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 +1,126 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public sealed class PivotcamIndicatorTests
{
[Fact]
public void PivotcamIndicator_Constructor_SetsDefaults()
{
var indicator = new PivotcamIndicator();
Assert.True(indicator.ShowColdValues);
Assert.Contains("PIVOTCAM", indicator.Name, StringComparison.Ordinal);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void PivotcamIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new PivotcamIndicator();
Assert.Equal(0, PivotcamIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void PivotcamIndicator_ShortName_IsPivotcam()
{
var indicator = new PivotcamIndicator();
indicator.Initialize();
Assert.Contains("PIVOTCAM", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void PivotcamIndicator_SourceCodeLink_IsValid()
{
var indicator = new PivotcamIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Pivotcam", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void PivotcamIndicator_Initialize_CreatesInternalIndicator()
{
var indicator = new PivotcamIndicator();
indicator.Initialize();
// 9 line series: PP, R1, R2, R3, R4, S1, S2, S3, S4
Assert.Equal(9, indicator.LinesSeries.Count);
}
[Fact]
public void PivotcamIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new PivotcamIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 10; i++)
{
double basePrice = 100 + i * 2;
indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 2);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
// PP is index 0
double pp = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(pp) || double.IsNaN(pp));
}
[Fact]
public void PivotcamIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new PivotcamIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 5; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
// Simulate a new bar
indicator.HistoricalData.AddBar(now.AddMinutes(5), 110, 120, 100, 115);
var newArgs = new UpdateArgs(UpdateReason.NewBar);
indicator.ProcessUpdate(newArgs);
double pp = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(pp) || double.IsNaN(pp));
}
[Fact]
public void PivotcamIndicator_NineLineSeries_ArePresent()
{
var indicator = new PivotcamIndicator();
indicator.Initialize();
// PP=0, R1=1, R2=2, R3=3, R4=4, S1=5, S2=6, S3=7, S4=8
Assert.Equal(9, indicator.LinesSeries.Count);
Assert.Contains("PP", indicator.LinesSeries[0].Name, StringComparison.OrdinalIgnoreCase);
Assert.Contains("R1", indicator.LinesSeries[1].Name, StringComparison.OrdinalIgnoreCase);
Assert.Contains("R4", indicator.LinesSeries[4].Name, StringComparison.OrdinalIgnoreCase);
Assert.Contains("S1", indicator.LinesSeries[5].Name, StringComparison.OrdinalIgnoreCase);
Assert.Contains("S4", indicator.LinesSeries[8].Name, StringComparison.OrdinalIgnoreCase);
}
[Fact]
public void PivotcamIndicator_Description_IsSet()
{
var indicator = new PivotcamIndicator();
Assert.NotNull(indicator.Description);
Assert.NotEmpty(indicator.Description);
Assert.Contains("Camarilla", indicator.Description, StringComparison.OrdinalIgnoreCase);
}
}
@@ -0,0 +1,582 @@
