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 sealed class CoppockIndicatorTests
{
[Fact]
public void CoppockIndicator_Constructor_SetsDefaults()
{
var indicator = new CoppockIndicator();
Assert.Equal(14, indicator.LongRoc);
Assert.Equal(11, indicator.ShortRoc);
Assert.Equal(10, indicator.WmaPeriod);
Assert.True(indicator.ShowColdValues);
Assert.Equal("COPPOCK - Coppock Curve", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void CoppockIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new CoppockIndicator();
Assert.Equal(0, CoppockIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void CoppockIndicator_ShortName_IncludesParameters()
{
var indicator = new CoppockIndicator { LongRoc = 14, ShortRoc = 11, WmaPeriod = 10 };
indicator.Initialize();
Assert.Contains("COPPOCK", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("14", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void CoppockIndicator_SourceCodeLink_IsValid()
{
var indicator = new CoppockIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Coppock", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void CoppockIndicator_Initialize_CreatesOneSeries()
{
var indicator = new CoppockIndicator { LongRoc = 5, ShortRoc = 4, WmaPeriod = 4 };
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void CoppockIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new CoppockIndicator { LongRoc = 5, ShortRoc = 4, WmaPeriod = 4 };
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 val = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(val));
}
[Fact]
public void CoppockIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new CoppockIndicator { LongRoc = 5, ShortRoc = 4, WmaPeriod = 4 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 15; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
indicator.HistoricalData.AddBar(now.AddMinutes(15), 115, 125, 105, 120);
var newArgs = new UpdateArgs(UpdateReason.NewBar);
indicator.ProcessUpdate(newArgs);
double val = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(val));
}
[Fact]
public void CoppockIndicator_DifferentSourceTypes_ProcessCorrectly()
{
foreach (var sourceType in new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close })
{
var indicator = new CoppockIndicator
{
LongRoc = 5,
ShortRoc = 4,
WmaPeriod = 4,
Source = sourceType
};
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 25; 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)));
}
}
}
@@ -0,0 +1,532 @@
using Xunit;
namespace QuanTAlib.Tests;
// ── A) Constructor Validation ────────────────────────────────────────────────
public sealed class CoppockConstructorTests
{
[Fact]
public void Constructor_ZeroLongRoc_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Coppock(longRoc: 0));
Assert.Equal("longRoc", ex.ParamName);
}
[Fact]
public void Constructor_NegativeLongRoc_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Coppock(longRoc: -1));
Assert.Equal("longRoc", ex.ParamName);
}
[Fact]
public void Constructor_ZeroShortRoc_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Coppock(shortRoc: 0));
Assert.Equal("shortRoc", ex.ParamName);
}
[Fact]
public void Constructor_NegativeShortRoc_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Coppock(shortRoc: -5));
Assert.Equal("shortRoc", ex.ParamName);
}
[Fact]
public void Constructor_ZeroWmaPeriod_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Coppock(wmaPeriod: 0));
Assert.Equal("wmaPeriod", ex.ParamName);
}
[Fact]
public void Constructor_NegativeWmaPeriod_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Coppock(wmaPeriod: -2));
Assert.Equal("wmaPeriod", ex.ParamName);
}
[Fact]
public void Constructor_Defaults_Creates()
{
var c = new Coppock();
Assert.NotNull(c);
Assert.Contains("Coppock", c.Name, StringComparison.Ordinal);
}
[Fact]
public void Constructor_WarmupPeriod_IsPositive()
{
var c = new Coppock();
Assert.True(c.WarmupPeriod > 0);
}
[Fact]
public void Constructor_CustomParams_NameReflectsThem()
