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
2026-03-12 12:34:16 -07:00
parent 8937b0c0fa
commit 060649192f
1149 changed files with 1780 additions and 3316 deletions
@@ -0,0 +1,139 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public class DmxIndicatorTests
{
[Fact]
public void DmxIndicator_Constructor_SetsDefaults()
{
var indicator = new DmxIndicator();
Assert.Equal(14, indicator.Period);
Assert.True(indicator.ShowColdValues);
Assert.Equal("DMX - Jurik Directional Movement Index", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void DmxIndicator_MinHistoryDepths_EqualsPeriod()
{
var indicator = new DmxIndicator { Period = 20 };
Assert.Equal(0, DmxIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void DmxIndicator_ShortName_IncludesPeriod()
{
var indicator = new DmxIndicator { Period = 20 };
// Initialize to update SourceName (though DMX doesn't use SourceName)
indicator.Initialize();
Assert.Contains("DMX", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void DmxIndicator_SourceCodeLink_IsValid()
{
var indicator = new DmxIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Dmx.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void DmxIndicator_Initialize_CreatesInternalDmx()
{
var indicator = new DmxIndicator { Period = 14 };
// Initialize should not throw
indicator.Initialize();
// After init, line series should exist
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void DmxIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new DmxIndicator { Period = 5 };
indicator.Initialize();
// Add historical data
var now = DateTime.UtcNow;
// Need enough bars for Period
for (int i = 0; i < 10; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
}
// Process update
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
// Line series should have a value
Assert.Equal(1, indicator.LinesSeries[0].Count);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
[Fact]
public void DmxIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new DmxIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 10; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
}
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
// Add new bar
indicator.HistoricalData.AddBar(now.AddMinutes(10), 110, 120, 100, 115);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void DmxIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new DmxIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 10; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
}
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
double firstValue = indicator.LinesSeries[0].GetValue(0);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
double secondValue = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(firstValue));
Assert.True(double.IsFinite(secondValue));
}
[Fact]
public void DmxIndicator_Parameters_CanBeChanged()
{
var indicator = new DmxIndicator { Period = 14 };
Assert.Equal(14, indicator.Period);
indicator.Period = 20;
Assert.Equal(20, indicator.Period);
Assert.Equal(0, DmxIndicator.MinHistoryDepths);
}
}
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namespace QuanTAlib;
public class DmxTests
{
[Fact]
public void Constructor_InvalidParameters_ThrowsException()
{
// Dmx delegates to Jma which throws ArgumentOutOfRangeException (subclass of ArgumentException)
var ex1 = Assert.ThrowsAny<ArgumentException>(() => new Dmx(0));
Assert.Contains("period", ex1.Message, StringComparison.OrdinalIgnoreCase);
var ex2 = Assert.ThrowsAny<ArgumentException>(() => new Dmx(-1));
Assert.Contains("period", ex2.Message, StringComparison.OrdinalIgnoreCase);
}
[Fact]
public void BasicCalculation_DoesNotCrash()
{
var dmx = new Dmx(14);
var gbm = new GBM();
var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
dmx.Update(bars[i]);
}
Assert.True(double.IsFinite(dmx.Last.Value));
}
[Fact]
public void IsNew_Consistency()
{
var dmx = new Dmx(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// Feed first 99
for (int i = 0; i < 99; i++)
{
dmx.Update(bars[i]);
}
// Update with 100th point (isNew=true)
dmx.Update(bars[99], true);
// Update with modified 100th point (isNew=false)
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);
var val2 = dmx.Update(modifiedBar, false);
// Create new instance and feed up to modified
var dmx2 = new Dmx(14);
for (int i = 0; i < 99; i++)
{
dmx2.Update(bars[i]);
}
var val3 = dmx2.Update(modifiedBar, true);
Assert.Equal(val3.Value, val2.Value, 1e-9);
}
[Fact]
public void IterativeCorrections_RestoreToOriginalState()
{
var dmx = new Dmx(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < 50; i++)
{
dmx.Update(bars[i]);
}
var originalValue = dmx.Last;
for (int m = 0; m < 5; m++)
{
var modified = new TBar(bars[49].Time, bars[49].Open, bars[49].High + m, bars[49].Low - m, bars[49].Close, bars[49].Volume);
dmx.Update(modified, isNew: false);
}
var restored = dmx.Update(bars[49], isNew: false);
Assert.Equal(originalValue.Value, restored.Value, 9);
}
[Fact]
public void Reset_Works()
{
var dmx = new Dmx(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
dmx.Update(bars[i]);
}
dmx.Reset();