// PIVOTCAM Tests - Camarilla Pivot Points
namespace QuanTAlib.Tests;
// -- A) Constructor Validation ------------------------------------------------
public sealed class PivotcamConstructorTests
{
[Fact]
public void Constructor_Default_SetsProperties()
{
var p = new Pivotcam();
Assert.Equal(2, p.WarmupPeriod);
Assert.Contains("Pivotcam", p.Name, StringComparison.Ordinal);
Assert.False(p.IsHot);
}
[Fact]
public void Constructor_InitialState_AllNaN()
{
var p = new Pivotcam();
Assert.True(double.IsNaN(p.PP));
Assert.True(double.IsNaN(p.R1));
Assert.True(double.IsNaN(p.R2));
Assert.True(double.IsNaN(p.R3));
Assert.True(double.IsNaN(p.R4));
Assert.True(double.IsNaN(p.S1));
Assert.True(double.IsNaN(p.S2));
Assert.True(double.IsNaN(p.S3));
Assert.True(double.IsNaN(p.S4));
}
}
// -- B) Basic Calculation -----------------------------------------------------
public sealed class PivotcamBasicTests
{
[Fact]
public void Update_ReturnsTValue()
{
var p = new Pivotcam();
var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000);
TValue result = p.Update(bar);
Assert.IsType<TValue>(result);
}
[Fact]
public void Update_Last_IsAccessible()
{
var p = new Pivotcam();
var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000);
_ = p.Update(bar);
Assert.True(double.IsFinite(p.Last.Value) || double.IsNaN(p.Last.Value));
}
[Fact]
public void Update_KnownValues_CorrectPivotLevels()
{
// Given previous bar H=110, L=90, C=100, range=20
// PP = (110+90+100)/3 = 100
// R1 = 100 + 20*1.0833/12 ≈ 101.8055
// S1 = 100 - 20*1.0833/12 ≈ 98.1945
// R2 = 100 + 20*1.1666/12 ≈ 101.9443
// S2 = 100 - 20*1.1666/12 ≈ 98.0557
// R3 = 100 + 20*1.25/12 ≈ 102.0833
// S3 = 100 - 20*1.25/12 ≈ 97.9167
// R4 = 100 + 20*1.5/12 = 102.5
// S4 = 100 - 20*1.5/12 = 97.5
var p = new Pivotcam();
var dt = DateTime.UtcNow;
// First bar: stores HLC, no output yet
_ = p.Update(new TBar(dt, 100, 110, 90, 100, 1000), isNew: true);
Assert.True(double.IsNaN(p.PP));
// Second bar: computes from first bar's HLC
_ = p.Update(new TBar(dt.AddMinutes(1), 105, 115, 95, 105, 1000), isNew: true);
double range = 20.0;
double pC = 100.0;
Assert.Equal(100.0, p.PP, precision: 10);
Assert.Equal(pC + range * 1.0833 / 12.0, p.R1, precision: 4);
Assert.Equal(pC - range * 1.0833 / 12.0, p.S1, precision: 4);
Assert.Equal(pC + range * 1.1666 / 12.0, p.R2, precision: 4);
Assert.Equal(pC - range * 1.1666 / 12.0, p.S2, precision: 4);
Assert.Equal(pC + range * 1.25 / 12.0, p.R3, precision: 4);
Assert.Equal(pC - range * 1.25 / 12.0, p.S3, precision: 4);
Assert.Equal(pC + range * 1.5 / 12.0, p.R4, precision: 4);
Assert.Equal(pC - range * 1.5 / 12.0, p.S4, precision: 4);
}
[Fact]
public void Update_SecondKnownValues_CorrectPivotLevels()
{
// Given previous bar H=120, L=100, C=115, range=20
var p = new Pivotcam();
var dt = DateTime.UtcNow;
_ = p.Update(new TBar(dt, 110, 120, 100, 115, 1000), isNew: true);
_ = p.Update(new TBar(dt.AddMinutes(1), 115, 125, 105, 120, 1000), isNew: true);
double expectedPP = (120.0 + 100.0 + 115.0) / 3.0;
double range = 20.0;
double pC = 115.0;
Assert.Equal(expectedPP, p.PP, precision: 10);
