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
2026-08-25 13:58:04 +00:00 · 2026-03-12 12:34:16 -07:00
parent 8937b0c0fa
commit 060649192f
1149 changed files with 1780 additions and 3316 deletions
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+// FRACTALS Validation Tests - Williams Fractals
+// Cross-validated against Skender.Stock.Indicators GetFractal()
+//
+// Important alignment notes:
+// - Skender reports fractal at the bar where the fractal occurs (bar[2] in our terms)
+// - Our streaming indicator reports at the current bar (bar[0]) when detection happens
+// - Therefore: our value at index i corresponds to Skender's value at index (i-2)
+// - Skender naming: FractalBear = high point (resistance) = our UpFractal
+//                   FractalBull = low point (support) = our DownFractal
+
+using Skender.Stock.Indicators;
+
+namespace QuanTAlib.Tests;
+
+public sealed class FractalsValidationTests
+{
+    private static TBarSeries CreateGbmBars(int count = 500, int seed = 42)
+    {
+        var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.20, seed: seed);
+        return gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+    }
+
+    // -- Cross-library: Skender UpFractal (= Skender FractalBear) -----------------
+
+    [Fact]
+    public void StreamingMatchesSkender_UpFractal()
+    {
+        var _data = new ValidationTestData();
+
+        // Skender: FractalBear = high point = our UpFractal
+        var skenderResults = _data.SkenderQuotes
+            .GetFractal()
+            .ToList();
+
+        // QuanTAlib streaming
+        var f = new Fractals();
+        var ourUpValues = new double[_data.Bars.Count];
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            _ = f.Update(_data.Bars[i], isNew: true);
+            ourUpValues[i] = f.UpFractal;
+        }
+
+        // Compare with 2-bar offset: our value at i matches Skender at i-2
+        int matched = 0;
+        for (int i = 4; i < _data.Bars.Count; i++)
+        {
+            int skenderIdx = i - 2;
+            if (skenderIdx < 0 || skenderIdx >= skenderResults.Count)
+            {
+                continue;
+            }
+
+            decimal? skenderBear = skenderResults[skenderIdx].FractalBear;
+            bool skenderIsNull = !skenderBear.HasValue;
+            bool ourIsNaN = double.IsNaN(ourUpValues[i]);
+
+            if (skenderIsNull && ourIsNaN)
+            {
+                matched++;
+                continue;
+            }
+
+            if (!skenderIsNull && !ourIsNaN)
+            {
+                Assert.Equal((double)skenderBear!.Value, ourUpValues[i], precision: 6);
+                matched++;
+            }
+        }
+
+        Assert.True(matched > 0, "Should have matched at least one warm value");
+        _data.Dispose();
+    }
+
+    // -- Cross-library: Skender DownFractal (= Skender FractalBull) ---------------
+
+    [Fact]
+    public void StreamingMatchesSkender_DownFractal()
+    {
+        var _data = new ValidationTestData();
+
+        // Skender: FractalBull = low point = our DownFractal
+        var skenderResults = _data.SkenderQuotes
+            .GetFractal()
+            .ToList();
+
+        // QuanTAlib streaming
+        var f = new Fractals();
+        var ourDownValues = new double[_data.Bars.Count];
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            _ = f.Update(_data.Bars[i], isNew: true);
+            ourDownValues[i] = f.DownFractal;
+        }
+
+        // Compare with 2-bar offset: our value at i matches Skender at i-2
+        int matched = 0;
+        for (int i = 4; i < _data.Bars.Count; i++)
+        {
+            int skenderIdx = i - 2;
+            if (skenderIdx < 0 || skenderIdx >= skenderResults.Count)
+            {
+                continue;
+            }
+
+            decimal? skenderBull = skenderResults[skenderIdx].FractalBull;
+            bool skenderIsNull = !skenderBull.HasValue;
+            bool ourIsNaN = double.IsNaN(ourDownValues[i]);
+
+            if (skenderIsNull && ourIsNaN)
+            {
+                matched++;
+                continue;
+            }
+
+            if (!skenderIsNull && !ourIsNaN)
+            {
+                Assert.Equal((double)skenderBull!.Value, ourDownValues[i], precision: 6);
+                matched++;
+            }
+        }
+
