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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
This commit is contained in:
Miha Kralj
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib.Tests;
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public class TrimaIndicatorTests
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{
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[Fact]
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public void TrimaIndicator_Constructor_SetsDefaults()
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{
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var indicator = new TrimaIndicator();
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Assert.Equal(10, indicator.Period);
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Assert.Equal(SourceType.Close, indicator.Source);
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Assert.True(indicator.ShowColdValues);
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Assert.Equal("TRIMA - Triangular Moving Average", indicator.Name);
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Assert.False(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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}
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[Fact]
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public void TrimaIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new TrimaIndicator { Period = 20 };
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Assert.Equal(0, TrimaIndicator.MinHistoryDepths);
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Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
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}
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[Fact]
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public void TrimaIndicator_ShortName_IncludesPeriodAndSource()
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{
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var indicator = new TrimaIndicator { Period = 15 };
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Assert.Contains("TRIMA", indicator.ShortName, StringComparison.Ordinal);
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Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
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}
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[Fact]
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public void TrimaIndicator_SourceCodeLink_IsValid()
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{
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var indicator = new TrimaIndicator();
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Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
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Assert.Contains("Trima.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
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}
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[Fact]
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public void TrimaIndicator_Initialize_CreatesInternalTrima()
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{
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var indicator = new TrimaIndicator { Period = 10 };
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// Initialize should not throw
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indicator.Initialize();
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// After init, line series should exist
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Assert.Single(indicator.LinesSeries);
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}
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[Fact]
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public void TrimaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new TrimaIndicator { Period = 3 };
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indicator.Initialize();
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// Add historical data
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var now = DateTime.UtcNow;
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for (int i = 0; i < 10; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102);
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// Process update
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var args = new UpdateArgs(UpdateReason.HistoricalBar);
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indicator.ProcessUpdate(args);
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}
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// Line series should have a value
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Assert.True(indicator.LinesSeries[0].Count > 0);
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
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}
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[Fact]
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public void TrimaIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new TrimaIndicator { Period = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
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indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
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Assert.Equal(2, indicator.LinesSeries[0].Count);
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}
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[Fact]
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public void TrimaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
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{
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var indicator = new TrimaIndicator { Period = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 50; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double firstValue = indicator.LinesSeries[0].GetValue(0);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
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double secondValue = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(firstValue));
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Assert.True(double.IsFinite(secondValue));
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}
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[Fact]
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public void TrimaIndicator_MultipleUpdates_ProducesCorrectTrimaSequence()
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{
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var indicator = new TrimaIndicator { Period = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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double[] closes = { 100, 102, 104, 103, 105 };
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foreach (var close in closes)
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{
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indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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now = now.AddMinutes(1);
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}
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// All values should be finite
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for (int i = 0; i < closes.Length; i++)
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{
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
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}
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// TRIMA is smoothed, so check last value is reasonable
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double lastTrima = indicator.LinesSeries[0].GetValue(0);
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Assert.True(lastTrima >= 100 && lastTrima <= 106);
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}
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[Fact]
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public void TrimaIndicator_DifferentSourceTypes_Work()
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{
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var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
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foreach (var source in sources)
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{
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var indicator = new TrimaIndicator { Period = 3, Source = source };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
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$"Source {source} should produce finite value");
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}
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}
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[Fact]
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public void TrimaIndicator_Period_CanBeChanged()
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{
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var indicator = new TrimaIndicator { Period = 5 };
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Assert.Equal(5, indicator.Period);
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indicator.Period = 20;
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Assert.Equal(20, indicator.Period);
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Assert.Equal(0, TrimaIndicator.MinHistoryDepths);
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}
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[Fact]
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public void TrimaIndicator_DescriptionIsSet()
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{
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var indicator = new TrimaIndicator();
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Assert.Contains("Triangular", indicator.Description, StringComparison.Ordinal);
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}
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}
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@@ -0,0 +1,170 @@
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namespace QuanTAlib;
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public class TrimaTests
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{
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[Fact]
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public void BasicCalculation_DoesNotCrash()
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{
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var trima = new Trima(10);
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var gbm = new GBM();
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var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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trima.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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Assert.True(double.IsFinite(trima.Last.Value));
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}
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[Fact]
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public void IsNew_Consistency()
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{
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var trima = new Trima(10);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Feed first 99
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for (int i = 0; i < 99; i++)
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{
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trima.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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// Update with 100th point (isNew=true)
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trima.Update(new TValue(bars[99].Time, bars[99].Close), true);
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// Update with modified 100th point (isNew=false)
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var val2 = trima.Update(new TValue(bars[99].Time, bars[99].Close + 1.0), false);
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// Create new instance and feed up to modified
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var trima2 = new Trima(10);
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for (int i = 0; i < 99; i++)
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{
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trima2.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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var val3 = trima2.Update(new TValue(bars[99].Time, bars[99].Close + 1.0), true);
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Assert.Equal(val3.Value, val2.Value, 1e-9);
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}
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[Fact]
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public void Reset_Works()
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{
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var trima = new Trima(10);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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trima.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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trima.Reset();