Assert.Equal(0, dmx.Last.Value);
// Feed again
for (int i = 0; i < bars.Count; i++)
{
dmx.Update(bars[i]);
}
Assert.True(double.IsFinite(dmx.Last.Value));
}
[Fact]
public void NaN_Input_UsesLastValidValue()
{
var dmx = new Dmx(14);
var gbm = new GBM();
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < 30; i++)
{
dmx.Update(bars[i]);
}
var nanBar = new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, 100);
var result = dmx.Update(nanBar);
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Infinity_Input_UsesLastValidValue()
{
var dmx = new Dmx(14);
var gbm = new GBM();
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < 30; i++)
{
dmx.Update(bars[i]);
}
var infBar = new TBar(DateTime.UtcNow, double.PositiveInfinity, double.PositiveInfinity, 0, 100, 100);
var result = dmx.Update(infBar);
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void AllModes_ProduceSameResult()
{
var gbm = new GBM(seed: 123);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// 1. Batch Mode
var batchResult = Dmx.Batch(bars, 14);
double expected = batchResult.Last.Value;
// 2. Streaming Mode
var streamDmx = new Dmx(14);
for (int i = 0; i < bars.Count; i++)
{
streamDmx.Update(bars[i]);
}
double streamResult = streamDmx.Last.Value;
Assert.Equal(expected, streamResult, 9);
}
[Fact]
public void TBarSeries_Update_Matches_Streaming()
{
var dmx = new Dmx(14);
var gbm = new GBM();
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var streamingResults = new List<double>();
for (int i = 0; i < bars.Count; i++)
{
streamingResults.Add(dmx.Update(bars[i]).Value);
}
var dmx2 = new Dmx(14);
var seriesResults = dmx2.Update(bars);
Assert.Equal(streamingResults.Count, seriesResults.Count);
for (int i = 0; i < seriesResults.Count; i++)
{
Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9);
}
}
[Fact]
public void FirstBar_Handling()
{
var dmx = new Dmx(14);
var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000);
// First bar should produce 0 DMX because DM+ and DM- are 0
var result = dmx.Update(bar);
Assert.Equal(0, result.Value);
}
[Fact]
public void StaticBatch_Matches_Streaming()
{
var gbm = new GBM();
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var dmx = new Dmx(14);
var streamingResults = new List<double>();
for (int i = 0; i < bars.Count; i++)
{
streamingResults.Add(dmx.Update(bars[i]).Value);
}
var staticResults = Dmx.Batch(bars, 14);
Assert.Equal(streamingResults.Count, staticResults.Count);
for (int i = 0; i < streamingResults.Count; i++)
{
Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9);
}
}
[Fact]
public void Chainability_Works()
{
var dmx = new Dmx(14);
var sma = new Sma(dmx, 10);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
dmx.Update(bars[i]);
}
Assert.True(Math.Abs(sma.Last.Value) > 1e-14);
}
}
@@ -0,0 +1,98 @@
using Xunit.Abstractions;
namespace QuanTAlib.Tests;
public class DmxValidationTests
{
private readonly ITestOutputHelper _output;
public DmxValidationTests(ITestOutputHelper output)
{
_output = output;
}
[Fact]
public void Validate_Consistency_UpdateVsSeries()
{
var gbm = new GBM();
var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var dmx = new Dmx(14);
var streamResult = new TSeries();
for (int i = 0; i < bars.Count; i++)
{
streamResult.Add(dmx.Update(bars[i]));
}
var dmx2 = new Dmx(14);
var seriesResult = dmx2.Update(bars);
Assert.Equal(streamResult.Count, seriesResult.Count);
for (int i = 0; i < bars.Count; i++)
{
Assert.Equal(streamResult[i].Value, seriesResult[i].Value, ValidationHelper.DefaultTolerance);
}
_output.WriteLine("DMX Update vs Series validated successfully");
}
[Fact]
public void Validate_Range()
{
var gbm = new GBM();
var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var dmx = new Dmx(14);
for (int i = 0; i < bars.Count; i++)
{
var val = dmx.Update(bars[i]).Value;
Assert.True(val >= -100.0 && val <= 100.0, $"DMX value {val} out of range [-100, 100]");
}
_output.WriteLine("DMX range validated successfully");
}
[Fact]
public void Validate_Trend_Direction()
{
// Create a synthetic uptrend
var bars = new TBarSeries();
var time = DateTime.UtcNow;
double price = 100;
for (int i = 0; i < 100; i++)
{
bars.Add(time, price, price + 2, price - 1, price + 1, 1000);
time = time.AddMinutes(1);
price += 1.0; // Steady uptrend
}
var dmx = new Dmx(14);
var result = dmx.Update(bars);
// Check the last few values, they should be positive
for (int i = 80; i < 100; i++)
{
Assert.True(result[i].Value > 0, $"DMX should be positive in uptrend at index {i}, got {result[i].Value}");
}
// Create a synthetic downtrend
bars = new TBarSeries();
time = DateTime.UtcNow;
price = 200;
for (int i = 0; i < 100; i++)
{
bars.Add(time, price, price + 1, price - 2, price - 1, 1000);
time = time.AddMinutes(1);
price -= 1.0; // Steady downtrend
}
dmx = new Dmx(14);
result = dmx.Update(bars);
// Check the last few values, they should be negative
for (int i = 80; i < 100; i++)
{
Assert.True(result[i].Value < 0, $"DMX should be negative in downtrend at index {i}, got {result[i].Value}");
}
_output.WriteLine("DMX trend direction validated successfully");
}
}