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 +1,155 @@
using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public class ReflexIndicatorTests
{
[Fact]
public void ReflexIndicator_Constructor_SetsDefaults()
{
var indicator = new ReflexIndicator();
Assert.Equal(20, indicator.Period);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("REFLEX - Ehlers Reflex Indicator", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void ReflexIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new ReflexIndicator();
Assert.Equal(0, ReflexIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void ReflexIndicator_ShortName_IncludesPeriodAndSource()
{
var indicator = new ReflexIndicator { Period = 30 };
Assert.Contains("REFLEX", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("30", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void ReflexIndicator_SourceCodeLink_IsValid()
{
var indicator = new ReflexIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Reflex.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void ReflexIndicator_Initialize_CreatesInternalIndicator()
{
var indicator = new ReflexIndicator { Period = 20 };
indicator.Initialize();
// After init, one line series should exist (Reflex is single output)
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void ReflexIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new ReflexIndicator { Period = 3 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
Assert.Equal(1, indicator.LinesSeries[0].Count);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
[Fact]
public void ReflexIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new ReflexIndicator { Period = 3 };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void ReflexIndicator_InternalIndicator_HandlesBarCorrection()
{
// Test the underlying Reflex with isNew=false (bar correction)
var ma = new Reflex(3);
var now = DateTime.UtcNow;
for (int i = 0; i < 10; i++)
{
ma.Update(new TValue(now.AddMinutes(i).Ticks, 100 + i), isNew: true);
}
double beforeCorrection = ma.Last.Value;
// Correct last bar with a very different value
ma.Update(new TValue(now.AddMinutes(9).Ticks, 200), isNew: false);
double afterCorrection = ma.Last.Value;
Assert.NotEqual(beforeCorrection, afterCorrection);
Assert.True(double.IsFinite(afterCorrection));
}
[Fact]
public void ReflexIndicator_DifferentSourceTypes()
{
foreach (SourceType sourceType in new[] { SourceType.Close, SourceType.Open, SourceType.High, SourceType.Low })
{
var indicator = new ReflexIndicator();
indicator.Source = sourceType;
Assert.Equal(sourceType, indicator.Source);
}
}
[Fact]
public void ReflexIndicator_MultipleHistoricalBars()
{
var indicator = new ReflexIndicator { Period = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i);
indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar));
}
Assert.Equal(20, indicator.LinesSeries[0].Count);
// All values should be finite
for (int i = 0; i < 20; i++)
{
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i)));
}
}
[Fact]
public void ReflexIndicator_PeriodChange_UpdatesConfig()
{
var indicator = new ReflexIndicator();
indicator.Period = 25;
Assert.Equal(25, indicator.Period);
indicator.Period = 50;
Assert.Equal(50, indicator.Period);
}
}
@@ -0,0 +1,436 @@
namespace QuanTAlib;
public class ReflexTests
{
private const int DefaultPeriod = 20;
private const double Tolerance = 1e-12;
private static TSeries MakeSeries(int count = 500)
{
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.5, seed: 42);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
return bars.Close;
}
// ========== A) Constructor Validation ==========
[Fact]
public void Constructor_ZeroPeriod_ThrowsArgumentOutOfRangeException()
{
var ex = Assert.Throws<ArgumentOutOfRangeException>(() => new Reflex(0));
Assert.Equal("period", ex.ParamName);
}
[Fact]
public void Constructor_OnePeriod_ThrowsArgumentOutOfRangeException()
{
var ex = Assert.Throws<ArgumentOutOfRangeException>(() => new Reflex(1));
