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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 03:58:04 +00:00
docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files
- Remove 'C# Implementation Considerations' sections from 34 indicator .md files - Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.) - Move test files into tests/ subdirectories for consistent project structure - Add trader-focused bullet points to indicator documentation
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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namespace QuanTAlib.Tests;
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public class SuperIndicatorTests
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{
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[Fact]
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public void SuperIndicator_Constructor_SetsDefaults()
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{
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var indicator = new SuperIndicator();
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Assert.Equal(10, indicator.Period);
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Assert.Equal(3.0, indicator.Multiplier);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("SuperTrend", indicator.Name);
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Assert.False(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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}
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[Fact]
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public void SuperIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new SuperIndicator { Period = 20 };
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Assert.Equal(0, SuperIndicator.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 SuperIndicator_ShortName_IncludesParameters()
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{
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var indicator = new SuperIndicator { Period = 20, Multiplier = 2.5 };
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indicator.Initialize();
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Assert.Contains("Super", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("2.5", indicator.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void SuperIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new SuperIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
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Assert.Contains("Super.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
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}
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[Fact]
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public void SuperIndicator_Initialize_CreatesInternalSuper()
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{
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var indicator = new SuperIndicator { Period = 14 };
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// Initialize should not throw
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indicator.Initialize();
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// After init, line series should exist (SuperTrend, Upper, Lower)
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Assert.Equal(3, indicator.LinesSeries.Count);
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}
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[Fact]
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public void SuperIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new SuperIndicator { Period = 5 };
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indicator.Initialize();
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// Add historical data
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var now = DateTime.UtcNow;
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// Need enough bars for Period
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for (int i = 0; i < 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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// Process update for each bar to simulate history loading
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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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// Line series should have a value (either Up or Down)
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// One should be NaN, other should be value, or both NaN if cold
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double up = indicator.LinesSeries[0].GetValue(0);
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double down = indicator.LinesSeries[1].GetValue(0);
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Assert.True(double.IsFinite(up) || double.IsFinite(down));
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}
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[Fact]
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public void SuperIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new SuperIndicator { Period = 5 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 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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}
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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// Add new bar
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indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void SuperIndicator_Parameters_CanBeChanged()
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{
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var indicator = new SuperIndicator { Period = 14 };
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Assert.Equal(14, indicator.Period);
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indicator.Period = 20;
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indicator.Multiplier = 4.0;
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Assert.Equal(20, indicator.Period);
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Assert.Equal(4.0, indicator.Multiplier);
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Assert.Equal(0, SuperIndicator.MinHistoryDepths);
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}
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}
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@@ -0,0 +1,186 @@
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namespace QuanTAlib;
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public class SuperTests
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{
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[Fact]
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public void BasicCalculation_DoesNotCrash()
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{
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var super = new Super(10, 3.0);
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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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super.Update(bars[i]);
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}
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Assert.True(double.IsFinite(super.Last.Value));
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}
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[Fact]
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public void IsNew_Consistency()
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{
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var super = new Super(10, 3.0);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Feed first 99
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for (int i = 0; i < 99; i++)
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{
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super.Update(bars[i]);
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}
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// Update with 100th point (isNew=true)
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super.Update(bars[99], true);
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// Update with modified 100th point (isNew=false)
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var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
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var val2 = super.Update(modifiedBar, false);
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// Create new instance and feed up to modified
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var super2 = new Super(10, 3.0);
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for (int i = 0; i < 99; i++)
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{
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super2.Update(bars[i]);
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}
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var val3 = super2.Update(modifiedBar, true);
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Assert.Equal(val3.Value, val2.Value, 1e-9);
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Assert.Equal(super2.UpperBand.Value, super.UpperBand.Value, 1e-9);
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Assert.Equal(super2.LowerBand.Value, super.LowerBand.Value, 1e-9);
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Assert.Equal(super2.IsBullish, super.IsBullish);
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}
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[Fact]
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public void Reset_Works()
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{
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var super = new Super(10, 3.0);
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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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super.Update(bars[i]);
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}
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super.Reset();
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Assert.Equal(0, super.Last.Value);
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Assert.False(super.IsHot);
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// Feed again
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for (int i = 0; i < bars.Count; i++)
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{
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super.Update(bars[i]);
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}
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Assert.True(double.IsFinite(super.Last.Value));
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}
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[Fact]
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public void TBarSeries_Update_Matches_Streaming()
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{
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var super = new Super(10, 3.0);
