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
2026-08-23 21:18:04 +00:00 · 2026-03-12 12:34:16 -07:00
parent 8937b0c0fa
commit 060649192f
1149 changed files with 1780 additions and 3316 deletions
@@ -0,0 +1,159 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class IlrsIndicatorTests
+{
+    [Fact]
+    public void IlrsIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new IlrsIndicator();
+
+        Assert.Equal(14, indicator.Period);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("ILRS - Integral of Linear Regression Slope", indicator.Name);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void IlrsIndicator_MinHistoryDepths_IsZero()
+    {
+        var indicator = new IlrsIndicator { Period = 20 };
+
+        Assert.Equal(0, IlrsIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void IlrsIndicator_ShortName_IncludesPeriodAndSource()
+    {
+        var indicator = new IlrsIndicator { Period = 15 };
+
+        Assert.Contains("ILRS", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void IlrsIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new IlrsIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Ilrs.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void IlrsIndicator_Initialize_CreatesInternalIlrs()
+    {
+        var indicator = new IlrsIndicator { Period = 10 };
+
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void IlrsIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new IlrsIndicator { 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 IlrsIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new IlrsIndicator { 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 IlrsIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new IlrsIndicator { Period = 3 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        double firstValue = indicator.LinesSeries[0].GetValue(0);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+        double secondValue = indicator.LinesSeries[0].GetValue(0);
+
+        Assert.True(double.IsFinite(firstValue));
+        Assert.True(double.IsFinite(secondValue));
+    }
+
+    [Fact]
+    public void IlrsIndicator_MultipleUpdates_ProducesCorrectSequence()
+    {
+        var indicator = new IlrsIndicator { Period = 3 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        double[] closes = { 100, 102, 104, 103, 105 };
+
+        foreach (var close in closes)
+        {
+            indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            now = now.AddMinutes(1);
+        }
+
+        for (int i = 0; i < closes.Length; i++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
+        }
+    }
+
+    [Fact]
+    public void IlrsIndicator_DifferentSourceTypes_Work()
+    {
+        var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
+
+        foreach (var source in sources)
+        {
+            var indicator = new IlrsIndicator { Period = 3, Source = source };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
+                $"Source {source} should produce finite value");
+        }
+    }
+
+    [Fact]
+    public void IlrsIndicator_Period_CanBeChanged()
+    {
+        var indicator = new IlrsIndicator { Period = 5 };
+        Assert.Equal(5, indicator.Period);
+
+        indicator.Period = 20;
+        Assert.Equal(20, indicator.Period);
+        Assert.Equal(0, IlrsIndicator.MinHistoryDepths);
+    }
+}
@@ -0,0 +1,400 @@
+namespace QuanTAlib.Tests;
+
+using Xunit;
+
+public class IlrsTests
+{
+    private const double Tolerance = 1e-9;
+
+    private static TSeries MakeSeries(int count = 500)
+    {
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.5, seed: 42);
+        return gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)).Close;