Assert.Equal(pC + range * 1.0833 / 12.0, p.R1, precision: 4);
Assert.Equal(pC - range * 1.0833 / 12.0, p.S1, precision: 4);
Assert.Equal(pC + range * 1.1666 / 12.0, p.R2, precision: 4);
Assert.Equal(pC - range * 1.1666 / 12.0, p.S2, precision: 4);
Assert.Equal(pC + range * 1.25 / 12.0, p.R3, precision: 4);
Assert.Equal(pC - range * 1.25 / 12.0, p.S3, precision: 4);
Assert.Equal(pC + range * 1.5 / 12.0, p.R4, precision: 4);
Assert.Equal(pC - range * 1.5 / 12.0, p.S4, precision: 4);
}
[Fact]
public void Update_LevelsHaveCorrectOrdering()
{
// For any normal bar: S4 < S3 < S2 < S1 < PP < R1 < R2 < R3 < R4
// (when close is near the range center, PP may be above or below close,
// but S/R levels are always ordered by their multiplier magnitude)
var p = new Pivotcam();
var dt = DateTime.UtcNow;
_ = p.Update(new TBar(dt, 100, 110, 90, 100, 1000), isNew: true);
_ = p.Update(new TBar(dt.AddMinutes(1), 105, 115, 95, 105, 1000), isNew: true);
Assert.True(p.S4 < p.S3);
Assert.True(p.S3 < p.S2);
Assert.True(p.S2 < p.S1);
Assert.True(p.R1 < p.R2);
Assert.True(p.R2 < p.R3);
Assert.True(p.R3 < p.R4);
}
[Fact]
public void Name_ContainsPivotcam()
{
var p = new Pivotcam();
Assert.Contains("Pivotcam", p.Name, StringComparison.Ordinal);
}
}
// -- C) State + Bar Correction ------------------------------------------------
public sealed class PivotcamStateCorrectionTests
{
[Fact]
public void IsNew_True_AdvancesState()
{
var p = new Pivotcam();
_ = p.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000), isNew: true);
var first = p.Last;
_ = p.Update(new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 105, 1000), isNew: true);
var second = p.Last;
Assert.NotEqual(first.Time, second.Time);
}
[Fact]
public void IsNew_False_CorrectionRestoresState()
{
var p = new Pivotcam();
var dt = DateTime.UtcNow;
_ = p.Update(new TBar(dt, 100, 110, 90, 100, 1000), isNew: true);
_ = p.Update(new TBar(dt.AddMinutes(1), 105, 115, 95, 105, 1000), isNew: true);
double ppBefore = p.PP;
// Correct the second bar (isNew=false)
_ = p.Update(new TBar(dt.AddMinutes(1), 108, 118, 92, 108, 1000), isNew: false);
// PP should still be based on bar 0's HLC (H=110, L=90, C=100)
Assert.Equal(ppBefore, p.PP, precision: 10);
}
[Fact]
public void IterativeCorrections_ProduceSameResult()
{
var p = new Pivotcam();
var dt = DateTime.UtcNow;
_ = p.Update(new TBar(dt, 100, 110, 90, 100, 1000), isNew: true);
_ = p.Update(new TBar(dt.AddMinutes(1), 105, 115, 95, 105, 1000), isNew: true);
double[] ppResults = new double[3];
for (int i = 0; i < 3; i++)
{
_ = p.Update(new TBar(dt.AddMinutes(1), 108, 120, 88, 110, 1000), isNew: false);
ppResults[i] = p.PP;
}
Assert.Equal(ppResults[0], ppResults[1]);
Assert.Equal(ppResults[1], ppResults[2]);
}
[Fact]
public void IsNew_False_AllLevelsStable()
{
var p = new Pivotcam();
var dt = DateTime.UtcNow;
_ = p.Update(new TBar(dt, 100, 110, 90, 100, 1000), isNew: true);
_ = p.Update(new TBar(dt.AddMinutes(1), 105, 115, 95, 105, 1000), isNew: true);
_ = p.Update(new TBar(dt.AddMinutes(1), 108, 120, 88, 110, 1000), isNew: false);