Assert.Equal("period", ex.ParamName);
}
[Fact]
public void Constructor_NegativePeriod_ThrowsArgumentOutOfRangeException()
{
var ex = Assert.Throws<ArgumentOutOfRangeException>(() => new Reflex(-5));
Assert.Equal("period", ex.ParamName);
}
[Fact]
public void Constructor_ValidPeriod_SetsNameAndWarmup()
{
var indicator = new Reflex(20);
Assert.Equal("Reflex(20)", indicator.Name);
Assert.Equal(20, indicator.WarmupPeriod);
}
[Fact]
public void Constructor_PeriodTwo_IsValid()
{
var indicator = new Reflex(2);
Assert.Equal("Reflex(2)", indicator.Name);
Assert.Equal(2, indicator.WarmupPeriod);
}
// ========== B) Basic Calculation ==========
[Fact]
public void Update_ReturnsTValue_WithValidProperties()
{
var indicator = new Reflex(DefaultPeriod);
var input = new TValue(DateTime.UtcNow, 100.0);
TValue result = indicator.Update(input);
Assert.Equal(input.Time, result.Time);
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Update_AfterWarmup_IsHotBecomesTrue()
{
var indicator = new Reflex(DefaultPeriod);
Assert.False(indicator.IsHot);
for (int i = 0; i < 500; i++)
{
indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.1));
}
Assert.True(indicator.IsHot);
}
[Fact]
public void Update_LastProperty_MatchesReturnValue()
{
var indicator = new Reflex(DefaultPeriod);
var input = new TValue(DateTime.UtcNow, 42.0);
TValue result = indicator.Update(input);
Assert.Equal(result.Value, indicator.Last.Value, Tolerance);
}
// ========== C) State + Bar Correction ==========
[Fact]
public void IsNew_True_AdvancesState()
{
var indicator = new Reflex(DefaultPeriod);
// Warm up past the period threshold first
for (int i = 0; i < DefaultPeriod + 5; i++)
{
indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.5), isNew: true);
}
TValue r1 = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), 120.0), isNew: true);
TValue r2 = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(31), 80.0), isNew: true);
// Two very different bars after warmup must produce different results
Assert.NotEqual(r1.Value, r2.Value);
}
[Fact]
public void IsNew_False_RewritesCurrentBar()
{
var indicator = new Reflex(DefaultPeriod);
for (int i = 0; i < 50; i++)
{
indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
}
indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 200.0), isNew: true);
double afterNew = indicator.Last.Value;
indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 150.0), isNew: false);
double afterCorrection = indicator.Last.Value;
Assert.NotEqual(afterNew, afterCorrection);
}
[Fact]
public void IterativeCorrections_RestoreState()
{
var indicator = new Reflex(DefaultPeriod);
TSeries data = MakeSeries();
for (int i = 0; i < 50; i++)
{
indicator.Update(data[i], isNew: true);
}
indicator.Update(data[50], isNew: true);
for (int j = 0; j < 5; j++)
{
indicator.Update(data[50], isNew: false);
}
double afterCorrections = indicator.Last.Value;
var fresh = new Reflex(DefaultPeriod);
for (int i = 0; i <= 50; i++)
{
fresh.Update(data[i], isNew: true);
}
Assert.Equal(fresh.Last.Value, afterCorrections, Tolerance);
}
[Fact]
public void Reset_ClearsState()
{
var indicator = new Reflex(DefaultPeriod);
for (int i = 0; i < 50; i++)
{
indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
}
Assert.True(indicator.IsHot);
indicator.Reset();
Assert.False(indicator.IsHot);
Assert.Equal(default, indicator.Last);
}
// ========== D) Warmup/Convergence ==========
[Fact]
public void IsHot_FlipsAtCorrectTime()
{
var indicator = new Reflex(10);
int hotAt = -1;
for (int i = 0; i < 200; i++)
{
indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
if (indicator.IsHot && hotAt < 0)
{
hotAt = i;
break;
}
}
Assert.InRange(hotAt, 1, 200);
}
// ========== E) Robustness ==========
[Fact]
public void NaN_Input_UsesLastValidValue()
{
var indicator = new Reflex(DefaultPeriod);
for (int i = 0; i < 30; i++)
{
indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
}
