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 +1,128 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public sealed class TrixIndicatorTests
{
[Fact]
public void TrixIndicator_Constructor_SetsDefaults()
{
var indicator = new TrixIndicator();
Assert.Equal(14, indicator.Period);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("TRIX - Triple Exponential Average Oscillator", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void TrixIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new TrixIndicator { Period = 14 };
Assert.Equal(0, TrixIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void TrixIndicator_ShortName_IncludesParameters()
{
var indicator = new TrixIndicator { Period = 10 };
indicator.Initialize();
Assert.Contains("TRIX", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void TrixIndicator_SourceCodeLink_IsValid()
{
var indicator = new TrixIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Trix.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void TrixIndicator_Initialize_CreatesInternalTrix()
{
var indicator = new TrixIndicator { Period = 10 };
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void TrixIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new TrixIndicator { Period = 5 };
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 TrixIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new TrixIndicator { Period = 5 };
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);
}
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void TrixIndicator_Parameters_CanBeChanged()
{
var indicator = new TrixIndicator { Period = 14 };
indicator.Period = 10;
indicator.Source = SourceType.Open;
Assert.Equal(10, indicator.Period);
Assert.Equal(SourceType.Open, indicator.Source);
Assert.Equal(0, TrixIndicator.MinHistoryDepths);
}
[Fact]
public void TrixIndicator_ProcessUpdate_DifferentSources()
{
var indicator = new TrixIndicator { Period = 5, Source = SourceType.High };
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);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
double value = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(value));
}
}
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using Xunit;
namespace QuanTAlib.Tests;
// ── A) Constructor Validation ───────────────────────────────────────────────
public sealed class TrixConstructorTests
{
[Fact]
public void Constructor_ZeroPeriod_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Trix(0));
Assert.Equal("period", ex.ParamName);
}
[Fact]
public void Constructor_NegativePeriod_ThrowsArgumentException()
{
var ex = Assert.Throws<ArgumentException>(() => new Trix(-5));
Assert.Equal("period", ex.ParamName);
}
[Fact]
public void Constructor_DefaultPeriod_Creates()
{
var trix = new Trix();
Assert.NotNull(trix);
Assert.Equal(14, trix.Period);
Assert.Equal("Trix(14)", trix.Name);
}
[Fact]
public void Constructor_CustomPeriod_Creates()
{
var trix = new Trix(5);
Assert.Equal(5, trix.Period);
Assert.Equal("Trix(5)", trix.Name);
}
[Fact]
public void Constructor_WarmupPeriod_IsTriplePeriod()
{
var trix = new Trix(10);
Assert.Equal(30, trix.WarmupPeriod);
}
[Fact]
public void Constructor_PeriodOne_IsValid()
{
var trix = new Trix(1);
Assert.NotNull(trix);
Assert.Equal(1, trix.Period);
}
}
// ── B) Basic Calculation ────────────────────────────────────────────────────
public sealed class TrixBasicTests
{
[Fact]
public void BasicCalculation_DoesNotCrash()
{
var trix = new Trix(10);
Assert.Equal(0, trix.Last.Value);
TValue result = trix.Update(new TValue(DateTime.UtcNow, 100));
Assert.Equal(result.Value, trix.Last.Value);
}
[Fact]
public void FirstBar_OutputIsZero()
{
var trix = new Trix(5);
var result = trix.Update(new TValue(DateTime.UtcNow, 100));
// First bar: no previous EMA3 to compare against, output = 0
Assert.Equal(0.0, result.Value);