+        Assert.True(matched > 0, "Should have matched at least one warm value");
+        _data.Dispose();
+    }
+
+    // -- Self-Consistency: Streaming == Batch --------------------------------------
+
+    [Fact]
+    public void StreamingMatchesBatch_UpFractal()
+    {
+        var bars = CreateGbmBars();
+
+        // Streaming
+        var streaming = new Fractals();
+        var streamUp = new double[bars.Count];
+        for (int i = 0; i < bars.Count; i++)
+        {
+            _ = streaming.Update(bars[i], isNew: true);
+            streamUp[i] = streaming.UpFractal;
+        }
+
+        // Batch
+        var batchResults = Fractals.Batch(bars);
+
+        for (int i = 4; i < bars.Count; i++)
+        {
+            if (double.IsNaN(streamUp[i]))
+            {
+                Assert.True(double.IsNaN(batchResults[i].Value), $"Mismatch at {i}: streaming=NaN, batch={batchResults[i].Value}");
+            }
+            else
+            {
+                Assert.Equal(streamUp[i], batchResults[i].Value, precision: 10);
+            }
+        }
+    }
+
+    // -- Self-Consistency: Streaming == Span ---------------------------------------
+
+    [Fact]
+    public void StreamingMatchesSpan_BothFractals()
+    {
+        var bars = CreateGbmBars();
+
+        // Streaming
+        var streaming = new Fractals();
+        var streamUp = new double[bars.Count];
+        var streamDown = new double[bars.Count];
+        for (int i = 0; i < bars.Count; i++)
+        {
+            _ = streaming.Update(bars[i], isNew: true);
+            streamUp[i] = streaming.UpFractal;
+            streamDown[i] = streaming.DownFractal;
+        }
+
+        // Span
+        var spanUp = new double[bars.Count];
+        var spanDown = new double[bars.Count];
+        Fractals.Batch(bars.HighValues, bars.LowValues, spanUp, spanDown);
+
+        for (int i = 4; i < bars.Count; i++)
+        {
+            if (double.IsNaN(streamUp[i]))
+            {
+                Assert.True(double.IsNaN(spanUp[i]));
+            }
+            else
+            {
+                Assert.Equal(streamUp[i], spanUp[i], precision: 10);
+            }
+
+            if (double.IsNaN(streamDown[i]))
+            {
+                Assert.True(double.IsNaN(spanDown[i]));
+            }
+            else
+            {
+                Assert.Equal(streamDown[i], spanDown[i], precision: 10);
+            }
+        }
+    }
+
+    // -- Determinism ---------------------------------------------------------------
+
+    [Fact]
+    public void SameInput_ProducesSameOutput()
+    {
+        var bars = CreateGbmBars(count: 200, seed: 123);
+
+        var f1 = new Fractals();
+        var f2 = new Fractals();
+
+        for (int i = 0; i < bars.Count; i++)
+        {
+            _ = f1.Update(bars[i], isNew: true);
+            _ = f2.Update(bars[i], isNew: true);
+        }
+
+        Assert.Equal(f1.UpFractal, f2.UpFractal);
+        Assert.Equal(f1.DownFractal, f2.DownFractal);
+    }
+
+    // -- Calculate Returns Valid Indicator -----------------------------------------
+
+    [Fact]
+    public void Calculate_ReturnsValidIndicatorAndResults()
+    {
+        var bars = CreateGbmBars(count: 100);
+
+        var (results, indicator) = Fractals.Calculate(bars);
+
+        Assert.NotNull(results);
+        Assert.Equal(bars.Count, results.Count);
+        Assert.True(indicator.IsHot);
+    }
+
+    // -- BatchDual Returns Both Fractals ------------------------------------------
+
+    [Fact]
+    public void BatchDual_ReturnsBothSeries()
+    {
+        var bars = CreateGbmBars(count: 100);
+
+        var (upSeries, downSeries) = Fractals.BatchDual(bars);
+
+        Assert.Equal(bars.Count, upSeries.Count);
+        Assert.Equal(bars.Count, downSeries.Count);
+
+        // At least some fractals should be detected in 100 bars
+        bool hasUp = false;
+        bool hasDown = false;
+        for (int i = 0; i < upSeries.Count; i++)
+        {
+            if (double.IsFinite(upSeries[i].Value))
+            {
+                hasUp = true;
+            }
+            if (double.IsFinite(downSeries[i].Value))
+            {
+                hasDown = true;
+            }
+        }
+
+        Assert.True(hasUp, "Should detect at least one up fractal in 100 bars");
+        Assert.True(hasDown, "Should detect at least one down fractal in 100 bars");
+    }
+}