mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 04:28:04 +00:00
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:
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public class DoscIndicatorTests
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{
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[Fact]
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public void DoscIndicator_Constructor_SetsDefaults()
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{
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var indicator = new DoscIndicator();
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Assert.Equal(14, indicator.RsiPeriod);
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Assert.Equal(5, indicator.Ema1Period);
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Assert.Equal(3, indicator.Ema2Period);
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Assert.Equal(9, indicator.SigPeriod);
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("DOSC - Derivative Oscillator", indicator.Name);
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Assert.True(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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}
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[Fact]
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public void DoscIndicator_MinHistoryDepths_EqualsZero()
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{
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var indicator = new DoscIndicator();
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Assert.Equal(0, DoscIndicator.MinHistoryDepths);
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Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
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}
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[Fact]
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public void DoscIndicator_ShortName_IncludesAllParams()
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{
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var indicator = new DoscIndicator { RsiPeriod = 10, Ema1Period = 4, Ema2Period = 2, SigPeriod = 7 };
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Assert.Contains("DOSC", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("4", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("2", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("7", indicator.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void DoscIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new DoscIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
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Assert.Contains("Dosc.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
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}
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[Fact]
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public void DoscIndicator_Initialize_CreatesInternalIndicator()
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{
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var indicator = new DoscIndicator { RsiPeriod = 14, Ema1Period = 5, Ema2Period = 3, SigPeriod = 9 };
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indicator.Initialize();
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// Single output line series
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void DoscIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new DoscIndicator { RsiPeriod = 3, Ema1Period = 2, Ema2Period = 2, SigPeriod = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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Assert.Equal(1, indicator.LinesSeries[0].Count);
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
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}
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[Fact]
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public void DoscIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new DoscIndicator { RsiPeriod = 3, Ema1Period = 2, Ema2Period = 2, SigPeriod = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void DoscIndicator_InternalIndicator_HandlesBarCorrection()
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{
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// Use alternating zigzag data so RSI is not a degenerate 100/0, ensuring DOSC != 0
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// and a large-drop correction produces a measurably different result.
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var ma = new Dosc(3, 2, 2, 3);
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var now = DateTime.UtcNow;
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double[] prices = [100, 102, 99, 103, 97, 104, 98, 105, 97, 106];
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for (int i = 0; i < prices.Length; i++)
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{
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ma.Update(new TValue(now.AddMinutes(i).Ticks, prices[i]), isNew: true);
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}
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double beforeCorrection = ma.Last.Value;
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// Correct last bar with a steep drop — RSI collapses, DOSC must change
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ma.Update(new TValue(now.AddMinutes(9).Ticks, 50), isNew: false);
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double afterCorrection = ma.Last.Value;
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Assert.NotEqual(beforeCorrection, afterCorrection);
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Assert.True(double.IsFinite(afterCorrection));
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}
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[Fact]
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public void DoscIndicator_DifferentSourceTypes()
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{
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foreach (SourceType sourceType in new[] { SourceType.Close, SourceType.Open, SourceType.High, SourceType.Low })
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{
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var indicator = new DoscIndicator();
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indicator.Source = sourceType;
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Assert.Equal(sourceType, indicator.Source);
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}
