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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:
Miha Kralj
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namespace QuanTAlib;
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/// <summary>
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/// Combined unit tests for PlusDi, MinusDi, PlusDm, MinusDm.
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/// All four are thin Dx-composition wrappers extracting a single property.
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/// </summary>
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public class DiDmTests
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{
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// ═══════════════════════════════════════════════
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// A. Constructor / Parameter Tests
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// ═══════════════════════════════════════════════
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[Fact]
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public void PlusDi_Constructor_InvalidPeriod_Throws()
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{
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Assert.Throws<ArgumentException>(() => new PlusDi(0));
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Assert.Throws<ArgumentException>(() => new PlusDi(-1));
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}
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[Fact]
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public void MinusDi_Constructor_InvalidPeriod_Throws()
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{
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Assert.Throws<ArgumentException>(() => new MinusDi(0));
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Assert.Throws<ArgumentException>(() => new MinusDi(-1));
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}
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[Fact]
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public void PlusDm_Constructor_InvalidPeriod_Throws()
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{
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Assert.Throws<ArgumentException>(() => new PlusDm(0));
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Assert.Throws<ArgumentException>(() => new PlusDm(-1));
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}
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[Fact]
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public void MinusDm_Constructor_InvalidPeriod_Throws()
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{
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Assert.Throws<ArgumentException>(() => new MinusDm(0));
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Assert.Throws<ArgumentException>(() => new MinusDm(-1));
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}
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[Fact]
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public void PlusDi_DefaultPeriod_Is14()
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{
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var indicator = new PlusDi();
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Assert.Equal(14, indicator.Period);
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}
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[Fact]
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public void MinusDi_DefaultPeriod_Is14()
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{
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var indicator = new MinusDi();
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Assert.Equal(14, indicator.Period);
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}
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[Fact]
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public void PlusDm_DefaultPeriod_Is14()
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{
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var indicator = new PlusDm();
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Assert.Equal(14, indicator.Period);
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}
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[Fact]
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public void MinusDm_DefaultPeriod_Is14()
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{
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var indicator = new MinusDm();
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Assert.Equal(14, indicator.Period);
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}
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[Fact]
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public void PlusDi_Name_ContainsPeriod()
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{
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var indicator = new PlusDi(20);
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Assert.Contains("20", indicator.Name, StringComparison.Ordinal);
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}
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[Fact]
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public void MinusDi_Name_ContainsPeriod()
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{
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var indicator = new MinusDi(20);
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Assert.Contains("20", indicator.Name, StringComparison.Ordinal);
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}
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[Fact]
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public void PlusDm_Name_ContainsPeriod()
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{
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var indicator = new PlusDm(20);
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Assert.Contains("20", indicator.Name, StringComparison.Ordinal);
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}
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[Fact]
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public void MinusDm_Name_ContainsPeriod()
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{
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var indicator = new MinusDm(20);
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Assert.Contains("20", indicator.Name, StringComparison.Ordinal);
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}
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// ═══════════════════════════════════════════════
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// B. Basic Calculation Tests
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// ═══════════════════════════════════════════════
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[Fact]
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public void PlusDi_BasicCalculation_DoesNotCrash()
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{
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var indicator = new PlusDi(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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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void MinusDi_BasicCalculation_DoesNotCrash()
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{
