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 +1,138 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public sealed class KstIndicatorTests
{
[Fact]
public void KstIndicator_Constructor_SetsDefaults()
{
var indicator = new KstIndicator();
Assert.Equal(10, indicator.R1);
Assert.Equal(15, indicator.R2);
Assert.Equal(20, indicator.R3);
Assert.Equal(30, indicator.R4);
Assert.Equal(10, indicator.S1);
Assert.Equal(10, indicator.S2);
Assert.Equal(10, indicator.S3);
Assert.Equal(15, indicator.S4);
Assert.Equal(9, indicator.SignalPeriod);
Assert.True(indicator.ShowColdValues);
Assert.Equal("KST - Know Sure Thing Oscillator", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void KstIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new KstIndicator();
Assert.Equal(0, KstIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void KstIndicator_ShortName_IncludesParameters()
{
var indicator = new KstIndicator { R1 = 10, R2 = 15, R3 = 20, R4 = 30 };
indicator.Initialize();
Assert.Contains("KST", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void KstIndicator_SourceCodeLink_IsValid()
{
var indicator = new KstIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Kst", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void KstIndicator_Initialize_CreatesTwoLineSeries()
{
var indicator = new KstIndicator { R1 = 5, R2 = 7, R3 = 9, R4 = 11 };
indicator.Initialize();
// KST line + Signal line
Assert.Equal(2, indicator.LinesSeries.Count);
}
[Fact]
public void KstIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new KstIndicator { R1 = 3, R2 = 4, R3 = 5, R4 = 6, S1 = 2, S2 = 2, S3 = 2, S4 = 2, SignalPeriod = 2 };
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 kst = indicator.LinesSeries[0].GetValue(0);
double sig = indicator.LinesSeries[1].GetValue(0);
Assert.True(double.IsFinite(kst));
Assert.True(double.IsFinite(sig));
}
[Fact]
public void KstIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new KstIndicator { R1 = 3, R2 = 4, R3 = 5, R4 = 6, S1 = 2, S2 = 2, S3 = 2, S4 = 2, SignalPeriod = 2 };
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 kst = indicator.LinesSeries[0].GetValue(0);
double sig = indicator.LinesSeries[1].GetValue(0);
Assert.True(double.IsFinite(kst));
Assert.True(double.IsFinite(sig));
}
[Fact]
public void KstIndicator_DifferentSourceTypes_ProcessCorrectly()
{
foreach (var sourceType in new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close })
{
var indicator = new KstIndicator
{
R1 = 3, R2 = 4, R3 = 5, R4 = 6,
S1 = 2, S2 = 2, S3 = 2, S4 = 2,
SignalPeriod = 2,
Source = sourceType
};
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 20; 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)));
Assert.True(double.IsFinite(indicator.LinesSeries[1].GetValue(0)));
}
}
}
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using Xunit;
namespace QuanTAlib.Tests;
// ── A) Constructor Validation ────────────────────────────────────────────────
public sealed class KstConstructorTests
{
[Fact]
public void Constructor_ZeroR1_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Kst(r1: 0));
Assert.Equal("r1", ex.ParamName);
}
[Fact]
public void Constructor_NegativeR2_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Kst(r2: -1));
Assert.Equal("r2", ex.ParamName);
}
[Fact]
public void Constructor_ZeroR3_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Kst(r3: 0));
Assert.Equal("r3", ex.ParamName);
}
[Fact]
public void Constructor_ZeroR4_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Kst(r4: 0));
Assert.Equal("r4", ex.ParamName);
}
[Fact]
public void Constructor_ZeroS1_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Kst(s1: 0));
Assert.Equal("s1", ex.ParamName);
}
[Fact]
public void Constructor_ZeroS4_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Kst(s4: 0));
