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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
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Miha Kralj
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using OoplesFinance.StockIndicators;
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using OoplesFinance.StockIndicators.Models;
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using Skender.Stock.Indicators;
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using TALib;
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using Xunit.Abstractions;
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namespace QuanTAlib.Tests;
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public sealed class SmaValidationTests : IDisposable
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{
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private readonly ValidationTestData _testData;
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private readonly ITestOutputHelper _output;
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private bool _disposed;
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public SmaValidationTests(ITestOutputHelper output)
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{
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_output = output;
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_testData = new ValidationTestData();
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}
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public void Dispose()
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{
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Dispose(true);
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}
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private void Dispose(bool disposing)
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{
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if (_disposed)
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{
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return;
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}
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_disposed = true;
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if (disposing)
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{
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_testData?.Dispose();
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}
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}
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[Fact]
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public void Validate_Skender_Batch()
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{
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int[] periods = { 5, 10, 20, 50, 100 };
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foreach (var period in periods)
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{
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// Calculate QuanTAlib SMA (batch TSeries)
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var sma = new global::QuanTAlib.Sma(period);
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var qResult = sma.Update(_testData.Data);
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// Calculate Skender SMA
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var sResult = _testData.SkenderQuotes.GetSma(period).ToList();
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// Compare last 100 records
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ValidationHelper.VerifyData(qResult, sResult, (s) => s.Sma);
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}
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_output.WriteLine("SMA Batch(TSeries) validated successfully against Skender");
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}
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[Fact]
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public void Validate_Skender_Streaming()
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{
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int[] periods = { 5, 10, 20, 50, 100 };
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foreach (var period in periods)
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{
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// Calculate QuanTAlib SMA (streaming)
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var sma = new global::QuanTAlib.Sma(period);
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var qResults = new List<double>();
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foreach (var item in _testData.Data)
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{
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qResults.Add(sma.Update(item).Value);
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}
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// Calculate Skender SMA
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var sResult = _testData.SkenderQuotes.GetSma(period).ToList();
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// Compare last 100 records
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ValidationHelper.VerifyData(qResults, sResult, (s) => s.Sma);
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}
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_output.WriteLine("SMA Streaming validated successfully against Skender");
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}
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[Fact]
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public void Validate_Skender_Span()
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{
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int[] periods = { 5, 10, 20, 50, 100 };
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// Prepare data for Span API
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double[] sourceData = _testData.RawData.ToArray();
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foreach (var period in periods)
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{
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// Calculate QuanTAlib SMA (Span API)
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double[] qOutput = new double[sourceData.Length];
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global::QuanTAlib.Sma.Batch(sourceData.AsSpan(), qOutput.AsSpan(), period);
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// Calculate Skender SMA
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var sResult = _testData.SkenderQuotes.GetSma(period).ToList();
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// Compare last 100 records
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ValidationHelper.VerifyData(qOutput, sResult, (s) => s.Sma);
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}
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_output.WriteLine("SMA Span validated successfully against Skender");
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}
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[Fact]
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public void Validate_Talib_Batch()
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{
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int[] periods = { 5, 10, 20, 50, 100 };
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// Prepare data for TA-Lib (double[])
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double[] tData = _testData.RawData.ToArray();
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double[] output = new double[tData.Length];
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foreach (var period in periods)
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{
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// Calculate QuanTAlib SMA (batch TSeries)
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var sma = new global::QuanTAlib.Sma(period);
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var qResult = sma.Update(_testData.Data);
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// Calculate TA-Lib SMA
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var retCode = TALib.Functions.Sma<double>(tData, 0..^0, output, out var outRange, period);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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int lookback = TALib.Functions.SmaLookback(period);
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// Compare last 100 records
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ValidationHelper.VerifyData(qResult, output, outRange, lookback);
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}
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_output.WriteLine("SMA Batch(TSeries) validated successfully against TA-Lib");
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}
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[Fact]
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public void Validate_Talib_Streaming()
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{
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int[] periods = { 5, 10, 20, 50, 100 };
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// Prepare data for TA-Lib (double[])
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double[] tData = _testData.RawData.ToArray();
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double[] output = new double[tData.Length];
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foreach (var period in periods)
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{
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// Calculate QuanTAlib SMA (streaming)
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var sma = new global::QuanTAlib.Sma(period);
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var qResults = new List<double>();
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foreach (var item in _testData.Data)
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{
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qResults.Add(sma.Update(item).Value);
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}
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// Calculate TA-Lib SMA
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var retCode = TALib.Functions.Sma<double>(tData, 0..^0, output, out var outRange, period);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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int lookback = TALib.Functions.SmaLookback(period);
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// Compare last 100 records
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ValidationHelper.VerifyData(qResults, output, outRange, lookback);
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}
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_output.WriteLine("SMA Streaming validated successfully against TA-Lib");
