docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files

- Remove 'C# Implementation Considerations' sections from 34 indicator .md files
- Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.)
- Move test files into tests/ subdirectories for consistent project structure
- Add trader-focused bullet points to indicator documentation
This commit is contained in:
Miha Kralj
2026-03-12 12:34:16 -07:00
parent 8937b0c0fa
commit 060649192f
1149 changed files with 1780 additions and 3316 deletions
@@ -0,0 +1,124 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public class AoIndicatorTests
{
[Fact]
public void AoIndicator_Constructor_SetsDefaults()
{
var indicator = new AoIndicator();
Assert.Equal(5, indicator.FastPeriod);
Assert.Equal(34, indicator.SlowPeriod);
Assert.True(indicator.ShowColdValues);
Assert.Equal("AO - Awesome Oscillator", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void AoIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new AoIndicator { SlowPeriod = 20 };
Assert.Equal(0, AoIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void AoIndicator_ShortName_IncludesParameters()
{
var indicator = new AoIndicator { FastPeriod = 10, SlowPeriod = 40 };
indicator.Initialize();
Assert.Contains("AO", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("40", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void AoIndicator_SourceCodeLink_IsValid()
{
var indicator = new AoIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Ao.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void AoIndicator_Initialize_CreatesInternalAo()
{
var indicator = new AoIndicator { FastPeriod = 5, SlowPeriod = 34 };
// Initialize should not throw
indicator.Initialize();
// After init, line series should exist (Up and Down)
Assert.Equal(2, indicator.LinesSeries.Count);
}
[Fact]
public void AoIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new AoIndicator { FastPeriod = 2, SlowPeriod = 5 };
indicator.Initialize();
// Add historical data
var now = DateTime.UtcNow;
// Need enough bars for Period
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
// Process update for each bar to simulate history loading
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
// Line series should have a value (either Up or Down)
// One should be NaN, other should be value, or both NaN if cold
double up = indicator.LinesSeries[0].GetValue(0);
double down = indicator.LinesSeries[1].GetValue(0);
Assert.True(double.IsFinite(up) || double.IsFinite(down));
}
[Fact]
public void AoIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new AoIndicator { FastPeriod = 2, SlowPeriod = 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);
}
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
// Add new bar
indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void AoIndicator_Parameters_CanBeChanged()
{
var indicator = new AoIndicator { FastPeriod = 5, SlowPeriod = 34 };
Assert.Equal(5, indicator.FastPeriod);
Assert.Equal(34, indicator.SlowPeriod);
indicator.FastPeriod = 10;
indicator.SlowPeriod = 40;
Assert.Equal(10, indicator.FastPeriod);
Assert.Equal(40, indicator.SlowPeriod);
Assert.Equal(0, AoIndicator.MinHistoryDepths);
}
}
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namespace QuanTAlib;
public class AoTests
{
[Fact]
public void BasicCalculation_DoesNotCrash()
{
var ao = new Ao(5, 34);
var gbm = new GBM();
var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
ao.Update(bars[i]);
}
Assert.True(double.IsFinite(ao.Last.Value));
}
[Fact]
public void IsNew_Consistency()
{
var ao = new Ao(5, 34);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// Feed first 99
for (int i = 0; i < 99; i++)
{
ao.Update(bars[i]);
}
// Update with 100th point (isNew=true)
ao.Update(bars[99], true);
// Update with modified 100th point (isNew=false)
