
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[Fact]
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public void StaticBatch_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 dmx = new Dmx(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(dmx.Update(bars[i]).Value);
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}
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var staticResults = Dmx.Batch(bars, 14);
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Assert.Equal(streamingResults.Count, staticResults.Count);
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for (int i = 0; i < streamingResults.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 dmx = new Dmx(14);
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var sma = new Sma(dmx, 10);
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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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dmx.Update(bars[i]);
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}
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Assert.True(Math.Abs(sma.Last.Value) > 1e-14);
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}
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}
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@@ -0,0 +1,98 @@
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using Xunit.Abstractions;
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namespace QuanTAlib.Tests;
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public class DmxValidationTests
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{
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private readonly ITestOutputHelper _output;
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public DmxValidationTests(ITestOutputHelper output)
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{
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_output = output;
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}
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[Fact]
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public void Validate_Consistency_UpdateVsSeries()
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{
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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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var dmx = new Dmx(14);
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var streamResult = new TSeries();
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for (int i = 0; i < bars.Count; i++)
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{
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streamResult.Add(dmx.Update(bars[i]));
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}
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var dmx2 = new Dmx(14);
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var seriesResult = dmx2.Update(bars);
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Assert.Equal(streamResult.Count, seriesResult.Count);
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for (int i = 0; i < bars.Count; i++)
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{
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Assert.Equal(streamResult[i].Value, seriesResult[i].Value, ValidationHelper.DefaultTolerance);
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}
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_output.WriteLine("DMX Update vs Series validated successfully");
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}
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[Fact]
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public void Validate_Range()
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{
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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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var dmx = new Dmx(14);
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for (int i = 0; i < bars.Count; i++)
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{
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var val = dmx.Update(bars[i]).Value;
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Assert.True(val >= -100.0 && val <= 100.0, $"DMX value {val} out of range [-100, 100]");
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}
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_output.WriteLine("DMX range validated successfully");
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}
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[Fact]
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public void Validate_Trend_Direction()
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{
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// Create a synthetic uptrend
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var bars = new TBarSeries();
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var time = DateTime.UtcNow;
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double price = 100;
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for (int i = 0; i < 100; i++)
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{
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bars.Add(time, price, price + 2, price - 1, price + 1, 1000);
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time = time.AddMinutes(1);
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price += 1.0; // Steady uptrend
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}
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var dmx = new Dmx(14);
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var result = dmx.Update(bars);
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// Check the last few values, they should be positive
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for (int i = 80; i < 100; i++)
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{
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Assert.True(result[i].Value > 0, $"DMX should be positive in uptrend at index {i}, got {result[i].Value}");
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}
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// Create a synthetic downtrend
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bars = new TBarSeries();
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time = DateTime.UtcNow;
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price = 200;
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for (int i = 0; i < 100; i++)
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{
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bars.Add(time, price, price + 1, price - 2, price - 1, 1000);
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time = time.AddMinutes(1);
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price -= 1.0; // Steady downtrend
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}
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dmx = new Dmx(14);
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result = dmx.Update(bars);
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// Check the last few values, they should be negative
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for (int i = 80; i < 100; i++)
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{
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Assert.True(result[i].Value < 0, $"DMX should be negative in downtrend at index {i}, got {result[i].Value}");
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}
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_output.WriteLine("DMX trend direction validated successfully");
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}
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}
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