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
2026-08-26 06:18:05 +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 +1,125 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class HemaIndicatorTests
+{
+    [Fact]
+    public void HemaIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new HemaIndicator();
+
+        Assert.Equal(10, indicator.Period);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("HEMA - Exponential Hull Analog", indicator.Name);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void HemaIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new HemaIndicator { Period = 20 };
+
+        Assert.Equal(0, HemaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void HemaIndicator_ShortName_IncludesPeriodAndSource()
+    {
+        var indicator = new HemaIndicator { Period = 15 };
+
+        Assert.Contains("HEMA", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void HemaIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new HemaIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Hema.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void HemaIndicator_Initialize_CreatesLineSeries()
+    {
+        var indicator = new HemaIndicator { Period = 10 };
+
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void HemaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new HemaIndicator { Period = 3 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void HemaIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new HemaIndicator { 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 HemaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new HemaIndicator { 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 HemaIndicator_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 HemaIndicator { 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");
+        }
+    }
+}
@@ -0,0 +1,202 @@
+using System;
+using System.Collections.Generic;
+
+namespace QuanTAlib.Tests;
+
+public class HemaTests
+{
+    [Fact]
+    public void Hema_Constructor_ValidatesInput()
+    {
+        Assert.Throws<ArgumentOutOfRangeException>(() => new Hema(0));
+        Assert.Throws<ArgumentOutOfRangeException>(() => new Hema(-1));
+        Assert.Throws<ArgumentOutOfRangeException>(() => new Hema(1));
+
+        var hema = new Hema(2);
+        Assert.Equal("Hema(2)", hema.Name);
+    }
+
+    [Fact]
+    public void Hema_BasicCalculation_ReturnsFinite()
+    {
+        var hema = new Hema(10);
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
+        int iterations = hema.WarmupPeriod + 2;
+
+        TValue result = default;
+        for (int i = 0; i < iterations; i++)
+        {
+            var bar = gbm.Next(isNew: true);
+            result = hema.Update(new TValue(bar.Time, bar.Close));
+        }
+
+        Assert.True(double.IsFinite(result.Value));
+        Assert.True(hema.IsHot);
+    }
+
+    [Fact]
+    public void Hema_IsNewFalse_RestoresState()
+    {
+        var hema = new Hema(10);
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 7);
+
+        TValue lastInput = default;
+        for (int i = 0; i < 10; i++)
+        {
+            var bar = gbm.Next(isNew: true);
+            lastInput = new TValue(bar.Time, bar.Close);
+            hema.Update(lastInput, isNew: true);
+        }
+
+        double original = hema.Last.Value;
+        var corrected = new TValue(lastInput.Time, lastInput.Value * 1.1);
+
+        hema.Update(corrected, isNew: false);
+        hema.Update(lastInput, isNew: false);
+
+        Assert.Equal(original, hema.Last.Value, precision: 10);
+    }
+
+    [Fact]
+    public void Hema_Reset_ClearsState()
+    {
+        var hema = new Hema(10);
+        hema.Update(new TValue(DateTime.UtcNow, 100.0));
+
+        hema.Reset();
+
+        Assert.Equal(default, hema.Last);
+        Assert.False(hema.IsHot);
+    }
+
+    [Fact]
+    public void Hema_Robustness_NaNAndInfinity_UsesLastValid()
+    {
+        var hema = new Hema(10);
+        hema.Update(new TValue(DateTime.UtcNow, 100.0));
+        hema.Update(new TValue(DateTime.UtcNow, 110.0));
+
+        TValue nanResult = hema.Update(new TValue(DateTime.UtcNow, double.NaN));
