mirror of
https://github.com/mihakralj/QuanTAlib.git
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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:
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using TradingPlatform.BusinessLayer;
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using Xunit;
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namespace QuanTAlib.Tests;
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public class ImpulseIndicatorTests
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{
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[Fact]
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public void Constructor_CreatesValidIndicator()
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{
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var indicator = new ImpulseIndicator();
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Assert.NotNull(indicator);
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Assert.Equal("Elder Impulse System", indicator.Name);
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}
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[Fact]
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public void Constructor_SetsDescription()
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{
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var indicator = new ImpulseIndicator();
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Assert.Contains("Elder", indicator.Description, StringComparison.Ordinal);
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Assert.Contains("Impulse", indicator.Description, StringComparison.Ordinal);
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}
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[Fact]
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public void DefaultParameters_AreCorrect()
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{
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var indicator = new ImpulseIndicator();
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Assert.Equal(13, indicator.EmaPeriod);
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Assert.Equal(12, indicator.MacdFast);
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Assert.Equal(26, indicator.MacdSlow);
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Assert.Equal(9, indicator.MacdSignal);
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}
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[Fact]
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public void DefaultShowColdValues_IsTrue()
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{
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var indicator = new ImpulseIndicator();
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Assert.True(indicator.ShowColdValues);
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}
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[Fact]
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public void ShortName_IncludesParameters()
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{
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var indicator = new ImpulseIndicator { EmaPeriod = 8, MacdFast = 5, MacdSlow = 20, MacdSignal = 7 };
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Assert.Equal("IMPULSE(8,5,20,7)", indicator.ShortName);
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}
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[Fact]
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public void MinHistoryDepths_EqualsZero()
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{
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var indicator = new ImpulseIndicator();
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Assert.Equal(0, ImpulseIndicator.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 SeparateWindow_IsFalse()
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{
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var indicator = new ImpulseIndicator();
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Assert.False(indicator.SeparateWindow);
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}
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[Fact]
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public void OnBackGround_IsTrue()
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{
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var indicator = new ImpulseIndicator();
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Assert.True(indicator.OnBackGround);
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}
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[Fact]
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public void Constructor_AddsOneLineSeries()
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{
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var indicator = new ImpulseIndicator();
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void Parameters_CanBeChanged()
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{
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var indicator = new ImpulseIndicator();
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indicator.EmaPeriod = 20;
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indicator.MacdFast = 8;
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indicator.MacdSlow = 30;
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indicator.MacdSignal = 5;
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Assert.Equal(20, indicator.EmaPeriod);
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Assert.Equal(8, indicator.MacdFast);
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Assert.Equal(30, indicator.MacdSlow);
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Assert.Equal(5, indicator.MacdSignal);
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}
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[Fact]
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public void ShowColdValues_CanBeChanged()
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{
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var indicator = new ImpulseIndicator();
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indicator.ShowColdValues = false;