double r1a = p.R1, s1a = p.S1, r2a = p.R2, s2a = p.S2;
double r3a = p.R3, s3a = p.S3, r4a = p.R4, s4a = p.S4;
_ = p.Update(new TBar(dt.AddMinutes(1), 108, 120, 88, 110, 1000), isNew: false);
Assert.Equal(r1a, p.R1);
Assert.Equal(s1a, p.S1);
Assert.Equal(r2a, p.R2);
Assert.Equal(s2a, p.S2);
Assert.Equal(r3a, p.R3);
Assert.Equal(s3a, p.S3);
Assert.Equal(r4a, p.R4);
Assert.Equal(s4a, p.S4);
}
[Fact]
public void Reset_ClearsAllState()
{
var p = new Pivotcam();
var dt = DateTime.UtcNow;
for (int i = 0; i < 10; i++)
{
double price = 100.0 + i;
_ = p.Update(new TBar(dt.AddMinutes(i), price, price + 5, price - 5, price + 1, 1000));
}
Assert.True(p.IsHot);
p.Reset();
Assert.False(p.IsHot);
Assert.True(double.IsNaN(p.PP));
Assert.True(double.IsNaN(p.R1));
Assert.True(double.IsNaN(p.R2));
Assert.True(double.IsNaN(p.R3));
Assert.True(double.IsNaN(p.R4));
Assert.True(double.IsNaN(p.S1));
Assert.True(double.IsNaN(p.S2));
Assert.True(double.IsNaN(p.S3));
Assert.True(double.IsNaN(p.S4));
}
}
// -- D) Warmup / Convergence --------------------------------------------------
public sealed class PivotcamWarmupTests
{
[Fact]
public void IsHot_FlipsAfterWarmup()
{
var p = new Pivotcam();
// First bar - not hot
_ = p.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000));
Assert.False(p.IsHot, "Should not be hot after 1 bar");
// Second bar - should be hot
_ = p.Update(new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 105, 1000));
Assert.True(p.IsHot, "Should be hot after 2 bars");
}
[Fact]
public void WarmupPeriod_Equals2()
{
var p = new Pivotcam();
Assert.Equal(2, p.WarmupPeriod);
}
}
// -- E) Robustness ------------------------------------------------------------
public sealed class PivotcamRobustnessTests
{
[Fact]
public void NaN_Input_UsesLastValidValue()
{
var p = new Pivotcam();
var dt = DateTime.UtcNow;
// Feed valid bars
_ = p.Update(new TBar(dt, 100, 110, 90, 100, 1000), isNew: true);
_ = p.Update(new TBar(dt.AddMinutes(1), 105, 115, 95, 105, 1000), isNew: true);
Assert.True(p.IsHot);
// Feed NaN bar
_ = p.Update(new TBar(dt.AddMinutes(2), double.NaN, double.NaN, double.NaN, double.NaN, 0), isNew: true);
Assert.True(p.IsHot);
Assert.True(double.IsFinite(p.PP));
}
[Fact]
public void Infinity_Input_UsesLastValidValue()
{
var p = new Pivotcam();
var dt = DateTime.UtcNow;
_ = p.Update(new TBar(dt, 100, 110, 90, 100, 1000), isNew: true);
_ = p.Update(new TBar(dt.AddMinutes(1), 105, 115, 95, 105, 1000), isNew: true);
_ = p.Update(new TBar(dt.AddMinutes(2),
double.PositiveInfinity, double.PositiveInfinity, double.NegativeInfinity, double.PositiveInfinity, 0),
isNew: true);
Assert.True(p.IsHot);
Assert.True(double.IsFinite(p.PP));
}
[Fact]
public void FirstBar_NaN_ReturnsNaN()
{
var p = new Pivotcam();
_ = p.Update(new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, 0));
Assert.True(double.IsNaN(p.Last.Value));
Assert.True(double.IsNaN(p.PP));
}
}
// -- F) Consistency -----------------------------------------------------------
public sealed class PivotcamConsistencyTests
{
private static TBarSeries CreateGbmBars(int count = 500)