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}
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[Fact]
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public void DoscIndicator_MultipleHistoricalBars()
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{
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var indicator = new DoscIndicator { RsiPeriod = 5, Ema1Period = 3, Ema2Period = 2, SigPeriod = 4 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 30; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i);
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indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar));
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}
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Assert.Equal(30, indicator.LinesSeries[0].Count);
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for (int i = 0; i < 30; i++)
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{
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i)));
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}
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}
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[Fact]
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public void DoscIndicator_PeriodChange_UpdatesConfig()
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{
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var indicator = new DoscIndicator();
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indicator.RsiPeriod = 7;
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Assert.Equal(7, indicator.RsiPeriod);
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indicator.SigPeriod = 5;
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Assert.Equal(5, indicator.SigPeriod);
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}
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}
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@@ -0,0 +1,436 @@
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namespace QuanTAlib;
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public class DoscTests
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{
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private const int DefaultRsi = 14;
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private const int DefaultEma1 = 5;
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private const int DefaultEma2 = 3;
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private const int DefaultSig = 9;
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private const double Tolerance = 1e-12;
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private static TSeries MakeSeries(int count = 500)
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{
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var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.5, seed: 42);
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var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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return bars.Close;
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}
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// ========== A) Constructor Validation ==========
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[Fact]
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public void Constructor_ZeroRsiPeriod_ThrowsArgumentOutOfRangeException()
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{
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var ex = Assert.Throws<ArgumentOutOfRangeException>(() => new Dosc(rsiPeriod: 0));
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Assert.Equal("rsiPeriod", ex.ParamName);
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}
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[Fact]
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public void Constructor_NegativeRsiPeriod_ThrowsArgumentOutOfRangeException()
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{
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var ex = Assert.Throws<ArgumentOutOfRangeException>(() => new Dosc(rsiPeriod: -5));
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Assert.Equal("rsiPeriod", ex.ParamName);
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}
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[Fact]
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public void Constructor_ZeroEma1Period_ThrowsArgumentOutOfRangeException()
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{
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var ex = Assert.Throws<ArgumentOutOfRangeException>(() => new Dosc(rsiPeriod: 14, ema1Period: 0));
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Assert.Equal("ema1Period", ex.ParamName);
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}
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[Fact]
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public void Constructor_ZeroEma2Period_ThrowsArgumentOutOfRangeException()
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{
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var ex = Assert.Throws<ArgumentOutOfRangeException>(() => new Dosc(rsiPeriod: 14, ema1Period: 5, ema2Period: 0));
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Assert.Equal("ema2Period", ex.ParamName);
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}
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[Fact]
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public void Constructor_ZeroSigPeriod_ThrowsArgumentOutOfRangeException()
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{
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var ex = Assert.Throws<ArgumentOutOfRangeException>(() => new Dosc(rsiPeriod: 14, ema1Period: 5, ema2Period: 3, sigPeriod: 0));
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Assert.Equal("sigPeriod", ex.ParamName);
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}
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[Fact]
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public void Constructor_ValidDefaults_SetsNameAndWarmup()
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{
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var indicator = new Dosc();
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Assert.Equal("Dosc(14,5,3,9)", indicator.Name);
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Assert.Equal(14 + 9, indicator.WarmupPeriod); // rsiPeriod + sigPeriod
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}
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[Fact]