+        TValue posInfResult = hema.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
+        TValue negInfResult = hema.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity));
+
+        Assert.True(double.IsFinite(nanResult.Value));
+        Assert.True(double.IsFinite(posInfResult.Value));
+        Assert.True(double.IsFinite(negInfResult.Value));
+    }
+
+    [Fact]
+    public void Hema_BatchMatchesStreaming()
+    {
+        int period = 12;
+        TSeries series = BuildSeries(120, seed: 11);
+
+        TSeries batch = Hema.Batch(series, period);
+        var hema = new Hema(period);
+
+        var streamValues = new List<double>(series.Count);
+        for (int i = 0; i < series.Count; i++)
+        {
+            streamValues.Add(hema.Update(series[i]).Value);
+        }
+
+        for (int i = 0; i < series.Count; i++)
+        {
+            Assert.Equal(batch[i].Value, streamValues[i], precision: 10);
+        }
+    }
+
+    [Fact]
+    public void Hema_SpanMatchesBatch()
+    {
+        int period = 16;
+        TSeries series = BuildSeries(200, seed: 21);
+        double[] values = series.Values.ToArray();
+        var output = new double[values.Length];
+
+        Hema.Batch(values, output, period);
+        TSeries batch = Hema.Batch(series, period);
+
+        for (int i = 0; i < values.Length; i++)
+        {
+            Assert.Equal(batch[i].Value, output[i], precision: 10);
+        }
+    }
+
+    [Fact]
+    public void Hema_EventingMatchesStreaming()
+    {
+        int period = 8;
+        var source = new TSeries();
+        var hema = new Hema(source, period);
+
+        var eventValues = new List<double>();
+        hema.Pub += (object? sender, in TValueEventArgs args) => eventValues.Add(args.Value.Value);
+
+        TSeries series = BuildSeries(60, seed: 32);
+        for (int i = 0; i < series.Count; i++)
+        {
+            source.Add(series[i]);
+        }
+
+        var stream = new Hema(period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            double expected = stream.Update(series[i]).Value;
+            Assert.Equal(expected, eventValues[i], precision: 10);
+        }
+    }
+
+    [Fact]
+    public void Hema_SpanValidatesOutputLength()
+    {
+        double[] source = [1, 2, 3, 4, 5];
+        double[] output = new double[3];
+
+        var ex = Assert.Throws<ArgumentException>(() => Hema.Batch(source, output, 10));
+        Assert.Equal("output", ex.ParamName);
+    }
+
+    [Fact]
+    public void Hema_WarmupPeriod_TransitionsIsHot()
+    {
+        var hema = new Hema(20);
+        int warmup = hema.WarmupPeriod;
+
+        for (int i = 0; i < warmup - 1; i++)
+        {
+            hema.Update(new TValue(DateTime.UtcNow, 100.0));
+            Assert.False(hema.IsHot);
+        }
+
+        hema.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.True(hema.IsHot);
+    }
+
+    [Fact]
+    public void Hema_Prime_PopulatesState()
+    {
+        var hema = new Hema(10);
+        TSeries series = BuildSeries(50, seed: 100);
+        double[] values = series.Values.ToArray();
+
+        hema.Prime(values);
+
+        Assert.True(double.IsFinite(hema.Last.Value));
+        Assert.True(hema.IsHot);
+    }
+
+    private static TSeries BuildSeries(int count, int seed)
+    {
+        var series = new TSeries();
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: seed);
+
+        for (int i = 0; i < count; i++)
+        {
+            var bar = gbm.Next(isNew: true);
+            series.Add(bar.Time, bar.Close);
+        }
+
+        return series;
+    }
+}
@@ -0,0 +1,157 @@
+using System;
+
+namespace QuanTAlib.Tests;
+
+public class HemaValidationTests
+{
+    [Fact]
+    public void Hema_Streaming_MatchesReference()
+    {
+        int period = 20;
+        TSeries series = BuildSeries(300, seed: 5);
+        double[] reference = new double[series.Count];
+
+        ReferenceHema(series.Values, reference, period);
+
+        var hema = new Hema(period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            double actual = hema.Update(series[i]).Value;
+            Assert.Equal(reference[i], actual, precision: 10);
+        }
+    }
+
+    [Fact]