Assert.Equal("s4", ex.ParamName);
}
[Fact]
public void Constructor_ZeroSigPeriod_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Kst(sigPeriod: 0));
Assert.Equal("sigPeriod", ex.ParamName);
}
[Fact]
public void Constructor_Defaults_Creates()
{
var kst = new Kst();
Assert.NotNull(kst);
Assert.Contains("Kst", kst.Name, StringComparison.Ordinal);
}
[Fact]
public void Constructor_WarmupPeriod_IsPositive()
{
var kst = new Kst();
Assert.True(kst.WarmupPeriod > 0);
}
[Fact]
public void Constructor_CustomParams_NameReflectsThem()
{
var kst = new Kst(r1: 5, r2: 8, r3: 10, r4: 15, s1: 3, s2: 3, s3: 3, s4: 5, sigPeriod: 4);
Assert.Contains("5", kst.Name, StringComparison.Ordinal);
Assert.Contains("4", kst.Name, StringComparison.Ordinal);
}
}
// ── B) Basic Calculation ─────────────────────────────────────────────────────
public sealed class KstBasicTests
{
[Fact]
public void BasicCalculation_DoesNotCrash()
{
var kst = new Kst();
var result = kst.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Equal(result.Value, kst.Last.Value);
}
[Fact]
public void FirstBar_OutputIsFinite()
{
var kst = new Kst();
var result = kst.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Signal_IsFiniteAfterFirstBar()
{
var kst = new Kst();
kst.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.True(double.IsFinite(kst.Signal.Value));
}
[Fact]
public void Name_Available()
{
var kst = new Kst();
Assert.False(string.IsNullOrEmpty(kst.Name));
}
[Fact]
public void Last_IsAccessible()
{
var kst = new Kst(r1: 3, r2: 5, r3: 7, r4: 9, s1: 3, s2: 3, s3: 3, s4: 3, sigPeriod: 3);
for (int i = 0; i < 20; i++)
{
kst.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
Assert.True(double.IsFinite(kst.Last.Value));
Assert.True(double.IsFinite(kst.KstValue.Value));
Assert.True(double.IsFinite(kst.Signal.Value));
}
[Fact]
public void ConstantPrice_KstIsZero()
{
// All ROC = 0 → KST = 0
var kst = new Kst(r1: 2, r2: 3, r3: 4, r4: 5, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
for (int i = 0; i < 20; i++)
{
kst.Update(new TValue(DateTime.UtcNow, 100.0));
}
Assert.Equal(0.0, kst.KstValue.Value, 1e-10);
Assert.Equal(0.0, kst.Signal.Value, 1e-10);
}
}
// ── C) State + Bar Correction ────────────────────────────────────────────────
public sealed class KstBarCorrectionTests
{
[Fact]
public void IsNew_True_AdvancesState()
{
var kst = new Kst(r1: 3, r2: 4, r3: 5, r4: 6, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
for (int i = 0; i < 5; i++)
{
kst.Update(new TValue(DateTime.UtcNow, 100.0 + i * 2), isNew: true);
}
double val1 = kst.Last.Value;
kst.Update(new TValue(DateTime.UtcNow, 110.0), isNew: true);
double val2 = kst.Last.Value;
Assert.True(double.IsFinite(val1));
Assert.True(double.IsFinite(val2));
}
[Fact]
public void IsNew_False_Rollback()
{
var kst = new Kst(r1: 3, r2: 4, r3: 5, r4: 6, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
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);
kst.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 = kst.Update(originalInput, isNew: true);
// Overwrite with different value
kst.Update(new TValue(nextBar.Time, nextBar.Close + 50), isNew: false);
// Restore original → must match
var restored = kst.Update(originalInput, isNew: false);
Assert.Equal(val1.Value, restored.Value, 1e-10);
}
[Fact]
public void IterativeCorrections_RestoreToOriginalState()
{
var kst = new Kst(r1: 3, r2: 4, r3: 5, r4: 6, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
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);
kst.Update(twentyInput, isNew: true);
}
double stateAfterTwenty = kst.Last.Value;
for (int i = 0; i < 9; i++)
{
var bar = gbm.Next(isNew: false);
kst.Update(new TValue(bar.Time, bar.Close), isNew: false);
}
var finalResult = kst.Update(twentyInput, isNew: false);
Assert.Equal(stateAfterTwenty, finalResult.Value, 1e-10);