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public void Constructor_CustomParams_SetsName()
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{
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var indicator = new Dosc(rsiPeriod: 7, ema1Period: 3, ema2Period: 2, sigPeriod: 5);
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Assert.Equal("Dosc(7,3,2,5)", indicator.Name);
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}
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// ========== B) Basic Calculation ==========
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[Fact]
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public void Update_ReturnsTValue_WithValidProperties()
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{
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var indicator = new Dosc();
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var input = new TValue(DateTime.UtcNow, 100.0);
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TValue result = indicator.Update(input);
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Assert.Equal(input.Time, result.Time);
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Assert.True(double.IsFinite(result.Value));
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}
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[Fact]
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public void Update_AfterWarmup_IsHotBecomesTrue()
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{
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var indicator = new Dosc();
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Assert.False(indicator.IsHot);
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for (int i = 0; i < 500; i++)
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{
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indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.1));
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}
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Assert.True(indicator.IsHot);
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}
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[Fact]
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public void Update_LastProperty_MatchesReturnValue()
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{
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var indicator = new Dosc();
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TValue result = indicator.Update(new TValue(DateTime.UtcNow, 42.0));
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Assert.Equal(result.Value, indicator.Last.Value, Tolerance);
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}
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// ========== C) State + Bar Correction ==========
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[Fact]
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public void IsNew_True_AdvancesState()
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{
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var indicator = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
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// Warm up well past the period threshold
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for (int i = 0; i < DefaultRsi + DefaultSig + 10; i++)
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{
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indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.5), isNew: true);
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}
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TValue r1 = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 120.0), isNew: true);
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TValue r2 = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(51), 80.0), isNew: true);
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Assert.NotEqual(r1.Value, r2.Value);
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}
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[Fact]
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public void IsNew_False_RewritesCurrentBar()
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{
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var indicator = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
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for (int i = 0; i < 60; i++)
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{
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indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
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}
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indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(60), 200.0), isNew: true);
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double afterNew = indicator.Last.Value;
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indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(60), 150.0), isNew: false);
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double afterCorrection = indicator.Last.Value;
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Assert.NotEqual(afterNew, afterCorrection);
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}
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[Fact]
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public void IterativeCorrections_RestoreState()
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{
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var indicator = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
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TSeries data = MakeSeries();
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for (int i = 0; i < 50; i++)
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{
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indicator.Update(data[i], isNew: true);
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}
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indicator.Update(data[50], isNew: true);
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for (int j = 0; j < 5; j++)
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{
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indicator.Update(data[50], isNew: false);
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}
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double afterCorrections = indicator.Last.Value;
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var fresh = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