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var indicator = new MinusDi(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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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void PlusDm_BasicCalculation_DoesNotCrash()
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{
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var indicator = new PlusDm(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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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void MinusDm_BasicCalculation_DoesNotCrash()
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{
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var indicator = new MinusDm(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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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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// ═══════════════════════════════════════════════
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// C. IsHot / WarmupPeriod Tests
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// ═══════════════════════════════════════════════
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[Fact]
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public void PlusDi_IsHot_BecomesTrueAfterWarmup()
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{
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var indicator = new PlusDi(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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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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if (indicator.IsHot)
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{
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break;
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}
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}
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Assert.True(indicator.IsHot);
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}
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[Fact]
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public void MinusDi_IsHot_BecomesTrueAfterWarmup()
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{
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var indicator = new MinusDi(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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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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if (indicator.IsHot)
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{
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break;
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}
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}
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Assert.True(indicator.IsHot);
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}
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[Fact]
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public void PlusDm_IsHot_BecomesTrueAfterWarmup()
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{
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var indicator = new PlusDm(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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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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if (indicator.IsHot)
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{
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break;
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}
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}
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Assert.True(indicator.IsHot);
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}
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[Fact]
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public void MinusDm_IsHot_BecomesTrueAfterWarmup()
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{
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var indicator = new MinusDm(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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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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if (indicator.IsHot)
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{
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break;
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}
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}
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Assert.True(indicator.IsHot);
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}
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// ═══════════════════════════════════════════════
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// D. Bar Correction (isNew=false) Tests
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// ═══════════════════════════════════════════════
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[Fact]
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public void PlusDi_BarCorrection_MatchesFreshInstance()
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{
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var indicator = new PlusDi(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 < 99; i++)
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{
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indicator.Update(bars[i]);
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}
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indicator.Update(bars[99]);
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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 = indicator.Update(modifiedBar, isNew: false);
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var fresh = new PlusDi(14);
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for (int i = 0; i < 99; i++)
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{
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fresh.Update(bars[i]);
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}
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var val3 = fresh.Update(modifiedBar);
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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 MinusDi_BarCorrection_MatchesFreshInstance()
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{
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var indicator = new MinusDi(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 < 99; i++)
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{
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indicator.Update(bars[i]);
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}
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indicator.Update(bars[99]);
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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 = indicator.Update(modifiedBar, isNew: false);
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var fresh = new MinusDi(14);
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for (int i = 0; i < 99; i++)
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{
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fresh.Update(bars[i]);
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}
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var val3 = fresh.Update(modifiedBar);
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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 PlusDm_BarCorrection_MatchesFreshInstance()