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Assert.Equal(0, trima.Last.Value);
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Assert.False(trima.IsHot);
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// Feed again
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for (int i = 0; i < bars.Count; i++)
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{
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trima.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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Assert.True(double.IsFinite(trima.Last.Value));
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}
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[Fact]
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public void TSeries_Update_Matches_Streaming()
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{
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var trima = new Trima(10);
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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var streamingResults = new List<double>();
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for (int i = 0; i < series.Count; i++)
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{
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streamingResults.Add(trima.Update(series[i]).Value);
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}
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var trima2 = new Trima(10);
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var seriesResults = trima2.Update(series);
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Assert.Equal(streamingResults.Count, seriesResults.Count);
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for (int i = 0; i < seriesResults.Count; i++)
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{
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Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9);
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}
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}
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[Fact]
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public void BatchCalculate_Matches_Streaming()
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{
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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var trima = new Trima(10);
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var streamingResults = new List<double>();
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for (int i = 0; i < series.Count; i++)
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{
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streamingResults.Add(trima.Update(series[i]).Value);
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}
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var batchResults = Trima.Batch(series, 10);
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Assert.Equal(streamingResults.Count, batchResults.Count);
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for (int i = 0; i < batchResults.Count; i++)
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{
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Assert.Equal(streamingResults[i], batchResults.Values[i], 1e-9);
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}
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}
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[Fact]
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public void BatchCalculateSpan_Matches_Streaming()
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{
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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var trima = new Trima(10);
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var streamingResults = new List<double>();
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for (int i = 0; i < series.Count; i++)
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{
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streamingResults.Add(trima.Update(series[i]).Value);
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}
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var spanResults = new double[series.Count];
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Trima.Batch(series.Values, spanResults, 10);
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for (int i = 0; i < spanResults.Length; i++)
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{
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Assert.Equal(streamingResults[i], spanResults[i], 1e-9);
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}
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}
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[Fact]
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public void Chainability_Works()
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{
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var trima = new Trima(10);
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var gbm = new GBM();
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var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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// Test TSeries chain
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var result = trima.Update(series);
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Assert.NotNull(result);
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Assert.IsType<TSeries>(result);
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// Test TValue chain
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var result2 = trima.Update(series[0]);
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Assert.IsType<TValue>(result2);
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}
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[Fact]
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public void Constructor_InvalidParameters_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new Trima(0));
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Assert.Throws<ArgumentException>(() => new Trima(-1));
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}
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}
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@@ -0,0 +1,37 @@
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using TALib;
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namespace QuanTAlib.Tests;
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public sealed class TrimaToleranceTests : IDisposable
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{
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private readonly ValidationTestData _testData;
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public TrimaToleranceTests()
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{
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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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_testData.Dispose();
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}
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[Fact]
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public void Check_Talib_Tolerance()
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{
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const int period = 20;
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var trima = new Trima(period);
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var qResult = trima.Update(_testData.Data);
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double[] output = new double[_testData.RawData.Length];
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var retCode = TALib.Functions.Trima<double>(_testData.RawData.Span, 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.TrimaLookback(period);
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ValidationHelper.VerifyData(qResult, output, outRange, lookback, tolerance: ValidationHelper.OoplesTolerance);
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// Add explicit assertion to satisfy SonarQube
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Assert.True(qResult.Count > 0);
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}
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}
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@@ -0,0 +1,178 @@
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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 class TrimaValidationTests
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{
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private readonly ValidationTestData _testData;
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private readonly ITestOutputHelper _output;
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public TrimaValidationTests(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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[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 TRIMA (batch TSeries)
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var trima = new global::QuanTAlib.Trima(period);
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var qResult = trima.Update(_testData.Data);
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// Calculate Skender Composite TRIMA: SMA(SMA(x, p1), p2)
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int p1 = period / 2 + 1;
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int p2 = (period + 1) / 2;
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var sma1Results = _testData.SkenderQuotes.GetSma(p1).ToList();
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// Map SMA1 results to Quotes for the second pass
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// Note: We use 0 for null values during warmup, which might affect early values
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// but should stabilize for the verification window (last 100 records)
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var quotes2 = sma1Results.Select(r => new Quote
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{
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Date = r.Date,
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Close = (decimal)(r.Sma ?? 0)
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}).ToList();
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var sResult = quotes2.GetSma(p2).ToList();
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// Compare last 100 records
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ValidationHelper.VerifyData(qResult, sResult, x => x.Sma, tolerance: ValidationHelper.SkenderTolerance);
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}
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_output.WriteLine("TRIMA Batch(TSeries) validated successfully against Skender Composite SMA");
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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[] output = new double[_testData.RawData.Length];
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foreach (var period in periods)
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{
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// Calculate QuanTAlib TRIMA (batch TSeries)
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var trima = new global::QuanTAlib.Trima(period);
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var qResult = trima.Update(_testData.Data);
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// Calculate TA-Lib TRIMA
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var retCode = TALib.Functions.Trima<double>(_testData.RawData.Span, 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.TrimaLookback(period);
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// Compare last 100 records
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ValidationHelper.VerifyData(qResult, output, outRange, lookback, tolerance: ValidationHelper.TalibTolerance);
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}
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_output.WriteLine("TRIMA Batch(TSeries) 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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foreach (var period in periods)
|
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{
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// Calculate QuanTAlib TRIMA (batch TSeries)
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var trima = new global::QuanTAlib.Trima(period);
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var qResult = trima.Update(_testData.Data);
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// Calculate Tulip TRIMA
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var trimaIndicator = Tulip.Indicators.trima;
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double[][] inputs = { _testData.RawData.ToArray() };
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double[] options = { period };
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// Tulip TRIMA lookback might be different, let's calculate or infer
|
||||
// Usually it's period-1 for simple averages, but TRIMA is double smoothed.