{
var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.20, seed: 42);
return gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
}
[Fact]
public void Streaming_MatchesBatch()
{
var bars = CreateGbmBars();
// Streaming
var streaming = new Pivotcam();
var streamPP = new double[bars.Count];
for (int i = 0; i < bars.Count; i++)
{
_ = streaming.Update(bars[i], isNew: true);
streamPP[i] = streaming.PP;
}
// Batch
var batchResults = Pivotcam.Batch(bars);
for (int i = 1; i < bars.Count; i++)
{
if (double.IsNaN(streamPP[i]))
{
Assert.True(double.IsNaN(batchResults[i].Value), $"Mismatch at {i}");
}
else
{
Assert.Equal(streamPP[i], batchResults[i].Value, precision: 10);
}
}
}
[Fact]
public void Streaming_MatchesSpan()
{
var bars = CreateGbmBars();
// Streaming
var streaming = new Pivotcam();
var streamPP = new double[bars.Count];
for (int i = 0; i < bars.Count; i++)
{
_ = streaming.Update(bars[i], isNew: true);
streamPP[i] = streaming.PP;
}
// Span
var spanPP = new double[bars.Count];
Pivotcam.Batch(bars.HighValues, bars.LowValues, bars.CloseValues, spanPP);
for (int i = 1; i < bars.Count; i++)
{
if (double.IsNaN(streamPP[i]))
{
Assert.True(double.IsNaN(spanPP[i]), $"PP mismatch at {i}");
}
else
{
Assert.Equal(streamPP[i], spanPP[i], precision: 10);
}
}
}
[Fact]
public void Streaming_MatchesBatchAll_AllLevels()
{
var bars = CreateGbmBars(count: 200);
// Streaming
var streaming = new Pivotcam();
var sPP = new double[bars.Count];
var sR1 = new double[bars.Count];
var sS1 = new double[bars.Count];
var sR2 = new double[bars.Count];
var sS2 = new double[bars.Count];
var sR3 = new double[bars.Count];
var sS3 = new double[bars.Count];
var sR4 = new double[bars.Count];
var sS4 = new double[bars.Count];
for (int i = 0; i < bars.Count; i++)
{
_ = streaming.Update(bars[i], isNew: true);
sPP[i] = streaming.PP;
sR1[i] = streaming.R1;
sS1[i] = streaming.S1;
sR2[i] = streaming.R2;
sS2[i] = streaming.S2;
sR3[i] = streaming.R3;
sS3[i] = streaming.S3;
sR4[i] = streaming.R4;
sS4[i] = streaming.S4;
}
// BatchAll
var bPP = new double[bars.Count];
var bR1 = new double[bars.Count];
var bS1 = new double[bars.Count];
var bR2 = new double[bars.Count];
var bS2 = new double[bars.Count];
var bR3 = new double[bars.Count];
var bS3 = new double[bars.Count];
var bR4 = new double[bars.Count];
var bS4 = new double[bars.Count];
Pivotcam.BatchAll(bars.HighValues, bars.LowValues, bars.CloseValues,
bPP, bR1, bS1, bR2, bS2, bR3, bS3, bR4, bS4);
for (int i = 1; i < bars.Count; i++)
{
if (double.IsNaN(sPP[i])) { Assert.True(double.IsNaN(bPP[i])); continue; }
Assert.Equal(sPP[i], bPP[i], precision: 10);
Assert.Equal(sR1[i], bR1[i], precision: 10);
Assert.Equal(sS1[i], bS1[i], precision: 10);
Assert.Equal(sR2[i], bR2[i], precision: 10);
Assert.Equal(sS2[i], bS2[i], precision: 10);
Assert.Equal(sR3[i], bR3[i], precision: 10);
Assert.Equal(sS3[i], bS3[i], precision: 10);
Assert.Equal(sR4[i], bR4[i], precision: 10);
Assert.Equal(sS4[i], bS4[i], precision: 10);
}
}
[Fact]
public void TValue_Update_MatchesTBar_Update()
{
var p1 = new Pivotcam();
var p2 = new Pivotcam();