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{
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var indicator = new PlusDm(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 < 99; i++)
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{
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indicator.Update(bars[i]);
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}
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indicator.Update(bars[99]);
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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 = indicator.Update(modifiedBar, isNew: false);
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var fresh = new PlusDm(14);
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for (int i = 0; i < 99; i++)
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{
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fresh.Update(bars[i]);
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}
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var val3 = fresh.Update(modifiedBar);
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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 MinusDm_BarCorrection_MatchesFreshInstance()
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{
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var indicator = new MinusDm(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 < 99; i++)
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{
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indicator.Update(bars[i]);
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}
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indicator.Update(bars[99]);
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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 = indicator.Update(modifiedBar, isNew: false);
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var fresh = new MinusDm(14);
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for (int i = 0; i < 99; i++)
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{
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fresh.Update(bars[i]);
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}
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var val3 = fresh.Update(modifiedBar);
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Assert.Equal(val3.Value, val2.Value, 1e-9);
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}
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// ═══════════════════════════════════════════════
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// E. Reset Tests
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// ═══════════════════════════════════════════════
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[Fact]
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public void PlusDi_Reset_ClearsState()
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{
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var indicator = new PlusDi(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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indicator.Update(bars[i]);
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}
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indicator.Reset();
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Assert.Equal(0, indicator.Last.Value);
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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void MinusDi_Reset_ClearsState()
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{
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var indicator = new MinusDi(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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indicator.Update(bars[i]);
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}
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indicator.Reset();
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Assert.Equal(0, indicator.Last.Value);
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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void PlusDm_Reset_ClearsState()
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{
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var indicator = new PlusDm(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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indicator.Update(bars[i]);
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}
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indicator.Reset();
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Assert.Equal(0, indicator.Last.Value);
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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void MinusDm_Reset_ClearsState()
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{
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var indicator = new MinusDm(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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indicator.Update(bars[i]);
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}
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indicator.Reset();
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Assert.Equal(0, indicator.Last.Value);
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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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// ═══════════════════════════════════════════════
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// F. Batch / Streaming Consistency Tests
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// ═══════════════════════════════════════════════
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[Fact]
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public void PlusDi_Batch_MatchesStreaming()
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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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var batchResult = PlusDi.Batch(bars, 14);
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var streaming = new PlusDi(14);
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for (int i = 0; i < bars.Count; i++)
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{
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streaming.Update(bars[i]);
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}
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Assert.Equal(batchResult.Last.Value, streaming.Last.Value, 9);
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}
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[Fact]
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public void MinusDi_Batch_MatchesStreaming()
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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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var batchResult = MinusDi.Batch(bars, 14);
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var streaming = new MinusDi(14);
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for (int i = 0; i < bars.Count; i++)
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{
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streaming.Update(bars[i]);
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||||
}
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||||
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||||
Assert.Equal(batchResult.Last.Value, streaming.Last.Value, 9);
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}
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[Fact]
