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 +1,148 @@
using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public class McnmaIndicatorTests
{
[Fact]
public void McnmaIndicator_Constructor_SetsDefaults()
{
var indicator = new McnmaIndicator();
Assert.Equal(14, indicator.Period);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("MCNMA - McNicholl EMA", indicator.Name);
Assert.False(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void McnmaIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new McnmaIndicator { Period = 20 };
Assert.Equal(0, McnmaIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
public void McnmaIndicator_ShortName_IncludesPeriodAndSource()
{
var indicator = new McnmaIndicator { Period = 15 };
Assert.Contains("MCNMA", indicator.ShortName, StringComparison.Ordinal);
Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
}
[Fact]
public void McnmaIndicator_SourceCodeLink_IsValid()
{
var indicator = new McnmaIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Mcnma.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void McnmaIndicator_Initialize_CreatesInternalMcnma()
{
var indicator = new McnmaIndicator { Period = 14 };
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void McnmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new McnmaIndicator { 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 McnmaIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new McnmaIndicator { 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 McnmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new McnmaIndicator { 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 McnmaIndicator_MultipleUpdates_ProducesCorrectSequence()
{
var indicator = new McnmaIndicator { 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 McnmaIndicator_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 McnmaIndicator { 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");
}
}
}
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namespace QuanTAlib.Tests;
public class McnmaTests
{
[Fact]
public void Mcnma_Matches_ManualCalculation()
{
// Manual 6-EMA with first-value seeding (matches Pine exactly)
const int period = 10;
double alpha = 2.0 / (period + 1);
double decay = 1.0 - alpha;
var mcnma = new Mcnma(period);
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
double e1 = 0, e2 = 0, e3 = 0, e4 = 0, e5 = 0, e6 = 0;
bool init = false;
for (int i = 0; i < 100; i++)
{
var bar = gbm.Next(isNew: true);
var tVal = new TValue(bar.Time, bar.Close);
var mVal = mcnma.Update(tVal);
double val = tVal.Value;
if (!init)
{
e1 = e2 = e3 = e4 = e5 = e6 = val;
init = true;
Assert.Equal(val, mVal.Value, 1e-9);
continue;
}
e1 = Math.FusedMultiplyAdd(e1, decay, alpha * val);
e2 = Math.FusedMultiplyAdd(e2, decay, alpha * e1);
e3 = Math.FusedMultiplyAdd(e3, decay, alpha * e2);
double tema1 = 3.0 * e1 - 3.0 * e2 + e3;
e4 = Math.FusedMultiplyAdd(e4, decay, alpha * tema1);
e5 = Math.FusedMultiplyAdd(e5, decay, alpha * e4);
e6 = Math.FusedMultiplyAdd(e6, decay, alpha * e5);
double tema2 = 3.0 * e4 - 3.0 * e5 + e6;
double expected = 2.0 * tema1 - tema2;
Assert.Equal(expected, mVal.Value, 1e-9);
}
}
[Fact]
public void StaticCalculate_Matches_ObjectUpdate()
{
const int period = 10;
var source = new TSeries();
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
for (int i = 0; i < 100; i++)
{
var bar = gbm.Next(isNew: true);
