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
2026-08-16 17:48:05 +00:00 · 2026-03-12 12:34:16 -07:00
parent 8937b0c0fa
commit 060649192f
1149 changed files with 1780 additions and 3316 deletions
@@ -0,0 +1,187 @@
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+using Skender.Stock.Indicators;
+using QuanTAlib.Tests;
+
+namespace QuanTAlib;
+
+public sealed class VortexValidationTests : IDisposable
+{
+    private readonly ValidationTestData _data;
+
+    public VortexValidationTests()
+    {
+        _data = new ValidationTestData();
+    }
+
+    public void Dispose()
+    {
+        _data.Dispose();
+    }
+
+    [Fact]
+    public void MatchesSkender()
+    {
+        var vortex = new Vortex(14);
+        var viPlusResults = new List<double>();
+        var viMinusResults = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            vortex.Update(_data.Bars[i]);
+            viPlusResults.Add(vortex.ViPlus.Value);
+            viMinusResults.Add(vortex.ViMinus.Value);
+        }
+
+        var skenderResults = _data.SkenderQuotes.GetVortex(14).ToList();
+
+        // Verify VI+
+        ValidationHelper.VerifyData(viPlusResults, skenderResults, x => x.Pvi);
+
+        // Verify VI-
+        ValidationHelper.VerifyData(viMinusResults, skenderResults, x => x.Nvi);
+    }
+
+    [Fact]
+    public void MatchesSkender_Period21()
+    {
+        var vortex = new Vortex(21);
+        var viPlusResults = new List<double>();
+        var viMinusResults = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            vortex.Update(_data.Bars[i]);
+            viPlusResults.Add(vortex.ViPlus.Value);
+            viMinusResults.Add(vortex.ViMinus.Value);
+        }
+
+        var skenderResults = _data.SkenderQuotes.GetVortex(21).ToList();
+
+        // Verify VI+
+        ValidationHelper.VerifyData(viPlusResults, skenderResults, x => x.Pvi);
+
+        // Verify VI-
+        ValidationHelper.VerifyData(viMinusResults, skenderResults, x => x.Nvi);
+    }
+
+    [Fact]
+    public void MatchesSkender_ShortPeriod()
+    {
+        var vortex = new Vortex(7);
+        var viPlusResults = new List<double>();
+        var viMinusResults = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            vortex.Update(_data.Bars[i]);
+            viPlusResults.Add(vortex.ViPlus.Value);
+            viMinusResults.Add(vortex.ViMinus.Value);
+        }
+
+        var skenderResults = _data.SkenderQuotes.GetVortex(7).ToList();
+
+        // Verify VI+
+        ValidationHelper.VerifyData(viPlusResults, skenderResults, x => x.Pvi);
+
+        // Verify VI-
+        ValidationHelper.VerifyData(viMinusResults, skenderResults, x => x.Nvi);
+    }
+
+    [Fact]
+    public void MatchesSkender_LongPeriod()
+    {
+        var vortex = new Vortex(28);
+        var viPlusResults = new List<double>();
+        var viMinusResults = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            vortex.Update(_data.Bars[i]);
+            viPlusResults.Add(vortex.ViPlus.Value);
+            viMinusResults.Add(vortex.ViMinus.Value);
+        }
+
+        var skenderResults = _data.SkenderQuotes.GetVortex(28).ToList();
+
+        // Verify VI+
+        ValidationHelper.VerifyData(viPlusResults, skenderResults, x => x.Pvi);
+
+        // Verify VI-
+        ValidationHelper.VerifyData(viMinusResults, skenderResults, x => x.Nvi);
+    }
+
+    [Fact]
+    public void BatchMatchesSkender()
+    {
+        // Batch returns VI+ as the primary output (TSeries)
+        var batchViPlus = Vortex.Batch(_data.Bars, 14);
+
+        var skenderResults = _data.SkenderQuotes.GetVortex(14).ToList();
+
+        // Verify batch VI+ matches Skender VI+
+        var viPlusResults = batchViPlus.Select(x => x.Value).ToList();
+        ValidationHelper.VerifyData(viPlusResults, skenderResults, x => x.Pvi);
+
+        // For VI-, use streaming since Batch only returns VI+
+        var vortex = new Vortex(14);
+        var viMinusResults = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            vortex.Update(_data.Bars[i]);
+            viMinusResults.Add(vortex.ViMinus.Value);
+        }
+
+        // Verify VI- from streaming matches Skender
+        ValidationHelper.VerifyData(viMinusResults, skenderResults, x => x.Nvi);
+    }
+
+    [Fact]
+    public void ConsistentAcrossMultipleRuns()
+    {
+        var vortex1 = new Vortex(14);
+        var vortex2 = new Vortex(14);
+
+        var results1Plus = new List<double>();
+        var results1Minus = new List<double>();
+        var results2Plus = new List<double>();
+        var results2Minus = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            vortex1.Update(_data.Bars[i]);
+            results1Plus.Add(vortex1.ViPlus.Value);
+            results1Minus.Add(vortex1.ViMinus.Value);
+        }
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            vortex2.Update(_data.Bars[i]);
+            results2Plus.Add(vortex2.ViPlus.Value);
+            results2Minus.Add(vortex2.ViMinus.Value);
+        }
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            Assert.Equal(results1Plus[i], results2Plus[i], 1e-10);
+            Assert.Equal(results1Minus[i], results2Minus[i], 1e-10);
+        }
+    }
+
+    [Fact]
+    public void Vortex_MatchesOoples_Structural()
+    {
+        // CalculateVortexIndicator — structural test; outputs stored in OutputValues (ViPlus/ViMinus)
+        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 result = new StockData(ooplesData).CalculateVortexIndicator();
+        // Ooples multi-output indicators store results in OutputValues, not CustomValuesList
+        var allValues = result.OutputValues.Values.SelectMany(v => v).ToList();
+
+        int finiteCount = allValues.Count(v => double.IsFinite(v));
+        Assert.True(finiteCount > 100, $"Expected >100 finite Ooples Vortex values, got {finiteCount}");
+    }
+}