}
[Fact]
public void Reset_ClearsState()
{
var kst = new Kst(r1: 3, r2: 4, r3: 5, r4: 6, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
for (int i = 0; i < 20; i++)
{
kst.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
kst.Reset();
Assert.False(kst.IsHot);
Assert.Equal(0.0, kst.Last.Value);
}
}
// ── D) Warmup / Convergence ──────────────────────────────────────────────────
public sealed class KstWarmupTests
{
[Fact]
public void IsHot_InitiallyFalse()
{
var kst = new Kst();
Assert.False(kst.IsHot);
}
[Fact]
public void IsHot_BecomesTrueAfterWarmupPeriodBars()
{
var kst = new Kst(r1: 3, r2: 4, r3: 5, r4: 6, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
int warmup = kst.WarmupPeriod;
for (int i = 1; i < warmup; i++)
{
kst.Update(new TValue(DateTime.UtcNow, 100.0 + i));
Assert.False(kst.IsHot, $"Should not be hot at bar {i} (need {warmup})");
}
kst.Update(new TValue(DateTime.UtcNow, 100.0 + warmup));
Assert.True(kst.IsHot);
}
[Fact]
public void WarmupPeriod_DependsOnParameters()
{
var kst1 = new Kst(r1: 3, r2: 4, r3: 5, r4: 6, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
var kst2 = new Kst(r1: 5, r2: 8, r3: 10, r4: 15, s1: 5, s2: 5, s3: 5, s4: 5, sigPeriod: 5);
Assert.True(kst2.WarmupPeriod > kst1.WarmupPeriod);
}
}
// ── E) Robustness ────────────────────────────────────────────────────────────
public sealed class KstRobustnessTests
{
[Fact]
public void NaN_UsesLastValidValue()
{
var kst = new Kst(r1: 2, r2: 3, r3: 4, r4: 5, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
for (int i = 0; i < 10; i++)
{
kst.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
kst.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.True(double.IsFinite(kst.Last.Value), "NaN input should not produce NaN output");
}
[Fact]
public void PositiveInfinity_UsesLastValidValue()
{
var kst = new Kst(r1: 2, r2: 3, r3: 4, r4: 5, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
for (int i = 0; i < 10; i++)
{
kst.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
kst.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
Assert.True(double.IsFinite(kst.Last.Value));
}
[Fact]
public void BatchNaN_SafeOutput()
{
var kst = new Kst(r1: 2, r2: 3, r3: 4, r4: 5, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
kst.Update(new TValue(DateTime.UtcNow, 100.0));
for (int i = 0; i < 5; i++)
{
kst.Update(new TValue(DateTime.UtcNow, double.NaN));
}
kst.Update(new TValue(DateTime.UtcNow, 110.0));
Assert.True(double.IsFinite(kst.Last.Value));
}
}
// ── F) Consistency (all 4 API modes agree) ───────────────────────────────────
public sealed class KstConsistencyTests
{
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 r1 = 3, r2 = 4, r3 = 5, r4 = 6, s1 = 2, s2 = 2, s3 = 2, s4 = 2, sig = 2;
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 7);
int count = 50;
var prices = new double[count];
for (int i = 0; i < count; i++) { prices[i] = gbm.Next(isNew: true).Close; }
// Streaming
var kstStream = new Kst(r1, r2, r3, r4, s1, s2, s3, s4, sig);
var streamK = new double[count];
var streamS = new double[count];
for (int i = 0; i < count; i++)
{
kstStream.Update(new TValue(DateTime.UtcNow.AddSeconds(i), prices[i]));
streamK[i] = kstStream.KstValue.Value;
streamS[i] = kstStream.Signal.Value;
}
// Batch TSeries
var series = MakeSeries(prices);
var kstBatch = new Kst(r1, r2, r3, r4, s1, s2, s3, s4, sig);
var (batchK, batchSig) = kstBatch.Update(series);
for (int i = 0; i < count; i++)
{
Assert.Equal(streamK[i], batchK.Values[i], 1e-9);
Assert.Equal(streamS[i], batchSig.Values[i], 1e-9);
}
}
[Fact]
public void Span_Equals_Streaming()
{
int r1 = 3, r2 = 4, r3 = 5, r4 = 6, s1 = 2, s2 = 2, s3 = 2, s4 = 2, sig = 2;
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 spanK = new double[count];
var spanS = new double[count];