{
var c = new Coppock(longRoc: 7, shortRoc: 5, wmaPeriod: 4);
Assert.Contains("7", c.Name, StringComparison.Ordinal);
Assert.Contains("5", c.Name, StringComparison.Ordinal);
Assert.Contains("4", c.Name, StringComparison.Ordinal);
}
[Fact]
public void Constructor_WarmupPeriod_DependsOnLongestPlusWma()
{
// WarmupPeriod = max(longRoc,shortRoc) + wmaPeriod - 1
var c = new Coppock(longRoc: 14, shortRoc: 11, wmaPeriod: 10);
Assert.Equal(14 + 10 - 1, c.WarmupPeriod);
}
}
// ── B) Basic Calculation ─────────────────────────────────────────────────────
public sealed class CoppockBasicTests
{
[Fact]
public void BasicCalculation_DoesNotCrash()
{
var c = new Coppock();
var result = c.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Equal(result.Value, c.Last.Value);
}
[Fact]
public void FirstBar_OutputIsFinite()
{
var c = new Coppock();
var result = c.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Name_Available()
{
var c = new Coppock();
Assert.False(string.IsNullOrEmpty(c.Name));
}
[Fact]
public void Last_IsAccessible()
{
var c = new Coppock(longRoc: 3, shortRoc: 2, wmaPeriod: 3);
for (int i = 0; i < 20; i++)
{
c.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
Assert.True(double.IsFinite(c.Last.Value));
}
[Fact]
public void ConstantPrice_CoppockIsZero()
{
// All ROC = 0 → combined = 0 → WMA(0) = 0
var c = new Coppock(longRoc: 3, shortRoc: 2, wmaPeriod: 3);
for (int i = 0; i < 20; i++)
{
c.Update(new TValue(DateTime.UtcNow, 100.0));
}
Assert.Equal(0.0, c.Last.Value, 1e-10);
}
[Fact]
public void KnownValue_WarmupBarIsZero()
{
// Before warmup, output is 0 (during WMA fill)
var c = new Coppock(longRoc: 5, shortRoc: 3, wmaPeriod: 4);
var result = c.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.False(c.IsHot);
Assert.True(double.IsFinite(result.Value));
}
}
// ── C) State + Bar Correction ────────────────────────────────────────────────
public sealed class CoppockBarCorrectionTests
{
[Fact]
public void IsNew_True_AdvancesState()
{
var c = new Coppock(longRoc: 3, shortRoc: 2, wmaPeriod: 3);
for (int i = 0; i < 5; i++)
{
c.Update(new TValue(DateTime.UtcNow, 100.0 + i * 2), isNew: true);
}
double val1 = c.Last.Value;
c.Update(new TValue(DateTime.UtcNow, 115.0), isNew: true);
double val2 = c.Last.Value;
Assert.True(double.IsFinite(val1));
Assert.True(double.IsFinite(val2));
}
[Fact]
public void IsNew_False_Rollback()
{
var c = new Coppock(longRoc: 3, shortRoc: 2, wmaPeriod: 3);
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
for (int i = 0; i < 10; i++)
{
var bar = gbm.Next(isNew: true);
c.Update(new TValue(bar.Time, bar.Close), isNew: true);
}
var nextBar = gbm.Next(isNew: true);
var originalInput = new TValue(nextBar.Time, nextBar.Close);
var val1 = c.Update(originalInput, isNew: true);
// Overwrite with different value
c.Update(new TValue(nextBar.Time, nextBar.Close + 50), isNew: false);
// Restore original → must match
var restored = c.Update(originalInput, isNew: false);
Assert.Equal(val1.Value, restored.Value, 1e-10);
}
[Fact]
public void IterativeCorrections_RestoreToOriginalState()
{
var c = new Coppock(longRoc: 3, shortRoc: 2, wmaPeriod: 3);
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
TValue twentyInput = default;
for (int i = 0; i < 20; i++)
{
var bar = gbm.Next(isNew: true);
twentyInput = new TValue(bar.Time, bar.Close);
c.Update(twentyInput, isNew: true);
}
double stateAfterTwenty = c.Last.Value;
for (int i = 0; i < 9; i++)
{
var bar = gbm.Next(isNew: false);
c.Update(new TValue(bar.Time, bar.Close), isNew: false);
}
var finalResult = c.Update(twentyInput, isNew: false);
Assert.Equal(stateAfterTwenty, finalResult.Value, 1e-10);
}
[Fact]
public void Reset_ClearsState()
{
var c = new Coppock(longRoc: 3, shortRoc: 2, wmaPeriod: 3);
for (int i = 0; i < 20; i++)
{
c.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
c.Reset();
Assert.False(c.IsHot);
Assert.Equal(0.0, c.Last.Value);
}
}