source.Add(new TValue(bar.Time, bar.Close));
}
var mcnmaSeries = Mcnma.Batch(source, period);
var mcnmaObj = new Mcnma(period);
for (int i = 0; i < source.Count; i++)
{
var val = mcnmaObj.Update(source[i]);
Assert.Equal(val.Value, mcnmaSeries[i].Value, 1e-9);
}
}
[Fact]
public void ZeroAllocCalculate_Matches_ObjectUpdate()
{
const int period = 10;
const int count = 100;
var source = new double[count];
var output = new double[count];
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
for (int i = 0; i < count; i++)
{
source[i] = gbm.Next().Close;
}
Mcnma.Batch(source, output, period);
var mcnmaObj = new Mcnma(period);
for (int i = 0; i < count; i++)
{
var val = mcnmaObj.Update(new TValue(DateTime.UtcNow, source[i]));
Assert.Equal(val.Value, output[i], 1e-9);
}
}
[Fact]
public void Alpha_Constructor_Matches_Period_Constructor()
{
const int period = 10;
double alpha = 2.0 / (period + 1);
var mcnmaPeriod = new Mcnma(period);
var mcnmaAlpha = new Mcnma(alpha);
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
for (int i = 0; i < 100; i++)
{
var bar = gbm.Next(isNew: true);
var tVal = new TValue(bar.Time, bar.Close);
var pVal = mcnmaPeriod.Update(tVal);
var aVal = mcnmaAlpha.Update(tVal);
Assert.Equal(pVal.Value, aVal.Value, 1e-9);
}
}
[Fact]
public void Alpha_Constructor_Sets_WarmupPeriod()
{
const int period = 10;
double alpha = 2.0 / (period + 1);
var mcnma = new Mcnma(alpha);
Assert.Equal(period, mcnma.WarmupPeriod);
}
[Fact]
public void StaticCalculate_Alpha_Matches_ObjectUpdate()
{
const double alpha = 0.15;
var source = new TSeries();
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
for (int i = 0; i < 100; i++)
{
var bar = gbm.Next(isNew: true);
source.Add(new TValue(bar.Time, bar.Close));
}
var mcnmaSeries = Mcnma.Batch(source, alpha);
var mcnmaObj = new Mcnma(alpha);
for (int i = 0; i < source.Count; i++)
{
var val = mcnmaObj.Update(source[i]);
Assert.Equal(val.Value, mcnmaSeries[i].Value, 1e-9);
}
}
[Fact]
public void ZeroAllocCalculate_Alpha_Matches_ObjectUpdate()
{
const double alpha = 0.15;
const int count = 100;
var source = new double[count];
var output = new double[count];
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
for (int i = 0; i < count; i++)
{
source[i] = gbm.Next().Close;
}
Mcnma.Batch(source, output, alpha);
var mcnmaObj = new Mcnma(alpha);
for (int i = 0; i < count; i++)
{
var val = mcnmaObj.Update(new TValue(DateTime.UtcNow, source[i]));
Assert.Equal(val.Value, output[i], 1e-9);
}
}
[Fact]
public void Mcnma_Constructor_ValidatesInput()
{
Assert.Throws<ArgumentException>(() => new Mcnma(0));
Assert.Throws<ArgumentException>(() => new Mcnma(-1));
Assert.Throws<ArgumentException>(() => new Mcnma(0.0));
Assert.Throws<ArgumentException>(() => new Mcnma(1.1));
}
[Fact]
public void Mcnma_Calc_IsNew_AcceptsParameter()
{
var mcnma = new Mcnma(10);
mcnma.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
Assert.Equal(100, mcnma.Last.Value);
}
[Fact]
public void Mcnma_Reset_ClearsState()
{
var mcnma = new Mcnma(10);
mcnma.Update(new TValue(DateTime.UtcNow, 100));
mcnma.Update(new TValue(DateTime.UtcNow, 110));
mcnma.Reset();
Assert.Equal(0, mcnma.Last.Value);
Assert.False(mcnma.IsHot);
}
[Fact]
public void Mcnma_IterativeCorrections_RestoreToOriginalState()
{
var mcnma = new Mcnma(10);
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
TValue tenthInput = default;
for (int i = 0; i < 10; i++)
{
var bar = gbm.Next(isNew: true);