+    }
+
+    private readonly TSeries _data = MakeSeries();
+
+    // ── A) Constructor validation ──────────────────────────────────────
+
+    [Theory]
+    [InlineData(1)]
+    [InlineData(0)]
+    [InlineData(-5)]
+    public void Constructor_InvalidPeriod_Throws(int period)
+    {
+        var ex = Assert.Throws<ArgumentException>(() => new Ilrs(period));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Theory]
+    [InlineData(2)]
+    [InlineData(14)]
+    [InlineData(100)]
+    public void Constructor_ValidPeriod_Succeeds(int period)
+    {
+        var ilrs = new Ilrs(period);
+        Assert.Equal($"Ilrs({period})", ilrs.Name);
+        Assert.Equal(period, ilrs.WarmupPeriod);
+    }
+
+    [Fact]
+    public void Constructor_NullSource_Throws()
+    {
+        Assert.Throws<ArgumentNullException>(() => new Ilrs(null!, 14));
+    }
+
+    // ── B) Basic calculation ───────────────────────────────────────────
+
+    [Fact]
+    public void Update_ReturnsFiniteValue()
+    {
+        var ilrs = new Ilrs(14);
+        var result = ilrs.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Update_FirstValue_EqualsInput()
+    {
+        var ilrs = new Ilrs(14);
+        var result = ilrs.Update(new TValue(DateTime.UtcNow, 42.0));
+        Assert.Equal(42.0, result.Value, Tolerance);
+    }
+
+    [Fact]
+    public void Update_ConstantInput_IntegralStaysConstant()
+    {
+        // Constant input → slope = 0 → integral stays at initial value
+        const int period = 5;
+        const double price = 100.0;
+        var ilrs = new Ilrs(period);
+
+        double result = 0;
+        for (int i = 0; i < 50; i++)
+        {
+            result = ilrs.Update(new TValue(DateTime.UtcNow, price)).Value;
+        }
+
+        Assert.Equal(price, result, 1e-6);
+    }
+
+    [Fact]
+    public void Update_LinearTrend_IntegralFollows()
+    {
+        // For y = x (linear trend), slope = 1, so integral grows by 1 each bar
+        const int period = 5;
+        var ilrs = new Ilrs(period);
+
+        for (int i = 0; i < 20; i++)
+        {
+            var result = ilrs.Update(new TValue(DateTime.UtcNow, (double)i));
+            Assert.True(double.IsFinite(result.Value));
+        }
+
+        // After warmup, integral should be growing
+        Assert.True(ilrs.Last.Value > 10);
+    }
+
+    [Fact]
+    public void Last_IsAccessible()
+    {
+        var ilrs = new Ilrs(5);
+        ilrs.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.True(double.IsFinite(ilrs.Last.Value));
+    }
+
+    [Fact]
+    public void Name_IsCorrect()
+    {
+        var ilrs = new Ilrs(7);
+        Assert.Equal("Ilrs(7)", ilrs.Name);
+    }
+
+    // ── C) State + bar correction ──────────────────────────────────────
+
+    [Fact]
+    public void IsNew_True_AdvancesState()
+    {
+        var ilrs = new Ilrs(5);
+        ilrs.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
+        ilrs.Update(new TValue(DateTime.UtcNow, 101.0), isNew: true);
+
+        var v1 = ilrs.Last.Value;
+        ilrs.Update(new TValue(DateTime.UtcNow, 102.0), isNew: true);
+        Assert.NotEqual(v1, ilrs.Last.Value);
+    }
+
+    [Fact]
+    public void IsNew_False_RewritesCurrentBar()
+    {
+        var ilrs = new Ilrs(5);
+        for (int i = 0; i < 8; i++)
+        {
+            ilrs.Update(new TValue(DateTime.UtcNow, 100.0 + i), isNew: true);
+        }
+
+        var before = ilrs.Last.Value;
+        ilrs.Update(new TValue(DateTime.UtcNow, 200.0), isNew: false);
+        Assert.NotEqual(before, ilrs.Last.Value);
+    }
+
+    [Fact]
+    public void IterativeCorrections_Restore()
+    {
+        var ilrs = new Ilrs(5);