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}
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[Fact]
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public void Validate_Talib_Span()
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{
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int[] periods = { 5, 10, 20, 50, 100 };
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// Prepare data
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double[] sourceData = _testData.RawData.ToArray();
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double[] talibOutput = new double[sourceData.Length];
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foreach (var period in periods)
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{
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// Calculate QuanTAlib SMA (Span API)
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double[] qOutput = new double[sourceData.Length];
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global::QuanTAlib.Sma.Batch(sourceData.AsSpan(), qOutput.AsSpan(), period);
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// Calculate TA-Lib SMA
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var retCode = TALib.Functions.Sma<double>(sourceData, 0..^0, talibOutput, out var outRange, period);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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int lookback = TALib.Functions.SmaLookback(period);
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// Compare last 100 records
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ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback);
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}
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_output.WriteLine("SMA Span validated successfully against TA-Lib");
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}
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[Fact]
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public void Validate_Tulip_Batch()
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{
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int[] periods = { 5, 10, 20, 50, 100 };
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// Prepare data for Tulip (double[])
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double[] tData = _testData.RawData.ToArray();
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foreach (var period in periods)
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{
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// Calculate QuanTAlib SMA (batch TSeries)
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var sma = new global::QuanTAlib.Sma(period);
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var qResult = sma.Update(_testData.Data);
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// Calculate Tulip SMA
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var smaIndicator = Tulip.Indicators.sma;
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double[][] inputs = { tData };
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double[] options = { period };
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int lookback = period - 1;
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double[][] outputs = { new double[tData.Length - lookback] };
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smaIndicator.Run(inputs, options, outputs);
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var tResult = outputs[0];
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// Compare last 100 records
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ValidationHelper.VerifyData(qResult, tResult, lookback);
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}
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_output.WriteLine("SMA Batch(TSeries) validated successfully against Tulip");
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}
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[Fact]
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public void Validate_Tulip_Streaming()
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{
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int[] periods = { 5, 10, 20, 50, 100 };
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// Prepare data for Tulip (double[])
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double[] tData = _testData.RawData.ToArray();
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foreach (var period in periods)
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{
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// Calculate QuanTAlib SMA (streaming)
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var sma = new global::QuanTAlib.Sma(period);
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var qResults = new List<double>();
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foreach (var item in _testData.Data)
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{
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qResults.Add(sma.Update(item).Value);
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}
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// Calculate Tulip SMA
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var smaIndicator = Tulip.Indicators.sma;
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double[][] inputs = { tData };
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double[] options = { period };
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int lookback = period - 1;
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double[][] outputs = { new double[tData.Length - lookback] };
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smaIndicator.Run(inputs, options, outputs);
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var tResult = outputs[0];
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// Compare last 100 records
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ValidationHelper.VerifyData(qResults, tResult, lookback);
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}
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_output.WriteLine("SMA Streaming validated successfully against Tulip");
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}
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[Fact]
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public void Validate_Tulip_Span()
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{
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int[] periods = { 5, 10, 20, 50, 100 };
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// Prepare data
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double[] sourceData = _testData.RawData.ToArray();
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foreach (var period in periods)
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{
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// Calculate QuanTAlib SMA (Span API)
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double[] qOutput = new double[sourceData.Length];
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global::QuanTAlib.Sma.Batch(sourceData.AsSpan(), qOutput.AsSpan(), period);
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// Calculate Tulip SMA
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var smaIndicator = Tulip.Indicators.sma;
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double[][] inputs = { sourceData };
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double[] options = { period };
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int lookback = period - 1;
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double[][] outputs = { new double[sourceData.Length - lookback] };
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smaIndicator.Run(inputs, options, outputs);
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var tResult = outputs[0];
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// Compare last 100 records
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ValidationHelper.VerifyData(qOutput, tResult, lookback);
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}
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_output.WriteLine("SMA Span validated successfully against Tulip");
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}
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[Fact]
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public void Validate_Ooples_Batch()
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{
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int[] periods = { 5, 10, 20, 50, 100 };
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// Prepare data for Ooples (List<TickerData>)
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// Ooples requires TickerData which has Close, High, Low, Open, Volume, Date
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var ooplesData = _testData.SkenderQuotes.Select(q => new TickerData
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{
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Date = q.Date,
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Close = (double)q.Close,
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High = (double)q.High,
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Low = (double)q.Low,
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Open = (double)q.Open,
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Volume = (double)q.Volume
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}).ToList();
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foreach (var period in periods)
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{
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// Calculate QuanTAlib SMA (batch TSeries)
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var sma = new global::QuanTAlib.Sma(period);
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var qResult = sma.Update(_testData.Data);
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// Calculate Ooples SMA
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var stockData = new StockData(ooplesData);
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var sResult = stockData.CalculateSimpleMovingAverage(period).OutputValues.Values.First();
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// Compare last 100 records
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ValidationHelper.VerifyData(qResult, sResult, (s) => s, 100, ValidationHelper.OoplesTolerance);
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}
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_output.WriteLine("SMA Batch(TSeries) validated successfully against Ooples");
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}
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}
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