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||||
public void PlusDm_Batch_MatchesStreaming()
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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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||||
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var batchResult = PlusDm.Batch(bars, 14);
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var streaming = new PlusDm(14);
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for (int i = 0; i < bars.Count; i++)
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||||
{
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streaming.Update(bars[i]);
|
||||
}
|
||||
|
||||
Assert.Equal(batchResult.Last.Value, streaming.Last.Value, 9);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_Batch_MatchesStreaming()
|
||||
{
|
||||
var gbm = new GBM(seed: 123);
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var batchResult = MinusDm.Batch(bars, 14);
|
||||
|
||||
var streaming = new MinusDm(14);
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
streaming.Update(bars[i]);
|
||||
}
|
||||
|
||||
Assert.Equal(batchResult.Last.Value, streaming.Last.Value, 9);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// G. Event / Pub Tests
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_Pub_FiresOnNewBar()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
int fireCount = 0;
|
||||
|
||||
indicator.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
indicator.Update(bars[i]);
|
||||
}
|
||||
|
||||
Assert.Equal(bars.Count, fireCount);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_Pub_DoesNotFireOnCorrection()
|
||||
{
|
||||
var indicator = new MinusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
int fireCount = 0;
|
||||
|
||||
indicator.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
indicator.Update(bars[i]);
|
||||
}
|
||||
|
||||
int countAfterNewBars = fireCount;
|
||||
|
||||
// Bar correction should not fire
|
||||
var modifiedBar = new TBar(bars[^1].Time, bars[^1].Open, bars[^1].High + 1.0, bars[^1].Low - 1.0, bars[^1].Close, bars[^1].Volume);
|
||||
indicator.Update(modifiedBar, isNew: false);
|
||||
|
||||
Assert.Equal(countAfterNewBars, fireCount);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_Pub_FiresOnNewBar()
|
||||
{
|
||||
var indicator = new PlusDm(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
int fireCount = 0;
|
||||
|
||||
indicator.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
indicator.Update(bars[i]);
|
||||
}
|
||||
|
||||
Assert.Equal(bars.Count, fireCount);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_Pub_DoesNotFireOnCorrection()
|
||||
{
|
||||
var indicator = new MinusDm(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
int fireCount = 0;
|
||||
|
||||
indicator.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
indicator.Update(bars[i]);
|
||||
}
|
||||
|
||||
int countAfterNewBars = fireCount;
|
||||
|
||||
var modifiedBar = new TBar(bars[^1].Time, bars[^1].Open, bars[^1].High + 1.0, bars[^1].Low - 1.0, bars[^1].Close, bars[^1].Volume);
|
||||
indicator.Update(modifiedBar, isNew: false);
|
||||
|
||||
Assert.Equal(countAfterNewBars, fireCount);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// H. Prime / Calculate / Chainability Tests
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_Prime_SetsState()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
indicator.Prime(bars);
|
||||
|
||||
Assert.True(indicator.IsHot);
|
||||
Assert.True(double.IsFinite(indicator.Last.Value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_Prime_SetsState()
|
||||
{
|
||||
var indicator = new MinusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
indicator.Prime(bars);
|
||||
|
||||
Assert.True(indicator.IsHot);
|
||||
Assert.True(double.IsFinite(indicator.Last.Value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_Calculate_ReturnsTupleWithIndicator()
|
||||
{
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var (results, ind) = PlusDm.Calculate(bars, 14);
|
||||
|
||||
Assert.Equal(bars.Count, results.Count);
|
||||
Assert.True(ind.IsHot);
|
||||
Assert.Equal(results[^1].Value, ind.Last.Value, 1e-9);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_Calculate_ReturnsTupleWithIndicator()
|
||||
{
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var (results, ind) = MinusDm.Calculate(bars, 14);
|
||||
|
||||
Assert.Equal(bars.Count, results.Count);
|
||||
Assert.True(ind.IsHot);
|
||||
Assert.Equal(results[^1].Value, ind.Last.Value, 1e-9);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_TBarSeriesConstructor_Works()
|
||||
{
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var indicator = new PlusDi(bars, 14);
|
||||
|
||||
Assert.True(double.IsFinite(indicator.Last.Value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_TBarSeriesConstructor_Works()
|
||||
{
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var indicator = new MinusDi(bars, 14);
|
||||
|
||||
Assert.True(double.IsFinite(indicator.Last.Value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_ScalarUpdate_ReturnsLastUnchanged()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
indicator.Update(bars[i]);
|
||||
}
|
||||
|
||||
var before = indicator.Last;
|
||||
var result = indicator.Update(new TValue(DateTime.UtcNow, 42.0));
|
||||
|
||||
Assert.Equal(before.Value, result.Value);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_ScalarUpdate_ReturnsLastUnchanged()
|
||||
{
|
||||
var indicator = new MinusDm(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
indicator.Update(bars[i]);
|
||||
}
|
||||
|
||||
var before = indicator.Last;
|
||||
var result = indicator.Update(new TValue(DateTime.UtcNow, 42.0));
|
||||
|
||||
Assert.Equal(before.Value, result.Value);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Range / Value Constraint Tests
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_OutputRange_0to100()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
var result = indicator.Update(bars[i]);
|
||||
if (indicator.IsHot)
|
||||
{
|
||||
Assert.InRange(result.Value, 0, 100);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_OutputRange_0to100()
|
||||
{
|
||||
var indicator = new MinusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
var result = indicator.Update(bars[i]);
|
||||
if (indicator.IsHot)
|
||||
{
|
||||
Assert.InRange(result.Value, 0, 100);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_NonNegative()
|
||||
{
|
||||
var indicator = new PlusDm(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
var result = indicator.Update(bars[i]);
|
||||
if (indicator.IsHot)
|
||||
{
|
||||
Assert.True(result.Value >= 0, $"+DM should be non-negative, got {result.Value}");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_NonNegative()
|
||||
{
|
||||
var indicator = new MinusDm(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
var result = indicator.Update(bars[i]);
|
||||
if (indicator.IsHot)
|
||||
{
|
||||
Assert.True(result.Value >= 0, $"-DM should be non-negative, got {result.Value}");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Dx Equivalence Tests
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_MatchesDx_DiPlus()
|
||||
{
|
||||
var gbm = new GBM(seed: 42);
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var plusDi = new PlusDi(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
plusDi.Update(bars[i]);
|
||||
dx.Update(bars[i]);
|
||||
|
||||
Assert.Equal(dx.DiPlus.Value, plusDi.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_MatchesDx_DiMinus()
|
||||