+        for (int i = 0; i < 10; i++)
+        {
+            ilrs.Update(new TValue(DateTime.UtcNow, 100.0 + i), isNew: true);
+        }
+
+        var baseline = ilrs.Last.Value;
+        // Apply multiple corrections then revert
+        ilrs.Update(new TValue(DateTime.UtcNow, 200.0), isNew: false);
+        ilrs.Update(new TValue(DateTime.UtcNow, 300.0), isNew: false);
+        ilrs.Update(new TValue(DateTime.UtcNow, 109.0), isNew: false); // Original value
+        Assert.Equal(baseline, ilrs.Last.Value, 1e-6);
+    }
+
+    [Fact]
+    public void Reset_ClearsState()
+    {
+        var ilrs = new Ilrs(5);
+        for (int i = 0; i < 10; i++)
+        {
+            ilrs.Update(new TValue(DateTime.UtcNow, 100.0 + i));
+        }
+
+        ilrs.Reset();
+        Assert.False(ilrs.IsHot);
+        Assert.Equal(0, ilrs.Last.Value);
+    }
+
+    // ── D) Warmup/convergence ──────────────────────────────────────────
+
+    [Fact]
+    public void IsHot_FlipsAtPeriod()
+    {
+        const int period = 5;
+        var ilrs = new Ilrs(period);
+
+        for (int i = 1; i <= period; i++)
+        {
+            ilrs.Update(new TValue(DateTime.UtcNow, 100.0 + i));
+            if (i < period)
+            {
+                Assert.False(ilrs.IsHot, $"Should not be hot at bar {i}");
+            }
+            else
+            {
+                Assert.True(ilrs.IsHot, $"Should be hot at bar {i}");
+            }
+        }
+    }
+
+    [Fact]
+    public void WarmupPeriod_MatchesPeriod()
+    {
+        var ilrs = new Ilrs(10);
+        Assert.Equal(10, ilrs.WarmupPeriod);
+    }
+
+    // ── E) Robustness ──────────────────────────────────────────────────
+
+    [Fact]
+    public void NaN_UsesLastValidValue()
+    {
+        var ilrs = new Ilrs(5);
+        ilrs.Update(new TValue(DateTime.UtcNow, 100.0));
+        ilrs.Update(new TValue(DateTime.UtcNow, 101.0));
+        ilrs.Update(new TValue(DateTime.UtcNow, double.NaN));
+
+        Assert.True(double.IsFinite(ilrs.Last.Value));
+    }
+
+    [Fact]
+    public void Infinity_UsesLastValidValue()
+    {
+        var ilrs = new Ilrs(5);
+        ilrs.Update(new TValue(DateTime.UtcNow, 100.0));
+        ilrs.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
+
+        Assert.True(double.IsFinite(ilrs.Last.Value));
+    }
+
+    [Fact]
+    public void BatchNaN_Safe()
+    {
+        var ilrs = new Ilrs(5);
+        for (int i = 0; i < 10; i++)
+        {
+            double val = i == 5 ? double.NaN : 100.0 + i;
+            ilrs.Update(new TValue(DateTime.UtcNow, val));
+        }
+
+        Assert.True(double.IsFinite(ilrs.Last.Value));
+    }
+
+    // ── F) Consistency (4 API modes) ───────────────────────────────────
+
+    [Fact]
+    public void AllModes_ProduceSameResults()
+    {
+        const int period = 7;
+
+        // Mode 1: Streaming
+        var ilrsStream = new Ilrs(period);
+        var streamResults = new double[_data.Count];
+        for (int i = 0; i < _data.Count; i++)
+        {
+            streamResults[i] = ilrsStream.Update(_data[i]).Value;
+        }
+
+        // Mode 2: Batch (TSeries)
+        var batchSeries = Ilrs.Batch(_data, period);
+
+        // Mode 3: Span
+        var spanOutput = new double[_data.Count];
+        Ilrs.Batch(_data.Values, spanOutput, period);
+
+        // Mode 4: Event-based
+        var source = new TSeries();
+        var ilrsEvent = new Ilrs(source, period);
+        var eventResults = new double[_data.Count];
+        for (int i = 0; i < _data.Count; i++)
+        {
+            source.Add(_data[i]);
+            eventResults[i] = ilrsEvent.Last.Value;
+        }
+
+        // Compare all modes