|
||||
// We'll rely on the output length to align.
|
||||
// Tulip.Indicators.trima.Run expects outputs to be sized correctly.
|
||||
// We can try to run it with a large buffer and see what happens,
|
||||
// or calculate the expected lookback.
|
||||
// For TRIMA(n), lookback is roughly n-1.
|
||||
int lookback = period - 1;
|
||||
double[][] outputs = { new double[_testData.RawData.Length - lookback] };
|
||||
|
||||
trimaIndicator.Run(inputs, options, outputs);
|
||||
var tResult = outputs[0];
|
||||
|
||||
// Compare last 100 records
|
||||
ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: ValidationHelper.TulipTolerance);
|
||||
}
|
||||
_output.WriteLine("TRIMA Batch(TSeries) validated successfully against Tulip");
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Validate_Talib_Span()
|
||||
{
|
||||
int[] periods = { 5, 10, 20, 50, 100 };
|
||||
|
||||
// Prepare data
|
||||
double[] talibOutput = new double[_testData.RawData.Length];
|
||||
|
||||
foreach (var period in periods)
|
||||
{
|
||||
// Calculate QuanTAlib TRIMA (Span API)
|
||||
double[] qOutput = new double[_testData.RawData.Length];
|
||||
global::QuanTAlib.Trima.Batch(_testData.RawData.Span, qOutput.AsSpan(), period);
|
||||
|
||||
// Calculate TA-Lib TRIMA
|
||||
var retCode = TALib.Functions.Trima<double>(_testData.RawData.Span, 0..^0, talibOutput, out var outRange, period);
|
||||
Assert.Equal(TALib.Core.RetCode.Success, retCode);
|
||||
|
||||
int lookback = TALib.Functions.TrimaLookback(period);
|
||||
|
||||
// Compare last 100 records
|
||||
ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback, tolerance: ValidationHelper.TalibTolerance);
|
||||
}
|
||||
_output.WriteLine("TRIMA Span validated successfully against TA-Lib");
|
||||
}
|
||||
|
||||
// ── Cross-library: OoplesFinance ──────────────────────────────────────────
|
||||
[Fact]
|
||||
public void Trima_MatchesOoples_Structural()
|
||||
{
|
||||
const int period = 14;
|
||||
var ooplesData = _testData.SkenderQuotes.Select(static q => new TickerData
|
||||
{
|
||||
Date = q.Date,
|
||||
Open = (double)q.Open,
|
||||
High = (double)q.High,
|
||||
Low = (double)q.Low,
|
||||
Close = (double)q.Close,
|
||||
Volume = (double)q.Volume
|
||||
}).ToList();
|
||||
|
||||
var stockData = new StockData(ooplesData);
|
||||
var oResult = stockData.CalculateTriangularMovingAverage(length: period);
|
||||
var oValues = oResult.OutputValues.Values.First();
|
||||
|
||||
var trima = new global::QuanTAlib.Trima(period);
|
||||
var qValues = new List<double>();
|
||||
foreach (var item in _testData.Data)
|
||||
{
|
||||
qValues.Add(trima.Update(item).Value);
|
||||
}
|
||||
|
||||
Assert.True(oValues.Count > 0, "Ooples Trima must produce output");
|
||||
int finiteCount = 0;
|
||||
for (int i = period; i < Math.Min(oValues.Count, qValues.Count); i++)
|
||||
{
|
||||
if (double.IsFinite(oValues[i]) && double.IsFinite(qValues[i]))
|
||||
{
|
||||
finiteCount++;
|
||||
}
|
||||
}
|
||||
Assert.True(finiteCount > 100, $"Expected >100 finite Trima pairs, got {finiteCount}");
|
||||
_output.WriteLine($"Trima Ooples structural: {finiteCount} finite pairs verified.");
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user