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 +1,135 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public sealed class BbiIndicatorTests
{
[Fact]
public void BbiIndicator_Constructor_SetsDefaults()
{
var indicator = new BbiIndicator();
Assert.Equal(3, indicator.Period1);
Assert.Equal(6, indicator.Period2);
Assert.Equal(12, indicator.Period3);
Assert.Equal(24, indicator.Period4);
Assert.True(indicator.ShowColdValues);
Assert.Equal("BBI - Bulls Bears Index", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void BbiIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new BbiIndicator();
Assert.Equal(0, BbiIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void BbiIndicator_ShortName_IncludesParameters()
{
var indicator = new BbiIndicator { Period1 = 3, Period2 = 6, Period3 = 12, Period4 = 24 };
indicator.Initialize();
Assert.Contains("BBI", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("3", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("24", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void BbiIndicator_SourceCodeLink_IsValid()
{
var indicator = new BbiIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Bbi", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void BbiIndicator_Initialize_CreatesOneLineSeries()
{
var indicator = new BbiIndicator();
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void BbiIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new BbiIndicator { Period1 = 3, Period2 = 6, Period3 = 12, Period4 = 24 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 30; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
double bbi = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(bbi));
}
[Fact]
public void BbiIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new BbiIndicator { Period1 = 3, Period2 = 6, Period3 = 12, Period4 = 24 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 25; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
indicator.HistoricalData.AddBar(now.AddMinutes(25), 125, 135, 115, 130);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
double bbi = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(bbi));
}
[Fact]
public void BbiIndicator_DifferentSourceTypes_ProcessCorrectly()
{
foreach (var sourceType in new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close })
{
var indicator = new BbiIndicator
{
Period1 = 3,
Period2 = 6,
Period3 = 12,
Period4 = 24,
Source = sourceType
};
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 30; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i * 0.5, 110 + i * 0.5, 90 + i * 0.5, 105 + i * 0.5);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
}
[Fact]
public void BbiIndicator_CustomPeriods_SetsNameCorrectly()
{
var indicator = new BbiIndicator { Period1 = 5, Period2 = 10, Period3 = 20, Period4 = 40 };
indicator.Initialize();
Assert.Contains("5", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("40", indicator.ShortName, StringComparison.Ordinal);
}
}
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using Xunit;
namespace QuanTAlib.Tests;
public sealed class BbiTests
{
private const double Tolerance = 1e-10;
// ───── A) Constructor validation ─────
[Fact]
public void Constructor_P1Zero_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Bbi(p1: 0));
Assert.Equal("p1", ex.ParamName);
}
[Fact]
public void Constructor_P2Negative_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Bbi(p2: -1));
Assert.Equal("p2", ex.ParamName);
}
[Fact]
public void Constructor_P3Zero_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Bbi(p3: 0));
Assert.Equal("p3", ex.ParamName);
}
[Fact]
public void Constructor_P4Negative_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Bbi(p4: -5));
Assert.Equal("p4", ex.ParamName);
}
[Fact]
public void Constructor_Defaults_SetsProperties()
{
var bbi = new Bbi();
Assert.Equal("Bbi(3,6,12,24)", bbi.Name);
Assert.Equal(24, bbi.WarmupPeriod);
Assert.False(bbi.IsHot);
}
[Fact]
public void Constructor_CustomParams_SetsName()
{
var bbi = new Bbi(p1: 5, p2: 10, p3: 20, p4: 40);
Assert.Equal("Bbi(5,10,20,40)", bbi.Name);
Assert.Equal(40, bbi.WarmupPeriod);
}
[Fact]
public void Constructor_WarmupPeriod_IsMaxPeriod()
{
var bbi = new Bbi(p1: 2, p2: 7, p3: 14, p4: 30);
Assert.Equal(30, bbi.WarmupPeriod);
}
// ───── B) Basic calculation ─────
[Fact]
public void Update_ReturnsTValue()
{
var bbi = new Bbi();
var result = bbi.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.IsType<TValue>(result);
}
[Fact]
public void Update_Last_IsAccessible()
{
var bbi = new Bbi();
bbi.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.NotEqual(default, bbi.Last);
Assert.False(bbi.IsHot);
Assert.Equal("Bbi(3,6,12,24)", bbi.Name);
}
[Fact]
public void Update_ConstantInput_BbiEqualsConstant()
{
// When all values are constant, every SMA == constant, so BBI == constant.