// ── D) Warmup / Convergence ──────────────────────────────────────────────────
public sealed class CoppockWarmupTests
{
[Fact]
public void IsHot_InitiallyFalse()
{
var c = new Coppock();
Assert.False(c.IsHot);
}
[Fact]
public void IsHot_BecomesTrueAfterWarmupPeriodBars()
{
var c = new Coppock(longRoc: 5, shortRoc: 3, wmaPeriod: 4);
int warmup = c.WarmupPeriod;
for (int i = 1; i < warmup; i++)
{
c.Update(new TValue(DateTime.UtcNow, 100.0 + i));
Assert.False(c.IsHot, $"Should not be hot at bar {i} (need {warmup})");
}
c.Update(new TValue(DateTime.UtcNow, 100.0 + warmup));
Assert.True(c.IsHot);
}
[Fact]
public void WarmupPeriod_DependsOnParameters()
{
var c1 = new Coppock(longRoc: 3, shortRoc: 2, wmaPeriod: 3);
var c2 = new Coppock(longRoc: 14, shortRoc: 11, wmaPeriod: 10);
Assert.True(c2.WarmupPeriod > c1.WarmupPeriod);
}
[Fact]
public void WarmupPeriod_ShortRocLonger_UsesShortRoc()
{
// When shortRoc > longRoc, warmup = shortRoc + wmaPeriod - 1
var c = new Coppock(longRoc: 5, shortRoc: 8, wmaPeriod: 4);
Assert.Equal(8 + 4 - 1, c.WarmupPeriod);
}
}
// ── E) Robustness ────────────────────────────────────────────────────────────
public sealed class CoppockRobustnessTests
{
[Fact]
public void NaN_UsesLastValidValue()
{
var c = new Coppock(longRoc: 3, shortRoc: 2, wmaPeriod: 3);
for (int i = 0; i < 10; i++)
{
c.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
c.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.True(double.IsFinite(c.Last.Value), "NaN input should not produce NaN output");
}
[Fact]
public void PositiveInfinity_UsesLastValidValue()
{
var c = new Coppock(longRoc: 3, shortRoc: 2, wmaPeriod: 3);
for (int i = 0; i < 10; i++)
{
c.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
c.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
Assert.True(double.IsFinite(c.Last.Value));
}
[Fact]
public void NegativeInfinity_UsesLastValidValue()
{
var c = new Coppock(longRoc: 3, shortRoc: 2, wmaPeriod: 3);
for (int i = 0; i < 10; i++)
{
c.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
c.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity));
Assert.True(double.IsFinite(c.Last.Value));
}
[Fact]
public void BatchNaN_SafeOutput()
{
var c = new Coppock(longRoc: 3, shortRoc: 2, wmaPeriod: 3);
c.Update(new TValue(DateTime.UtcNow, 100.0));
for (int i = 0; i < 5; i++)
{
c.Update(new TValue(DateTime.UtcNow, double.NaN));
}
c.Update(new TValue(DateTime.UtcNow, 110.0));
Assert.True(double.IsFinite(c.Last.Value));
}
}
// ── F) Consistency (all API modes agree) ─────────────────────────────────────
public sealed class CoppockConsistencyTests
{
private static TSeries MakeSeries(double[] vals)
{
var times = new List<long>(vals.Length);
var values = new List<double>(vals.Length);
var t0 = DateTime.UtcNow;
for (int i = 0; i < vals.Length; i++)
{
times.Add(t0.AddSeconds(i).Ticks);
values.Add(vals[i]);
}
return new TSeries(times, values);
}
[Fact]
public void Streaming_Equals_Batch_TSeries()
{
int lr = 5, sr = 4, wp = 4;
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 7);
int count = 60;
var prices = new double[count];
for (int i = 0; i < count; i++) { prices[i] = gbm.Next(isNew: true).Close; }
// Streaming
var cStream = new Coppock(lr, sr, wp);
var streamOut = new double[count];
for (int i = 0; i < count; i++)
{
cStream.Update(new TValue(DateTime.UtcNow.AddSeconds(i), prices[i]));
streamOut[i] = cStream.Last.Value;
}
// Batch TSeries
var series = MakeSeries(prices);
var cBatch = new Coppock(lr, sr, wp);
var batchOut = cBatch.Update(series);
for (int i = 0; i < count; i++)
{
Assert.Equal(streamOut[i], batchOut.Values[i], 1e-9);
}
}
[Fact]
public void Span_Equals_Streaming()
{
int lr = 5, sr = 4, wp = 4;
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 11);
int count = 60;
var prices = new double[count];
for (int i = 0; i < count; i++) { prices[i] = gbm.Next(isNew: true).Close; }
// Span Batch
var spanOut = new double[count];