TValue nanResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), double.NaN));
Assert.True(double.IsFinite(nanResult.Value));
}
[Fact]
public void Infinity_Input_UsesLastValidValue()
{
var indicator = new Reflex(DefaultPeriod);
for (int i = 0; i < 30; i++)
{
indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
}
TValue infResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), double.PositiveInfinity));
Assert.True(double.IsFinite(infResult.Value));
}
[Fact]
public void BatchNaN_DoesNotPropagate()
{
int period = 10;
double[] source = new double[100];
double[] output = new double[100];
for (int i = 0; i < 100; i++)
{
source[i] = 100.0 + i * 0.5;
}
source[50] = double.NaN;
source[51] = double.NaN;
Reflex.Batch(source, output, period);
for (int i = 0; i < 100; i++)
{
Assert.True(double.IsFinite(output[i]), $"Output[{i}] is not finite");
}
}
// ========== F) Consistency (4 API modes) ==========
[Fact]
public void AllModes_ProduceSameResult()
{
int period = 10;
TSeries data = MakeSeries();
// 1. Batch (TSeries)
TSeries batchResults = Reflex.Batch(data, period);
double expected = batchResults.Last.Value;
// 2. Span batch
var tValues = data.Values.ToArray();
var spanOutput = new double[tValues.Length];
Reflex.Batch(new ReadOnlySpan<double>(tValues), spanOutput, period);
double spanResult = spanOutput[^1];
// 3. Streaming
var streaming = new Reflex(period);
for (int i = 0; i < data.Count; i++)
{
streaming.Update(data[i]);
}
double streamingResult = streaming.Last.Value;
// 4. Eventing
var pubSource = new TSeries();
var eventBased = new Reflex(pubSource, period);
for (int i = 0; i < data.Count; i++)
{
pubSource.Add(data[i]);
}
double eventingResult = eventBased.Last.Value;
Assert.Equal(expected, spanResult, precision: 9);
Assert.Equal(expected, streamingResult, precision: 9);
Assert.Equal(expected, eventingResult, precision: 9);
}
// ========== G) Span API Tests ==========
[Fact]
public void SpanBatch_MismatchedLengths_ThrowsArgumentException()
{
double[] source = new double[10];
double[] output = new double[5];
var ex = Assert.Throws<ArgumentException>(() => Reflex.Batch(source, output, 5));
Assert.Equal("output", ex.ParamName);
}
[Fact]
public void SpanBatch_PeriodOne_ThrowsArgumentOutOfRangeException()
{
double[] source = new double[10];
double[] output = new double[10];
Assert.Throws<ArgumentOutOfRangeException>(() => Reflex.Batch(source, output, 1));
}
[Fact]
public void SpanBatch_EmptyInput_ProducesEmptyOutput()
{
double[] source = Array.Empty<double>();
double[] output = Array.Empty<double>();
var ex = Record.Exception(() => Reflex.Batch(source, output, 10));
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;
}
Reflex.Batch(source, output, 20);
Assert.True(double.IsFinite(output[size - 1]));
}
// ========== H) Chainability ==========
[Fact]
public void Pub_EventFires_OnUpdate()
{
var indicator = new Reflex(DefaultPeriod);
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 Reflex(source, 5);
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, Reflex indicator) = Reflex.Calculate(data, DefaultPeriod);
Assert.Equal(data.Count, results.Count);
Assert.True(indicator.IsHot);
}
[Fact]
public void StaticCalculate_MatchesInstance()
{
const int period = 10;
int count = 100;
var source = new TSeries();
var indicator = new Reflex(period);
for (int i = 0; i < count; i++)
{
source.Add(new TValue(DateTime.UtcNow.AddMinutes(i), i + 10));
indicator.Update(source.Last);
}
var staticResult = Reflex.Batch(source, period);
Assert.Equal(source.Count, staticResult.Count);
Assert.Equal(indicator.Last.Value, staticResult.Last.Value, 8);
}
// ========== Reflex-specific: Oscillator behavior ==========
[Fact]
public void ConstantInput_OutputConvergesToZero()
{
var indicator = new Reflex(10);
double lastResult = double.NaN;
for (int i = 0; i < 300; i++)
{
TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
lastResult = r.Value;
}
// Constant input → zero deviation from linear extrapolation → zero output