{
|
||||
var gbm = new GBM(seed: 42);
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var minusDi = new MinusDi(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
minusDi.Update(bars[i]);
|
||||
dx.Update(bars[i]);
|
||||
|
||||
Assert.Equal(dx.DiMinus.Value, minusDi.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_MatchesDx_DmPlus()
|
||||
{
|
||||
var gbm = new GBM(seed: 42);
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var plusDm = new PlusDm(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
plusDm.Update(bars[i]);
|
||||
dx.Update(bars[i]);
|
||||
|
||||
Assert.Equal(dx.DmPlus.Value, plusDm.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_MatchesDx_DmMinus()
|
||||
{
|
||||
var gbm = new GBM(seed: 42);
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var minusDm = new MinusDm(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
minusDm.Update(bars[i]);
|
||||
dx.Update(bars[i]);
|
||||
|
||||
Assert.Equal(dx.DmMinus.Value, minusDm.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Determinism Tests
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void AllFour_Deterministic_SameSeedSameResult()
|
||||
{
|
||||
var gbm1 = new GBM(seed: 99);
|
||||
var bars1 = gbm1.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
var gbm2 = new GBM(seed: 99);
|
||||
var bars2 = gbm2.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var pdi1 = new PlusDi(14);
|
||||
var pdi2 = new PlusDi(14);
|
||||
var mdi1 = new MinusDi(14);
|
||||
var mdi2 = new MinusDi(14);
|
||||
var pdm1 = new PlusDm(14);
|
||||
var pdm2 = new PlusDm(14);
|
||||
var mdm1 = new MinusDm(14);
|
||||
var mdm2 = new MinusDm(14);
|
||||
|
||||
for (int i = 0; i < bars1.Count; i++)
|
||||
{
|
||||
pdi1.Update(bars1[i]);
|
||||
pdi2.Update(bars2[i]);
|
||||
mdi1.Update(bars1[i]);
|
||||
mdi2.Update(bars2[i]);
|
||||
pdm1.Update(bars1[i]);
|
||||
pdm2.Update(bars2[i]);
|
||||
mdm1.Update(bars1[i]);
|
||||
mdm2.Update(bars2[i]);
|
||||
}
|
||||
|
||||
Assert.Equal(pdi1.Last.Value, pdi2.Last.Value, 1e-12);
|
||||
Assert.Equal(mdi1.Last.Value, mdi2.Last.Value, 1e-12);
|
||||
Assert.Equal(pdm1.Last.Value, pdm2.Last.Value, 1e-12);
|
||||
Assert.Equal(mdm1.Last.Value, mdm2.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,818 @@
|
||||
using OoplesFinance.StockIndicators;
|
||||
using OoplesFinance.StockIndicators.Models;
|
||||
using OoplesFinance.StockIndicators.Enums;
|
||||
using Skender.Stock.Indicators;
|
||||
using TALib;
|
||||
using QuanTAlib.Tests;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
/// <summary>
|
||||
/// Combined validation tests for PlusDi, MinusDi, PlusDm, MinusDm.
|
||||
/// Cross-validates against TA-Lib, Skender, Ooples, and Dx equivalence.
|
||||
/// </summary>
|
||||
public sealed class DiDmValidationTests : IDisposable
|
||||
{
|
||||
private readonly ValidationTestData _data;
|
||||
|
||||
public DiDmValidationTests()
|
||||
{
|
||||
_data = new ValidationTestData();
|
||||
}
|
||||
|
||||
public void Dispose()
|
||||
{
|
||||
_data.Dispose();
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// TA-Lib Validation
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_MatchesTalib()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.PlusDI(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.PlusDILookback(14);
|
||||
ValidationHelper.VerifyData(results, outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_MatchesTalib()
|
||||
{
|
||||
var indicator = new MinusDi(14);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.MinusDI(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.MinusDILookback(14);
|
||||
ValidationHelper.VerifyData(results, outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_MatchesTalib()
|
||||
{
|
||||
var indicator = new PlusDm(14);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.PlusDM(hData, lData, 0..^0, outReal, out var outRange, 14);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.PlusDMLookback(14);
|
||||
ValidationHelper.VerifyData(results, outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_MatchesTalib()
|
||||
{
|
||||
var indicator = new MinusDm(14);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.MinusDM(hData, lData, 0..^0, outReal, out var outRange, 14);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.MinusDMLookback(14);
|
||||
ValidationHelper.VerifyData(results, outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Skender Validation
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_MatchesSkender()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
var skenderResults = _data.SkenderQuotes.GetAdx(14).ToList();
|
||||
|
||||
ValidationHelper.VerifyData(results, skenderResults, x => x.Pdi);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_MatchesSkender()
|
||||
{
|
||||
var indicator = new MinusDi(14);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
var skenderResults = _data.SkenderQuotes.GetAdx(14).ToList();
|
||||
|
||||
ValidationHelper.VerifyData(results, skenderResults, x => x.Mdi);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Dx Equivalence
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_ExactlyMatchesDx_DiPlus()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
dx.Update(_data.Bars[i]);
|
||||
|
||||
Assert.Equal(dx.DiPlus.Value, indicator.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_ExactlyMatchesDx_DiMinus()
|
||||
{
|
||||
var indicator = new MinusDi(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
dx.Update(_data.Bars[i]);
|
||||
|
||||
Assert.Equal(dx.DiMinus.Value, indicator.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_ExactlyMatchesDx_DmPlus()
|
||||
{
|
||||
var indicator = new PlusDm(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
dx.Update(_data.Bars[i]);
|
||||
|
||||
Assert.Equal(dx.DmPlus.Value, indicator.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_ExactlyMatchesDx_DmMinus()
|
||||
{
|
||||
var indicator = new MinusDm(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
dx.Update(_data.Bars[i]);
|
||||
|
||||
Assert.Equal(dx.DmMinus.Value, indicator.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Self-Consistency: Batch == Streaming
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_BatchEqualsStreaming()
|
||||
{
|
||||
var batchResults = PlusDi.Batch(_data.Bars, 14);
|
||||
|
||||
var streaming = new PlusDi(14);
|
||||
var streamResults = new List<double>();
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
streamResults.Add(streaming.Update(_data.Bars[i]).Value);
|
||||
}
|
||||
|
||||
Assert.Equal(streamResults.Count, batchResults.Count);
|
||||
for (int i = 0; i < batchResults.Count; i++)
|
||||
{
|
||||
Assert.Equal(streamResults[i], batchResults.Values[i], 1e-9);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_BatchEqualsStreaming()
|
||||
{
|
||||
var batchResults = MinusDi.Batch(_data.Bars, 14);
|
||||
|
||||
var streaming = new MinusDi(14);
|
||||
var streamResults = new List<double>();
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
streamResults.Add(streaming.Update(_data.Bars[i]).Value);
|
||||
}
|
||||
|
||||
Assert.Equal(streamResults.Count, batchResults.Count);
|
||||
for (int i = 0; i < batchResults.Count; i++)
|
||||
{
|
||||
Assert.Equal(streamResults[i], batchResults.Values[i], 1e-9);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_BatchEqualsStreaming()
|
||||
{
|
||||
var batchResults = PlusDm.Batch(_data.Bars, 14);
|
||||
|
||||
var streaming = new PlusDm(14);
|
||||
var streamResults = new List<double>();
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
