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 +1,169 @@
using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public class LsmaIndicatorTests
{
[Fact]
public void LsmaIndicator_Constructor_SetsDefaults()
{
var indicator = new LsmaIndicator();
Assert.Equal(25, indicator.Period);
Assert.Equal(0, indicator.Offset);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("LSMA - Least Squares Moving Average", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void LsmaIndicator_MinHistoryDepths_EqualsPeriod()
{
var indicator = new LsmaIndicator { Period = 20 };
Assert.Equal(0, LsmaIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void LsmaIndicator_ShortName_IncludesPeriodOffsetAndSource()
{
var indicator = new LsmaIndicator { Period = 15, Offset = 2 };
Assert.Contains("LSMA", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void LsmaIndicator_SourceCodeLink_IsValid()
{
var indicator = new LsmaIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Lsma.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void LsmaIndicator_Initialize_CreatesInternalLsma()
{
var indicator = new LsmaIndicator { Period = 10 };
// Initialize should not throw
indicator.Initialize();
// After init, line series should exist
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void LsmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new LsmaIndicator { Period = 3 };
indicator.Initialize();
// Add historical data
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
// Process update
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
// Line series should have a value
Assert.Equal(1, indicator.LinesSeries[0].Count);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
[Fact]
public void LsmaIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new LsmaIndicator { 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 LsmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new LsmaIndicator { 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 LsmaIndicator_MultipleUpdates_ProducesCorrectSequence()
{
var indicator = new LsmaIndicator { 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);
}
// All values should be finite
for (int i = 0; i < closes.Length; i++)
{
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
}
}
[Fact]
public void LsmaIndicator_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 LsmaIndicator { 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 LsmaIndicator_PeriodAndOffset_CanBeChanged()
{
var indicator = new LsmaIndicator { Period = 5, Offset = 0 };
Assert.Equal(5, indicator.Period);
Assert.Equal(0, indicator.Offset);
indicator.Period = 20;
indicator.Offset = 2;
Assert.Equal(20, indicator.Period);
Assert.Equal(2, indicator.Offset);
Assert.Equal(0, LsmaIndicator.MinHistoryDepths);
}
}
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namespace QuanTAlib.Tests;
public class LsmaTests
{
[Fact]
public void Constructor_InvalidPeriod_ThrowsArgumentException()
{
Assert.Throws<ArgumentException>(() => new Lsma(0));
Assert.Throws<ArgumentException>(() => new Lsma(-1));
}
[Fact]
public void Constructor_ValidParameters_SetsProperties()
{
var lsma = new Lsma(14, 0);
Assert.Equal("Lsma(14)", lsma.Name);
Assert.False(lsma.IsHot);
}
[Fact]
public void Update_SingleValue_ReturnsSameValue()
{
var lsma = new Lsma(14);
var result = lsma.Update(new TValue(DateTime.UtcNow, 100));
Assert.Equal(100, result.Value);
}
[Fact]
public void Update_LinearTrend_ReturnsExactValue()
{
// For a perfect linear trend y = x, LSMA should return x
const int period = 10;
var lsma = new Lsma(period);
for (int i = 0; i < period * 2; i++)
{
var result = lsma.Update(new TValue(DateTime.UtcNow, i));
if (i >= period) // After warmup
{
Assert.Equal(i, result.Value, 1e-9);
}
}
}
[Fact]
public void Update_ConstantValue_ReturnsSameValue()
{
const int period = 10;
var lsma = new Lsma(period);
const double value = 123.45;
for (int i = 0; i < period * 2; i++)
{
var result = lsma.Update(new TValue(DateTime.UtcNow, value));
Assert.Equal(value, result.Value, 1e-9);
}
}
[Fact]
