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 +1,142 @@
using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public sealed class DecoIndicatorTests
{
[Fact]
public void DecoIndicator_Constructor_SetsDefaults()
{
var indicator = new DecoIndicator();
Assert.Equal(30, indicator.ShortPeriod);
Assert.Equal(60, indicator.LongPeriod);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("DECO - Ehlers Decycler Oscillator", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void DecoIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new DecoIndicator { ShortPeriod = 10, LongPeriod = 20 };
Assert.Equal(0, DecoIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void DecoIndicator_ShortName_IncludesParameters()
{
var indicator = new DecoIndicator { ShortPeriod = 10, LongPeriod = 30 };
indicator.Initialize();
Assert.Contains("DECO", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("30", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void DecoIndicator_SourceCodeLink_IsValid()
{
var indicator = new DecoIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Deco.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void DecoIndicator_Initialize_CreatesInternalDeco()
{
var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10 };
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void DecoIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10 };
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);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
double value = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(value));
}
[Fact]
public void DecoIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10 };
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);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
// Add a new bar
indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125);
var newArgs = new UpdateArgs(UpdateReason.NewBar);
indicator.ProcessUpdate(newArgs);
double value = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(value));
}
[Fact]
public void DecoIndicator_ProcessUpdate_DifferentSources()
{
foreach (SourceType source in new[] { SourceType.Close, SourceType.Open, SourceType.High, SourceType.Low })
{
var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10, Source = source };
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);
}
double value = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(value), $"Source {source} produced non-finite value");
}
}
[Fact]
public void DecoIndicator_Reinitialize_ResetsState()
{
var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10 };
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);
}
// Re-initialize should reset
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
}
}
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namespace QuanTAlib;
public class DecoTests
{
private const double Tolerance = 1e-10;
// ── A) Constructor validation ──
[Fact]
public void Constructor_DefaultParameters_SetsCorrectly()
{
var deco = new Deco();
Assert.Equal("Deco(30,60)", deco.Name);
Assert.Equal(30, deco.ShortPeriod);
Assert.Equal(60, deco.LongPeriod);
Assert.Equal(60, deco.WarmupPeriod);
}
[Fact]
public void Constructor_CustomParameters_SetsCorrectly()
{
var deco = new Deco(shortPeriod: 10, longPeriod: 40);
Assert.Equal("Deco(10,40)", deco.Name);
Assert.Equal(10, deco.ShortPeriod);
Assert.Equal(40, deco.LongPeriod);
}
[Fact]
public void Constructor_ZeroShortPeriod_Throws()
{
var ex = Assert.Throws<ArgumentException>(() => new Deco(shortPeriod: 0));
Assert.Equal("shortPeriod", ex.ParamName);
}
[Fact]
public void Constructor_NegativeShortPeriod_Throws()
{
var ex = Assert.Throws<ArgumentException>(() => new Deco(shortPeriod: -1));
Assert.Equal("shortPeriod", ex.ParamName);
}
[Fact]
public void Constructor_LongNotGreaterThanShort_Throws()
{
var ex = Assert.Throws<ArgumentException>(() => new Deco(shortPeriod: 30, longPeriod: 30));
Assert.Equal("longPeriod", ex.ParamName);
}
[Fact]
public void Constructor_LongLessThanShort_Throws()
{
var ex = Assert.Throws<ArgumentException>(() => new Deco(shortPeriod: 30, longPeriod: 20));
Assert.Equal("longPeriod", ex.ParamName);
}
// ── B) Basic calculation ──
[Fact]
public void Update_ReturnsFiniteValue()
{
var deco = new Deco(5, 10);
TValue result = default;
for (int i = 0; i < 20; i++)
{
result = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
}
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Update_Last_MatchesReturnValue()
{
var deco = new Deco(5, 10);
var result = deco.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Equal(result.Value, deco.Last.Value);
}
[Fact]
public void Update_Name_AccessibleAfterUpdate()
{
var deco = new Deco(5, 10);
_ = deco.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Contains("Deco", deco.Name, StringComparison.Ordinal);
}
[Fact]
public void Update_FirstTwoBars_ReturnZero()
{
var deco = new Deco(5, 10);
var r0 = deco.Update(new TValue(DateTime.UtcNow, 100.0));
var r1 = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(1), 101.0));
Assert.Equal(0.0, r0.Value);
Assert.Equal(0.0, r1.Value);
}
// ── C) State + bar correction ──
[Fact]
public void Update_IsNew_True_AdvancesState()
{
var deco = new Deco(5, 10);