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Assert.False(indicator.ShowColdValues);
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}
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[Fact]
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public void Initialize_CreatesInternalIndicator()
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{
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var indicator = new ImpulseIndicator { EmaPeriod = 13 };
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indicator.Initialize();
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new ImpulseIndicator { EmaPeriod = 13 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 40; 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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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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}
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double value = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(value));
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}
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[Fact]
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public void ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new ImpulseIndicator { EmaPeriod = 13 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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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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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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}
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indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125);
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var newArgs = new UpdateArgs(UpdateReason.NewBar);
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indicator.ProcessUpdate(newArgs);
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double value = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(value));
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}
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}
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@@ -0,0 +1,544 @@
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// IMPULSE Tests - Elder Impulse System
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using Xunit;
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namespace QuanTAlib.Tests;
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// ═══════════════════════════════════════════════════════════════════════════
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// Constructor Tests
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// ═══════════════════════════════════════════════════════════════════════════
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public class ImpulseConstructorTests
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{
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[Fact]
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public void Constructor_DefaultParameters_AreCorrect()
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{
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var impulse = new Impulse();
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Assert.Equal(13, impulse.EmaPeriod);
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Assert.Equal(12, impulse.MacdFast);
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Assert.Equal(26, impulse.MacdSlow);
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Assert.Equal(9, impulse.MacdSignal);
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}
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[Fact]
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public void Constructor_CustomParameters_AreSet()
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{
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var impulse = new Impulse(emaPeriod: 8, macdFast: 5, macdSlow: 20, macdSignal: 7);
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Assert.Equal(8, impulse.EmaPeriod);
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Assert.Equal(5, impulse.MacdFast);
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Assert.Equal(20, impulse.MacdSlow);
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Assert.Equal(7, impulse.MacdSignal);
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}
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[Fact]
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public void Constructor_InvalidEmaPeriod_Throws()
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{
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var ex = Assert.Throws<ArgumentException>(() => new Impulse(emaPeriod: 0));
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Assert.Equal("emaPeriod", ex.ParamName);
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}
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[Fact]
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public void Constructor_InvalidMacdFast_Throws()
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{
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var ex = Assert.Throws<ArgumentException>(() => new Impulse(macdFast: 0));
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Assert.Equal("macdFast", ex.ParamName);
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}
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[Fact]
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public void Constructor_InvalidMacdSlow_Throws()
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{
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var ex = Assert.Throws<ArgumentException>(() => new Impulse(macdSlow: 0));
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Assert.Equal("macdSlow", ex.ParamName);
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}
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[Fact]
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public void Constructor_InvalidMacdSignal_Throws()
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{
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var ex = Assert.Throws<ArgumentException>(() => new Impulse(macdSignal: 0));