var bbi = new Bbi(p1: 3, p2: 6, p3: 12, p4: 24);
for (int i = 0; i < 30; i++)
{
bbi.Update(new TValue(DateTime.UtcNow, 50.0));
}
Assert.Equal(50.0, bbi.Last.Value, Tolerance);
}
[Fact]
public void Update_SingleBar_ValueIsFinite()
{
var bbi = new Bbi();
var result = bbi.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Update_KnownValue_FirstBar()
{
// With 1 bar at 100.0, all 4 SMAs = 100.0 → BBI = 100.0
var bbi = new Bbi(p1: 3, p2: 6, p3: 12, p4: 24);
var result = bbi.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Equal(100.0, result.Value, Tolerance);
}
// ───── C) State + bar correction ─────
[Fact]
public void Update_IsNew_True_AdvancesState()
{
var bbi = new Bbi();
bbi.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
bbi.Update(new TValue(DateTime.UtcNow, 110.0), isNew: true);
Assert.NotEqual(default, bbi.Last);
}
[Fact]
public void Update_IsNew_False_RollsBack()
{
var bbi = new Bbi(p1: 3, p2: 6, p3: 12, p4: 24);
for (int i = 0; i < 25; i++)
{
bbi.Update(new TValue(DateTime.UtcNow, 100.0 + i), isNew: true);
}
// Bar correction: rewrite last bar
bbi.Update(new TValue(DateTime.UtcNow, 105.0), isNew: false);
double corrected1 = bbi.Last.Value;
// Same correction again — must produce identical result
bbi.Update(new TValue(DateTime.UtcNow, 105.0), isNew: false);
double corrected2 = bbi.Last.Value;
Assert.Equal(corrected1, corrected2, Tolerance);
}
[Fact]
public void Update_IterativeCorrections_RestoreBaseline()
{
var bbi = new Bbi(p1: 3, p2: 6, p3: 12, p4: 24);
double[] data = [100, 102, 104, 106, 108, 110, 112, 114, 116, 118,
120, 122, 124, 126, 128, 130, 132, 134, 136, 138,
140, 142, 144, 146, 148];
for (int i = 0; i < data.Length; i++)
{
bbi.Update(new TValue(DateTime.UtcNow, data[i]), isNew: true);
}
double baseline = bbi.Last.Value;
// Correct last bar several times, restore original
bbi.Update(new TValue(DateTime.UtcNow, 999.0), isNew: false);
bbi.Update(new TValue(DateTime.UtcNow, 888.0), isNew: false);
bbi.Update(new TValue(DateTime.UtcNow, data[^1]), isNew: false);
Assert.Equal(baseline, bbi.Last.Value, Tolerance);
}
[Fact]
public void Reset_ClearsState()
{
var bbi = new Bbi();
for (int i = 0; i < 30; i++)
{
bbi.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
Assert.True(bbi.IsHot);
bbi.Reset();
Assert.False(bbi.IsHot);
Assert.Equal(default, bbi.Last);
}
// ───── D) Warmup/convergence ─────
[Fact]
public void IsHot_FlipsAtWarmupPeriod()
{
var bbi = new Bbi(p1: 3, p2: 6, p3: 12, p4: 24);
// IsHot = (index >= WarmupPeriod) = (index >= 24)
for (int i = 0; i < 23; i++)
{
bbi.Update(new TValue(DateTime.UtcNow, 100.0 + i));
Assert.False(bbi.IsHot);
}
bbi.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.True(bbi.IsHot);
}
[Fact]
public void WarmupPeriod_EqualsMaxPeriod()
{
var bbi = new Bbi(p1: 3, p2: 6, p3: 12, p4: 24);
Assert.Equal(24, bbi.WarmupPeriod);
}
// ───── E) Robustness ─────
[Fact]
public void Update_NaN_UsesLastValid()
{
var bbi = new Bbi(p1: 3, p2: 6, p3: 12, p4: 24);
for (int i = 0; i < 25; i++)
{
bbi.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