double[] prices = [100, 102, 98, 105, 99, 103, 107, 95, 110, 108];
for (int i = 0; i < prices.Length; i++)
{
double pr = prices[i];
_ = p1.Update(new TBar(DateTime.UtcNow.AddMinutes(i), pr, pr, pr, pr, 0), isNew: true);
_ = p2.Update(new TValue(DateTime.UtcNow.AddMinutes(i), pr), isNew: true);
}
Assert.Equal(p1.PP, p2.PP);
Assert.Equal(p1.R1, p2.R1);
Assert.Equal(p1.S1, p2.S1);
}
}
// -- G) Span API Tests --------------------------------------------------------
public sealed class PivotcamSpanTests
{
[Fact]
public void Batch_Span_MismatchedLengths_Throws()
{
var ex = Assert.Throws<ArgumentException>(() =>
Pivotcam.Batch(new double[10], new double[5], new double[10], new double[10]));
Assert.Equal("high", ex.ParamName);
}
[Fact]
public void Batch_Span_OutputTooShort_Throws()
{
var ex = Assert.Throws<ArgumentException>(() =>
Pivotcam.Batch(new double[10], new double[10], new double[10], new double[5]));
Assert.Equal("ppOutput", ex.ParamName);
}
[Fact]
public void Batch_Span_Empty_NoException()
{
var ex = Record.Exception(() =>
Pivotcam.Batch(ReadOnlySpan<double>.Empty, ReadOnlySpan<double>.Empty,
ReadOnlySpan<double>.Empty, Span<double>.Empty));
Assert.Null(ex);
}
[Fact]
public void BatchAll_OutputTooShort_Throws()
{
var ex = Assert.Throws<ArgumentException>(() =>
Pivotcam.BatchAll(new double[10], new double[10], new double[10],
new double[10], new double[5], new double[10],
new double[10], new double[10], new double[10],
new double[10], new double[10], new double[10]));
Assert.Equal("r1Out", ex.ParamName);
}
}
// -- H) Event / Chainability -------------------------------------------------
public sealed class PivotcamEventTests
{
[Fact]
public void Pub_FiresOnUpdate()
{
var p = new Pivotcam();
int fireCount = 0;
p.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
_ = p.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000));
Assert.Equal(1, fireCount);
}
[Fact]
public void Pub_FiresOnEachUpdate()
{
var p = new Pivotcam();
int fireCount = 0;
p.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
for (int i = 0; i < 5; i++)
{
double price = 100.0 + i;
_ = p.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 5, price - 5, price + 1, 1000));
}
Assert.Equal(5, fireCount);
}
}
// -- I) Prime Tests -----------------------------------------------------------
public sealed class PivotcamPrimeTests
{
[Fact]
public void Prime_TBarSeries_SetsState()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.20, seed: 42);
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var p = new Pivotcam();
p.Prime(bars);
Assert.True(p.IsHot);
}
[Fact]
public void Prime_EmptySource_NoException()
{
var p = new Pivotcam();
var bars = new TBarSeries();
var ex = Record.Exception(() => p.Prime(bars));
Assert.Null(ex);
Assert.False(p.IsHot);
}
}
@@ -0,0 +1,276 @@
// PIVOTCAM Validation Tests - Camarilla Pivot Points
// Self-consistency validation across all API modes.
//
// Note: No external library (Skender, TA-Lib, Tulip, Ooples) implements
// Camarilla Pivot Points. Validation focuses on mathematical correctness
// and mode consistency.