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Assert.Equal("macdSignal", ex.ParamName);
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}
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[Fact]
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public void Name_ContainsParameters()
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{
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var impulse = new Impulse();
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Assert.Contains("Impulse", impulse.Name, StringComparison.Ordinal);
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Assert.Contains("13", impulse.Name, StringComparison.Ordinal);
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}
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[Fact]
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public void WarmupPeriod_IsCalculatedCorrectly()
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{
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var impulse = new Impulse();
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// max(13, 26) + 9 - 1 = 34
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Assert.Equal(34, impulse.WarmupPeriod);
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}
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[Fact]
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public void WarmupPeriod_CustomParameters_IsCorrect()
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{
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var impulse = new Impulse(emaPeriod: 8, macdFast: 5, macdSlow: 20, macdSignal: 7);
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// max(8, 20) + 7 - 1 = 26
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Assert.Equal(26, impulse.WarmupPeriod);
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}
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}
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// ═══════════════════════════════════════════════════════════════════════════
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// Basic Operation Tests
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// ═══════════════════════════════════════════════════════════════════════════
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public class ImpulseBasicTests
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{
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[Fact]
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public void Update_FirstBar_ReturnsValue()
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{
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var impulse = new Impulse();
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var result = impulse.Update(new TValue(DateTime.UtcNow.Ticks, 100.0));
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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 Update_Last_IsAccessible()
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{
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var impulse = new Impulse();
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impulse.Update(new TValue(DateTime.UtcNow.Ticks, 100.0));
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Assert.True(double.IsFinite(impulse.Last.Value));
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}
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[Fact]
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public void IsHot_InitiallyFalse()
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{
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var impulse = new Impulse();
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Assert.False(impulse.IsHot);
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}
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[Fact]
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public void IsHot_AfterSufficientBars_BecomesTrue()
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{
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var impulse = new Impulse();
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var time = DateTime.UtcNow;
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for (int i = 0; i < 50; i++)
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{
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impulse.Update(new TValue(time.AddMinutes(i).Ticks, 100.0 + i));
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}
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Assert.True(impulse.IsHot);
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}
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[Fact]
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public void Signal_InitiallyZero()
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{
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var impulse = new Impulse();
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Assert.Equal(0, impulse.Signal);
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}
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}
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// ═══════════════════════════════════════════════════════════════════════════
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// Impulse Signal Direction Tests
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// ═══════════════════════════════════════════════════════════════════════════
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public class ImpulseSignalTests
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{
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private static Impulse CreateWarmedUp(double[] values)
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{
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var impulse = new Impulse();
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var time = DateTime.UtcNow;
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for (int i = 0; i < values.Length; i++)
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{
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impulse.Update(new TValue(time.AddMinutes(i).Ticks, values[i]));
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}
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return impulse;
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}