bbi.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.True(double.IsFinite(bbi.Last.Value));
}
[Fact]
public void Update_PositiveInfinity_UsesLastValid()
{
var bbi = new Bbi();
for (int i = 0; i < 25; i++)
{
bbi.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
bbi.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
Assert.True(double.IsFinite(bbi.Last.Value));
}
[Fact]
public void Update_NegativeInfinity_UsesLastValid()
{
var bbi = new Bbi();
for (int i = 0; i < 25; i++)
{
bbi.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
bbi.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity));
Assert.True(double.IsFinite(bbi.Last.Value));
}
[Fact]
public void Update_BatchNaN_Safe()
{
var bbi = new Bbi();
for (int i = 0; i < 5; i++)
{
bbi.Update(new TValue(DateTime.UtcNow, double.NaN));
}
Assert.True(double.IsFinite(bbi.Last.Value));
}
// ───── F) Consistency (streaming == batch TSeries == batch Span == eventing) ─────
[Fact]
public void AllModes_ProduceSameResults()
{
int p1 = 3, p2 = 6, p3 = 12, p4 = 24;
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
// 1. Streaming
var streaming = new Bbi(p1, p2, p3, p4);
var streamResults = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
streamResults[i] = streaming.Update(source[i]).Value;
}
// 2. Batch TSeries
TSeries batchSeries = Bbi.Batch(source, p1, p2, p3, p4);
// 3. Batch Span
var spanOutput = new double[source.Count];
Bbi.Batch(source.Values, spanOutput, p1, p2, p3, p4);
// 4. Event-based
var eventSource = new TSeries();
var eventIndicator = new Bbi(eventSource, p1, p2, p3, p4);
var eventResults = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
eventSource.Add(source[i]);
eventResults[i] = eventIndicator.Last.Value;
}
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(streamResults[i], batchSeries.Values[i], Tolerance);
Assert.Equal(streamResults[i], spanOutput[i], Tolerance);
Assert.Equal(streamResults[i], eventResults[i], Tolerance);
}
}
// ───── G) Span API tests ─────
[Fact]
public void Batch_Span_MismatchedLength_ThrowsArgumentException()
{
var source = new double[10];
var output = new double[5];
var ex = Assert.Throws<ArgumentException>(() => Bbi.Batch(source.AsSpan(), output.AsSpan()));
Assert.Equal("output", ex.ParamName);
}
[Fact]
public void Batch_Span_ZeroP1_ThrowsArgumentException()
{
var source = new double[10];
var output = new double[10];
var ex = Assert.Throws<ArgumentException>(() => Bbi.Batch(source.AsSpan(), output.AsSpan(), p1: 0));
Assert.Equal("p1", ex.ParamName);
}
[Fact]
public void Batch_Span_ZeroP2_ThrowsArgumentException()
{
var source = new double[10];
var output = new double[10];
var ex = Assert.Throws<ArgumentException>(() => Bbi.Batch(source.AsSpan(), output.AsSpan(), p2: 0));
Assert.Equal("p2", ex.ParamName);
}
[Fact]
public void Batch_Span_ZeroP3_ThrowsArgumentException()
{
var source = new double[10];
var output = new double[10];
var ex = Assert.Throws<ArgumentException>(() => Bbi.Batch(source.AsSpan(), output.AsSpan(), p3: 0));