var r1 = deco.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
var r2 = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(1), 101.0), isNew: true);
Assert.True(double.IsFinite(r1.Value));
Assert.True(double.IsFinite(r2.Value));
}
[Fact]
public void Update_IsNew_False_RewritesLastBar()
{
var deco = new Deco(5, 10);
for (int i = 0; i < 10; i++)
{
deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i), isNew: true);
}
var before = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 120.0), isNew: true);
var correction = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 115.0), isNew: false);
Assert.NotEqual(before.Value, correction.Value);
}
[Fact]
public void Update_IterativeCorrections_RestoreState()
{
var deco = new Deco(5, 10);
for (int i = 0; i < 10; i++)
{
deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i), isNew: true);
}
_ = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 120.0), isNew: true);
var restored = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 110.0), isNew: false);
var again = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 110.0), isNew: false);
Assert.Equal(restored.Value, again.Value, Tolerance);
}
[Fact]
public void Reset_ClearsState()
{
var deco = new Deco(5, 10);
for (int i = 0; i < 20; i++)
{
deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
}
deco.Reset();
Assert.False(deco.IsHot);
Assert.Equal(0.0, deco.Last.Value);
}
// ── D) Warmup / convergence ──
[Fact]
public void IsHot_FlipsWhenWarmupReached()
{
var deco = new Deco(5, 10);
for (int i = 0; i < 9; i++)
{
deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
Assert.False(deco.IsHot);
}
deco.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 110.0));
Assert.True(deco.IsHot);
}
[Fact]
public void WarmupPeriod_EqualsLongPeriod()
{
var deco = new Deco(20, 60);
Assert.Equal(60, deco.WarmupPeriod);
}
// ── E) Robustness ──
[Fact]
public void Update_NaN_UsesLastValidValue()
{
var deco = new Deco(5, 10);
for (int i = 0; i < 5; i++)
{
deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
}
var result = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(5), double.NaN));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Update_Infinity_UsesLastValidValue()
{
var deco = new Deco(5, 10);
for (int i = 0; i < 5; i++)
{
deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
}
var result = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(5), double.PositiveInfinity));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Batch_NaN_Safe()
{
double[] src = [100, 101, double.NaN, 103, 104, 105, 106, 107, 108, 109];
double[] output = new double[src.Length];
Deco.Batch(src, output, 3, 6);
for (int i = 0; i < output.Length; i++)
{
Assert.True(double.IsFinite(output[i]));
}
}
// ── F) Consistency (4 modes match) ──
[Fact]
public void AllModes_ProduceSameResults()
{
int shortP = 10, longP = 20;
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 Deco(shortP, longP);
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 = Deco.Batch(source, shortP, longP);
// 3. Batch Span
var spanOutput = new double[source.Count];
Deco.Batch(source.Values, spanOutput, shortP, longP);
// 4. Event-based
var eventSource = new TSeries();
var eventIndicator = new Deco(eventSource, shortP, longP);
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_MismatchedLengths_Throws()
{
double[] src = [1, 2, 3];
double[] output = new double[2];
var ex = Assert.Throws<ArgumentException>(() => Deco.Batch(src, output, 1, 2));
Assert.Equal("output", ex.ParamName);
}
[Fact]
public void Batch_ZeroShortPeriod_Throws()
{
double[] src = [1, 2, 3];
double[] output = new double[3];
var ex = Assert.Throws<ArgumentException>(() => Deco.Batch(src, output, 0, 2));
Assert.Equal("shortPeriod", ex.ParamName);
}
[Fact]
public void Batch_LongNotGreater_Throws()
{
double[] src = [1, 2, 3];
double[] output = new double[3];
var ex = Assert.Throws<ArgumentException>(() => Deco.Batch(src, output, 5, 5));
Assert.Equal("longPeriod", ex.ParamName);
}
[Fact]
public void Batch_EmptyInput_NoOp()
{
double[] src = [];
double[] output = [];
var ex = Record.Exception(() => Deco.Batch(src, output, 5, 10));
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;
int shortP = 10, longP = 20;
TSeries batchTs = Deco.Batch(source, shortP, longP);
var spanOutput = new double[source.Count];
Deco.Batch(source.Values, spanOutput, shortP, longP);
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(batchTs.Values[i], spanOutput[i], Tolerance);
}
}
// ── H) Chainability ──
[Fact]
public void PubEvent_FiresOnUpdate()
{
var deco = new Deco(5, 10);
int firedCount = 0;
deco.Pub += (object? _, in TValueEventArgs _) => firedCount++;
deco.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Equal(1, firedCount);
}
[Fact]
public void Chained_Constructor_ReceivesEvents()
{
var src = new TSeries();
var deco = new Deco(src, 5, 10);
src.Add(new TValue(DateTime.UtcNow, 100.0));
src.Add(new TValue(DateTime.UtcNow.AddSeconds(1), 101.0));
src.Add(new TValue(DateTime.UtcNow.AddSeconds(2), 102.0));
Assert.True(double.IsFinite(deco.Last.Value));
}
// ── Additional: Oscillator behavior ──
[Fact]
public void ConstantInput_ProducesZeroOutput()
{
var deco = new Deco(5, 10);
for (int i = 0; i < 30; i++)