Kst.Batch(prices, spanK, spanS, r1, r2, r3, r4, s1, s2, s3, s4, sig);
// Streaming
var kstStream = new Kst(r1, r2, r3, r4, s1, s2, s3, s4, sig);
for (int i = 0; i < count; i++)
{
kstStream.Update(new TValue(DateTime.UtcNow.AddSeconds(i), prices[i]));
Assert.Equal(spanK[i], kstStream.KstValue.Value, 1e-9);
Assert.Equal(spanS[i], kstStream.Signal.Value, 1e-9);
}
}
[Fact]
public void Eventing_Equals_Manual_Streaming()
{
int r1 = 3, r2 = 4, r3 = 5, r4 = 6, s1 = 2, s2 = 2, s3 = 2, s4 = 2, sig = 2;
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 into kstEvent
var kstEvent = new Kst(series, r1, r2, r3, r4, s1, s2, s3, s4, sig);
for (int i = 0; i < 30; i++)
{
var bar = gbm.Next(isNew: true);
series.Add(new TValue(bar.Time, bar.Close), isNew: true);
}
double eventLast = kstEvent.Last.Value;
// Manual streaming (replay same data)
var kstManual = new Kst(r1, r2, r3, r4, s1, s2, s3, s4, sig);
foreach (var tv in series)
{
kstManual.Update(tv, isNew: true);
}
Assert.Equal(eventLast, kstManual.Last.Value, 1e-9);
}
}
// ── G) Span API Tests ────────────────────────────────────────────────────────
public sealed class KstSpanTests
{
[Fact]
public void Span_MismatchedOutputLength_ThrowsArgumentException()
{
double[] src = [1, 2, 3, 4, 5];
double[] kstOut = new double[5];
double[] sigOut = new double[4]; // wrong length
var ex = Assert.Throws<ArgumentException>(() =>
Kst.Batch(src, kstOut, sigOut));
Assert.Equal("sigOut", ex.ParamName);
}
[Fact]
public void Span_MismatchedKstOutputLength_ThrowsArgumentException()
{
double[] src = [1, 2, 3, 4, 5];
double[] kstOut = new double[4]; // wrong length
double[] sigOut = new double[5];
var ex = Assert.Throws<ArgumentException>(() =>
Kst.Batch(src, kstOut, sigOut));
Assert.Equal("kstOut", ex.ParamName);
}
[Fact]
public void Span_ZeroR1_ThrowsArgumentException()
{
double[] src = [1, 2, 3];
double[] k = new double[3];
double[] s = new double[3];
var ex = Assert.Throws<ArgumentException>(() =>
Kst.Batch(src, k, s, r1: 0));
Assert.Equal("r1", ex.ParamName);
}
[Fact]
public void Span_EmptyInput_NoException()
{
double[] src = [];
double[] k = [];
double[] s = [];
Kst.Batch(src, k, s); // should not throw
Assert.Empty(src);
}
[Fact]
public void Span_NaNInput_SafeOutput()
{
var prices = new double[50];
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 99);
for (int i = 0; i < 50; i++) { prices[i] = gbm.Next(isNew: true).Close; }
prices[10] = double.NaN;
prices[20] = double.PositiveInfinity;
var kOut = new double[50];
var sOut = new double[50];
Kst.Batch(prices, kOut, sOut, r1: 3, r2: 4, r3: 5, r4: 6, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
foreach (var v in kOut) { Assert.True(double.IsFinite(v)); }
foreach (var v in sOut) { 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 kOut = new double[n];
var sOut = new double[n];
Kst.Batch(prices, kOut, sOut); // default periods, large array
Assert.True(double.IsFinite(kOut[^1]));
}
}
// ── H) Chainability ──────────────────────────────────────────────────────────
public sealed class KstChainabilityTests
{
[Fact]
public void Pub_Fires_OnUpdate()
{
var kst = new Kst(r1: 2, r2: 3, r3: 4, r4: 5, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
int fireCount = 0;
kst.Pub += (object? _, in TValueEventArgs _e) => fireCount++;
for (int i = 0; i < 5; i++)
{
kst.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 kst = new Kst(series,
r1: 2, r2: 3, r3: 4, r4: 5,
s1: 2, s2: 2, s3: 2, s4: 2,
sigPeriod: 2);
for (int i = 0; i < 20; i++)
{
var bar = gbm.Next(isNew: true);
series.Add(new TValue(bar.Time, bar.Close), isNew: true);
}
Assert.True(double.IsFinite(kst.Last.Value));
Assert.True(double.IsFinite(kst.Signal.Value));
}
}
@@ -0,0 +1,237 @@
using Xunit;
using Xunit.Abstractions;
namespace QuanTAlib.Tests;
/// <summary>
/// KST Validation Tests.