Assert.Equal(0.0, lastResult, 1e-10);
}
[Fact]
public void ReflexProducesFiniteValues_OnGBMData()
{
var indicator = new Reflex(10);
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 +1,178 @@
using Xunit;
using Xunit.Abstractions;
namespace QuanTAlib.Tests;
public sealed class ReflexValidationTests : IDisposable
{
private readonly ITestOutputHelper _output;
private readonly ValidationTestData _testData;
private const int DefaultPeriod = 20;
public ReflexValidationTests(ITestOutputHelper output)
{
_output = output;
_testData = new ValidationTestData(10000);
}
public void Dispose()
{
_testData.Dispose();
}
// ========== Self-consistency Validation ==========
[Fact]
public void Reflex_BatchStreaming_Match()
{
// Streaming
var streaming = new Reflex(DefaultPeriod);
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);
}
// Batch
TSeries batchResults = Reflex.Batch(_testData.Data, DefaultPeriod);
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($"Reflex({DefaultPeriod}) Batch vs Streaming: {mismatchCount} mismatches, max diff = {maxDiff:E3}");
Assert.Equal(0, mismatchCount);
}
[Fact]
public void Reflex_SpanBatch_MatchesStreaming()
{
// Streaming
var streaming = new Reflex(DefaultPeriod);
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);
}
// Span batch
double[] output = new double[_testData.Data.Count];
Reflex.Batch(_testData.Data.Values, output, DefaultPeriod);
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($"Reflex({DefaultPeriod}) Span vs Streaming: {mismatchCount} mismatches, max diff = {maxDiff:E3}");
Assert.Equal(0, mismatchCount);
}
[Fact]
public void Reflex_DifferentPeriods_ProduceDifferentResults()
{
TSeries result10 = Reflex.Batch(_testData.Data, 10);
TSeries result20 = Reflex.Batch(_testData.Data, 20);
int lastIdx = _testData.Data.Count - 1;
_output.WriteLine($"Reflex(10) last = {result10[lastIdx].Value:F6}");
_output.WriteLine($"Reflex(20) last = {result20[lastIdx].Value:F6}");
Assert.NotEqual(result10[lastIdx].Value, result20[lastIdx].Value);
}
[Fact]
public void Reflex_ConstantInput_ConvergesToZero()
{
var indicator = new Reflex(10);
double constantVal = 100.0;
double lastResult = double.NaN;
for (int i = 0; i < 1000; i++)
{
TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), constantVal));
lastResult = r.Value;
}
_output.WriteLine($"Reflex(10) constant input result after 1000 bars: {lastResult:E6}");
Assert.True(Math.Abs(lastResult) < 1e-6, $"Expected near-zero for constant input, got {lastResult}");
}
[Fact]
public void Reflex_Calculate_ReturnsHotIndicator()
{
(TSeries results, Reflex indicator) = Reflex.Calculate(_testData.Data, DefaultPeriod);
Assert.Equal(_testData.Data.Count, results.Count);
Assert.True(indicator.IsHot);
// Verify the indicator can continue streaming
TValue next = indicator.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
Assert.True(double.IsFinite(next.Value));
_output.WriteLine($"Reflex({DefaultPeriod}) Calculate: {results.Count} bars, last = {results[results.Count - 1].Value:F6}");
}
[Fact]
public void Reflex_BarCorrection_ProducesConsistentResults()
{
// Build reference: 100 bars then bar 101
var reference = new Reflex(DefaultPeriod);
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;
// Build test: 100 bars, wrong bar 101, then correct bar 101
var test = new Reflex(DefaultPeriod);
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($"Reference: {referenceVal:F10}, Corrected: {testVal:F10}");
Assert.Equal(referenceVal, testVal, 1e-10);
}
[Fact]
public void Reflex_SubsetValidation_StableBehavior()
{
using var subset = _testData.CreateSubset(200);
TSeries results = Reflex.Batch(subset.Data, DefaultPeriod);
int nanCount = 0;
for (int i = 0; i < results.Count; i++)
{
if (!double.IsFinite(results[i].Value))
{
nanCount++;
}
}
_output.WriteLine($"Reflex({DefaultPeriod}) on 200-bar subset: {nanCount} non-finite values");
Assert.Equal(0, nanCount);
}
}