var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
var val2 = ao.Update(modifiedBar, false);
// Create new instance and feed up to modified
var ao2 = new Ao(5, 34);
for (int i = 0; i < 99; i++)
{
ao2.Update(bars[i]);
}
var val3 = ao2.Update(modifiedBar, true);
Assert.Equal(val3.Value, val2.Value, 1e-9);
}
[Fact]
public void Reset_Works()
{
var ao = new Ao(5, 34);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
ao.Update(bars[i]);
}
ao.Reset();
Assert.Equal(0, ao.Last.Value);
Assert.False(ao.IsHot);
// Feed again
for (int i = 0; i < bars.Count; i++)
{
ao.Update(bars[i]);
}
Assert.True(double.IsFinite(ao.Last.Value));
}
[Fact]
public void TBarSeries_Update_Matches_Streaming()
{
var ao = new Ao(5, 34);
var gbm = new GBM();
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var streamingResults = new List<double>();
for (int i = 0; i < bars.Count; i++)
{
streamingResults.Add(ao.Update(bars[i]).Value);
}
var ao2 = new Ao(5, 34);
var seriesResults = ao2.Update(bars);
Assert.Equal(streamingResults.Count, seriesResults.Count);
for (int i = 0; i < seriesResults.Count; i++)
{
Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9);
}
}
[Fact]
public void StaticCalculate_Matches_Streaming()
{
var gbm = new GBM();
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var ao = new Ao(5, 34);
var streamingResults = new List<double>();
for (int i = 0; i < bars.Count; i++)
{
streamingResults.Add(ao.Update(bars[i]).Value);
}
var staticResults = Ao.Batch(bars, 5, 34);
Assert.Equal(streamingResults.Count, staticResults.Count);
for (int i = 0; i < staticResults.Count; i++)
{
Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9);
}
}
[Fact]
public void Chainability_Works()
{
var ao = new Ao(5, 34);
var gbm = new GBM();
var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// Test TBarSeries chain
var result = ao.Update(bars);
Assert.NotNull(result);
Assert.IsType<TSeries>(result);
// Test TBar chain (returns TValue)
var result2 = ao.Update(bars[0]);
Assert.IsType<TValue>(result2);
}
[Fact]
public void Constructor_InvalidParameters_ThrowsArgumentException()
{
Assert.Throws<ArgumentException>(() => new Ao(0, 34));
Assert.Throws<ArgumentException>(() => new Ao(5, 0));
Assert.Throws<ArgumentException>(() => new Ao(34, 5)); // Fast >= Slow
}
[Fact]
public void IterativeCorrections_RestoreToOriginalState()
{
var ao = new Ao(5, 34);
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
// Feed 50 new values (more than slow period)
TBar fiftiethInput = default;
for (int i = 0; i < 50; i++)
{
var bar = gbm.Next(isNew: true);
fiftiethInput = bar;
ao.Update(bar, isNew: true);
}
// Remember state after 50 values
double stateAfterFifty = ao.Last.Value;
// Generate 9 corrections with isNew=false (different values)
for (int i = 0; i < 9; i++)
{
var bar = gbm.Next(isNew: false);
ao.Update(bar, isNew: false);
}
// Feed the remembered 50th input again with isNew=false
TValue finalResult = ao.Update(fiftiethInput, isNew: false);
// State should match the original state after 50 values
Assert.Equal(stateAfterFifty, finalResult.Value, 1e-10);
}
[Fact]
public void IsHot_BecomesTrueWhenBufferFull()
{
var ao = new Ao(5, 34);
var gbm = new GBM();
Assert.False(ao.IsHot);
// Feed bars until IsHot becomes true
int count = 0;
while (!ao.IsHot && count < 100)
{
var bar = gbm.Next(isNew: true);
ao.Update(bar, isNew: true);
count++;
}
Assert.True(ao.IsHot);
Assert.True(count >= 34); // Should take at least slow period bars
}
[Fact]
public void NaN_Input_UsesLastValidValue()
{
var ao = new Ao(5, 34);
var gbm = new GBM();
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// Feed some valid bars first
for (int i = 0; i < 40; i++)
{
ao.Update(bars[i]);
}
// Create a bar with NaN values
var nanBar = new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, double.NaN);
var result = ao.Update(nanBar);