/// No external library (TA-Lib, Skender, Tulip, Ooples) implements KST with
/// the Pring default parameters (r=10/15/20/30, s=10/10/10/15), so we use
/// self-consistency checks: batch==streaming==span, directional correctness,
/// and component identity verification.
/// </summary>
public sealed class KstValidationTests(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[] r = [3, 5, 7, 9];
int[] s = [2, 2, 2, 3];
int sig = 2;
double[] prices = GeneratePrices(200);
// Streaming
var kstStream = new Kst(r[0], r[1], r[2], r[3], s[0], s[1], s[2], s[3], sig);
var streamK = new double[prices.Length];
var streamS = new double[prices.Length];
for (int i = 0; i < prices.Length; i++)
{
kstStream.Update(new TValue(DateTime.UtcNow.AddSeconds(i), prices[i]));
streamK[i] = kstStream.KstValue.Value;
streamS[i] = kstStream.Signal.Value;
}
// Batch TSeries
var series = MakeSeries(prices);
var kstBatch = new Kst(r[0], r[1], r[2], r[3], s[0], s[1], s[2], s[3], sig);
var (bK, bS) = kstBatch.Update(series);
for (int i = 0; i < prices.Length; i++)
{
Assert.Equal(streamK[i], bK.Values[i], 1e-6);
Assert.Equal(streamS[i], bS.Values[i], 1e-6);
}
_output.WriteLine("KST Streaming == Batch(TSeries): PASSED");
}
// ── B) Batch(TSeries) == Span ─────────────────────────────────────────────
[Fact]
public void Validate_Batch_Equals_Span()
{
int r1 = 3, r2 = 5, r3 = 7, r4 = 9, s1 = 2, s2 = 2, s3 = 2, s4 = 3, sig = 2;
double[] prices = GeneratePrices(200, seed: 77);
// Span
var spanK = new double[prices.Length];
var spanS = new double[prices.Length];
Kst.Batch(prices, spanK, spanS, r1, r2, r3, r4, s1, s2, s3, s4, sig);
// Batch TSeries
var series = MakeSeries(prices);
var (bK, bS) = Kst.Batch(series, r1, r2, r3, r4, s1, s2, s3, s4, sig);
for (int i = 0; i < prices.Length; i++)
{
Assert.Equal(spanK[i], bK.Values[i], 1e-9);
Assert.Equal(spanS[i], bS.Values[i], 1e-9);
}
_output.WriteLine("KST Batch(TSeries) == Span: PASSED");
}
// ── C) Rising prices → positive ROC → positive KST ────────────────────────
[Fact]
public void Validate_StrictlyRising_KstPositive()
{
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; } // constant rise
var spanK = new double[n];
var spanS = new double[n];
Kst.Batch(prices, spanK, spanS, r1: 5, r2: 7, r3: 9, r4: 11, s1: 3, s2: 3, s3: 3, s4: 3, sigPeriod: 3);
// Once warmed up the KST should be positive (all ROC > 0)
int warmup = new Kst(5, 7, 9, 11, 3, 3, 3, 3, 3).WarmupPeriod;
for (int i = warmup; i < n; i++)
{
Assert.True(spanK[i] > 0, $"KST should be positive at index {i}, got {spanK[i]}");
}
_output.WriteLine("KST directional correctness (rising price → positive KST): PASSED");
}
// ── D) Falling prices → negative KST ─────────────────────────────────────
[Fact]
public void Validate_StrictlyFalling_KstNegative()
{
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; } // constant fall
var spanK = new double[n];
var spanS = new double[n];
Kst.Batch(prices, spanK, spanS, r1: 5, r2: 7, r3: 9, r4: 11, s1: 3, s2: 3, s3: 3, s4: 3, sigPeriod: 3);
int warmup = new Kst(5, 7, 9, 11, 3, 3, 3, 3, 3).WarmupPeriod;
for (int i = warmup; i < n; i++)
{
Assert.True(spanK[i] < 0, $"KST should be negative at index {i}, got {spanK[i]}");
}