}
[Fact]
public void SecondBar_ProducesNonZeroValue()
{
var trix = new Trix(5);
trix.Update(new TValue(DateTime.UtcNow, 100));
var result = trix.Update(new TValue(DateTime.UtcNow, 110));
// EMA3 changes vs first bar → non-zero TRIX
Assert.NotEqual(0.0, result.Value);
}
[Fact]
public void Name_Available()
{
var trix = new Trix(7);
Assert.Equal("Trix(7)", trix.Name);
}
[Fact]
public void Last_IsAccessible()
{
var trix = new Trix(5);
trix.Update(new TValue(DateTime.UtcNow, 100));
trix.Update(new TValue(DateTime.UtcNow, 110));
Assert.True(double.IsFinite(trix.Last.Value));
}
}
// ── C) State + Bar Correction ───────────────────────────────────────────────
public sealed class TrixBarCorrectionTests
{
[Fact]
public void IsNew_True_AdvancesState()
{
var trix = new Trix(5);
trix.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
double val1 = trix.Last.Value;
trix.Update(new TValue(DateTime.UtcNow, 110), isNew: true);
double val2 = trix.Last.Value;
// Different values should produce different states
Assert.NotEqual(val1, val2);
}
[Fact]
public void IsNew_False_Rollback()
{
var trix = new Trix(5);
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
// Feed enough bars to get past trivial state
for (int i = 0; i < 10; i++)
{
var bar = gbm.Next(isNew: true);
trix.Update(new TValue(bar.Time, bar.Close), isNew: true);
}
// Feed one more bar with isNew=true and remember value
var nextBar = gbm.Next(isNew: true);
var originalInput = new TValue(nextBar.Time, nextBar.Close);
var val1 = trix.Update(originalInput, isNew: true);
// Correct with isNew=false (different value)
trix.Update(new TValue(nextBar.Time, nextBar.Close + 50), isNew: false);
// Re-apply original value with isNew=false → should match val1
var restored = trix.Update(originalInput, isNew: false);
Assert.Equal(val1.Value, restored.Value, 1e-10);
}
[Fact]
public void IterativeCorrections_RestoreToOriginalState()
{
var trix = new Trix(5);
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
// Feed 20 new values
TValue twentiethInput = default;
for (int i = 0; i < 20; i++)
{
var bar = gbm.Next(isNew: true);
twentiethInput = new TValue(bar.Time, bar.Close);
trix.Update(twentiethInput, isNew: true);
}
double stateAfterTwenty = trix.Last.Value;
// Generate 9 corrections with isNew=false (different values)
for (int i = 0; i < 9; i++)
{
var bar = gbm.Next(isNew: false);
trix.Update(new TValue(bar.Time, bar.Close), isNew: false);
}
// Feed the remembered 20th input again with isNew=false
TValue finalResult = trix.Update(twentiethInput, isNew: false);
Assert.Equal(stateAfterTwenty, finalResult.Value, 1e-10);
}
}
// ── D) Warmup / Convergence ─────────────────────────────────────────────────
public sealed class TrixWarmupTests
{
[Fact]
public void IsHot_InitiallyFalse()
{
var trix = new Trix(5);
Assert.False(trix.IsHot);
}
[Fact]
public void IsHot_BecomesTrueAfterWarmupPeriodBars()
{
const int period = 5;
var trix = new Trix(period);
int warmup = trix.WarmupPeriod; // period * 3 = 15
// Feed warmup-1 bars → still cold (Count < WarmupPeriod)
for (int i = 1; i < warmup; i++)
{
trix.Update(new TValue(DateTime.UtcNow, i * 10));
Assert.False(trix.IsHot, $"Should not be hot at bar {i} (need {warmup})");
}
// Bar at warmup count → hot (Count == WarmupPeriod)
trix.Update(new TValue(DateTime.UtcNow, warmup * 10));
Assert.True(trix.IsHot);
}
[Fact]
public void WarmupPeriod_IsTriplePeriod()
{
var trix = new Trix(10);
Assert.Equal(30, trix.WarmupPeriod);
}
[Fact]
public void IsHot_StaysTrue()
{
var trix = new Trix(3);
var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42);
for (int i = 0; i < 50; i++)
{
var bar = gbm.Next(isNew: true);
trix.Update(new TValue(bar.Time, bar.Close));
}
Assert.True(trix.IsHot);
}
}
// ── E) Robustness (NaN / Infinity) ─────────────────────────────────────────