streamResults.Add(streaming.Update(_data.Bars[i]).Value);
|
||||
}
|
||||
|
||||
Assert.Equal(streamResults.Count, batchResults.Count);
|
||||
for (int i = 0; i < batchResults.Count; i++)
|
||||
{
|
||||
Assert.Equal(streamResults[i], batchResults.Values[i], 1e-9);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_BatchEqualsStreaming()
|
||||
{
|
||||
var batchResults = MinusDm.Batch(_data.Bars, 14);
|
||||
|
||||
var streaming = new MinusDm(14);
|
||||
var streamResults = new List<double>();
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
streamResults.Add(streaming.Update(_data.Bars[i]).Value);
|
||||
}
|
||||
|
||||
Assert.Equal(streamResults.Count, batchResults.Count);
|
||||
for (int i = 0; i < batchResults.Count; i++)
|
||||
{
|
||||
Assert.Equal(streamResults[i], batchResults.Values[i], 1e-9);
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Multi-Period TALib Validation
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Theory]
|
||||
[InlineData(7)]
|
||||
[InlineData(21)]
|
||||
[InlineData(28)]
|
||||
public void PlusDi_MatchesTalib_VariousPeriods(int period)
|
||||
{
|
||||
var indicator = new PlusDi(period);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.PlusDI(hData, lData, cData, 0..^0, outReal, out var outRange, period);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.PlusDILookback(period);
|
||||
ValidationHelper.VerifyData(results, outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData(7)]
|
||||
[InlineData(21)]
|
||||
[InlineData(28)]
|
||||
public void MinusDi_MatchesTalib_VariousPeriods(int period)
|
||||
{
|
||||
var indicator = new MinusDi(period);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.MinusDI(hData, lData, cData, 0..^0, outReal, out var outRange, period);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.MinusDILookback(period);
|
||||
ValidationHelper.VerifyData(results, outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData(7)]
|
||||
[InlineData(21)]
|
||||
[InlineData(28)]
|
||||
public void PlusDm_MatchesTalib_VariousPeriods(int period)
|
||||
{
|
||||
var indicator = new PlusDm(period);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.PlusDM(hData, lData, 0..^0, outReal, out var outRange, period);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.PlusDMLookback(period);
|
||||
ValidationHelper.VerifyData(results, outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData(7)]
|
||||
[InlineData(21)]
|
||||
[InlineData(28)]
|
||||
public void MinusDm_MatchesTalib_VariousPeriods(int period)
|
||||
{
|
||||
var indicator = new MinusDm(period);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.MinusDM(hData, lData, 0..^0, outReal, out var outRange, period);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.MinusDMLookback(period);
|
||||
ValidationHelper.VerifyData(results, outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Multi-Period Skender Validation
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Theory]
|
||||
[InlineData(7)]
|
||||
[InlineData(21)]
|
||||
[InlineData(28)]
|
||||
public void PlusDi_MatchesSkender_VariousPeriods(int period)
|
||||
{
|
||||
var indicator = new PlusDi(period);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
var skenderResults = _data.SkenderQuotes.GetAdx(period).ToList();
|
||||
ValidationHelper.VerifyData(results, skenderResults, x => x.Pdi);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData(7)]
|
||||
[InlineData(21)]
|
||||
[InlineData(28)]
|
||||
public void MinusDi_MatchesSkender_VariousPeriods(int period)
|
||||
{
|
||||
var indicator = new MinusDi(period);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
var skenderResults = _data.SkenderQuotes.GetAdx(period).ToList();
|
||||
ValidationHelper.VerifyData(results, skenderResults, x => x.Mdi);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Determinism: Consistent Across Multiple Runs
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_ConsistentAcrossMultipleRuns()
|
||||
{
|
||||
var ind1 = new PlusDi(14);
|
||||
var ind2 = new PlusDi(14);
|
||||
var results1 = new List<double>();
|
||||
var results2 = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
ind1.Update(_data.Bars[i]);
|
||||
results1.Add(ind1.Last.Value);
|
||||
}
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
ind2.Update(_data.Bars[i]);
|
||||
results2.Add(ind2.Last.Value);
|
||||
}
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
Assert.Equal(results1[i], results2[i], 1e-10);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_ConsistentAcrossMultipleRuns()
|
||||
{
|
||||
var ind1 = new MinusDi(14);
|
||||
var ind2 = new MinusDi(14);
|
||||
var results1 = new List<double>();
|
||||
var results2 = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
ind1.Update(_data.Bars[i]);
|
||||
results1.Add(ind1.Last.Value);
|
||||
}
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
ind2.Update(_data.Bars[i]);
|
||||
results2.Add(ind2.Last.Value);
|
||||
}
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
Assert.Equal(results1[i], results2[i], 1e-10);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_ConsistentAcrossMultipleRuns()
|
||||
{
|
||||
var ind1 = new PlusDm(14);
|
||||
var ind2 = new PlusDm(14);
|
||||
var results1 = new List<double>();
|
||||
var results2 = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
ind1.Update(_data.Bars[i]);
|
||||
results1.Add(ind1.Last.Value);
|
||||
}
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
ind2.Update(_data.Bars[i]);
|
||||
results2.Add(ind2.Last.Value);
|
||||
}
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
Assert.Equal(results1[i], results2[i], 1e-10);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_ConsistentAcrossMultipleRuns()
|
||||
{
|
||||
var ind1 = new MinusDm(14);
|
||||
var ind2 = new MinusDm(14);
|
||||
var results1 = new List<double>();
|
||||
var results2 = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
ind1.Update(_data.Bars[i]);
|
||||
results1.Add(ind1.Last.Value);
|
||||
}
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
ind2.Update(_data.Bars[i]);
|
||||
results2.Add(ind2.Last.Value);
|
||||
}
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
Assert.Equal(results1[i], results2[i], 1e-10);
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Non-Negative Output Validation
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_OutputIsNonNegative()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
Assert.True(indicator.Last.Value >= 0, $"PlusDi output at bar {i} was {indicator.Last.Value}");
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_OutputIsNonNegative()
|
||||
{
|
||||
var indicator = new MinusDi(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
Assert.True(indicator.Last.Value >= 0, $"MinusDi output at bar {i} was {indicator.Last.Value}");
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_OutputIsNonNegative()
|
||||
{
|
||||
var indicator = new PlusDm(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
Assert.True(indicator.Last.Value >= 0, $"PlusDm output at bar {i} was {indicator.Last.Value}");
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_OutputIsNonNegative()
|
||||
{
|
||||
var indicator = new MinusDm(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
Assert.True(indicator.Last.Value >= 0, $"MinusDm output at bar {i} was {indicator.Last.Value}");
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// DI values bounded 0-100
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_OutputBounded0To100()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
double val = indicator.Last.Value;
|
||||