// Should not crash and should return a finite value
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Infinity_Input_UsesLastValidValue()
{
var ao = new Ao(5, 34);
var gbm = new GBM();
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// Feed some valid bars first
for (int i = 0; i < 40; i++)
{
ao.Update(bars[i]);
}
// Create a bar with Infinity values
var infBar = new TBar(DateTime.UtcNow, double.PositiveInfinity, double.PositiveInfinity, double.NegativeInfinity, double.PositiveInfinity, double.PositiveInfinity);
var result = ao.Update(infBar);
// Should not crash and should return a finite value
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void AllModes_ProduceSameResult()
{
// Arrange
const int fastPeriod = 5;
int slowPeriod = 34;
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// 1. Batch Mode (static method)
var batchSeries = Ao.Batch(bars, fastPeriod, slowPeriod);
double expected = batchSeries.Last.Value;
// 2. Streaming Mode (instance, one bar at a time)
var streamingInd = new Ao(fastPeriod, slowPeriod);
for (int i = 0; i < bars.Count; i++)
{
streamingInd.Update(bars[i]);
}
double streamingResult = streamingInd.Last.Value;
// 3. Instance Update with TBarSeries
var instanceInd = new Ao(fastPeriod, slowPeriod);
var instanceResult = instanceInd.Update(bars);
double instanceValue = instanceResult.Last.Value;
// Assert all modes produce identical results
Assert.Equal(expected, streamingResult, precision: 9);
Assert.Equal(expected, instanceValue, precision: 9);
}
}
@@ -0,0 +1,120 @@
using Skender.Stock.Indicators;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
using QuanTAlib.Tests;
namespace QuanTAlib;
public sealed class AoValidationTests : IDisposable
{
private readonly ValidationTestData _data;
public AoValidationTests()
{
_data = new ValidationTestData();
}
public void Dispose()
{
_data.Dispose();
}
[Fact]
public void MatchesSkender()
{
var ao = new Ao(5, 34);
var results = new List<double>();
for (int i = 0; i < _data.Bars.Count; i++)
{
var res = ao.Update(_data.Bars[i]);
results.Add(res.Value);
}
var skenderResults = _data.SkenderQuotes.GetAwesome(5, 34).ToList();
Assert.Equal(_data.Bars.Count, skenderResults.Count);
for (int i = 0; i < _data.Bars.Count; i++)
{
// Skender returns null for warmup
if (skenderResults[i].Oscillator == null)
{
continue;
}
Assert.Equal((double)skenderResults[i].Oscillator!, results[i], ValidationHelper.SkenderTolerance);
}
}
[Fact]
public void MatchesTulip()
{
var ao = new Ao(5, 34);
var results = new List<double>();
for (int i = 0; i < _data.Bars.Count; i++)
{
var res = ao.Update(_data.Bars[i]);
results.Add(res.Value);
}
var high = _data.Bars.High.Select(x => x.Value).ToArray();
var low = _data.Bars.Low.Select(x => x.Value).ToArray();
var tulipIndicator = Tulip.Indicators.ao;
double[][] inputs = { high, low };
double[] options = Array.Empty<double>();
const int lookback = 33;
double[][] outputs = [new double[_data.Bars.Count - lookback]];
tulipIndicator.Run(inputs, options, outputs);
var tulipResults = outputs[0];
for (int i = 0; i < tulipResults.Length; i++)
{
Assert.Equal(tulipResults[i], results[i + lookback], ValidationHelper.TulipTolerance);
}
}
[Fact]
public void MatchesOoples()
{
var ao = new Ao(5, 34);
var results = new List<double>();
for (int i = 0; i < _data.Bars.Count; i++)
{
var res = ao.Update(_data.Bars[i]);
results.Add(res.Value);
}
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 oResult = stockData.CalculateAwesomeOscillator(fastLength: 5, slowLength: 34);
var oValues = oResult.OutputValues["Ao"];
Assert.Equal(_data.Bars.Count, oValues.Count);
for (int i = 0; i < _data.Bars.Count; i++)
{
// Ooples might return 0 for warmup
if (i < 33)
{
continue; // Skip warmup
}
Assert.Equal(oValues[i], results[i], ValidationHelper.OoplesTolerance);
}
}
}