namespace QuanTAlib.Tests;
public sealed class PivotcamValidationTests
{
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));
}
// -- Mathematical Correctness -------------------------------------------------
[Fact]
public void MathCorrectness_PP_EqualsHLC_Over3()
{
var bars = CreateGbmBars(count: 100);
var p = new Pivotcam();
for (int i = 0; i < bars.Count; i++)
{
_ = p.Update(bars[i], isNew: true);
if (i >= 1)
{
double prevH = bars[i - 1].High;
double prevL = bars[i - 1].Low;
double prevC = bars[i - 1].Close;
double expectedPP = (prevH + prevL + prevC) / 3.0;
Assert.Equal(expectedPP, p.PP, precision: 10);
}
}
}
[Fact]
public void MathCorrectness_AllLevels_MatchCamarillaFormula()
{
var bars = CreateGbmBars(count: 100);
var p = new Pivotcam();
for (int i = 0; i < bars.Count; i++)
{
_ = p.Update(bars[i], isNew: true);
if (i >= 1)
{
double pH = bars[i - 1].High;
double pL = bars[i - 1].Low;
double pC = bars[i - 1].Close;
double pp = (pH + pL + pC) / 3.0;
double range = pH - pL;
Assert.Equal(pp, p.PP, precision: 10);
Assert.Equal(pC + range * 1.0833 / 12.0, p.R1, precision: 4);
Assert.Equal(pC - range * 1.0833 / 12.0, p.S1, precision: 4);
Assert.Equal(pC + range * 1.1666 / 12.0, p.R2, precision: 4);
Assert.Equal(pC - range * 1.1666 / 12.0, p.S2, precision: 4);
Assert.Equal(pC + range * 1.25 / 12.0, p.R3, precision: 4);
Assert.Equal(pC - range * 1.25 / 12.0, p.S3, precision: 4);
Assert.Equal(pC + range * 1.5 / 12.0, p.R4, precision: 4);
Assert.Equal(pC - range * 1.5 / 12.0, p.S4, precision: 4);
}
}
}
// -- Self-Consistency: Streaming == Batch --------------------------------------
[Fact]
public void StreamingMatchesBatch_PP()
{
var bars = CreateGbmBars();
// Streaming
var streaming = new Pivotcam();
var streamPP = new double[bars.Count];
for (int i = 0; i < bars.Count; i++)
{
_ = streaming.Update(bars[i], isNew: true);
streamPP[i] = streaming.PP;
}
// Batch
var batchResults = Pivotcam.Batch(bars);
for (int i = 1; i < bars.Count; i++)
{
if (double.IsNaN(streamPP[i]))
{
Assert.True(double.IsNaN(batchResults[i].Value),
$"Mismatch at {i}: streaming=NaN, batch={batchResults[i].Value}");
}
else
{
Assert.Equal(streamPP[i], batchResults[i].Value, precision: 10);
}
}
}
// -- Self-Consistency: Streaming == Span ---------------------------------------
[Fact]
public void StreamingMatchesSpan_PP()
{
var bars = CreateGbmBars();
// Streaming
var streaming = new Pivotcam();
var streamPP = new double[bars.Count];
for (int i = 0; i < bars.Count; i++)
{
_ = streaming.Update(bars[i], isNew: true);
streamPP[i] = streaming.PP;
}
// Span
var spanPP = new double[bars.Count];
Pivotcam.Batch(bars.HighValues, bars.LowValues, bars.CloseValues, spanPP);
for (int i = 1; i < bars.Count; i++)
{
if (double.IsNaN(streamPP[i]))
{
Assert.True(double.IsNaN(spanPP[i]));
}
else
{
Assert.Equal(streamPP[i], spanPP[i], precision: 10);
}
}
}
// -- Self-Consistency: Streaming == BatchAll (all 9 levels) --------------------
[Fact]
public void StreamingMatchesBatchAll_AllLevels()
{
var bars = CreateGbmBars(count: 300);
// Streaming
var streaming = new Pivotcam();
var sPP = new double[bars.Count];
var sR1 = new double[bars.Count];
var sS1 = new double[bars.Count];
var sR2 = new double[bars.Count];