if (i >= 14)
|
||||
{
|
||||
Assert.True(val >= 0 && val <= 100, $"PlusDi at bar {i} was {val}, expected [0,100]");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_OutputBounded0To100()
|
||||
{
|
||||
var indicator = new MinusDi(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
double val = indicator.Last.Value;
|
||||
if (i >= 14)
|
||||
{
|
||||
Assert.True(val >= 0 && val <= 100, $"MinusDi at bar {i} was {val}, expected [0,100]");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Different Periods Produce Different Results
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_DifferentPeriods_ProduceDifferentResults()
|
||||
{
|
||||
var short14 = new PlusDi(7);
|
||||
var long28 = new PlusDi(28);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
short14.Update(_data.Bars[i]);
|
||||
long28.Update(_data.Bars[i]);
|
||||
}
|
||||
|
||||
Assert.NotEqual(short14.Last.Value, long28.Last.Value);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_DifferentPeriods_ProduceDifferentResults()
|
||||
{
|
||||
var short14 = new MinusDi(7);
|
||||
var long28 = new MinusDi(28);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
short14.Update(_data.Bars[i]);
|
||||
long28.Update(_data.Bars[i]);
|
||||
}
|
||||
|
||||
Assert.NotEqual(short14.Last.Value, long28.Last.Value);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_DifferentPeriods_ProduceDifferentResults()
|
||||
{
|
||||
var short14 = new PlusDm(7);
|
||||
var long28 = new PlusDm(28);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
short14.Update(_data.Bars[i]);
|
||||
long28.Update(_data.Bars[i]);
|
||||
}
|
||||
|
||||
Assert.NotEqual(short14.Last.Value, long28.Last.Value);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_DifferentPeriods_ProduceDifferentResults()
|
||||
{
|
||||
var short14 = new MinusDm(7);
|
||||
var long28 = new MinusDm(28);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
short14.Update(_data.Bars[i]);
|
||||
long28.Update(_data.Bars[i]);
|
||||
}
|
||||
|
||||
Assert.NotEqual(short14.Last.Value, long28.Last.Value);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// OoplesFinance Structural Validation
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void DiDm_MatchesOoples_Structural()
|
||||
{
|
||||
// OoplesFinance.CalculateAverageDirectionalIndex produces Di+/Di- as part of ADX
|
||||
var ooplesData = _data.SkenderQuotes
|
||||
.Select(q => new TickerData
|
||||
{
|
||||
Date = q.Date,
|
||||
Open = (double)q.Open,
|
||||
High = (double)q.High,
|
||||
Low = (double)q.Low,
|
||||
Close = (double)q.Close,
|
||||
Volume = (double)q.Volume
|
||||
})
|
||||
.ToList();
|
||||
|
||||
var stockData = new StockData(ooplesData);
|
||||
var adxResults = stockData.CalculateAverageDirectionalIndex(MovingAvgType.WildersSmoothingMethod, 14);
|
||||
|
||||
// Verify the Ooples ADX calculation produces finite DI values
|
||||
var allValues = adxResults.OutputValues.Values.SelectMany(v => v).ToList();
|
||||
int finiteCount = allValues.Count(v => double.IsFinite(v));
|
||||
Assert.True(finiteCount > 100, $"Expected >100 finite Ooples DI/DM values, got {finiteCount}");
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Batch Matches TALib
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_BatchMatchesTalib()
|
||||
{
|
||||
var batchResults = PlusDi.Batch(_data.Bars, 14);
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.PlusDI(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.PlusDILookback(14);
|
||||
ValidationHelper.VerifyData(batchResults.Select(x => x.Value).ToList(), outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_BatchMatchesTalib()
|
||||
{
|
||||
var batchResults = MinusDi.Batch(_data.Bars, 14);
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.MinusDI(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.MinusDILookback(14);
|
||||
ValidationHelper.VerifyData(batchResults.Select(x => x.Value).ToList(), outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_BatchMatchesTalib()
|
||||
{
|
||||
var batchResults = PlusDm.Batch(_data.Bars, 14);
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.PlusDM(hData, lData, 0..^0, outReal, out var outRange, 14);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.PlusDMLookback(14);
|
||||
ValidationHelper.VerifyData(batchResults.Select(x => x.Value).ToList(), outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_BatchMatchesTalib()
|
||||
{
|
||||
var batchResults = MinusDm.Batch(_data.Bars, 14);
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.MinusDM(hData, lData, 0..^0, outReal, out var outRange, 14);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.MinusDMLookback(14);
|
||||
ValidationHelper.VerifyData(batchResults.Select(x => x.Value).ToList(), outReal, outRange, lookback);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,73 @@
|
||||
using TradingPlatform.BusinessLayer;
|
||||
using QuanTAlib;
|
||||
|
||||
namespace QuanTAlib.Tests;
|
||||
|
||||
public class PlusDiIndicatorTests
|
||||
{
|
||||
[Fact]
|
||||
public void PlusDiIndicator_Constructor_SetsDefaults()
|
||||
{
|
||||
var indicator = new PlusDiIndicator();
|
||||
|
||||
Assert.Equal(14, indicator.Period);
|
||||
Assert.True(indicator.ShowColdValues);
|
||||
Assert.Equal("+DI - Plus Directional Indicator", indicator.Name);
|
||||
Assert.True(indicator.SeparateWindow);
|
||||
Assert.True(indicator.OnBackGround);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDiIndicator_MinHistoryDepths_EqualsZero()
|
||||
{
|
||||
var indicator = new PlusDiIndicator { Period = 20 };
|
||||
|
||||
Assert.Equal(0, PlusDiIndicator.MinHistoryDepths);
|
||||
IWatchlistIndicator watchlistIndicator = indicator;
|
||||
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDiIndicator_Initialize_CreatesInternal()
|
||||
{
|
||||
var indicator = new PlusDiIndicator { Period = 14 };
|
||||
|
||||
indicator.Initialize();
|
||||
|
||||
Assert.Single(indicator.LinesSeries);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDiIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
|
||||
{
|
||||
var indicator = new PlusDiIndicator { Period = 5 };
|
||||
indicator.Initialize();
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
for (int i = 0; i < 20; i++)
|
||||
{
|
||||
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
|
||||
|
||||
var args = new UpdateArgs(UpdateReason.HistoricalBar);
|
||||
indicator.ProcessUpdate(args);
|
||||
}
|
||||
|
||||
double value = indicator.LinesSeries[0].GetValue(0);
|
||||
Assert.True(double.IsFinite(value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDiIndicator_ShortName_IsCorrect()
|
||||
{
|
||||
var indicator = new PlusDiIndicator { Period = 20 };
|
||||
Assert.Equal("+DI 20", indicator.ShortName);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDiIndicator_SourceCodeLink_IsValid()
|
||||
{
|
||||
var indicator = new PlusDiIndicator();
|
||||
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.OrdinalIgnoreCase);
|
||||
Assert.Contains("PlusDi.Quantower.cs", indicator.SourceCodeLink, StringComparison.OrdinalIgnoreCase);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,288 @@
|
||||
using OoplesFinance.StockIndicators;
|
||||
using OoplesFinance.StockIndicators.Models;
|
||||
using OoplesFinance.StockIndicators.Enums;
|
||||
using Skender.Stock.Indicators;
|
||||
using TALib;
|
||||
using QuanTAlib.Tests;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
/// <summary>
|
||||
/// Validation tests for PlusDi (+DI). Cross-validates against TA-Lib, Skender,
|
||||
/// OoplesFinance, and internal Dx equivalence with multiple periods.