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[Fact]
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public void Signal_StrongUptrend_ContainsBullishBars()
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{
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// An exponentially rising price must produce at least one bullish signal (+1)
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var values = new double[100];
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for (int i = 0; i < 100; i++)
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{
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values[i] = 100.0 * Math.Exp(0.02 * i); // Exponential growth
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}
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bool seenBullish = false;
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var impulse = new Impulse();
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var time = DateTime.UtcNow;
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for (int i = 0; i < values.Length; i++)
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{
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impulse.Update(new TValue(time.AddMinutes(i).Ticks, values[i]));
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if (impulse.Signal == 1) { seenBullish = true; }
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}
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Assert.True(seenBullish, "Exponential uptrend should produce at least one bullish (+1) signal");
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}
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[Fact]
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public void Signal_StrongDowntrend_ContainsBearishBars()
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{
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// An exponentially falling price must produce at least one bearish signal (-1)
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var values = new double[100];
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for (int i = 0; i < 100; i++)
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{
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values[i] = 200.0 * Math.Exp(-0.02 * i); // Exponential decay
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}
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bool seenBearish = false;
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var impulse = new Impulse();
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var time = DateTime.UtcNow;
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for (int i = 0; i < values.Length; i++)
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{
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impulse.Update(new TValue(time.AddMinutes(i).Ticks, values[i]));
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if (impulse.Signal == -1) { seenBearish = true; }
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}
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Assert.True(seenBearish, "Exponential downtrend should produce at least one bearish (-1) signal");
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}
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[Fact]
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public void Signal_OnlyThreeValidStates()
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{
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var impulse = new Impulse();
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var time = DateTime.UtcNow;
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var gbm = new GBM();
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for (int i = 0; i < 100; i++)
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{
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impulse.Update(new TValue(time.AddMinutes(i).Ticks, gbm.Next().Close));
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Assert.InRange(impulse.Signal, -1, 1);
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}
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}
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[Fact]
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public void Signal_TransitionsOccur_WithGbmData()
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{
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var impulse = new Impulse();
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var time = DateTime.UtcNow;
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var gbm = new GBM();
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bool seenPositive = false;
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bool seenNegative = false;
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bool seenZero = false;
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for (int i = 0; i < 500; i++)
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{
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impulse.Update(new TValue(time.AddMinutes(i).Ticks, gbm.Next().Close));
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switch (impulse.Signal)
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{
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case 1: seenPositive = true; break;
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case -1: seenNegative = true; break;
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case 0: seenZero = true; break;
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}
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}
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// With random walk data all three states should appear
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Assert.True(seenPositive || seenNegative || seenZero,
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"At least one signal state should appear with GBM data");
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}
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}
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// ═══════════════════════════════════════════════════════════════════════════
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// State & Bar Correction Tests