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for (int i = 0; i <= 50; i++)
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{
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fresh.Update(data[i], isNew: true);
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}
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Assert.Equal(fresh.Last.Value, afterCorrections, Tolerance);
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}
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[Fact]
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public void Reset_ClearsState()
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{
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var indicator = new Dosc();
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for (int i = 0; i < 100; i++)
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{
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indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
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}
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Assert.True(indicator.IsHot);
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indicator.Reset();
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Assert.False(indicator.IsHot);
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Assert.Equal(default, indicator.Last);
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}
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// ========== D) Warmup/Convergence ==========
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[Fact]
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public void IsHot_FlipsAtCorrectTime()
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{
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var indicator = new Dosc(rsiPeriod: 5, ema1Period: 3, ema2Period: 2, sigPeriod: 5);
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int hotAt = -1;
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for (int i = 0; i < 200; i++)
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{
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indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.1));
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if (indicator.IsHot && hotAt < 0)
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{
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hotAt = i;
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break;
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}
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}
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Assert.InRange(hotAt, 1, 200);
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}
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// ========== E) Robustness ==========
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[Fact]
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public void NaN_Input_UsesLastValidValue()
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{
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var indicator = new Dosc();
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for (int i = 0; i < 30; i++)
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{
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indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
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}
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TValue nanResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), double.NaN));
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Assert.True(double.IsFinite(nanResult.Value));
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}
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[Fact]
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public void Infinity_Input_UsesLastValidValue()
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{
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var indicator = new Dosc();
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for (int i = 0; i < 30; i++)
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{
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indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
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}
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TValue infResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), double.PositiveInfinity));
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Assert.True(double.IsFinite(infResult.Value));
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}
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[Fact]
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public void BatchNaN_DoesNotPropagate()
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{
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double[] source = new double[100];
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double[] output = new double[100];
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for (int i = 0; i < 100; i++)
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{
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source[i] = 100.0 + i * 0.5;
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}
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source[50] = double.NaN;
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source[51] = double.NaN;
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Dosc.Batch(source, output, 14, 5, 3, 9);
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for (int i = 0; i < 100; i++)
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{
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Assert.True(double.IsFinite(output[i]), $"Output[{i}] is not finite");
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}
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}
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// ========== F) Consistency (4 API modes) ==========
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[Fact]
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public void AllModes_ProduceSameResult()
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{
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int rsi = 7, e1 = 3, e2 = 2, sig = 5;
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TSeries data = MakeSeries();
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// 1. Batch (TSeries)
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TSeries batchResults = Dosc.Batch(data, rsi, e1, e2, sig);
