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 +1,121 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public class ApoIndicatorTests
{
[Fact]
public void ApoIndicator_Constructor_SetsDefaults()
{
var indicator = new ApoIndicator();
Assert.Equal(12, indicator.FastPeriod);
Assert.Equal(26, indicator.SlowPeriod);
Assert.True(indicator.ShowColdValues);
Assert.Equal("APO - Absolute Price Oscillator", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void ApoIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new ApoIndicator { SlowPeriod = 20 };
Assert.Equal(0, ApoIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void ApoIndicator_ShortName_IncludesParameters()
{
var indicator = new ApoIndicator { FastPeriod = 10, SlowPeriod = 40 };
indicator.Initialize();
Assert.Contains("APO", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("40", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void ApoIndicator_SourceCodeLink_IsValid()
{
var indicator = new ApoIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Apo.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void ApoIndicator_Initialize_CreatesInternalApo()
{
var indicator = new ApoIndicator { FastPeriod = 5, SlowPeriod = 34 };
// Initialize should not throw
indicator.Initialize();
// After init, line series should exist
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void ApoIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new ApoIndicator { 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
double val = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(val));
}
[Fact]
public void ApoIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new ApoIndicator { 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 ApoIndicator_Parameters_CanBeChanged()
{
var indicator = new ApoIndicator { 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, ApoIndicator.MinHistoryDepths);
}
}
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namespace QuanTAlib;
public class ApoTests
{
[Fact]
public void BasicCalculation_DoesNotCrash()
{
var apo = new Apo(12, 26);
var gbm = new GBM();
var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
apo.Update(bars[i]);
}
Assert.True(double.IsFinite(apo.Last.Value));
}
[Fact]
public void IsNew_Consistency()
{
var apo = new Apo(12, 26);
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++)
{
apo.Update(bars[i]);
}
// Update with 100th point (isNew=true)
apo.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 = apo.Update(modifiedBar, false);
// Create new instance and feed up to modified
var apo2 = new Apo(12, 26);
for (int i = 0; i < 99; i++)
{
apo2.Update(bars[i]);
}
var val3 = apo2.Update(modifiedBar, true);
Assert.Equal(val3.Value, val2.Value, 1e-9);
}
[Fact]
public void Reset_Works()
{
var apo = new Apo(12, 26);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
apo.Update(bars[i]);
}
apo.Reset();
Assert.Equal(0, apo.Last.Value);
Assert.False(apo.IsHot);
// Feed again
for (int i = 0; i < bars.Count; i++)
{
apo.Update(bars[i]);
}
Assert.True(double.IsFinite(apo.Last.Value));
}
[Fact]
public void TBarSeries_Update_Matches_Streaming()
{
var apo = new Apo(12, 26);
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(apo.Update(bars[i]).Value);
}
var apo2 = new Apo(12, 26);
var seriesResults = apo2.Update(bars.Close);
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 apo = new Apo(12, 26);
var streamingResults = new List<double>();
for (int i = 0; i < bars.Count; i++)
{
streamingResults.Add(apo.Update(bars[i]).Value);
}
var staticResults = Apo.Batch(bars.Close, 12, 26);
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 apo = new Apo(12, 26);
var gbm = new GBM();
var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// Test TBarSeries chain
var result = apo.Update(bars.Close);
Assert.NotNull(result);
Assert.IsType<TSeries>(result);
// Test TBar chain (returns TValue)
var result2 = apo.Update(bars[0]);
Assert.IsType<TValue>(result2);
}
[Fact]
public void Constructor_InvalidParameters_ThrowsArgumentException()
{
Assert.Throws<ArgumentException>(() => new Apo(0, 26));
Assert.Throws<ArgumentException>(() => new Apo(12, 0));
Assert.Throws<ArgumentException>(() => new Apo(26, 12)); // Fast >= Slow
}
[Fact]
public void IterativeCorrections_RestoreToOriginalState()
{
var apo = new Apo(12, 26);
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;
apo.Update(bar, isNew: true);
}
// Remember state after 50 values
double stateAfterFifty = apo.Last.Value;
// Generate 9 corrections with isNew=false (different values)
for (int i = 0; i < 9; i++)
{
var bar = gbm.Next(isNew: false);
apo.Update(bar, isNew: false);
}
// Feed the remembered 50th input again with isNew=false
TValue finalResult = apo.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 apo = new Apo(12, 26);
var gbm = new GBM();
Assert.False(apo.IsHot);
// Feed bars until IsHot becomes true
int count = 0;
while (!apo.IsHot && count < 100)
{
var bar = gbm.Next(isNew: true);
apo.Update(bar, isNew: true);
count++;
}
Assert.True(apo.IsHot);
Assert.True(count >= 26); // Should take at least slow period bars
}
[Fact]
public void NaN_Input_UsesLastValidValue()
{
var apo = new Apo(12, 26);
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++)
{
apo.Update(bars[i]);
}
// Create a bar with NaN close value