public sealed class TrixRobustnessTests
{
[Fact]
public void NaN_Input_UsesLastValidValue()
{
var trix = new Trix(5);
var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42);
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < 15; i++)
{
trix.Update(new TValue(bars[i].Time, bars[i].Close));
}
var result = trix.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Infinity_Input_UsesLastValidValue()
{
var trix = new Trix(5);
var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42);
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < 15; i++)
{
trix.Update(new TValue(bars[i].Time, bars[i].Close));
}
var resultPos = trix.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
Assert.True(double.IsFinite(resultPos.Value));
var resultNeg = trix.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity));
Assert.True(double.IsFinite(resultNeg.Value));
}
[Fact]
public void BatchNaN_DoesNotCrash()
{
double[] source = [100, 110, double.NaN, 130, 140, double.NaN, 160];
double[] output = new double[source.Length];
Trix.Batch(source.AsSpan(), output.AsSpan(), 3);
for (int i = 0; i < output.Length; i++)
{
Assert.True(double.IsFinite(output[i]), $"Output at index {i} is not finite");
}
}
}
// ── F) Consistency (All 4 Modes Match) ──────────────────────────────────────
public sealed class TrixConsistencyTests
{
private static TSeries GenerateCloseSeries(int count, int seed = 42)
{
var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: seed);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
return bars.Close;
}
[Fact]
public void AllModes_ProduceSameResult()
{
const int period = 10;
var series = GenerateCloseSeries(100);
// 1. Batch Mode
var batchSeries = Trix.Batch(series, period);
double expected = batchSeries.Last.Value;
// 2. Span Mode
var spanInput = series.Values.ToArray();
var spanOutput = new double[spanInput.Length];
Trix.Batch(spanInput.AsSpan(), spanOutput.AsSpan(), period);
double spanResult = spanOutput[^1];
// 3. Streaming Mode
var streamingInd = new Trix(period);
for (int i = 0; i < series.Count; i++)
{
streamingInd.Update(series[i]);
}
double streamingResult = streamingInd.Last.Value;
// 4. Eventing Mode
var pubSource = new TSeries();
var eventingInd = new Trix(pubSource, period);
for (int i = 0; i < series.Count; i++)
{
pubSource.Add(series[i]);
}
double eventingResult = eventingInd.Last.Value;
Assert.Equal(expected, spanResult, precision: 9);
Assert.Equal(expected, streamingResult, precision: 9);
Assert.Equal(expected, eventingResult, precision: 9);
}
[Fact]
public void BatchVsStreaming_AllPoints()
{
const int period = 5;
var series = GenerateCloseSeries(50);
// Batch
var batchSeries = Trix.Batch(series, period);
// Streaming
var streamingInd = new Trix(period);
for (int i = 0; i < series.Count; i++)
{
streamingInd.Update(series[i]);
Assert.Equal(batchSeries[i].Value, streamingInd.Last.Value, 1e-10);
}
}
[Fact]
public void SpanVsBatch_AllPoints()
{
const int period = 7;
var series = GenerateCloseSeries(80);
var batchSeries = Trix.Batch(series, period);
var spanInput = series.Values.ToArray();
var spanOutput = new double[spanInput.Length];
Trix.Batch(spanInput.AsSpan(), spanOutput.AsSpan(), period);
for (int i = 0; i < series.Count; i++)
{
Assert.Equal(batchSeries[i].Value, spanOutput[i], 1e-10);
}
}
}
// ── G) Span API Tests ───────────────────────────────────────────────────────
public sealed class TrixSpanTests
{
[Fact]
public void Batch_Span_MismatchedLengths_Throws()
{
double[] source = new double[10];
double[] output = new double[5];
var ex = Assert.Throws<ArgumentException>(
() => Trix.Batch(source.AsSpan(), output.AsSpan(), 3));
Assert.Equal("output", ex.ParamName);
}
[Fact]
public void Batch_Span_ZeroPeriod_Throws()
{
double[] source = new double[10];
double[] output = new double[10];
var ex = Assert.Throws<ArgumentException>(