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double expected = batchResults.Last.Value;
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// 2. Span batch
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var values = data.Values.ToArray();
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var spanOutput = new double[values.Length];
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Dosc.Batch(new ReadOnlySpan<double>(values), spanOutput, rsi, e1, e2, sig);
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double spanResult = spanOutput[^1];
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// 3. Streaming
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var streaming = new Dosc(rsi, e1, e2, sig);
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for (int i = 0; i < data.Count; i++)
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{
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streaming.Update(data[i]);
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}
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double streamingResult = streaming.Last.Value;
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// 4. Eventing
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var pubSource = new TSeries();
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var eventBased = new Dosc(pubSource, rsi, e1, e2, sig);
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for (int i = 0; i < data.Count; i++)
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{
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pubSource.Add(data[i]);
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}
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double eventingResult = eventBased.Last.Value;
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Assert.Equal(expected, spanResult, precision: 9);
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Assert.Equal(expected, streamingResult, precision: 9);
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Assert.Equal(expected, eventingResult, precision: 9);
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}
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// ========== G) Span API Tests ==========
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||||
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[Fact]
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public void SpanBatch_MismatchedLengths_ThrowsArgumentException()
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||||
{
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||||
double[] source = new double[10];
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||||
double[] output = new double[5];
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||||
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var ex = Assert.Throws<ArgumentException>(() => Dosc.Batch(source, output, 14, 5, 3, 9));
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Assert.Equal("output", ex.ParamName);
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}
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[Fact]
|
||||
public void SpanBatch_ZeroRsiPeriod_ThrowsArgumentOutOfRangeException()
|
||||
{
|
||||
double[] source = new double[10];
|
||||
double[] output = new double[10];
|
||||
|
||||
Assert.Throws<ArgumentOutOfRangeException>(() => Dosc.Batch(source, output, rsiPeriod: 0));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SpanBatch_ZeroSigPeriod_ThrowsArgumentOutOfRangeException()
|
||||
{
|
||||
double[] source = new double[10];
|
||||
double[] output = new double[10];
|
||||
|
||||
Assert.Throws<ArgumentOutOfRangeException>(() => Dosc.Batch(source, output, sigPeriod: 0));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SpanBatch_EmptyInput_ProducesNoException()
|
||||
{
|
||||
double[] source = Array.Empty<double>();
|
||||
double[] output = Array.Empty<double>();
|
||||
var ex = Record.Exception(() => Dosc.Batch(source, output, 14, 5, 3, 9));
|
||||
Assert.Null(ex);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SpanBatch_LargeData_DoesNotStackOverflow()
|
||||
{
|
||||
int size = 5000;
|
||||
double[] source = new double[size];
|
||||
double[] output = new double[size];
|
||||
|
||||
for (int i = 0; i < size; i++)
|
||||
{
|
||||
source[i] = 100.0 + i * 0.1;
|
||||
}
|
||||
|
||||
Dosc.Batch(source, output, 14, 5, 3, 9);
|
||||
Assert.True(double.IsFinite(output[size - 1]));
|
||||
}
|
||||
|
||||
// ========== H) Chainability ==========
|
||||
|
||||
[Fact]
|
||||
public void Pub_EventFires_OnUpdate()
|
||||
{
|
||||
var indicator = new Dosc();
|
||||
int eventCount = 0;
|
||||
|
||||
indicator.Pub += (object? sender, in TValueEventArgs args) => eventCount++;
|
||||
|
||||
for (int i = 0; i < 10; i++)
|
||||
{
|
||||
indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
|
||||
}
|
||||
|
||||
Assert.Equal(10, eventCount);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void EventBased_Chaining_Works()
|
||||
{
|
||||
var source = new TSeries();
|
||||
var indicator = new Dosc(source, 5, 3, 2, 4);
|
||||
|
||||
source.Add(new TValue(DateTime.UtcNow, 100));
|
||||
source.Add(new TValue(DateTime.UtcNow, 110));
|
||||
source.Add(new TValue(DateTime.UtcNow, 120));
|
||||
|
||||
Assert.True(double.IsFinite(indicator.Last.Value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Calculate_ReturnsHotIndicator()
|
||||
{
|
||||
TSeries data = MakeSeries();
|
||||
(TSeries results, Dosc indicator) = Dosc.Calculate(data);
|
||||
|
||||
Assert.Equal(data.Count, results.Count);
|
||||
Assert.True(indicator.IsHot);
|
||||
}
|
||||
|
||||
// ========== DOSC-specific: Oscillator behavior ==========
|
||||
|
||||
[Fact]
|
||||
public void ConstantInput_OutputConvergesToZero()
|
||||
{
|
||||
// With all constant input, RSI is constant, EMA1 == EMA2 == constant,
|
||||
// SMA signal converges to the same constant → DOSC → 0
|
||||
var indicator = new Dosc(rsiPeriod: 5, ema1Period: 3, ema2Period: 2, sigPeriod: 5);
|
||||
double lastResult = double.NaN;
|
||||
|
||||
for (int i = 0; i < 500; i++)
|
||||
{
|
||||
TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
|
||||
lastResult = r.Value;
|
||||
}
|
||||
|
||||
Assert.True(Math.Abs(lastResult) < 1e-6, $"Expected near-zero for constant input, got {lastResult}");
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void DoscProducesFiniteValues_OnGBMData()
|
||||
{
|
||||
var indicator = new Dosc();
|
||||
TSeries data = MakeSeries(200);
|
||||
|
||||
int nonFiniteCount = 0;
|
||||
for (int i = 0; i < data.Count; i++)
|
||||
{