{
var result = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
if (i >= 2)
{
Assert.Equal(0.0, result.Value, Tolerance);
}
}
}
[Fact]
public void NonLinearInput_NonZeroOutput()
{
// Use quadratic input (non-zero second derivative) since HP filter
// removes linear trends (which have zero second derivative)
var deco = new Deco(5, 10);
TValue last = default;
for (int i = 0; i < 30; i++)
{
last = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * i * 0.1));
}
Assert.NotEqual(0.0, last.Value);
}
[Fact]
public void Calculate_ReturnsResultsAndIndicator()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 99);
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
var (results, indicator) = Deco.Calculate(source, 10, 20);
Assert.Equal(source.Count, results.Count);
Assert.True(indicator.IsHot);
}
[Fact]
public void Prime_InitializesState()
{
var deco = new Deco(5, 10);
double[] primeData = [100, 101, 102, 103, 104, 105, 106, 107, 108, 109, 110, 111];
deco.Prime(primeData);
Assert.True(deco.IsHot);
}
}
@@ -0,0 +1,174 @@
namespace QuanTAlib.Tests;
public class DecoValidationTests
{
private const double Tolerance = 1e-10;
[Fact]
public void StreamingMatchesBatch_DefaultParams()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
// Streaming
var deco = new Deco(30, 60);
var streaming = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
streaming[i] = deco.Update(source[i]).Value;
}
// Batch span
var batch = new double[source.Count];
Deco.Batch(source.Values, batch, 30, 60);
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(batch[i], streaming[i], Tolerance);
}
}
[Fact]
public void StreamingMatchesBatch_ShortPeriods()
{
var gbm = new GBM(startPrice: 50.0, mu: 0.01, sigma: 0.3, seed: 7);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
var deco = new Deco(5, 15);
var streaming = new double[source.Count];
for (int i = 0; i < source.Count; i++)
{
streaming[i] = deco.Update(source[i]).Value;
}
var batch = new double[source.Count];
Deco.Batch(source.Values, batch, 5, 15);
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(batch[i], streaming[i], Tolerance);
}
}
[Fact]
public void ConstantPrice_OscillatesAtZero()
{
var source = new TSeries();
for (int i = 0; i < 100; i++)
{
source.Add(new TValue(DateTime.UtcNow.AddSeconds(i), 50.0));
}
var deco = new Deco(10, 20);
for (int i = 0; i < source.Count; i++)
{
var result = deco.Update(source[i]);
if (i >= 2)
{
Assert.Equal(0.0, result.Value, Tolerance);
}
}
}
[Fact]
public void Deterministic_SameInputSameOutput()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 123);
var bars = gbm.Fetch(300, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
var deco1 = new Deco(10, 30);
var deco2 = new Deco(10, 30);
for (int i = 0; i < source.Count; i++)
{
var r1 = deco1.Update(source[i]);
var r2 = deco2.Update(source[i]);
Assert.Equal(r1.Value, r2.Value, Tolerance);
}
}
[Fact]
public void DirectionalCorrectness_UpTrend()
{
// Exponential growth produces non-zero HP output (linear ramp has zero second-difference)
var deco = new Deco(5, 10);
double lastVal = 0;
for (int i = 0; i < 50; i++)
{
var result = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 * Math.Exp(0.02 * i)));
lastVal = result.Value;
}
// Exponential uptrend produces non-zero DECO
Assert.NotEqual(0.0, lastVal);
}
[Fact]
public void SymmetryCheck_OppositeInputs()
{
// Sinusoidal inputs with opposite phase should produce opposite-sign DECO values
var decoUp = new Deco(5, 10);
var decoDown = new Deco(5, 10);
double lastUp = 0, lastDown = 0;
for (int i = 0; i < 60; i++)
{
double phase = 2.0 * Math.PI * i / 20.0; // period=20 bars
var rUp = decoUp.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + 10.0 * Math.Sin(phase)));
var rDown = decoDown.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 - 10.0 * Math.Sin(phase)));
lastUp = rUp.Value;
lastDown = rDown.Value;
}
// Opposite-phase sinusoidal inputs should produce opposite-sign DECO values
Assert.True(lastUp * lastDown < 0,
$"Expected opposite signs: up={lastUp}, down={lastDown}");
}
[Fact]
public void HpFilter_Components_SumCorrectly()
{
// Verify that the HP_long and HP_short filters produce sensible output:
// For constant input, both HP outputs should be zero, hence DECO = 0
var source = new double[50];
Array.Fill(source, 42.0);
var output = new double[50];
Deco.Batch(source, output, 10, 20);
for (int i = 0; i < 50; i++)
{
Assert.Equal(0.0, output[i], Tolerance);
}
}
[Fact]
public void LargeDataset_NoOverflow()
{
var gbm = new GBM(startPrice: 1000.0, mu: 0.1, sigma: 0.5, seed: 55);
var bars = gbm.Fetch(5000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
var output = new double[source.Count];
var ex = Record.Exception(() => Deco.Batch(source.Values, output, 30, 60));
Assert.Null(ex);
for (int i = 0; i < source.Count; i++)
{
Assert.True(double.IsFinite(output[i]), $"Non-finite at index {i}");
}
}
[Fact]
public void CalculateMethod_ReturnsConsistentResults()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
TSeries source = bars.Close;
var (results, indicator) = Deco.Calculate(source, 15, 30);
Assert.Equal(source.Count, results.Count);
Assert.True(indicator.IsHot);
Assert.True(double.IsFinite(results.Values[^1]));
}
}