() => Trix.Batch(source.AsSpan(), output.AsSpan(), 0));
Assert.Equal("period", ex.ParamName);
}
[Fact]
public void Batch_Span_EmptyArrays_DoesNotThrow()
{
double[] source = [];
double[] output = [];
Trix.Batch(source.AsSpan(), output.AsSpan(), 3);
Assert.True(output.Length == 0);
}
[Fact]
public void Batch_Span_SingleElement()
{
double[] source = [100.0];
double[] output = new double[1];
Trix.Batch(source.AsSpan(), output.AsSpan(), 5);
// First element output = 0 (no previous EMA3)
Assert.Equal(0.0, output[0]);
}
[Fact]
public void Batch_Span_LargeData_DoesNotStackOverflow()
{
const int count = 10_000;
double[] source = new double[count];
double[] output = new double[count];
var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42);
for (int i = 0; i < count; i++)
{
var bar = gbm.Next(isNew: true);
source[i] = bar.Close;
}
Trix.Batch(source.AsSpan(), output.AsSpan(), 14);
// Should produce finite results
Assert.True(double.IsFinite(output[^1]));
}
[Fact]
public void Batch_Span_NaN_HandlesGracefully()
{
double[] source = new double[20];
double[] output = new double[20];
var gbm = new GBM(startPrice: 100, seed: 42);
for (int i = 0; i < 20; i++)
{
var bar = gbm.Next(isNew: true);
source[i] = bar.Close;
}
// Inject NaN at indices 5, 10, 15
source[5] = double.NaN;
source[10] = double.NaN;
source[15] = double.NaN;
Trix.Batch(source.AsSpan(), output.AsSpan(), 3);
for (int i = 0; i < output.Length; i++)
{
Assert.True(double.IsFinite(output[i]), $"Output[{i}] is not finite");
}
}
}
// ── H) Chainability ────────────────────────────────────────────────────────
public sealed class TrixEventTests
{
[Fact]
public void Chainability_Works()
{
var trix1 = new Trix(10);
var trix2 = new Trix(trix1, 5);
trix1.Update(new TValue(DateTime.UtcNow, 100));
Assert.True(double.IsFinite(trix2.Last.Value));
}
[Fact]
public void EventChaining_ProducesResults()
{
var source = new TSeries();
var trix = new Trix(source, 5);
var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42);
for (int i = 0; i < 20; i++)
{
var bar = gbm.Next(isNew: true);
source.Add(bar.Time, bar.Close);
}
Assert.True(double.IsFinite(trix.Last.Value));
Assert.True(trix.IsHot);
}
[Fact]
public void Pub_FiresOnUpdate()
{
var trix = new Trix(5);
int eventCount = 0;
trix.Pub += HandleEvent;
for (int i = 0; i < 10; i++)
{
trix.Update(new TValue(DateTime.UtcNow, 100 + i));
}
Assert.Equal(10, eventCount);
trix.Pub -= HandleEvent;
void HandleEvent(object? sender, in TValueEventArgs e)
{
eventCount++;
}
}
}
// ── Extra: Batch Tests ──────────────────────────────────────────────────────
public sealed class TrixBatchTests
{
private static TSeries GenerateCloseSeries(int count, int seed = 42)
{
var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: seed);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
return bars.Close;
}
[Fact]
public void Batch_TSeries_ReturnsCorrectCount()
{
var series = GenerateCloseSeries(50);
var result = Trix.Batch(series, 10);
Assert.Equal(50, result.Count);
}
[Fact]
public void Batch_TSeries_PreservesTimestamps()
{
var series = GenerateCloseSeries(20);
var result = Trix.Batch(series, 5);
for (int i = 0; i < series.Count; i++)
{
Assert.Equal(series[i].Time, result[i].Time);
}
}
[Fact]
public void Calculate_ReturnsIndicatorAndResults()
{
var series = GenerateCloseSeries(30);
var (results, indicator) = Trix.Calculate(series, 5);
Assert.NotNull(indicator);
Assert.Equal(30, results.Count);
Assert.Equal(5, indicator.Period);
Assert.True(indicator.IsHot);
}
}
// ── Extra: Reset Tests ──────────────────────────────────────────────────────
public sealed class TrixResetTests
{
[Fact]
public void Reset_ClearsState()
{
var trix = new Trix(5);
var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42);
for (int i = 0; i < 20; i++)
{
var bar = gbm.Next(isNew: true);
trix.Update(new TValue(bar.Time, bar.Close));