Coppock.Batch(prices, spanOut, lr, sr, wp);
// Streaming
var cStream = new Coppock(lr, sr, wp);
for (int i = 0; i < count; i++)
{
cStream.Update(new TValue(DateTime.UtcNow.AddSeconds(i), prices[i]));
Assert.Equal(spanOut[i], cStream.Last.Value, 1e-9);
}
}
[Fact]
public void Eventing_Equals_Manual_Streaming()
{
int lr = 5, sr = 4, wp = 4;
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 13);
var series = new TSeries();
// Subscribe BEFORE adding data so Pub events fire
var cEvent = new Coppock(series, lr, sr, wp);
for (int i = 0; i < 40; i++)
{
var bar = gbm.Next(isNew: true);
series.Add(new TValue(bar.Time, bar.Close), isNew: true);
}
double eventLast = cEvent.Last.Value;
// Manual streaming replay
var cManual = new Coppock(lr, sr, wp);
foreach (var tv in series)
{
cManual.Update(tv, isNew: true);
}
Assert.Equal(eventLast, cManual.Last.Value, 1e-9);
}
}
// ── G) Span API Tests ────────────────────────────────────────────────────────
public sealed class CoppockSpanTests
{
[Fact]
public void Span_MismatchedOutputLength_ThrowsArgumentException()
{
double[] src = [1, 2, 3, 4, 5];
double[] output = new double[4]; // wrong length
var ex = Assert.Throws<ArgumentException>(() =>
Coppock.Batch(src, output));
Assert.Equal("output", ex.ParamName);
}
[Fact]
public void Span_ZeroLongRoc_ThrowsArgumentException()
{
double[] src = [1, 2, 3];
double[] output = new double[3];
var ex = Assert.Throws<ArgumentException>(() =>
Coppock.Batch(src, output, longRoc: 0));
Assert.Equal("longRoc", ex.ParamName);
}
[Fact]
public void Span_ZeroShortRoc_ThrowsArgumentException()
{
double[] src = [1, 2, 3];
double[] output = new double[3];
var ex = Assert.Throws<ArgumentException>(() =>
Coppock.Batch(src, output, shortRoc: 0));
Assert.Equal("shortRoc", ex.ParamName);
}
[Fact]
public void Span_ZeroWmaPeriod_ThrowsArgumentException()
{
double[] src = [1, 2, 3];
double[] output = new double[3];
var ex = Assert.Throws<ArgumentException>(() =>
Coppock.Batch(src, output, wmaPeriod: 0));
Assert.Equal("wmaPeriod", ex.ParamName);
}
[Fact]
public void Span_EmptyInput_NoException()
{
double[] src = [];
double[] output = [];
Coppock.Batch(src, output); // should not throw
Assert.Empty(src);
}
[Fact]
public void Span_NaNInput_SafeOutput()
{
var prices = new double[60];
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 99);
for (int i = 0; i < 60; i++) { prices[i] = gbm.Next(isNew: true).Close; }
prices[10] = double.NaN;
prices[25] = double.PositiveInfinity;
var output = new double[60];
Coppock.Batch(prices, output, longRoc: 5, shortRoc: 4, wmaPeriod: 4);
foreach (var v in output) { Assert.True(double.IsFinite(v)); }
}
[Fact]
public void Span_LargeInput_NoStackOverflow()
{
int n = 5000;
var prices = new double[n];
var gbm = new GBM(startPrice: 100.0, mu: 0.01, sigma: 0.1, seed: 77);
for (int i = 0; i < n; i++) { prices[i] = gbm.Next(isNew: true).Close; }
var output = new double[n];
Coppock.Batch(prices, output); // default periods, large array
Assert.True(double.IsFinite(output[^1]));
}
}
// ── H) Chainability ──────────────────────────────────────────────────────────
public sealed class CoppockChainabilityTests
{
[Fact]
public void Pub_Fires_OnUpdate()
{
var c = new Coppock(longRoc: 3, shortRoc: 2, wmaPeriod: 3);
int fireCount = 0;
c.Pub += (object? _, in TValueEventArgs _e) => fireCount++;
for (int i = 0; i < 5; i++)
{
c.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
Assert.Equal(5, fireCount);
}
[Fact]
public void EventBasedChaining_WorksCorrectly()
{
var series = new TSeries();
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 5);
var c = new Coppock(series, longRoc: 3, shortRoc: 2, wmaPeriod: 3);
for (int i = 0; i < 25; i++)
{
var bar = gbm.Next(isNew: true);
series.Add(new TValue(bar.Time, bar.Close), isNew: true);
}
Assert.True(double.IsFinite(c.Last.Value));
}
}
@@ -0,0 +1,212 @@
using Xunit;
using Xunit.Abstractions;
namespace QuanTAlib.Tests;
/// <summary>
/// Coppock Validation Tests.