tenthInput = new TValue(bar.Time, bar.Close);
mcnma.Update(tenthInput, isNew: true);
}
double valueAfterTen = mcnma.Last.Value;
for (int i = 0; i < 9; i++)
{
var bar = gbm.Next(isNew: false);
mcnma.Update(new TValue(bar.Time, bar.Close), isNew: false);
}
TValue finalValue = mcnma.Update(tenthInput, isNew: false);
Assert.Equal(valueAfterTen, finalValue.Value, 1e-9);
}
[Fact]
public void Mcnma_NaN_Input_UsesLastValidValue()
{
var mcnma = new Mcnma(10);
mcnma.Update(new TValue(DateTime.UtcNow, 100));
mcnma.Update(new TValue(DateTime.UtcNow, 110));
var resultAfterNaN = mcnma.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.True(double.IsFinite(resultAfterNaN.Value));
Assert.NotEqual(0, resultAfterNaN.Value);
}
[Fact]
public void Mcnma_SpanCalc_ValidatesInput()
{
double[] source = [1, 2, 3, 4, 5];
double[] output = new double[5];
double[] wrongSizeOutput = new double[3];
Assert.Throws<ArgumentException>(() => Mcnma.Batch(source.AsSpan(), output.AsSpan(), 0));
Assert.Throws<ArgumentException>(() => Mcnma.Batch(source.AsSpan(), wrongSizeOutput.AsSpan(), 3));
}
[Fact]
public void Mcnma_SpanCalc_HandlesNaN()
{
double[] source = [100, 110, double.NaN, 120, 130];
double[] output = new double[5];
Mcnma.Batch(source.AsSpan(), output.AsSpan(), 3);
foreach (var val in output)
{
Assert.True(double.IsFinite(val));
}
}
[Fact]
public void Mcnma_AllModes_ProduceSameResult()
{
const int period = 10;
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var series = bars.Close;
// 1. Batch Mode
var batchSeries = Mcnma.Batch(series, period);
double expected = batchSeries.Last.Value;
// 2. Span Mode
var tValues = series.Values.ToArray();
var spanInput = new ReadOnlySpan<double>(tValues);
var spanOutput = new double[tValues.Length];
Mcnma.Batch(spanInput, spanOutput, period);
double spanResult = spanOutput[^1];
// 3. Streaming Mode
var streamingInd = new Mcnma(period);
for (int i = 0; i < series.Count; i++)
{
streamingInd.Update(series[i]);
}
double streamingResult = streamingInd.Last.Value;
// 4. Eventing Mode
var pubSource = new TSeries();
var eventingInd = new Mcnma(pubSource, period);
for (int i = 0; i < series.Count; i++)
{
pubSource.Add(series[i]);
}
double eventingResult = eventingInd.Last.Value;
Assert.Equal(expected, spanResult, precision: 9);
Assert.Equal(expected, streamingResult, precision: 9);
Assert.Equal(expected, eventingResult, precision: 9);
}
[Fact]
public void StaticCalculate_HandlesInitialNaN_Correctly()
{
double[] source = { double.NaN, double.NaN, 10.0, 11.0, 12.0 };
double[] output = new double[source.Length];
Mcnma.Batch(source, output, 3);
Assert.True(double.IsNaN(output[0]), $"Output[0] should be NaN, but was {output[0]}");
Assert.True(double.IsNaN(output[1]), $"Output[1] should be NaN, but was {output[1]}");
Assert.Equal(10.0, output[2], 1e-9);
}
}
@@ -0,0 +1,223 @@
using Xunit.Abstractions;
namespace QuanTAlib.Tests;
public sealed class McnmaValidationTests : IDisposable
{
private readonly ValidationTestData _testData;
private readonly ITestOutputHelper _output;
private bool _disposed;
public McnmaValidationTests(ITestOutputHelper output)
{
_output = output;
_testData = new ValidationTestData();
}
public void Dispose()
{
Dispose(true);
}
private void Dispose(bool disposing)
{
if (_disposed)
{
return;
}
_disposed = true;
if (disposing)
{
_testData?.Dispose();
}
}
[Fact]
public void Validate_ManualTemaComposition_Batch()
{
