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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
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using Skender.Stock.Indicators;
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using OoplesFinance.StockIndicators;
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using OoplesFinance.StockIndicators.Models;
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using QuanTAlib.Tests;
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namespace QuanTAlib;
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public sealed class AoValidationTests : IDisposable
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{
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private readonly ValidationTestData _data;
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public AoValidationTests()
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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 ao = new Ao(5, 34);
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var results = 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 = ao.Update(_data.Bars[i]);
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results.Add(res.Value);
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}
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var skenderResults = _data.SkenderQuotes.GetAwesome(5, 34).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].Oscillator == null)
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{
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continue;
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}
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Assert.Equal((double)skenderResults[i].Oscillator!, results[i], ValidationHelper.SkenderTolerance);
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}
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}
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[Fact]
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public void MatchesTulip()
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{
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var ao = new Ao(5, 34);
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var results = 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 = ao.Update(_data.Bars[i]);
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results.Add(res.Value);
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}
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var high = _data.Bars.High.Select(x => x.Value).ToArray();
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var low = _data.Bars.Low.Select(x => x.Value).ToArray();
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var tulipIndicator = Tulip.Indicators.ao;
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double[][] inputs = { high, low };
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double[] options = Array.Empty<double>();
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const int lookback = 33;
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double[][] outputs = [new double[_data.Bars.Count - lookback]];
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tulipIndicator.Run(inputs, options, outputs);
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var tulipResults = outputs[0];
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for (int i = 0; i < tulipResults.Length; i++)
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{
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Assert.Equal(tulipResults[i], results[i + lookback], ValidationHelper.TulipTolerance);
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}
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}
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[Fact]
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public void MatchesOoples()
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{
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var ao = new Ao(5, 34);
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var results = 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 = ao.Update(_data.Bars[i]);
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results.Add(res.Value);
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}
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var ooplesData = _data.SkenderQuotes.Select(q => new TickerData
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{
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Date = q.Date,
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Open = (double)q.Open,
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High = (double)q.High,
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Low = (double)q.Low,
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Close = (double)q.Close,
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Volume = (double)q.Volume
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}).ToList();
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var stockData = new StockData(ooplesData);
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var oResult = stockData.CalculateAwesomeOscillator(fastLength: 5, slowLength: 34);
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var oValues = oResult.OutputValues["Ao"];
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Assert.Equal(_data.Bars.Count, oValues.Count);
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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// Ooples might return 0 for warmup
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if (i < 33)
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{
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continue; // Skip warmup
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}
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Assert.Equal(oValues[i], results[i], ValidationHelper.OoplesTolerance);
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}
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}
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}
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