/// No external library (TA-Lib, Skender, Tulip, Ooples) implements the Coppock Curve,
/// so validation uses self-consistency checks: streaming==batch(TSeries)==batch(Span),
/// directional correctness, and constant-price identity.
/// </summary>
public sealed class CoppockValidationTests(ITestOutputHelper output)
{
private readonly ITestOutputHelper _output = output;
private static double[] GeneratePrices(int count, int seed = 42)
{
var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: seed);
var prices = new double[count];
for (int i = 0; i < count; i++) { prices[i] = gbm.Next(isNew: true).Close; }
return prices;
}
private static TSeries MakeSeries(double[] vals)
{
var times = new List<long>(vals.Length);
var values = new List<double>(vals.Length);
var t0 = DateTime.UtcNow;
for (int i = 0; i < vals.Length; i++)
{
times.Add(t0.AddSeconds(i).Ticks);
values.Add(vals[i]);
}
return new TSeries(times, values);
}
// ── A) Streaming == Batch(TSeries) ────────────────────────────────────────
[Fact]
public void Validate_Streaming_Equals_Batch()
{
int lr = 5, sr = 4, wp = 4;
double[] prices = GeneratePrices(200);
// Streaming
var cStream = new Coppock(lr, sr, wp);
var streamOut = new double[prices.Length];
for (int i = 0; i < prices.Length; i++)
{
cStream.Update(new TValue(DateTime.UtcNow.AddSeconds(i), prices[i]));
streamOut[i] = cStream.Last.Value;
}
// Batch TSeries
var series = MakeSeries(prices);
var cBatch = new Coppock(lr, sr, wp);
var batchOut = cBatch.Update(series);
for (int i = 0; i < prices.Length; i++)
{
Assert.Equal(streamOut[i], batchOut.Values[i], 1e-6);
}
_output.WriteLine("Coppock Streaming == Batch(TSeries): PASSED");
}
// ── B) Batch(TSeries) == Span ─────────────────────────────────────────────
[Fact]
public void Validate_Batch_Equals_Span()
{
int lr = 5, sr = 4, wp = 4;
double[] prices = GeneratePrices(200, seed: 77);
// Span
var spanOut = new double[prices.Length];
Coppock.Batch(prices, spanOut, lr, sr, wp);
// Batch TSeries
var series = MakeSeries(prices);
var batchOut = Coppock.Batch(series, lr, sr, wp);
for (int i = 0; i < prices.Length; i++)
{
Assert.Equal(spanOut[i], batchOut.Values[i], 1e-9);
}
_output.WriteLine("Coppock Batch(TSeries) == Span: PASSED");
}
// ── C) Rising prices → positive ROC → positive Coppock ───────────────────
[Fact]
public void Validate_StrictlyRising_CoppockPositive()
{
double startPrice = 100.0;
int n = 60;
double[] prices = new double[n];
for (int i = 0; i < n; i++) { prices[i] = startPrice + i * 0.5; }
var spanOut = new double[n];
Coppock.Batch(prices, spanOut, longRoc: 5, shortRoc: 4, wmaPeriod: 4);
int warmup = new Coppock(5, 4, 4).WarmupPeriod;
for (int i = warmup; i < n; i++)
{
Assert.True(spanOut[i] > 0, $"Coppock should be positive at index {i}, got {spanOut[i]}");
}
_output.WriteLine("Coppock directional correctness (rising price → positive): PASSED");
}
// ── D) Falling prices → negative Coppock ─────────────────────────────────