|
||||
TValue r = indicator.Update(data[i]);
|
||||
if (!double.IsFinite(r.Value))
|
||||
{
|
||||
nonFiniteCount++;
|
||||
}
|
||||
}
|
||||
|
||||
Assert.Equal(0, nonFiniteCount);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,174 @@
|
||||
using Xunit;
|
||||
using Xunit.Abstractions;
|
||||
|
||||
namespace QuanTAlib.Tests;
|
||||
|
||||
public sealed class DoscValidationTests : IDisposable
|
||||
{
|
||||
private readonly ITestOutputHelper _output;
|
||||
private readonly ValidationTestData _testData;
|
||||
private const int DefaultRsi = 14;
|
||||
private const int DefaultEma1 = 5;
|
||||
private const int DefaultEma2 = 3;
|
||||
private const int DefaultSig = 9;
|
||||
|
||||
public DoscValidationTests(ITestOutputHelper output)
|
||||
{
|
||||
_output = output;
|
||||
_testData = new ValidationTestData(10000);
|
||||
}
|
||||
|
||||
public void Dispose()
|
||||
{
|
||||
_testData.Dispose();
|
||||
}
|
||||
|
||||
// ========== Self-consistency Validation ==========
|
||||
|
||||
[Fact]
|
||||
public void Dosc_BatchStreaming_Match()
|
||||
{
|
||||
var streaming = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
|
||||
var streamResults = new List<double>(_testData.Data.Count);
|
||||
for (int i = 0; i < _testData.Data.Count; i++)
|
||||
{
|
||||
TValue r = streaming.Update(_testData.Data[i], isNew: true);
|
||||
streamResults.Add(r.Value);
|
||||
}
|
||||
|
||||
TSeries batchResults = Dosc.Batch(_testData.Data, DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
|
||||
|
||||
int mismatchCount = 0;
|
||||
double maxDiff = 0;
|
||||
for (int i = 0; i < streamResults.Count; i++)
|
||||
{
|
||||
double diff = Math.Abs(streamResults[i] - batchResults[i].Value);
|
||||
if (diff > 1e-10)
|
||||
{
|
||||
mismatchCount++;
|
||||
maxDiff = Math.Max(maxDiff, diff);
|
||||
}
|
||||
}
|
||||
|
||||
_output.WriteLine($"Dosc({DefaultRsi},{DefaultEma1},{DefaultEma2},{DefaultSig}) Batch vs Streaming: {mismatchCount} mismatches, max diff = {maxDiff:E3}");
|
||||
Assert.Equal(0, mismatchCount);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Dosc_SpanBatch_MatchesStreaming()
|
||||
{
|
||||
var streaming = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
|
||||
var streamResults = new List<double>(_testData.Data.Count);
|
||||
for (int i = 0; i < _testData.Data.Count; i++)
|
||||
{
|
||||
TValue r = streaming.Update(_testData.Data[i], isNew: true);
|
||||
streamResults.Add(r.Value);
|
||||
}
|
||||
|
||||
double[] output = new double[_testData.Data.Count];
|
||||
Dosc.Batch(_testData.Data.Values, output, DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
|
||||
|
||||
int mismatchCount = 0;
|
||||
double maxDiff = 0;
|
||||
for (int i = 0; i < streamResults.Count; i++)
|
||||
{
|
||||
double diff = Math.Abs(streamResults[i] - output[i]);
|
||||
if (diff > 1e-10)
|
||||
{
|
||||
mismatchCount++;
|
||||
maxDiff = Math.Max(maxDiff, diff);
|
||||
}
|
||||
}
|
||||
|
||||
_output.WriteLine($"Dosc({DefaultRsi},{DefaultEma1},{DefaultEma2},{DefaultSig}) Span vs Streaming: {mismatchCount} mismatches, max diff = {maxDiff:E3}");
|
||||
Assert.Equal(0, mismatchCount);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Dosc_DifferentParams_ProduceDifferentResults()
|
||||
{
|
||||
TSeries result1 = Dosc.Batch(_testData.Data, rsiPeriod: 7, ema1Period: 3, ema2Period: 2, sigPeriod: 5);
|
||||
TSeries result2 = Dosc.Batch(_testData.Data, rsiPeriod: 14, ema1Period: 5, ema2Period: 3, sigPeriod: 9);
|
||||
|
||||
int lastIdx = _testData.Data.Count - 1;
|
||||
_output.WriteLine($"Dosc(7,3,2,5) last = {result1[lastIdx].Value:F6}");
|
||||
_output.WriteLine($"Dosc(14,5,3,9) last = {result2[lastIdx].Value:F6}");
|
||||
|
||||
Assert.NotEqual(result1[lastIdx].Value, result2[lastIdx].Value);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Dosc_ConstantInput_ConvergesToZero()
|
||||
{
|
||||
var indicator = new Dosc(rsiPeriod: 5, ema1Period: 3, ema2Period: 2, sigPeriod: 5);
|
||||
double constantVal = 100.0;
|
||||
|
||||
double lastResult = double.NaN;
|
||||
for (int i = 0; i < 1000; i++)
|
||||
{
|
||||
TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), constantVal));
|
||||
lastResult = r.Value;
|
||||
}
|
||||
|
||||
_output.WriteLine($"Dosc(5,3,2,5) constant input result after 1000 bars: {lastResult:E6}");
|
||||
Assert.True(Math.Abs(lastResult) < 1e-6, $"Expected near-zero for constant input, got {lastResult}");
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Dosc_Calculate_ReturnsHotIndicator()
|
||||
{
|
||||
(TSeries results, Dosc indicator) = Dosc.Calculate(_testData.Data, DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
|
||||
|
||||
Assert.Equal(_testData.Data.Count, results.Count);
|
||||
Assert.True(indicator.IsHot);
|
||||
|
||||
TValue next = indicator.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
|
||||
Assert.True(double.IsFinite(next.Value));
|
||||
|
||||
_output.WriteLine($"Dosc Calculate: {results.Count} bars, last = {results[results.Count - 1].Value:F6}");
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Dosc_BarCorrection_ProducesConsistentResults()
|
||||
{
|
||||
var reference = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
|
||||
for (int i = 0; i < 100; i++)
|
||||
{
|
||||
reference.Update(_testData.Data[i], isNew: true);
|
||||
}
|
||||
reference.Update(new TValue(DateTime.UtcNow, 50.0), isNew: true);
|
||||
double referenceVal = reference.Last.Value;
|
||||
|
||||
var test = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
|
||||
for (int i = 0; i < 100; i++)
|
||||
{
|
||||
test.Update(_testData.Data[i], isNew: true);
|
||||
}
|
||||
test.Update(new TValue(DateTime.UtcNow, 999.0), isNew: true); // wrong
|
||||
test.Update(new TValue(DateTime.UtcNow, 50.0), isNew: false); // correct
|
||||
double testVal = test.Last.Value;
|
||||
|
||||
_output.WriteLine($"Reference: {referenceVal:F10}, Corrected: {testVal:F10}");
|
||||
Assert.Equal(referenceVal, testVal, 1e-10);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Dosc_SubsetValidation_StableBehavior()
|
||||
{
|
||||
using var subset = _testData.CreateSubset(200);
|
||||
|
||||
TSeries results = Dosc.Batch(subset.Data, DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
|
||||
|
||||
int nanCount = 0;
|
||||
for (int i = 0; i < results.Count; i++)
|
||||
{
|
||||
if (!double.IsFinite(results[i].Value))
|
||||
{
|
||||
nanCount++;
|
||||
}
|
||||
}
|
||||
|
||||
_output.WriteLine($"Dosc on 200-bar subset: {nanCount} non-finite values");
|
||||
Assert.Equal(0, nanCount);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user