|
||||
/// </summary>
|
||||
public sealed class PlusDiValidationTests : IDisposable
|
||||
{
|
||||
private readonly ValidationTestData _data;
|
||||
|
||||
public PlusDiValidationTests()
|
||||
{
|
||||
_data = new ValidationTestData();
|
||||
}
|
||||
|
||||
public void Dispose()
|
||||
{
|
||||
_data.Dispose();
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// TA-Lib Validation
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void MatchesTalib()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.PlusDI(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.PlusDILookback(14);
|
||||
ValidationHelper.VerifyData(results, outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData(7)]
|
||||
[InlineData(21)]
|
||||
[InlineData(28)]
|
||||
public void MatchesTalib_VariousPeriods(int period)
|
||||
{
|
||||
var indicator = new PlusDi(period);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.PlusDI(hData, lData, cData, 0..^0, outReal, out var outRange, period);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.PlusDILookback(period);
|
||||
ValidationHelper.VerifyData(results, outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Skender Validation
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void MatchesSkender()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
var skenderResults = _data.SkenderQuotes.GetAdx(14).ToList();
|
||||
ValidationHelper.VerifyData(results, skenderResults, x => x.Pdi);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData(7)]
|
||||
[InlineData(21)]
|
||||
[InlineData(28)]
|
||||
public void MatchesSkender_VariousPeriods(int period)
|
||||
{
|
||||
var indicator = new PlusDi(period);
|
||||
var results = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
results.Add(indicator.Last.Value);
|
||||
}
|
||||
|
||||
var skenderResults = _data.SkenderQuotes.GetAdx(period).ToList();
|
||||
ValidationHelper.VerifyData(results, skenderResults, x => x.Pdi);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Dx Equivalence
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void ExactlyMatchesDx_DiPlus()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
dx.Update(_data.Bars[i]);
|
||||
|
||||
Assert.Equal(dx.DiPlus.Value, indicator.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// OoplesFinance Structural Validation
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void MatchesOoples_Structural()
|
||||
{
|
||||
var ooplesData = _data.SkenderQuotes
|
||||
.Select(q => new TickerData
|
||||
{
|
||||
Date = q.Date,
|
||||
Open = (double)q.Open,
|
||||
High = (double)q.High,
|
||||
Low = (double)q.Low,
|
||||
Close = (double)q.Close,
|
||||
Volume = (double)q.Volume
|
||||
})
|
||||
.ToList();
|
||||
|
||||
var stockData = new StockData(ooplesData);
|
||||
var adxResults = stockData.CalculateAverageDirectionalIndex(MovingAvgType.WildersSmoothingMethod, 14);
|
||||
|
||||
var allValues = adxResults.OutputValues.Values.SelectMany(v => v).ToList();
|
||||
int finiteCount = allValues.Count(v => double.IsFinite(v));
|
||||
Assert.True(finiteCount > 100, $"Expected >100 finite Ooples DI values, got {finiteCount}");
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Self-Consistency: Batch == Streaming
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void BatchEqualsStreaming()
|
||||
{
|
||||
var batchResults = PlusDi.Batch(_data.Bars, 14);
|
||||
|
||||
var streaming = new PlusDi(14);
|
||||
var streamResults = new List<double>();
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
streamResults.Add(streaming.Update(_data.Bars[i]).Value);
|
||||
}
|
||||
|
||||
Assert.Equal(streamResults.Count, batchResults.Count);
|
||||
for (int i = 0; i < batchResults.Count; i++)
|
||||
{
|
||||
Assert.Equal(streamResults[i], batchResults.Values[i], 1e-9);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void BatchMatchesTalib()
|
||||
{
|
||||
var batchResults = PlusDi.Batch(_data.Bars, 14);
|
||||
|
||||
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
|
||||
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
|
||||
double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
|
||||
double[] outReal = new double[_data.Bars.Count];
|
||||
|
||||
var retCode = Functions.PlusDI(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = Functions.PlusDILookback(14);
|
||||
ValidationHelper.VerifyData(batchResults.Select(x => x.Value).ToList(), outReal, outRange, lookback);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Determinism
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void ConsistentAcrossMultipleRuns()
|
||||
{
|
||||
var ind1 = new PlusDi(14);
|
||||
var ind2 = new PlusDi(14);
|
||||
var results1 = new List<double>();
|
||||
var results2 = new List<double>();
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
ind1.Update(_data.Bars[i]);
|
||||
results1.Add(ind1.Last.Value);
|
||||
}
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
ind2.Update(_data.Bars[i]);
|
||||
results2.Add(ind2.Last.Value);
|
||||
}
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
Assert.Equal(results1[i], results2[i], 1e-10);
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Output Range Validation
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void OutputIsNonNegative()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
Assert.True(indicator.Last.Value >= 0, $"+DI output at bar {i} was {indicator.Last.Value}");
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void OutputBounded0To100()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
indicator.Update(_data.Bars[i]);
|
||||
double val = indicator.Last.Value;
|
||||
if (i >= 14)
|
||||
{
|
||||
Assert.True(val >= 0 && val <= 100, $"+DI at bar {i} was {val}, expected [0,100]");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Different Periods Produce Different Results
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void DifferentPeriods_ProduceDifferentResults()
|
||||
{
|
||||
var short7 = new PlusDi(7);
|
||||
var long28 = new PlusDi(28);
|
||||
|
||||
for (int i = 0; i < _data.Bars.Count; i++)
|
||||
{
|
||||
short7.Update(_data.Bars[i]);
|
||||
long28.Update(_data.Bars[i]);
|
||||
}
|
||||
|
||||
Assert.NotEqual(short7.Last.Value, long28.Last.Value);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user