}
Assert.True(trix.IsHot);
trix.Reset();
Assert.False(trix.IsHot);
Assert.Equal(0, trix.Last.Value);
}
[Fact]
public void Reset_AcceptsNewValues()
{
var trix = new Trix(5);
var gbm = new GBM(startPrice: 100, seed: 42);
for (int i = 0; i < 20; i++)
{
var bar = gbm.Next(isNew: true);
trix.Update(new TValue(bar.Time, bar.Close));
}
double valueBefore = trix.Last.Value;
trix.Reset();
trix.Update(new TValue(DateTime.UtcNow, 50));
Assert.Equal(0, trix.Last.Value); // First bar after reset = 0
trix.Update(new TValue(DateTime.UtcNow, 60));
Assert.NotEqual(0, trix.Last.Value);
Assert.NotEqual(valueBefore, trix.Last.Value);
}
}
// ── Extra: Prime Tests ──────────────────────────────────────────────────────
public sealed class TrixPrimeTests
{
[Fact]
public void Prime_SetsUpState()
{
var trix = new Trix(5);
var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42);
double[] data = new double[20];
for (int i = 0; i < 20; i++)
{
var bar = gbm.Next(isNew: true);
data[i] = bar.Close;
}
trix.Prime(data.AsSpan());
Assert.True(trix.IsHot);
Assert.True(double.IsFinite(trix.Last.Value));
}
[Fact]
public void Prime_ThenUpdate_ProducesValidResults()
{
var trix = new Trix(5);
var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42);
double[] data = new double[20];
for (int i = 0; i < 20; i++)
{
var bar = gbm.Next(isNew: true);
data[i] = bar.Close;
}
trix.Prime(data.AsSpan());
// Post-prime updates should work normally
var result = trix.Update(new TValue(DateTime.UtcNow, 110));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Update_TSeries_RestoresStreamingState()
{
var trix = new Trix(5);
var series = new TSeries();
var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42);
for (int i = 0; i < 30; i++)
{
var bar = gbm.Next(isNew: true);
series.Add(bar.Time, bar.Close);
}
var batchResult = trix.Update(series);
// After Update(TSeries), indicator should be hot with correct last value
Assert.True(trix.IsHot);
Assert.Equal(batchResult.Last.Value, trix.Last.Value, 1e-10);
// Subsequent streaming updates should work
var nextBar = gbm.Next(isNew: true);
var nextResult = trix.Update(new TValue(nextBar.Time, nextBar.Close));
Assert.True(double.IsFinite(nextResult.Value));
}
}
@@ -0,0 +1,474 @@
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
using Skender.Stock.Indicators;
using TALib;
using Xunit.Abstractions;
namespace QuanTAlib.Tests;
public sealed class TrixValidationTests(ITestOutputHelper output) : IDisposable
{
private readonly ValidationTestData _testData = new();
private readonly ITestOutputHelper _output = output;
private bool _disposed;
public void Dispose()
{
Dispose(disposing: true);
}
private void Dispose(bool disposing)
{
if (_disposed)
{
return;
}
_disposed = true;
if (disposing)
{
_testData?.Dispose();
}
}
// ── A) Skender Batch ─────────────────────────────────────────────────────
[Fact]
public void Validate_Skender_Batch()
{
int[] periods = [9, 14, 25];
foreach (var period in periods)
{
var trix = new global::QuanTAlib.Trix(period);
var qResult = trix.Update(_testData.Data);
var sResult = _testData.SkenderQuotes.GetTrix(period).ToList();
ValidationHelper.VerifyData(qResult, sResult, (s) => s.Trix);
}
_output.WriteLine("TRIX Batch(TSeries) validated successfully against Skender");
}
// ── B) Skender Streaming ─────────────────────────────────────────────────
[Fact]
public void Validate_Skender_Streaming()
{
int[] periods = [9, 14, 25];
foreach (var period in periods)
{
var trix = new global::QuanTAlib.Trix(period);
var qResults = new List<double>();
foreach (var item in _testData.Data)
{
qResults.Add(trix.Update(item).Value);
}
var sResult = _testData.SkenderQuotes.GetTrix(period).ToList();
ValidationHelper.VerifyData(qResults, sResult, (s) => s.Trix);
}
_output.WriteLine("TRIX Streaming validated successfully against Skender");
}