public void Update_WithOffset_ProjectsCorrectly()
{
// y = 2x + 1
// At x=10, y=21. Slope=2, Intercept=1
// LSMA(offset=1) should project to x=11 -> y=23
const int period = 5;
const int offset = 1;
var lsma = new Lsma(period, offset);
for (int i = 0; i < 20; i++)
{
double y = 2 * i + 1;
var result = lsma.Update(new TValue(DateTime.UtcNow, y));
if (i >= period)
{
double expected = 2 * (i + offset) + 1;
Assert.Equal(expected, result.Value, 1e-9);
}
}
}
[Fact]
public void Update_BarCorrection_UpdatesCorrectly()
{
var lsma = new Lsma(5);
// Fill buffer
for (int i = 0; i < 5; i++)
{
lsma.Update(new TValue(DateTime.UtcNow, i));
}
// New bar
var result1 = lsma.Update(new TValue(DateTime.UtcNow, 10));
// Update same bar with different value
var result2 = lsma.Update(new TValue(DateTime.UtcNow, 20), isNew: false);
Assert.NotEqual(result1.Value, result2.Value);
// Verify internal state by adding next bar
// If state was corrupted, this would fail
var result3 = lsma.Update(new TValue(DateTime.UtcNow, 30));
Assert.True(double.IsFinite(result3.Value));
}
[Fact]
public void Update_NaN_HandlesGracefully()
{
var lsma = new Lsma(5);
lsma.Update(new TValue(DateTime.UtcNow, 1));
lsma.Update(new TValue(DateTime.UtcNow, 2));
var result = lsma.Update(new TValue(DateTime.UtcNow, double.NaN));
// Input sequence becomes: 1, 2, 2 (NaN replaced by last valid 2)
// Regression on (2,1), (1,2), (0,2)
// Result should be 2.166666667
Assert.Equal(2.1666666666666665, result.Value, 1e-9);
}
[Fact]
public void Calculate_StaticMethod_MatchesObjectInstance()
{
const int period = 10;
const int count = 100;
var source = new TSeries();
var gbm = new GBM(startPrice: 100, seed: 42);
for (int i = 0; i < count; i++)
{
var bar = gbm.Next();
source.Add(bar.C);
}
var lsma = new Lsma(period);
var series1 = lsma.Update(source);
var series2 = Lsma.Batch(source, period);
Assert.Equal(series1.Count, series2.Count);
for (int i = 0; i < count; i++)
{
Assert.Equal(series1[i].Value, series2[i].Value, 1e-9);
}
}
[Fact]
public void Calculate_Span_MatchesSeries()
{
const int period = 10;
const int count = 100;
var values = new double[count];
var output = new double[count];
var gbm = new GBM(startPrice: 100, seed: 42);
for (int i = 0; i < count; i++)
{
var bar = gbm.Next();
values[i] = bar.Close;
}
Lsma.Batch(values, output, period);
var lsma = new Lsma(period);
for (int i = 0; i < count; i++)
{
var result = lsma.Update(new TValue(DateTime.UtcNow, values[i]));
Assert.Equal(result.Value, output[i], 1e-9);
}
}
[Fact]
public void Reset_ClearsState()
{
var lsma = new Lsma(5);
for (int i = 0; i < 10; i++)
{
lsma.Update(new TValue(DateTime.UtcNow, i));
}
Assert.True(lsma.IsHot);
lsma.Reset();
Assert.False(lsma.IsHot);
Assert.Equal(0, lsma.Last.Value);
// Should behave like new instance
var result = lsma.Update(new TValue(DateTime.UtcNow, 100));
Assert.Equal(100, result.Value);
}
[Fact]
public void IsHot_BecomesTrueWhenBufferFull()
{
const int period = 5;
var lsma = new Lsma(period);
for (int i = 0; i < period; i++)
{
Assert.False(lsma.IsHot);
lsma.Update(new TValue(DateTime.UtcNow, i));
}
Assert.True(lsma.IsHot);
}
[Fact]
public void Chainability_Works()
{
var source = new TSeries();
var lsma = new Lsma(source, 10);
source.Add(new TValue(DateTime.UtcNow, 100));
Assert.Equal(100, lsma.Last.Value);
}
[Fact]
public void Dispose_UnsubscribesFromSource()
{
var source = new TSeries();
var lsma = new Lsma(source, 5);
// Verify subscription works
source.Add(new TValue(DateTime.UtcNow, 100));
Assert.Equal(100, lsma.Last.Value);
// Dispose and verify unsubscription
lsma.Dispose();
// Add more data - lsma should NOT update
source.Add(new TValue(DateTime.UtcNow, 200));
Assert.Equal(100, lsma.Last.Value); // Should remain at previous value
}
[Fact]
public void Dispose_IsIdempotent()
{
var source = new TSeries();
var lsma = new Lsma(source, 5);
source.Add(new TValue(DateTime.UtcNow, 100));
// Multiple Dispose calls should not throw
// Suppressing S3966: Multiple Dispose calls are intentional to test idempotency
#pragma warning disable S3966