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var streamingResults = new List<double>();
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for (int i = 0; i < bars.Count; i++)
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{
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streamingResults.Add(super.Update(bars[i]).Value);
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}
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var super2 = new Super(10, 3.0);
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var seriesResults = super2.Update(bars);
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Assert.Equal(streamingResults.Count, seriesResults.Count);
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for (int i = 0; i < seriesResults.Count; i++)
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{
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// Handle NaN comparison
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if (double.IsNaN(streamingResults[i]))
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{
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Assert.True(double.IsNaN(seriesResults.Values[i]));
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}
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else
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{
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Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9);
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}
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}
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}
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[Fact]
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public void Warmup_Handling()
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{
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var super = new Super(10, 3.0);
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var gbm = new GBM();
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var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// First 10 bars should be NaN
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for (int i = 0; i < 10; i++)
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{
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var result = super.Update(bars[i]);
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Assert.True(double.IsNaN(result.Value), $"Bar {i} should be NaN");
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Assert.False(super.IsHot);
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}
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// 11th bar (index 10) should be valid
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var result11 = super.Update(bars[10]);
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Assert.True(double.IsFinite(result11.Value), "Bar 10 should be finite");
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Assert.True(super.IsHot);
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}
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[Fact]
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public void Constructor_InvalidParameters_ThrowsArgumentOutOfRangeException()
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{
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Assert.Throws<ArgumentOutOfRangeException>(() => new Super(0, 3.0));
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Assert.Throws<ArgumentOutOfRangeException>(() => new Super(-1, 3.0));
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Assert.Throws<ArgumentOutOfRangeException>(() => new Super(10, 0));
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Assert.Throws<ArgumentOutOfRangeException>(() => new Super(10, -1.0));
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}
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[Fact]
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public void StaticBatch_Matches_Streaming()
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{
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var super = new Super(10, 3.0);
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var streamingResults = new List<double>();
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for (int i = 0; i < bars.Count; i++)
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{
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streamingResults.Add(super.Update(bars[i]).Value);
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}
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var staticResults = Super.Batch(bars, 10, 3.0);
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Assert.Equal(streamingResults.Count, staticResults.Count);
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for (int i = 0; i < staticResults.Count; i++)
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{
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if (double.IsNaN(streamingResults[i]))
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{
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Assert.True(double.IsNaN(staticResults.Values[i]));
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}
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else
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{
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Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9);
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}
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}
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}
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[Fact]
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public void Chainability_Works()
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{
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var super = new Super(10, 3.0);
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var gbm = new GBM();
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var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Test TBarSeries chain
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var result = super.Update(bars);
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Assert.NotNull(result);
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Assert.IsType<TSeries>(result);
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// Test TBar chain (returns TValue)
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var result2 = super.Update(bars[0]);
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Assert.IsType<TValue>(result2);
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}
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}
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@@ -0,0 +1,67 @@
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using Skender.Stock.Indicators;
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using QuanTAlib.Tests;
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namespace QuanTAlib;
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public sealed class SuperValidationTests : IDisposable
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{
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private readonly ValidationTestData _data;
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public SuperValidationTests()
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{
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_data = new ValidationTestData();
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}
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public void Dispose()
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{
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_data.Dispose();
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}
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[Fact]
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public void MatchesSkender()
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{
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var super = new Super(10, 3.0);
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var results = new List<double>();
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var upper = new List<double>();
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var lower = new List<double>();
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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var res = super.Update(_data.Bars[i]);
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results.Add(res.Value);
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upper.Add(super.UpperBand.Value);
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lower.Add(super.LowerBand.Value);
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}
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// Skender uses GetSuperTrend
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var skenderResults = _data.SkenderQuotes.GetSuperTrend(10, 3.0).ToList();
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Assert.Equal(_data.Bars.Count, skenderResults.Count);
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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// Skender returns null for warmup
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if (skenderResults[i].SuperTrend == null)
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{
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Assert.True(double.IsNaN(results[i]));
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continue;
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}
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Assert.Equal((double)skenderResults[i].SuperTrend!, results[i], ValidationHelper.SkenderTolerance);
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if (skenderResults[i].UpperBand != null)
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{
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Assert.Equal((double)skenderResults[i].UpperBand!, upper[i], ValidationHelper.SkenderTolerance);
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}
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if (skenderResults[i].LowerBand != null)
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{
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Assert.Equal((double)skenderResults[i].LowerBand!, lower[i], ValidationHelper.SkenderTolerance);
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}
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}
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}
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// Note: OoplesFinance implementation of SuperTrend diverges significantly from Skender and QuanTAlib.
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// This is likely due to different initialization logic for ATR or the SuperTrend state itself.
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// Therefore, we do not validate against Ooples for SuperTrend.
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}
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