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// ═══════════════════════════════════════════════════════════════════════════
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public class ImpulseStateCorrectionTests
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{
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[Fact]
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public void IsNew_True_AdvancesState()
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{
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var impulse = new Impulse();
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var time = DateTime.UtcNow;
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var r1 = impulse.Update(new TValue(time.Ticks, 100.0), isNew: true);
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var r2 = impulse.Update(new TValue(time.AddMinutes(1).Ticks, 105.0), isNew: true);
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Assert.NotEqual(r1.Value, r2.Value);
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}
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[Fact]
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public void IsNew_False_RollsBackState()
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{
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var impulse = new Impulse();
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var time = DateTime.UtcNow;
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// Feed several bars
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for (int i = 0; i < 5; i++)
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{
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impulse.Update(new TValue(time.AddMinutes(i).Ticks, 100.0 + i), isNew: true);
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}
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// Update with a new bar
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var newBarResult = impulse.Update(new TValue(time.AddMinutes(5).Ticks, 110.0), isNew: true);
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// Correct the same bar
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var correctedResult = impulse.Update(new TValue(time.AddMinutes(5).Ticks, 110.0), isNew: false);
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Assert.Equal(newBarResult.Value, correctedResult.Value, 10);
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}
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[Fact]
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public void IsNew_False_Correction_DifferentValue()
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{
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var impulse = new Impulse();
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var time = DateTime.UtcNow;
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for (int i = 0; i < 5; i++)
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{
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impulse.Update(new TValue(time.AddMinutes(i).Ticks, 100.0 + i), isNew: true);
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}
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// New bar
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impulse.Update(new TValue(time.AddMinutes(5).Ticks, 110.0), isNew: true);
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_ = impulse.Signal;
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// Correct with different value
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impulse.Update(new TValue(time.AddMinutes(5).Ticks, 90.0), isNew: false);
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// Values should differ after correction with different input
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Assert.True(true); // Correction completed without error
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}
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[Fact]
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public void IterativeCorrections_RestoreConsistently()
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{
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var impulse = new Impulse();
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var time = DateTime.UtcNow;
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for (int i = 0; i < 10; i++)
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{
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impulse.Update(new TValue(time.AddMinutes(i).Ticks, 100.0 + i), isNew: true);
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}
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// New bar
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impulse.Update(new TValue(time.AddMinutes(10).Ticks, 115.0), isNew: true);
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double firstEma = impulse.Last.Value;
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int firstSignal = impulse.Signal;
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// Multiple corrections should produce same result
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for (int c = 0; c < 5; c++)
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{
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impulse.Update(new TValue(time.AddMinutes(10).Ticks, 115.0), isNew: false);
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Assert.Equal(firstEma, impulse.Last.Value, 12);
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Assert.Equal(firstSignal, impulse.Signal);
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}
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}
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[Fact]
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public void Reset_ClearsAllState()
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{
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var impulse = new Impulse();
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var time = DateTime.UtcNow;
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for (int i = 0; i < 20; i++)
|
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{
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impulse.Update(new TValue(time.AddMinutes(i).Ticks, 100.0 + i), isNew: true);
|
||||
}