// ── C) Skender Span ──────────────────────────────────────────────────────
[Fact]
public void Validate_Skender_Span()
{
int[] periods = [9, 14, 25];
double[] sourceData = _testData.RawData.ToArray();
foreach (var period in periods)
{
double[] qOutput = new double[sourceData.Length];
global::QuanTAlib.Trix.Batch(sourceData.AsSpan(), qOutput.AsSpan(), period);
var sResult = _testData.SkenderQuotes.GetTrix(period).ToList();
ValidationHelper.VerifyData(qOutput, sResult, (s) => s.Trix);
}
_output.WriteLine("TRIX Span validated successfully against Skender");
}
// ── D) TA-Lib Span ───────────────────────────────────────────────────────
[Fact]
public void Validate_Talib_Span()
{
int[] periods = [14, 20, 50, 100];
double[] tData = _testData.RawData.ToArray();
foreach (var period in periods)
{
double[] qOutput = new double[tData.Length];
global::QuanTAlib.Trix.Batch(tData.AsSpan(), qOutput.AsSpan(), period);
double[] tOutput = new double[tData.Length];
var retCode = TALib.Functions.Trix<double>(tData, 0..^0, tOutput, out var outRange, period);
Assert.Equal(TALib.Core.RetCode.Success, retCode);
int lookback = TALib.Functions.TrixLookback(period);
ValidationHelper.VerifyData(qOutput, tOutput, outRange, lookback);
}
_output.WriteLine("TRIX Span validated against TA-Lib");
}
// ── E) TA-Lib Streaming ──────────────────────────────────────────────────
[Fact]
public void Validate_Talib_Streaming()
{
int[] periods = [9, 14, 25];
double[] tData = _testData.RawData.ToArray();
double[] tOutput = new double[tData.Length];
foreach (var period in periods)
{
var trix = new global::QuanTAlib.Trix(period);
var qResults = new List<double>();
foreach (var item in _testData.Data)
{
qResults.Add(trix.Update(item).Value);
}
var retCode = TALib.Functions.Trix<double>(tData, 0..^0, tOutput, out var outRange, period);
Assert.Equal(TALib.Core.RetCode.Success, retCode);
int lookback = TALib.Functions.TrixLookback(period);
ValidationHelper.VerifyData(qResults, tOutput, outRange, lookback);
}
_output.WriteLine("TRIX Streaming validated successfully against TA-Lib");
}
// ── F) Tulip Batch ───────────────────────────────────────────────────────
[Fact]
public void Validate_Tulip_Batch()
{
int[] periods = [9, 14, 25];
double[] tData = _testData.RawData.ToArray();
foreach (var period in periods)
{
var trix = new global::QuanTAlib.Trix(period);
var qResult = trix.Update(_testData.Data);
var trixIndicator = Tulip.Indicators.trix;
double[][] inputs = [tData];
double[] options = [period];
int lookback = trixIndicator.Start(options);
double[][] outputs = [new double[tData.Length - lookback]];
trixIndicator.Run(inputs, options, outputs);
var tResult = outputs[0];
// Tulip uses non-compensated EMA; warmup compensation causes persistent diffs
// TRIX amplifies by 100×, so small EMA diffs become noticeable in TRIX
ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: 1e-3);
}
_output.WriteLine("TRIX Batch(TSeries) validated successfully against Tulip");
}
// ── G) Tulip Span ────────────────────────────────────────────────────────
[Fact]
public void Validate_Tulip_Span()
{
int[] periods = [14, 20, 50, 100];
double[] tData = _testData.RawData.ToArray();
foreach (var period in periods)
{
double[] qOutput = new double[tData.Length];
global::QuanTAlib.Trix.Batch(tData.AsSpan(), qOutput.AsSpan(), period);
var trixIndicator = Tulip.Indicators.trix;
double[][] inputs = [tData];
double[] options = [period];
int lookback = trixIndicator.Start(options);
double[][] outputs = [new double[tData.Length - lookback]];
trixIndicator.Run(inputs, options, outputs);
var tResult = outputs[0];
// Tulip uses non-compensated EMA; warmup compensation causes minor convergence diffs
// TRIX amplifies by 100×, so EMA diffs of ~1e-6 become ~1e-4 in TRIX
ValidationHelper.VerifyData(qOutput, tResult, lookback, tolerance: 5e-4);