var nanBar = new TBar(DateTime.UtcNow, 100, 105, 95, double.NaN, 1000);
var result = apo.Update(nanBar);
// Should not crash and should return a finite value
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Infinity_Input_UsesLastValidValue()
{
var apo = new Apo(12, 26);
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++)
{
apo.Update(bars[i]);
}
// Create a bar with Infinity close value
var infBar = new TBar(DateTime.UtcNow, 100, 105, 95, double.PositiveInfinity, 1000);
var result = apo.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 = 12;
int slowPeriod = 26;
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));
var closeSeries = bars.Close;
// 1. Batch Mode (static method)
var batchSeries = Apo.Batch(closeSeries, fastPeriod, slowPeriod);
double expected = batchSeries.Last.Value;
// 2. Streaming Mode (instance, one bar at a time)
var streamingInd = new Apo(fastPeriod, slowPeriod);
for (int i = 0; i < bars.Count; i++)
{
streamingInd.Update(bars[i]);
}
double streamingResult = streamingInd.Last.Value;
// 3. Instance Update with TSeries
var instanceInd = new Apo(fastPeriod, slowPeriod);
var instanceResult = instanceInd.Update(closeSeries);
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 +1,149 @@
using QuanTAlib.Tests;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
using OoplesFinance.StockIndicators.Enums;
namespace QuanTAlib;
public sealed class ApoValidationTests : IDisposable
{
private readonly ValidationTestData _testData;
private bool _disposed;
public ApoValidationTests()
{
_testData = new ValidationTestData(); // Default 5000 bars
}
public void Dispose()
{
Dispose(true);
}
private void Dispose(bool disposing)
{
if (_disposed)
{
return;
}
_disposed = true;
if (disposing)
{
_testData?.Dispose();
}
}
[Fact]
public void Validate_Against_TALib_Apo()
{
const int fastPeriod = 12;
int slowPeriod = 26;
double[] input = _testData.Data.Values.ToArray();
double[] output = new double[input.Length];
// TA-Lib APO: double[] inReal, int optInFastPeriod, int optInSlowPeriod, int optInTALib.Core.MAType
// TALib.Core.MAType 1 = EMA
var retCode = TALib.Functions.Apo<double>(input, 0..^0, output, out var outRange, fastPeriod, slowPeriod, TALib.Core.MAType.Ema);
Assert.Equal(TALib.Core.RetCode.Success, retCode);
// 1. Batch Mode
var apo = new Apo(fastPeriod, slowPeriod);
var result = apo.Update(_testData.Data);
ValidationHelper.VerifyData(result, output, outRange, lookback: slowPeriod - 1);
// 2. Streaming Mode
var apoStream = new Apo(fastPeriod, slowPeriod);
var streamResults = new List<double>();
foreach (var item in _testData.Data)
{
streamResults.Add(apoStream.Update(item).Value);
}
ValidationHelper.VerifyData(streamResults, output, outRange, lookback: slowPeriod - 1);
// 3. Span Mode
double[] spanOutput = new double[input.Length];
Apo.Batch(input.AsSpan(), spanOutput.AsSpan(), fastPeriod, slowPeriod);
ValidationHelper.VerifyData(spanOutput, output, outRange, lookback: slowPeriod - 1);
}
[Fact]
public void Validate_Against_Tulip_Apo()
{
// Tulip APO uses standard EMA initialization (first value), while QuanTAlib uses
// compensated EMA initialization (zero-based). They converge after sufficient periods.
// With 5000 bars, the tail (last 100) should match closely.
int fastPeriod = 12;
int slowPeriod = 26;
double[] input = _testData.Data.Values.ToArray();
var apoIndicator = Tulip.Indicators.apo;
double[][] inputs = { input };
double[] options = { fastPeriod, slowPeriod };
double[][] outputs = { new double[input.Length - 1] }; // Tulip APO starts at 1
apoIndicator.Run(inputs, options, outputs);
double[] output = outputs[0];
// 1. Batch Mode
var apo = new Apo(fastPeriod, slowPeriod);
var result = apo.Update(_testData.Data);
ValidationHelper.VerifyData(result, output, lookback: 1);
// 2. Streaming Mode
var apoStream = new Apo(fastPeriod, slowPeriod);
var streamResults = new List<double>();
foreach (var item in _testData.Data)
{
streamResults.Add(apoStream.Update(item).Value);
}
ValidationHelper.VerifyData(streamResults, output, lookback: 1);
// 3. Span Mode
double[] spanOutput = new double[input.Length];
Apo.Batch(input.AsSpan(), spanOutput.AsSpan(), fastPeriod, slowPeriod);
ValidationHelper.VerifyData(spanOutput, output, lookback: 1);
}
[Fact]
public void Validate_Against_Ooples_Apo()
{
int fastPeriod = 12;
int slowPeriod = 26;
var ooplesData = _testData.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 results = stockData.CalculateAbsolutePriceOscillator(MovingAvgType.ExponentialMovingAverage, fastPeriod, slowPeriod);
var output = results.OutputValues["Apo"].ToArray();
// 1. Batch Mode
var apo = new Apo(fastPeriod, slowPeriod);
var result = apo.Update(_testData.Data);
ValidationHelper.VerifyData(result, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
// 2. Streaming Mode
var apoStream = new Apo(fastPeriod, slowPeriod);
var streamResults = new List<double>();
foreach (var item in _testData.Data)
{
streamResults.Add(apoStream.Update(item).Value);
}
ValidationHelper.VerifyData(streamResults, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
// 3. Span Mode
double[] input = _testData.Data.Values.ToArray();
double[] spanOutput = new double[input.Length];
Apo.Batch(input.AsSpan(), spanOutput.AsSpan(), fastPeriod, slowPeriod);
ValidationHelper.VerifyData(spanOutput, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
}
}