Assert.Equal("p3", ex.ParamName);
}
[Fact]
public void Batch_Span_ZeroP4_ThrowsArgumentException()
{
var source = new double[10];
var output = new double[10];
var ex = Assert.Throws<ArgumentException>(() => Bbi.Batch(source.AsSpan(), output.AsSpan(), p4: 0));
Assert.Equal("p4", ex.ParamName);
}
[Fact]
public void Batch_Span_Empty_NoException()
{
double[] source = [];
double[] output = [];
var ex = Record.Exception(() => Bbi.Batch(source.AsSpan(), output.AsSpan()));
Assert.Null(ex);
}
[Fact]
public void Batch_Span_MatchesTSeries()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 7);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
TSeries batchTs = Bbi.Batch(source);
var spanOutput = new double[source.Count];
Bbi.Batch(source.Values, spanOutput);
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(batchTs.Values[i], spanOutput[i], Tolerance);
}
}
[Fact]
public void Batch_Span_NaN_Handled()
{
double[] src = [1, 2, double.NaN, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25];
var output = new double[src.Length];
var ex = Record.Exception(() => Bbi.Batch(src.AsSpan(), output.AsSpan()));
Assert.Null(ex);
Assert.All(output, v => Assert.True(double.IsFinite(v)));
}
[Fact]
public void Batch_Span_LargeInput_NoStackOverflow()
{
int n = 10_000;
var source = new double[n];
var output = new double[n];
for (int i = 0; i < n; i++) { source[i] = 100.0 + i * 0.01; }
var ex = Record.Exception(() => Bbi.Batch(source.AsSpan(), output.AsSpan()));
Assert.Null(ex);
}
// ───── H) Chainability ─────
[Fact]
public void PubEvent_FiresOnUpdate()
{
var bbi = new Bbi();
int firedCount = 0;
bbi.Pub += (object? _, in TValueEventArgs _) => firedCount++;
bbi.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Equal(1, firedCount);
}
[Fact]
public void EventChaining_Works()
{
var source = new TSeries();
var bbi = new Bbi(source);
var downstream = new TSeries();
bbi.Pub += (object? _, in TValueEventArgs e) => downstream.Add(e.Value);
for (int i = 0; i < 30; i++)
{
source.Add(new TValue(DateTime.UtcNow, 100.0 + i));
}
Assert.Equal(30, downstream.Count);
}
// ───── Calculate ─────
[Fact]
public void Calculate_ReturnsResultsAndHotIndicator()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
var (results, indicator) = Bbi.Calculate(source);
Assert.Equal(source.Count, results.Count);
Assert.True(indicator.IsHot);
}
// ───── Update(TSeries) ─────
[Fact]
public void UpdateTSeries_MatchesStreaming()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
var streaming = new Bbi();
var streamResults = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
streamResults[i] = streaming.Update(source[i]).Value;
}
var batch = new Bbi();
TSeries batchResults = batch.Update(source);
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(streamResults[i], batchResults.Values[i], Tolerance);
}
}
}
@@ -0,0 +1,218 @@
using Xunit;
namespace QuanTAlib.Tests;
/// <summary>
/// Self-consistency validation: batch TSeries == streaming == span == eventing.
/// No external library implements BBI, so cross-library comparison is N/A.