+        for (int i = 0; i < _data.Count; i++)
+        {
+            Assert.Equal(streamResults[i], batchSeries.Values[i], 1e-6);
+            Assert.Equal(streamResults[i], spanOutput[i], 1e-6);
+            Assert.Equal(streamResults[i], eventResults[i], 1e-6);
+        }
+    }
+
+    // ── G) Span API tests ──────────────────────────────────────────────
+
+    [Fact]
+    public void Batch_Span_MismatchedLengths_Throws()
+    {
+        double[] src = [1, 2, 3];
+        double[] output = new double[2];
+        var ex = Assert.Throws<ArgumentException>(() => Ilrs.Batch(src, output, period: 5));
+        Assert.Equal("output", ex.ParamName);
+    }
+
+    [Fact]
+    public void Batch_Span_PeriodTooSmall_Throws()
+    {
+        double[] src = [1, 2, 3];
+        double[] output = new double[3];
+        var ex = Assert.Throws<ArgumentException>(() => Ilrs.Batch(src, output, period: 1));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Fact]
+    public void Batch_Span_EmptyInput_NoOp()
+    {
+        Ilrs.Batch(ReadOnlySpan<double>.Empty, Span<double>.Empty, period: 5);
+        Assert.True(true); // no-throw is the assertion
+    }
+
+    // ── H) Chainability ────────────────────────────────────────────────
+
+    [Fact]
+    public void Pub_Fires()
+    {
+        var ilrs = new Ilrs(5);
+        bool fired = false;
+        ilrs.Pub += (object? sender, in TValueEventArgs e) => fired = true;
+        ilrs.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.True(fired);
+    }
+
+    [Fact]
+    public void EventBased_Chaining()
+    {
+        var source = new TSeries();
+        var ilrs = new Ilrs(source, period: 5);
+
+        for (int i = 0; i < 10; i++)
+        {
+            source.Add(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
+        }
+        Assert.True(ilrs.IsHot);
+        Assert.True(double.IsFinite(ilrs.Last.Value));
+    }
+
+    // ── I) Dispose ─────────────────────────────────────────────────────
+
+    [Fact]
+    public void Dispose_Idempotent()
+    {
+        var ilrs = new Ilrs(5);
+        ilrs.Dispose();
+        ilrs.Dispose(); // Should not throw
+        Assert.True(true); // no-throw is the assertion
+    }
+
+    [Fact]
+    public void Dispose_UnsubscribesFromSource()
+    {
+        var source = new TSeries();
+        var ilrs = new Ilrs(source, period: 5);
+        ilrs.Dispose();
+
+        source.Add(new TValue(DateTime.UtcNow, 999.0));
+        Assert.False(ilrs.IsHot);
+    }
+
+    // ── J) ILRS-specific: Integration behavior ────────────────────────
+
+    [Fact]
+    public void PositiveSlope_IntegralIncreases()
+    {
+        var ilrs = new Ilrs(5);
+        // Feed increasing prices
+        for (int i = 0; i < 10; i++)
+        {
+            ilrs.Update(new TValue(DateTime.UtcNow, 100.0 + i * 10));
+        }
+
+        // Integral should be well above starting value
+        Assert.True(ilrs.Last.Value > 100.0);
+    }
+
+    [Fact]
+    public void NegativeSlope_IntegralDecreases()
+    {
+        var ilrs = new Ilrs(5);
+        // Feed decreasing prices
+        for (int i = 0; i < 10; i++)
+        {
+            ilrs.Update(new TValue(DateTime.UtcNow, 200.0 - i * 10));
+        }
+
+        // Integral should be below starting value
+        Assert.True(ilrs.Last.Value < 200.0);
+    }
+
+    [Fact]
+    public void Calculate_ReturnsResultsAndIndicator()
+    {
+        var (results, indicator) = Ilrs.Calculate(_data, 14);
+        Assert.Equal(_data.Count, results.Count);
+        Assert.True(indicator.IsHot);
+    }
+
+    [Fact]
+    public void Prime_SetsState()
+    {
+        var ilrs = new Ilrs(5);
+        double[] values = [100, 101, 102, 103, 104, 105, 106, 107, 108, 109];