}
_output.WriteLine("TRIX Span validated against Tulip");
}
// ── H) Tulip Streaming ───────────────────────────────────────────────────
[Fact]
public void Validate_Tulip_Streaming()
{
int[] periods = [9, 14, 25];
double[] tData = _testData.RawData.ToArray();
foreach (var period in periods)
{
var trix = new global::QuanTAlib.Trix(period);
var qResults = new List<double>();
foreach (var item in _testData.Data)
{
qResults.Add(trix.Update(item).Value);
}
var trixIndicator = Tulip.Indicators.trix;
double[][] inputs = [tData];
double[] options = [period];
int lookback = trixIndicator.Start(options);
double[][] outputs = [new double[tData.Length - lookback]];
trixIndicator.Run(inputs, options, outputs);
var tResult = outputs[0];
// Tulip uses non-compensated EMA; warmup compensation causes persistent diffs
// TRIX amplifies by 100×, so small EMA diffs become noticeable in TRIX
ValidationHelper.VerifyData(qResults, tResult, lookback, tolerance: 1e-3);
}
_output.WriteLine("TRIX Streaming validated successfully against Tulip");
}
// ── I) Self-Consistency: All Modes ────────────────────────────────────────
[Fact]
public void Validate_AllModes_ProduceIdenticalResults()
{
int[] periods = [5, 10, 20, 50];
foreach (var period in periods)
{
// 1. Batch Mode (TSeries)
var batchTrix = new global::QuanTAlib.Trix(period);
var batchResult = batchTrix.Update(_testData.Data);
// 2. Span Mode
double[] sourceData = _testData.RawData.ToArray();
double[] spanOutput = new double[sourceData.Length];
global::QuanTAlib.Trix.Batch(sourceData.AsSpan(), spanOutput.AsSpan(), period);
// 3. Streaming Mode
var streamingTrix = new global::QuanTAlib.Trix(period);
var streamingResults = new List<double>();
foreach (var item in _testData.Data)
{
streamingResults.Add(streamingTrix.Update(item).Value);
}
// Compare all modes
for (int i = 0; i < _testData.Data.Count; i++)
{
Assert.Equal(batchResult[i].Value, spanOutput[i], 1e-8);
Assert.Equal(batchResult[i].Value, streamingResults[i], 1e-8);
}
}
_output.WriteLine("All modes validated to produce identical results");
}
// ── J) Self-Consistency: Convergence ──────────────────────────────────────
[Fact]
public void Validate_Convergence_AfterWarmup()
{
int[] periods = [5, 10, 20, 50];
foreach (var period in periods)
{
var trix = new global::QuanTAlib.Trix(period);
int warmup = trix.WarmupPeriod; // period * 3
Assert.False(trix.IsHot);
for (int i = 0; i < warmup - 1; i++)
{
trix.Update(_testData.Data[i]);
Assert.False(trix.IsHot);
}
trix.Update(_testData.Data[warmup - 1]);
Assert.True(trix.IsHot);
}
}
// ── K) NaN Robustness ────────────────────────────────────────────────────
[Fact]
public void Validate_HandlesNaN_Gracefully()
{
var trix = new global::QuanTAlib.Trix(10);
for (int i = 0; i < 20; i++)
{
trix.Update(_testData.Data[i]);
}
var result = trix.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.True(double.IsFinite(result.Value));
for (int i = 20; i < 30; i++)
{
var r = trix.Update(_testData.Data[i]);
Assert.True(double.IsFinite(r.Value));
}
}
// ── L) Infinity Robustness ───────────────────────────────────────────────
[Fact]
public void Validate_HandlesInfinity_Gracefully()
{
var trix = new global::QuanTAlib.Trix(10);
for (int i = 0; i < 20; i++)
{
trix.Update(_testData.Data[i]);
}
var resultPos = trix.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
Assert.True(double.IsFinite(resultPos.Value));
var resultNeg = trix.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity));
Assert.True(double.IsFinite(resultNeg.Value));
}
// ── M) Zero Crossing Behavior ────────────────────────────────────────────
[Fact]
public void Validate_ZeroCrossing_DetectsDirectionChange()
{
var trix = new global::QuanTAlib.Trix(3);
// Feed a long sustained uptrend to ensure TRIX stabilizes positive
for (int i = 0; i < 50; i++)
{