+    public void Hema_Batch_MatchesReference()
+    {
+        int period = 14;
+        TSeries series = BuildSeries(250, seed: 9);
+        double[] reference = new double[series.Count];
+
+        ReferenceHema(series.Values, reference, period);
+        TSeries batch = Hema.Batch(series, period);
+
+        for (int i = 0; i < series.Count; i++)
+        {
+            Assert.Equal(reference[i], batch[i].Value, precision: 10);
+        }
+    }
+
+    [Fact]
+    public void Hema_Span_MatchesReference()
+    {
+        int period = 30;
+        TSeries series = BuildSeries(200, seed: 12);
+        double[] values = series.Values.ToArray();
+        var output = new double[values.Length];
+        var reference = new double[values.Length];
+
+        ReferenceHema(values, reference, period);
+        Hema.Batch(values, output, period);
+
+        for (int i = 0; i < values.Length; i++)
+        {
+            Assert.Equal(reference[i], output[i], precision: 10);
+        }
+    }
+
+    private static void ReferenceHema(ReadOnlySpan<double> source, Span<double> output, int period)
+    {
+        int n = Math.Max(period, 2);
+        int halfN = n / 2;                        // integer floor, same as HMA
+        int sqrtN = Math.Max((int)Math.Sqrt(n), 1); // integer floor, same as HMA
+
+        double aS = AlphaFromWmaLag(n);
+        double aF = AlphaFromWmaLag(Math.Max(halfN, 1));
+        double aM = AlphaFromWmaLag(Math.Max(sqrtN, 1));
+
+        double bS = 1.0 - aS;
+        double bF = 1.0 - aF;
+        double bM = 1.0 - aM;
+
+        double lagS = bS / aS;
+        double lagF = bF / aF;
+        double ratio = Math.Clamp(lagF / lagS, 0.0, 0.999999);
+        double invOneMinusRatio = 1.0 / Math.Max(1.0 - ratio, 1e-12);
+
+        bool warmup = true;
+        double decayS = 1.0;
+        double decayF = 1.0;
+        double decayM = 1.0;
+
+        double eSraw = 0.0;
+        double eFraw = 0.0;
+        double eMraw = 0.0;
+        double lastValid = double.NaN;
+
+        for (int i = 0; i < source.Length; i++)
+        {
+            double val = source[i];
+            if (double.IsFinite(val))
+            {
+                lastValid = val;
+            }
+            else
+            {
+                val = lastValid;
+            }
+
+            if (double.IsNaN(val))
+            {
+                output[i] = double.NaN;
+                continue;
+            }
+
+            eSraw = Math.FusedMultiplyAdd(eSraw, bS, aS * val);
+            eFraw = Math.FusedMultiplyAdd(eFraw, bF, aF * val);
+
+            if (warmup)
+            {
+                decayS *= bS;
+                decayF *= bF;
+                decayM *= bM;
+
+                double invS = 1.0 / Math.Max(1.0 - decayS, 1e-12);
+                double invF = 1.0 / Math.Max(1.0 - decayF, 1e-12);
+                double invM = 1.0 / Math.Max(1.0 - decayM, 1e-12);
+
+                double eS = eSraw * invS;
+                double eF = eFraw * invF;
+                double deLag = Math.FusedMultiplyAdd(-ratio, eS, eF) * invOneMinusRatio;
+
+                eMraw = Math.FusedMultiplyAdd(eMraw, bM, aM * deLag);
+                output[i] = eMraw * invM;
+
+                double maxDecay = Math.Max(decayS, Math.Max(decayF, decayM));
+                warmup = maxDecay > 1e-10;
+            }
+            else
+            {
+                double deLag = Math.FusedMultiplyAdd(-ratio, eSraw, eFraw) * invOneMinusRatio;
+                eMraw = Math.FusedMultiplyAdd(eMraw, bM, aM * deLag);
+                output[i] = eMraw;
+            }
+        }
+    }
+
+    private static double AlphaFromWmaLag(int p)
+    {
+        // WMA-lag-matched alpha: EMA lag = (1-α)/α = (P-1)/3
+        // Solving: α = 3/(P+2)
+        return 3.0 / (Math.Max(p, 1) + 2.0);
+    }
+
+    private static TSeries BuildSeries(int count, int seed)
+    {
+        var series = new TSeries();
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: seed);
+
+        for (int i = 0; i < count; i++)
+        {
+            var bar = gbm.Next(isNew: true);
+            series.Add(bar.Time, bar.Close);
+        }
+
+        return series;
+    }
+}