/// </summary>
public sealed class BbiValidationTests
{
private const double Tolerance = 1e-10;
private static TSeries BuildGbmSeries(int count, int seed = 1)
{
var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: seed);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
return bars.Close;
}
// ── Batch == Streaming ───────────────────────────────────────────────────
[Fact]
public void Batch_EqualsStreaming_DefaultPeriods()
{
TSeries source = BuildGbmSeries(500, seed: 1);
// Streaming
var bbi = new Bbi();
var streamVals = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
streamVals[i] = bbi.Update(source[i]).Value;
}
// Batch TSeries
TSeries batch = Bbi.Batch(source);
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(streamVals[i], batch.Values[i], Tolerance);
}
}
[Fact]
public void Batch_EqualsStreaming_CustomPeriods()
{
TSeries source = BuildGbmSeries(300, seed: 2);
int p1 = 5, p2 = 10, p3 = 20, p4 = 40;
var bbi = new Bbi(p1, p2, p3, p4);
var streamVals = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
streamVals[i] = bbi.Update(source[i]).Value;
}
TSeries batch = Bbi.Batch(source, p1, p2, p3, p4);
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(streamVals[i], batch.Values[i], Tolerance);
}
}
// ── Batch(Span) == Batch(TSeries) ────────────────────────────────────────
[Fact]
public void BatchSpan_EqualsBatchTSeries_DefaultPeriods()
{
TSeries source = BuildGbmSeries(400, seed: 3);
TSeries batchTs = Bbi.Batch(source);
var spanOut = new double[source.Count];
Bbi.Batch(source.Values, spanOut);
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(batchTs.Values[i], spanOut[i], Tolerance);
}
}
[Fact]
public void BatchSpan_EqualsBatchTSeries_CustomPeriods()
{
TSeries source = BuildGbmSeries(200, seed: 4);
int p1 = 4, p2 = 8, p3 = 16, p4 = 32;
TSeries batchTs = Bbi.Batch(source, p1, p2, p3, p4);
var spanOut = new double[source.Count];
Bbi.Batch(source.Values, spanOut, p1, p2, p3, p4);
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(batchTs.Values[i], spanOut[i], Tolerance);
}
}
// ── Eventing == Streaming ────────────────────────────────────────────────
[Fact]
public void Eventing_EqualsStreaming_DefaultPeriods()
{
TSeries source = BuildGbmSeries(300, seed: 5);
// Streaming
var bbi = new Bbi();
var streamVals = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
streamVals[i] = bbi.Update(source[i]).Value;
}
// Eventing
var eventSource = new TSeries();
var eventBbi = new Bbi(eventSource);
var eventVals = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
eventSource.Add(source[i]);
eventVals[i] = eventBbi.Last.Value;
}
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(streamVals[i], eventVals[i], Tolerance);
}
}
// ── Mathematical properties ──────────────────────────────────────────────
[Fact]
public void ConstantInput_BbiEqualsConstant()
{
// Constant price → all SMAs == price → BBI == price
const double price = 75.0;
var bbi = new Bbi();
for (int i = 0; i < 100; i++)
{
bbi.Update(new TValue(DateTime.UtcNow, price));
}
Assert.Equal(price, bbi.Last.Value, Tolerance);
}
[Fact]
public void ConstantInput_BatchBbiEqualsConstant()
{
const double price = 125.0;
int n = 100;
var source = new double[n];
var output = new double[n];
for (int i = 0; i < n; i++) { source[i] = price; }
Bbi.Batch(source.AsSpan(), output.AsSpan());
// After full warmup (bar 24+), every output should equal price
for (int i = 24; i < n; i++)
{
Assert.Equal(price, output[i], Tolerance);
}
}
[Fact]
public void AllPeriodsOne_BbiEqualsInput()
{
// With all periods=1, each SMA is just the current value → BBI == current value
var bbi = new Bbi(p1: 1, p2: 1, p3: 1, p4: 1);
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 6);
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
for (int i = 0; i < source.Count; i++)
{
var result = bbi.Update(source[i]);
Assert.Equal(source.Values[i], result.Value, Tolerance);
}
}
// ── UpdateTSeries primes streaming state correctly ───────────────────────
[Fact]
public void UpdateTSeries_ContinuedStreaming_Consistent()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 7);
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
// Instance-based batch (internally resets + re-streams)
var batchBbi = new Bbi();
batchBbi.Update(source);
// Pure streaming
var streamBbi = new Bbi();
for (int i = 0; i < source.Count; i++)
{
streamBbi.Update(source[i]);
}
// Both should have identical Last values after processing same data
Assert.Equal(streamBbi.Last.Value, batchBbi.Last.Value, Tolerance);
}
// ── Calculate bridge ─────────────────────────────────────────────────────
[Fact]
public void Calculate_ResultsMatchBatch()
{
TSeries source = BuildGbmSeries(200, seed: 8);
var (results, indicator) = Bbi.Calculate(source);
TSeries batch = Bbi.Batch(source);
Assert.Equal(batch.Count, results.Count);
for (int i = 0; i < batch.Count; i++)
{
Assert.Equal(batch.Values[i], results.Values[i], Tolerance);
}
Assert.True(indicator.IsHot);
}
}