trix.Update(new TValue(DateTime.UtcNow, 100 + i * 2));
}
double uptrendTrix = trix.Last.Value;
Assert.True(uptrendTrix > 0, $"Sustained uptrend should produce positive TRIX, got {uptrendTrix}");
// Feed a long sustained downtrend
for (int i = 0; i < 50; i++)
{
trix.Update(new TValue(DateTime.UtcNow, 200 - i * 2));
}
double downtrendTrix = trix.Last.Value;
Assert.True(downtrendTrix < 0, $"Sustained downtrend should produce negative TRIX, got {downtrendTrix}");
}
// ── N) Flat Line ─────────────────────────────────────────────────────────
[Fact]
public void Validate_FlatLine_ProducesZeroTrix()
{
var trix = new global::QuanTAlib.Trix(10);
for (int i = 0; i < 200; i++)
{
trix.Update(new TValue(DateTime.UtcNow, 100));
}
// After sufficient warmup with flat data, TRIX ≈ 0
// Warmup compensation introduces tiny residual; 1e-4 is sufficient
Assert.True(Math.Abs(trix.Last.Value) < 1e-4,
$"Expected TRIX ≈ 0 for flat line, got {trix.Last.Value}");
}
// ── O) Large Dataset Precision ───────────────────────────────────────────
[Fact]
public void Validate_LargeDataset_MaintainsPrecision()
{
const int period = 20;
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42);
var bars = gbm.Fetch(10_000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// Compare batch vs streaming on last 100 points of large dataset
var batchResult = global::QuanTAlib.Trix.Batch(bars.Close, period);
var streamTrix = new global::QuanTAlib.Trix(period);
for (int i = 0; i < bars.Close.Count; i++)
{
streamTrix.Update(bars.Close[i]);
}
// Verify final values match
Assert.Equal(batchResult.Last.Value, streamTrix.Last.Value, 1e-9);
}
// ── P) Different Periods ─────────────────────────────────────────────────
[Fact]
public void Validate_DifferentPeriods_ProduceDifferentSensitivity()
{
var trix5 = new global::QuanTAlib.Trix(5);
var trix20 = new global::QuanTAlib.Trix(20);
var trix50 = new global::QuanTAlib.Trix(50);
for (int i = 0; i < _testData.Data.Count; i++)
{
trix5.Update(_testData.Data[i]);
trix20.Update(_testData.Data[i]);
trix50.Update(_testData.Data[i]);
}
Assert.True(double.IsFinite(trix5.Last.Value));
Assert.True(double.IsFinite(trix20.Last.Value));
Assert.True(double.IsFinite(trix50.Last.Value));
}
// ── Q) Batch Span NaN ────────────────────────────────────────────────────
[Fact]
public void Validate_BatchSpan_HandlesNaN_InMiddle()
{
double[] data = new double[100];
var gbm = new GBM(startPrice: 100, seed: 42);
for (int i = 0; i < 100; i++)
{
data[i] = gbm.Next().Close;
}
data[50] = double.NaN;
double[] result = new double[100];
global::QuanTAlib.Trix.Batch(data.AsSpan(), result.AsSpan(), 10);
foreach (var value in result)
{
Assert.True(double.IsFinite(value), $"Expected finite value, got {value}");
}
}
// ── Cross-library: OoplesFinance ──────────────────────────────────────────
[Fact]
public void Trix_MatchesOoples_Structural()
{
const int period = 14;
var ooplesData = _testData.SkenderQuotes.Select(static q => new TickerData
{
Date = q.Date,
Open = (double)q.Open,
High = (double)q.High,
Low = (double)q.Low,
Close = (double)q.Close,
Volume = (double)q.Volume
}).ToList();
var stockData = new StockData(ooplesData);
var oResult = stockData.CalculateTrix(length: period);
var oValues = oResult.OutputValues.Values.First();
var trix = new global::QuanTAlib.Trix(period);
var qValues = new List<double>();
foreach (var item in _testData.Data)
{
qValues.Add(trix.Update(item).Value);
}
Assert.True(oValues.Count > 0, "Ooples Trix must produce output");
int finiteCount = 0;
for (int i = period; i < Math.Min(oValues.Count, qValues.Count); i++)
{
if (double.IsFinite(oValues[i]) && double.IsFinite(qValues[i]))
{
finiteCount++;
}
}
Assert.True(finiteCount > 100, $"Expected >100 finite Trix pairs, got {finiteCount}");
_output.WriteLine($"Trix Ooples structural: {finiteCount} finite pairs verified.");
}
}