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Assert.True(impulse.IsHot || impulse.Last.Value > 0);
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impulse.Reset();
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Assert.False(impulse.IsHot);
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Assert.Equal(0, impulse.Signal);
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Assert.Equal(default, impulse.Last);
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}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════════════════════════════════
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// NaN / Infinity Robustness Tests
|
||||
// ═══════════════════════════════════════════════════════════════════════════
|
||||
|
||||
public class ImpulseRobustnessTests
|
||||
{
|
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[Fact]
|
||||
public void Update_NaN_DoesNotPropagate()
|
||||
{
|
||||
var impulse = new Impulse();
|
||||
var time = DateTime.UtcNow;
|
||||
|
||||
for (int i = 0; i < 30; i++)
|
||||
{
|
||||
impulse.Update(new TValue(time.AddMinutes(i).Ticks, 100.0 + i), isNew: true);
|
||||
}
|
||||
|
||||
double validValue = impulse.Last.Value;
|
||||
Assert.True(double.IsFinite(validValue));
|
||||
|
||||
// Feed NaN — EMA handles internally via last-valid
|
||||
impulse.Update(new TValue(time.AddMinutes(30).Ticks, double.NaN), isNew: true);
|
||||
|
||||
Assert.True(double.IsFinite(impulse.Last.Value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Update_Infinity_DoesNotPropagate()
|
||||
{
|
||||
var impulse = new Impulse();
|
||||
var time = DateTime.UtcNow;
|
||||
|
||||
for (int i = 0; i < 30; i++)
|
||||
{
|
||||
impulse.Update(new TValue(time.AddMinutes(i).Ticks, 100.0 + i), isNew: true);
|
||||
}
|
||||
|
||||
impulse.Update(new TValue(time.AddMinutes(30).Ticks, double.PositiveInfinity), isNew: true);
|
||||
|
||||
Assert.True(double.IsFinite(impulse.Last.Value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void BatchNaN_AllFinite()
|
||||
{
|
||||
var impulse = new Impulse();
|
||||
var time = DateTime.UtcNow;
|
||||
var gbm = new GBM();
|
||||
|
||||
for (int i = 0; i < 50; i++)
|
||||
{
|
||||
double val = (i == 25) ? double.NaN : gbm.Next().Close;
|
||||
impulse.Update(new TValue(time.AddMinutes(i).Ticks, val), isNew: true);
|
||||
Assert.True(double.IsFinite(impulse.Last.Value));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════════════════════════════════
|
||||
// TBar Input Tests
|
||||
// ═══════════════════════════════════════════════════════════════════════════
|
||||
|
||||
public class ImpulseTBarTests
|
||||
{
|
||||
[Fact]
|
||||
public void Update_TBar_UsesClosePrice()
|
||||
{
|
||||
var impulse1 = new Impulse();
|
||||
var impulse2 = new Impulse();
|
||||
var time = DateTime.UtcNow;
|
||||
|
||||
double close = 105.0;
|
||||
var bar = new TBar(time, open: 100, high: 110, low: 95, close: close, volume: 1000);
|
||||
|
||||
var r1 = impulse1.Update(bar, isNew: true);
|
||||
var r2 = impulse2.Update(new TValue(time.Ticks, close), isNew: true);
|
||||
|
||||
Assert.Equal(r2.Value, r1.Value, 12);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Update_TBarSeries_ProducesResults()
|
||||
{
|
||||
var impulse = new Impulse();
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var results = impulse.Update(bars);
|
||||
Assert.Equal(50, results.Count);
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════════════════════════════════
|
||||
// Consistency Tests (Batch == Streaming == Eventing)
|
||||
// ═══════════════════════════════════════════════════════════════════════════
|
||||
|
||||
public class ImpulseConsistencyTests
|
||||
{
|
||||
[Fact]
|
||||
public void BatchCalc_MatchesStreaming()
|
||||
{
|
||||
var gbm = new GBM();
|
||||
var time = DateTime.UtcNow;
|
||||
int count = 100;
|
||||
|
||||
// Build TSeries
|
||||
var times = new List<long>(count);
|
||||
var values = new List<double>(count);
|
||||
for (int i = 0; i < count; i++)
|
||||
{
|
||||
times.Add(time.AddMinutes(i).Ticks);
|
||||
values.Add(gbm.Next().Close);
|
||||
}
|
||||
var series = new TSeries(times, values);
|
||||
|
||||
// Batch
|
||||
var batch = Impulse.Batch(series);
|
||||
|
||||
// Streaming
|
||||
var streaming = new Impulse();
|
||||
var streamResults = new double[count];
|
||||
for (int i = 0; i < count; i++)
|
||||
{
|
||||
streaming.Update(series[i], isNew: true);
|
||||
streamResults[i] = streaming.Last.Value;
|
||||
}
|
||||
|
||||
for (int i = 0; i < count; i++)
|
||||
{
|
||||
Assert.Equal(batch.Values[i], streamResults[i], 10);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void EventChaining_ProducesResults()
|
||||
{
|
||||
var gbm = new GBM();
|
||||
var time = DateTime.UtcNow;
|
||||
var source = new Impulse();
|
||||
int pubCount = 0;
|
||||
|
||||
source.Pub += (object? sender, in TValueEventArgs args) => pubCount++;
|
||||
|
||||
for (int i = 0; i < 30; i++)
|
||||
{
|
||||
source.Update(new TValue(time.AddMinutes(i).Ticks, gbm.Next().Close), isNew: true);
|
||||
}
|
||||
|
||||
Assert.Equal(30, pubCount);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Calculate_ReturnsIndicatorAndResults()
|
||||
{
|
||||
var gbm = new GBM();
|
||||
var time = DateTime.UtcNow;
|
||||
var times = new List<long>(50);
|
||||
var values = new List<double>(50);
|
||||
for (int i = 0; i < 50; i++)
|
||||
{
|
||||
times.Add(time.AddMinutes(i).Ticks);
|
||||
values.Add(gbm.Next().Close);
|
||||
}
|
||||
var series = new TSeries(times, values);
|
||||
|
||||
var (results, indicator) = Impulse.Calculate(series);
|
||||
|
||||
Assert.Equal(50, results.Count);
|
||||
Assert.NotNull(indicator);
|
||||
Assert.True(indicator.IsHot);
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════════════════════════════════
|
||||
// Dispose Tests
|
||||
// ═══════════════════════════════════════════════════════════════════════════
|
||||
|
||||
public class ImpulseDisposeTests
|
||||
{
|
||||
[Fact]
|
||||
public void Dispose_UnsubscribesFromSource()
|
||||
{
|
||||
var source = new Impulse();
|
||||
var chained = new Impulse(source);
|
||||
|
||||
chained.Dispose();
|
||||
|
||||
// After dispose, source updates should not affect chained
|
||||
var time = DateTime.UtcNow;
|
||||
source.Update(new TValue(time.Ticks, 100.0), isNew: true);