_output.WriteLine("KST directional correctness (falling price → negative KST): PASSED");
}
// ── E) Constant price → KST = 0 and Signal = 0 ───────────────────────────
[Fact]
public void Validate_ConstantPrice_KstZero()
{
int n = 80;
double[] prices = new double[n];
Array.Fill(prices, 100.0);
var spanK = new double[n];
var spanS = new double[n];
Kst.Batch(prices, spanK, spanS, r1: 5, r2: 7, r3: 9, r4: 11, s1: 3, s2: 3, s3: 3, s4: 3, sigPeriod: 3);
// All ROC = 0, so KST = 0 and Signal = 0
for (int i = 0; i < n; i++)
{
Assert.Equal(0.0, spanK[i], 1e-10);
Assert.Equal(0.0, spanS[i], 1e-10);
}
_output.WriteLine("KST constant price → KST=0, Signal=0: PASSED");
}
// ── F) Default parameters (Pring spec) produce finite values ─────────────
[Fact]
public void Validate_DefaultParameters_FiniteOutput()
{
double[] prices = GeneratePrices(500, seed: 123);
var spanK = new double[prices.Length];
var spanS = new double[prices.Length];
Kst.Batch(prices, spanK, spanS); // all defaults
int warmup = new Kst().WarmupPeriod;
for (int i = warmup; i < prices.Length; i++)
{
Assert.True(double.IsFinite(spanK[i]), $"KST[{i}] not finite: {spanK[i]}");
Assert.True(double.IsFinite(spanS[i]), $"Signal[{i}] not finite: {spanS[i]}");
}
_output.WriteLine($"KST default parameters (warmup={warmup}), 500 bars: all finite. PASSED");
}
// ── G) Signal lags KST (SMA smoothing effect) ────────────────────────────
[Fact]
public void Validate_Signal_LooksLikeSmoothedKst()
{
// A sharp rise then fall in KST leaves signal trailing behind
int r1 = 3, r2 = 4, r3 = 5, r4 = 6, s1 = 2, s2 = 2, s3 = 2, s4 = 2, sigPeriod = 4;
double[] prices = GeneratePrices(80, seed: 55);
var spanK = new double[prices.Length];
var spanS = new double[prices.Length];
Kst.Batch(prices, spanK, spanS, r1, r2, r3, r4, s1, s2, s3, s4, sigPeriod);
// Signal should not be identical to KST (it is a smoothed version)
int warmup = new Kst(r1, r2, r3, r4, s1, s2, s3, s4, sigPeriod).WarmupPeriod;
bool anyDifferent = false;
for (int i = warmup; i < prices.Length; i++)
{
if (Math.Abs(spanK[i] - spanS[i]) > 1e-10)
{
anyDifferent = true;
break;
}
}
Assert.True(anyDifferent, "Signal should differ from KST (it is a smoothed version)");
_output.WriteLine("KST Signal ≠ KST (smoothing effect verified): PASSED");
}
// ── H) Multiple parameter sets produce distinct results ───────────────────
[Fact]
public void Validate_DifferentParams_ProduceDifferentResults()
{
double[] prices = GeneratePrices(100, seed: 88);
var k1 = new double[prices.Length]; var s1a = new double[prices.Length];
var k2 = new double[prices.Length]; var s2a = new double[prices.Length];
Kst.Batch(prices, k1, s1a, r1: 3, r2: 4, r3: 5, r4: 6, s1: 2, s2: 2, s3: 2, s4: 2, sigPeriod: 2);
Kst.Batch(prices, k2, s2a, r1: 5, r2: 8, r3: 11, r4: 14, s1: 4, s2: 4, s3: 4, s4: 4, sigPeriod: 4);
int warmup = Math.Max(
new Kst(3, 4, 5, 6, 2, 2, 2, 2, 2).WarmupPeriod,
new Kst(5, 8, 11, 14, 4, 4, 4, 4, 4).WarmupPeriod);
bool anyDifferent = false;
for (int i = warmup; i < prices.Length; i++)
{
if (Math.Abs(k1[i] - k2[i]) > 1e-6) { anyDifferent = true; break; }
}
Assert.True(anyDifferent, "Different parameters should produce different KST values");
_output.WriteLine("KST different parameters → different results: PASSED");
}
}