[Fact]
public void Validate_StrictlyFalling_CoppockNegative()
{
double startPrice = 200.0;
int n = 60;
double[] prices = new double[n];
for (int i = 0; i < n; i++) { prices[i] = startPrice - i * 0.5; }
var spanOut = new double[n];
Coppock.Batch(prices, spanOut, longRoc: 5, shortRoc: 4, wmaPeriod: 4);
int warmup = new Coppock(5, 4, 4).WarmupPeriod;
for (int i = warmup; i < n; i++)
{
Assert.True(spanOut[i] < 0, $"Coppock should be negative at index {i}, got {spanOut[i]}");
}
_output.WriteLine("Coppock directional correctness (falling price → negative): PASSED");
}
// ── E) Constant price → Coppock = 0 ──────────────────────────────────────
[Fact]
public void Validate_ConstantPrice_CoppockZero()
{
int n = 60;
double[] prices = new double[n];
Array.Fill(prices, 100.0);
var spanOut = new double[n];
Coppock.Batch(prices, spanOut, longRoc: 5, shortRoc: 4, wmaPeriod: 4);
for (int i = 0; i < n; i++)
{
Assert.Equal(0.0, spanOut[i], 1e-10);
}
_output.WriteLine("Coppock constant price → Coppock=0: PASSED");
}
// ── F) Default parameters produce finite values ───────────────────────────
[Fact]
public void Validate_DefaultParameters_FiniteOutput()
{
double[] prices = GeneratePrices(500, seed: 123);
var spanOut = new double[prices.Length];
Coppock.Batch(prices, spanOut); // all defaults
int warmup = new Coppock().WarmupPeriod;
for (int i = warmup; i < prices.Length; i++)
{
Assert.True(double.IsFinite(spanOut[i]), $"Coppock[{i}] not finite: {spanOut[i]}");
}
_output.WriteLine($"Coppock default parameters (warmup={warmup}), 500 bars: all finite. PASSED");
}
// ── G) Different parameters produce distinct results ──────────────────────
[Fact]
public void Validate_DifferentParams_ProduceDifferentResults()
{
double[] prices = GeneratePrices(100, seed: 88);
var out1 = new double[prices.Length];
var out2 = new double[prices.Length];
Coppock.Batch(prices, out1, longRoc: 5, shortRoc: 4, wmaPeriod: 4);
Coppock.Batch(prices, out2, longRoc: 10, shortRoc: 8, wmaPeriod: 7);
int warmup = Math.Max(
new Coppock(5, 4, 4).WarmupPeriod,
new Coppock(10, 8, 7).WarmupPeriod);
bool anyDifferent = false;
for (int i = warmup; i < prices.Length; i++)
{
if (Math.Abs(out1[i] - out2[i]) > 1e-6) { anyDifferent = true; break; }
}
Assert.True(anyDifferent, "Different parameters should produce different Coppock values");
_output.WriteLine("Coppock different parameters → different results: PASSED");
}
// ── H) Static Batch(TSeries) and Calculate() produce same results ─────────
[Fact]
public void Validate_StaticBatch_Equals_Calculate()
{
int lr = 5, sr = 4, wp = 4;
double[] prices = GeneratePrices(100, seed: 55);
var series = MakeSeries(prices);
var batchOut = Coppock.Batch(series, lr, sr, wp);
var (calcOut, _) = Coppock.Calculate(series, lr, sr, wp);
for (int i = 0; i < prices.Length; i++)
{
Assert.Equal(batchOut.Values[i], calcOut.Values[i], 1e-9);
}
_output.WriteLine("Coppock static Batch == Calculate: PASSED");
}
}