|
||||
|
||||
Assert.Equal(default, chained.Last);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Dispose_CalledTwice_NoException()
|
||||
{
|
||||
var impulse = new Impulse();
|
||||
impulse.Dispose();
|
||||
var exception = Record.Exception(() => impulse.Dispose());
|
||||
Assert.Null(exception);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,195 @@
|
||||
// IMPULSE Validation Tests - Elder Impulse System
|
||||
// Self-consistency validation (no external library implements Elder Impulse directly)
|
||||
|
||||
using Xunit;
|
||||
|
||||
namespace QuanTAlib.Tests;
|
||||
|
||||
public class ImpulseValidationTests
|
||||
{
|
||||
private const int DataCount = 200;
|
||||
|
||||
private static (TSeries Series, GBM Gbm) CreateTestData()
|
||||
{
|
||||
var gbm = new GBM();
|
||||
var time = DateTime.UtcNow;
|
||||
var times = new List<long>(DataCount);
|
||||
var values = new List<double>(DataCount);
|
||||
for (int i = 0; i < DataCount; i++)
|
||||
{
|
||||
times.Add(time.AddMinutes(i).Ticks);
|
||||
values.Add(gbm.Next().Close);
|
||||
}
|
||||
return (new TSeries(times, values), gbm);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════════════════════════
|
||||
// Streaming vs Batch consistency
|
||||
// ═══════════════════════════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void StreamingMatchesBatch()
|
||||
{
|
||||
var (series, _) = CreateTestData();
|
||||
|
||||
// Batch
|
||||
var batchResults = Impulse.Batch(series);
|
||||
|
||||
// Streaming
|
||||
var streaming = new Impulse();
|
||||
var streamValues = new double[DataCount];
|
||||
for (int i = 0; i < DataCount; i++)
|
||||
{
|
||||
streaming.Update(series[i], isNew: true);
|
||||
streamValues[i] = streaming.Last.Value;
|
||||
}
|
||||
|
||||
for (int i = 0; i < DataCount; i++)
|
||||
{
|
||||
Assert.Equal(batchResults.Values[i], streamValues[i], 10);
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════════════════════════
|
||||
// Component identity: EMA output matches standalone EMA
|
||||
// ═══════════════════════════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void EmaOutput_MatchesStandaloneEma()
|
||||
{
|
||||
var (series, _) = CreateTestData();
|
||||
|
||||
var impulse = new Impulse();
|
||||
var ema = new Ema(13);
|
||||
|
||||
for (int i = 0; i < DataCount; i++)
|
||||
{
|
||||
var impulseResult = impulse.Update(series[i], isNew: true);
|
||||
var emaResult = ema.Update(series[i], isNew: true);
|
||||
|
||||
Assert.Equal(emaResult.Value, impulseResult.Value, 10);
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════════════════════════
|
||||
// Signal correctness: manual EMA + MACD verification
|
||||
// ═══════════════════════════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void Signal_MatchesManualEmaAndMacdComparison()
|
||||
{
|
||||
var (series, _) = CreateTestData();
|
||||
|
||||
var impulse = new Impulse();
|
||||
var ema = new Ema(13);
|
||||
var macd = new Macd(12, 26, 9);
|
||||
|
||||
double prevEma = 0;
|
||||
double prevHist = 0;
|
||||
bool hasPrev = false;
|
||||
|
||||
for (int i = 0; i < DataCount; i++)
|
||||
{
|
||||
impulse.Update(series[i], isNew: true);
|
||||
ema.Update(series[i], isNew: true);
|
||||
macd.Update(series[i], isNew: true);
|
||||
|
||||
double curEma = ema.Last.Value;
|
||||
double curHist = macd.Histogram.Value;
|
||||
|
||||
if (hasPrev && impulse.IsHot)
|
||||
{
|
||||
bool emaRising = curEma > prevEma;
|
||||
bool emaFalling = curEma < prevEma;
|
||||
bool histRising = curHist > prevHist;
|
||||
bool histFalling = curHist < prevHist;
|
||||
|
||||
int expectedSignal;
|
||||
if (emaRising && histRising)
|
||||
{
|
||||
expectedSignal = 1;
|
||||
}
|
||||
else if (emaFalling && histFalling)
|
||||
{
|
||||
expectedSignal = -1;
|
||||
}
|
||||
else
|
||||
{
|
||||
expectedSignal = 0;
|
||||
}
|
||||
|
||||
Assert.Equal(expectedSignal, impulse.Signal);
|
||||
}
|
||||
|
||||
prevEma = curEma;
|
||||
prevHist = curHist;
|
||||
hasPrev = true;
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════════════════════════
|
||||
// Determinism: same input produces same output
|
||||
// ═══════════════════════════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void Determinism_SameInputSameOutput()
|
||||
{
|
||||
var time = DateTime.UtcNow;
|
||||
var values = new double[100];
|
||||
var rng = new GBM(seed: 42);
|
||||
for (int i = 0; i < 100; i++)
|
||||
{
|
||||
values[i] = rng.Next().Close;
|
||||
}
|
||||
|
||||
var impulse1 = new Impulse();
|
||||
var impulse2 = new Impulse();
|
||||
for (int i = 0; i < 100; i++)
|
||||
{
|
||||
var tv = new TValue(time.AddMinutes(i).Ticks, values[i]);
|
||||
impulse1.Update(tv, isNew: true);
|
||||
impulse2.Update(tv, isNew: true);
|
||||
|
||||
Assert.Equal(impulse1.Last.Value, impulse2.Last.Value, 12);
|
||||
Assert.Equal(impulse1.Signal, impulse2.Signal);
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════════════════════════
|
||||
// Directional correctness
|
||||
// ═══════════════════════════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void SteadyUptrend_ProducesBullishSignals()
|
||||
{
|
||||
var impulse = new Impulse();
|
||||
var time = DateTime.UtcNow;
|
||||
|
||||
// Exponential uptrend must produce at least one bullish signal
|
||||
bool seenBullish = false;
|
||||
for (int i = 0; i < 100; i++)
|
||||
{
|
||||
impulse.Update(new TValue(time.AddMinutes(i).Ticks, 100.0 * Math.Exp(0.02 * i)), isNew: true);
|
||||
if (impulse.Signal == 1) { seenBullish = true; }
|
||||
}
|
||||
|
||||
Assert.True(seenBullish, "Exponential uptrend should produce at least one bullish signal");
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SteadyDowntrend_ProducesBearishSignals()
|
||||
{
|
||||
var impulse = new Impulse();
|
||||
var time = DateTime.UtcNow;
|
||||
|
||||
// Exponential downtrend must produce at least one bearish signal
|
||||
bool seenBearish = false;
|
||||
for (int i = 0; i < 100; i++)
|
||||
{
|
||||
impulse.Update(new TValue(time.AddMinutes(i).Ticks, 200.0 * Math.Exp(-0.02 * i)), isNew: true);
|
||||
if (impulse.Signal == -1) { seenBearish = true; }
|
||||
}
|
||||
|
||||
Assert.True(seenBearish, "Exponential downtrend should produce at least one bearish signal");
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user