+        ilrs.Prime(values);
+        Assert.True(ilrs.IsHot);
+        Assert.True(double.IsFinite(ilrs.Last.Value));
+    }
+}
@@ -0,0 +1,132 @@
+namespace QuanTAlib.Tests;
+
+using Xunit;
+
+public class IlrsValidationTests
+{
+    private const int DataCount = 5000;
+    private readonly TSeries _data;
+
+    public IlrsValidationTests()
+    {
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.3, seed: 123);
+        _data = gbm.Fetch(DataCount, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)).Close;
+    }
+
+    [Fact]
+    public void Batch_Matches_Streaming()
+    {
+        const int period = 14;
+        var batchResult = Ilrs.Batch(_data, period);
+
+        var ilrs = new Ilrs(period);
+        for (int i = 0; i < _data.Count; i++)
+        {
+            ilrs.Update(_data[i]);
+            Assert.Equal(batchResult.Values[i], ilrs.Last.Value, 1e-6);
+        }
+    }
+
+    [Fact]
+    public void Span_Matches_Streaming()
+    {
+        const int period = 14;
+        var spanOutput = new double[_data.Count];
+        Ilrs.Batch(_data.Values, spanOutput, period);
+
+        var ilrs = new Ilrs(period);
+        for (int i = 0; i < _data.Count; i++)
+        {
+            double expected = ilrs.Update(_data[i]).Value;
+            Assert.Equal(expected, spanOutput[i], 1e-6);
+        }
+    }
+
+    [Theory]
+    [InlineData(2)]
+    [InlineData(7)]
+    [InlineData(14)]
+    [InlineData(50)]
+    public void DifferentPeriods_ProduceValidResults(int period)
+    {
+        var ilrs = new Ilrs(period);
+        for (int i = 0; i < _data.Count; i++)
+        {
+            var result = ilrs.Update(_data[i]);
+            Assert.True(double.IsFinite(result.Value), $"Non-finite at bar {i}, period {period}");
+        }
+        Assert.True(ilrs.IsHot);
+    }
+
+    [Fact]
+    public void ConstantInput_ConvergesToConstant()
+    {
+        const int period = 14;
+        const double price = 50.0;
+        var ilrs = new Ilrs(period);
+
+        for (int i = 0; i < 200; i++)
+        {
+            ilrs.Update(new TValue(DateTime.UtcNow, price));
+        }
+
+        Assert.Equal(price, ilrs.Last.Value, 1e-6);
+    }
+
+    [Fact]
+    public void Calculate_ReturnsHotIndicator()
+    {
+        var (results, indicator) = Ilrs.Calculate(_data, 14);
+        Assert.True(indicator.IsHot);
+        Assert.Equal(_data.Count, results.Count);
+    }
+
+    [Fact]
+    public void BarCorrection_Consistency()
+    {
+        const int period = 7;
+        var ilrs = new Ilrs(period);
+
+        for (int i = 0; i < 20; i++)
+        {
+            ilrs.Update(_data[i]);
+        }
+
+        var baseline = ilrs.Last.Value;
+
+        // Apply correction then revert
+        ilrs.Update(new TValue(DateTime.UtcNow, 999.0), isNew: false);
+        Assert.NotEqual(baseline, ilrs.Last.Value);
+
+        ilrs.Update(_data[19], isNew: false);
+        Assert.Equal(baseline, ilrs.Last.Value, 1e-6);
+    }
+
+    [Fact]
+    public void SubsetStability()
+    {
+        const int period = 14;
+
+        // Run on first 100 bars
+        var ilrs1 = new Ilrs(period);
+        for (int i = 0; i < 100; i++)
+        {
+            ilrs1.Update(_data[i]);
+        }
+        double val100 = ilrs1.Last.Value;
+
+        // Run on first 200 bars, check the output at bar 99 matches
+        var ilrs2 = new Ilrs(period);
+        double val100_from200 = 0;
+        for (int i = 0; i < 200; i++)
+        {
+            ilrs2.Update(_data[i]);
+            if (i == 99)
+            {
+                val100_from200 = ilrs2.Last.Value;
+            }
+        }
+
+        Assert.Equal(val100, val100_from200, 1e-9);
+    }
+}