lsma.Dispose();
lsma.Dispose();
lsma.Dispose();
#pragma warning restore S3966
// Verify still unsubscribed
source.Add(new TValue(DateTime.UtcNow, 200));
Assert.Equal(100, lsma.Last.Value);
}
[Fact]
public async System.Threading.Tasks.Task Dispose_IsThreadSafe()
{
var source = new TSeries();
var lsma = new Lsma(source, 5);
source.Add(new TValue(DateTime.UtcNow, 100));
// Dispose from multiple threads simultaneously
var tasks = new System.Threading.Tasks.Task[10];
for (int i = 0; i < tasks.Length; i++)
{
tasks[i] = System.Threading.Tasks.Task.Run(() => lsma.Dispose());
}
await System.Threading.Tasks.Task.WhenAll(tasks);
// Verify unsubscribed
source.Add(new TValue(DateTime.UtcNow, 200));
Assert.Equal(100, lsma.Last.Value);
}
[Fact]
public void Dispose_WithoutSource_DoesNotThrow()
{
// Lsma created without source parameter
var lsma = new Lsma(5);
// Should not throw even though there's no source to unsubscribe from
// Suppressing S3966: Multiple Dispose calls are intentional to test idempotency
#pragma warning disable S3966
lsma.Dispose();
lsma.Dispose(); // Idempotent
#pragma warning restore S3966
// Verify state remains valid
Assert.False(lsma.IsHot);
}
[Fact]
public void Constructor_NullSource_ThrowsArgumentNullException()
{
Assert.Throws<ArgumentNullException>(() => new Lsma(null!, 5));
}
}
@@ -0,0 +1,100 @@
using Skender.Stock.Indicators;
using Xunit.Abstractions;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
namespace QuanTAlib.Tests;
public class LsmaValidationTests
{
private readonly ValidationTestData _testData;
private readonly ITestOutputHelper _output;
public LsmaValidationTests(ITestOutputHelper output)
{
_output = output;
_testData = new ValidationTestData();
}
[Fact]
public void Validate_Skender_Batch()
{
int[] periods = { 5, 10, 20, 50, 100 };
foreach (var period in periods)
{
// Calculate QuanTAlib LSMA (batch TSeries)
var lsma = new global::QuanTAlib.Lsma(period);
var qResult = lsma.Update(_testData.Data);
// Calculate Skender EPMA (Endpoint Moving Average = LSMA)
var sResult = _testData.SkenderQuotes.GetEpma(period).ToList();
// Compare last 100 records
ValidationHelper.VerifyData(qResult, sResult, x => x.Epma, tolerance: ValidationHelper.OoplesTolerance);
}
_output.WriteLine("LSMA Batch(TSeries) validated successfully against Skender");
}
[Fact]
public void Validate_Skender_Streaming()
{
int[] periods = { 5, 10, 20, 50, 100 };
foreach (var period in periods)
{
// Calculate QuanTAlib LSMA (streaming)
var lsma = new global::QuanTAlib.Lsma(period);
var qResults = new List<double>();
foreach (var item in _testData.Data)
{
qResults.Add(lsma.Update(item).Value);
}
// Calculate Skender EPMA
var sResult = _testData.SkenderQuotes.GetEpma(period).ToList();
// Compare last 100 records
ValidationHelper.VerifyData(qResults, sResult, x => x.Epma, tolerance: ValidationHelper.OoplesTolerance);
}
_output.WriteLine("LSMA Streaming validated successfully against Skender");
}
[Fact]
public void Validate_Skender_Span()
{
int[] periods = { 5, 10, 20, 50, 100 };
foreach (var period in periods)
{
// Calculate QuanTAlib LSMA (Span API)
double[] qOutput = new double[_testData.RawData.Length];
global::QuanTAlib.Lsma.Batch(_testData.RawData.Span, qOutput.AsSpan(), period);
// Calculate Skender EPMA
var sResult = _testData.SkenderQuotes.GetEpma(period).ToList();
// Compare last 100 records
ValidationHelper.VerifyData(qOutput, sResult, x => x.Epma, tolerance: ValidationHelper.OoplesTolerance);
}
_output.WriteLine("LSMA Span validated successfully against Skender");
}
[Fact]
public void Lsma_MatchesOoples_Structural()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var ooplesData = bars.Select(b => new TickerData
{
Date = new DateTime(b.Time, DateTimeKind.Utc),
Open = b.Open, High = b.High, Low = b.Low,
Close = b.Close, Volume = b.Volume
}).ToList();
var result = new StockData(ooplesData).CalculateAdaptiveLeastSquares();
var values = result.CustomValuesList;
int finiteCount = values.Count(v => double.IsFinite(v));
Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
}
}