var sS2 = new double[bars.Count];
var sR3 = new double[bars.Count];
var sS3 = new double[bars.Count];
var sR4 = new double[bars.Count];
var sS4 = new double[bars.Count];
for (int i = 0; i < bars.Count; i++)
{
_ = streaming.Update(bars[i], isNew: true);
sPP[i] = streaming.PP;
sR1[i] = streaming.R1;
sS1[i] = streaming.S1;
sR2[i] = streaming.R2;
sS2[i] = streaming.S2;
sR3[i] = streaming.R3;
sS3[i] = streaming.S3;
sR4[i] = streaming.R4;
sS4[i] = streaming.S4;
}
// BatchAll
var bPP = new double[bars.Count];
var bR1 = new double[bars.Count];
var bS1 = new double[bars.Count];
var bR2 = new double[bars.Count];
var bS2 = new double[bars.Count];
var bR3 = new double[bars.Count];
var bS3 = new double[bars.Count];
var bR4 = new double[bars.Count];
var bS4 = new double[bars.Count];
Pivotcam.BatchAll(bars.HighValues, bars.LowValues, bars.CloseValues,
bPP, bR1, bS1, bR2, bS2, bR3, bS3, bR4, bS4);
for (int i = 1; i < bars.Count; i++)
{
if (double.IsNaN(sPP[i]))
{
Assert.True(double.IsNaN(bPP[i]));
continue;
}
Assert.Equal(sPP[i], bPP[i], precision: 10);
Assert.Equal(sR1[i], bR1[i], precision: 10);
Assert.Equal(sS1[i], bS1[i], precision: 10);
Assert.Equal(sR2[i], bR2[i], precision: 10);
Assert.Equal(sS2[i], bS2[i], precision: 10);
Assert.Equal(sR3[i], bR3[i], precision: 10);
Assert.Equal(sS3[i], bS3[i], precision: 10);
Assert.Equal(sR4[i], bR4[i], precision: 10);
Assert.Equal(sS4[i], bS4[i], precision: 10);
}
}
// -- Determinism ---------------------------------------------------------------
[Fact]
public void SameInput_ProducesSameOutput()
{
var bars = CreateGbmBars(count: 200, seed: 123);
var p1 = new Pivotcam();
var p2 = new Pivotcam();
for (int i = 0; i < bars.Count; i++)
{
_ = p1.Update(bars[i], isNew: true);
_ = p2.Update(bars[i], isNew: true);
}
Assert.Equal(p1.PP, p2.PP);
Assert.Equal(p1.R1, p2.R1);
Assert.Equal(p1.S1, p2.S1);
Assert.Equal(p1.R2, p2.R2);
Assert.Equal(p1.S2, p2.S2);
Assert.Equal(p1.R3, p2.R3);
Assert.Equal(p1.S3, p2.S3);
Assert.Equal(p1.R4, p2.R4);
Assert.Equal(p1.S4, p2.S4);
}
// -- Calculate Returns Valid Indicator -----------------------------------------
[Fact]
public void Calculate_ReturnsValidIndicatorAndResults()
{
var bars = CreateGbmBars(count: 100);
var (results, indicator) = Pivotcam.Calculate(bars);
Assert.NotNull(results);
Assert.Equal(bars.Count, results.Count);
Assert.True(indicator.IsHot);
}
// -- Level Ordering Invariant --------------------------------------------------
[Fact]
public void AllBars_SupportResistanceLevelsOrdered()
{
// Camarilla: S4 < S3 < S2 < S1 < Close-based < R1 < R2 < R3 < R4
// Note: PP is based on HLC/3 and may be above or below close,
// but resistance levels are always ordered R1 < R2 < R3 < R4
// and support levels are always ordered S4 < S3 < S2 < S1
var bars = CreateGbmBars(count: 200);
var p = new Pivotcam();
for (int i = 0; i < bars.Count; i++)
{
_ = p.Update(bars[i], isNew: true);
if (p.IsHot)
{
Assert.True(p.S4 <= p.S3, $"S4 > S3 at bar {i}");
Assert.True(p.S3 <= p.S2, $"S3 > S2 at bar {i}");
Assert.True(p.S2 <= p.S1, $"S2 > S1 at bar {i}");
Assert.True(p.R1 <= p.R2, $"R1 > R2 at bar {i}");
Assert.True(p.R2 <= p.R3, $"R2 > R3 at bar {i}");
Assert.True(p.R3 <= p.R4, $"R3 > R4 at bar {i}");
}
}
}
}