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
2026-08-22 12:38:06 +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 +1,108 @@
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+using Skender.Stock.Indicators;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+public sealed class BbbValidationTests : IDisposable
+{
+    private readonly ValidationTestData _testData;
+    private readonly ITestOutputHelper _output;
+    private bool _disposed;
+
+    public BbbValidationTests(ITestOutputHelper output)
+    {
+        _output = output;
+        _testData = new ValidationTestData();
+    }
+
+    public void Dispose()
+    {
+        Dispose(true);
+    }
+
+    private void Dispose(bool disposing)
+    {
+        if (_disposed)
+        {
+            return;
+        }
+
+        _disposed = true;
+
+        if (disposing)
+        {
+            _testData?.Dispose();
+        }
+    }
+
+    [Fact]
+    public void Validate_Streaming_Batch_Span_Agree()
+    {
+        int period = 20;
+        double multiplier = 2.0;
+
+        // Streaming
+        var streaming = new Bbb(period, multiplier);
+        var streamValues = new List<double>(_testData.Data.Count);
+        foreach (var item in _testData.Data)
+        {
+            streamValues.Add(streaming.Update(item).Value);
+        }
+
+        // Batch (TSeries)
+        TSeries batchSeries = Bbb.Batch(_testData.Data, period, multiplier);
+
+        // Span
+        double[] src = _testData.RawData.ToArray();
+        double[] spanOutput = new double[src.Length];
+        Bbb.Batch(src.AsSpan(), spanOutput.AsSpan(), period, multiplier);
+
+        // Compare last 200 samples for stability
+        int start = Math.Max(0, src.Length - 200);
+        for (int i = start; i < src.Length; i++)
+        {
+            Assert.Equal(batchSeries[i].Value, streamValues[i], 9);
+            Assert.Equal(batchSeries[i].Value, spanOutput[i], 9);
+        }
+
+        _output.WriteLine("BBB validation: streaming, batch, and span outputs agree.");
+    }
+
+    [Fact]
+    public void Validate_Skender_PercentB()
+    {
+        int[] periods = { 5, 10, 20, 50, 100 };
+        double multiplier = 2.0;
+
+        foreach (var period in periods)
+        {
+            // QuanTAlib
+            var bbb = new Bbb(period, multiplier);
+            var qResult = bbb.Update(_testData.Data);
+
+            // Skender Bollinger Bands PercentB
+            var sResult = _testData.SkenderQuotes.GetBollingerBands(period, multiplier).ToList();
+
+            ValidationHelper.VerifyData(qResult, sResult, s => s.PercentB);
+        }
+
+        _output.WriteLine("BBB validated successfully against Skender PercentB.");
+    }
+
+    [Fact]
+    public void Bbb_MatchesOoples_Structural()
+    {
+        // CalculateBollingerBandsPercentB — structural test
+        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 result = new StockData(ooplesData).CalculateBollingerBandsPercentB();
+        var values = result.CustomValuesList;
+
+        int finiteCount = values.Count(v => double.IsFinite(v));
+        Assert.True(finiteCount > 100, $"Expected >100 finite Ooples BBB values, got {finiteCount}");
+    }
+}