// Manual 6-EMA with first-value seeding (matches Pine exactly)
int[] periods = { 5, 10, 14, 20, 50 };
foreach (var period in periods)
{
var mcnma = new Mcnma(period);
var qResult = mcnma.Update(_testData.Data);
double alpha = 2.0 / (period + 1);
double decay = 1.0 - alpha;
double e1 = 0, e2 = 0, e3 = 0, e4 = 0, e5 = 0, e6 = 0;
bool init = false;
var manualResults = new List<double>();
for (int i = 0; i < _testData.Data.Count; i++)
{
double val = _testData.Data[i].Value;
if (!init)
{
e1 = e2 = e3 = e4 = e5 = e6 = val;
init = true;
manualResults.Add(val);
continue;
}
e1 = Math.FusedMultiplyAdd(e1, decay, alpha * val);
e2 = Math.FusedMultiplyAdd(e2, decay, alpha * e1);
e3 = Math.FusedMultiplyAdd(e3, decay, alpha * e2);
double tema1 = 3.0 * e1 - 3.0 * e2 + e3;
e4 = Math.FusedMultiplyAdd(e4, decay, alpha * tema1);
e5 = Math.FusedMultiplyAdd(e5, decay, alpha * e4);
e6 = Math.FusedMultiplyAdd(e6, decay, alpha * e5);
double tema2 = 3.0 * e4 - 3.0 * e5 + e6;
manualResults.Add(2.0 * tema1 - tema2);
}
for (int i = 0; i < qResult.Count; i++)
{
Assert.Equal(manualResults[i], qResult[i].Value, 1e-9);
}
}
_output.WriteLine("MCNMA Batch(TSeries) validated successfully against manual 6-EMA composition");
}
[Fact]
public void Validate_StreamingVsBatch_Consistency()
{
int[] periods = { 5, 10, 14, 20 };
foreach (var period in periods)
{
var batchResult = Mcnma.Batch(_testData.Data, period);
var streaming = new Mcnma(period);
for (int i = 0; i < _testData.Data.Count; i++)
{
streaming.Update(_testData.Data[i]);
}
int start = Math.Max(0, _testData.Data.Count - 100);
for (int i = start; i < _testData.Data.Count; i++)
{
Assert.Equal(batchResult[i].Value, batchResult[i].Value, 1e-9);
}
}
_output.WriteLine("MCNMA Streaming vs Batch validated successfully");
}
[Fact]
public void Validate_SpanVsStreaming_Consistency()
{
int[] periods = { 5, 10, 14, 20 };
double[] sourceData = _testData.RawData.ToArray();
foreach (var period in periods)
{
double[] spanOutput = new double[sourceData.Length];
Mcnma.Batch(sourceData.AsSpan(), spanOutput.AsSpan(), period);
var streaming = new Mcnma(period);
for (int i = 0; i < sourceData.Length; i++)
{
var val = streaming.Update(new TValue(DateTime.UtcNow, sourceData[i]));
Assert.Equal(val.Value, spanOutput[i], 1e-9);
}
}
_output.WriteLine("MCNMA Span vs Streaming validated successfully");
}
[Fact]
public void Validate_ConstantInput_ConvergesToInput()
{
// With constant input, all EMAs converge to the constant.
// TEMA(const) = 3*const - 3*const + const = const
// MCNMA = 2*const - const = const
const double constantValue = 42.0;
const int period = 10;
var mcnma = new Mcnma(period);
double lastResult = 0;
for (int i = 0; i < 200; i++)
{
var result = mcnma.Update(new TValue(DateTime.UtcNow, constantValue));
lastResult = result.Value;
}
Assert.Equal(constantValue, lastResult, 1e-6);
_output.WriteLine("MCNMA constant input convergence validated successfully");
}
[Fact]
public void Validate_Against_ManualFormula()
{
// Manual 6-EMA with first-value seeding (matches Pine exactly)
int[] periods = { 5, 10, 14, 20 };
foreach (var period in periods)
{
var mcnma = new Mcnma(period);
double alpha = 2.0 / (period + 1);
double decay = 1.0 - alpha;
double e1 = 0, e2 = 0, e3 = 0, e4 = 0, e5 = 0, e6 = 0;
bool init = false;
for (int i = 0; i < _testData.Data.Count; i++)
{
var item = _testData.Data[i];
var qVal = mcnma.Update(item);
double val = item.Value;
if (!init)
{
e1 = e2 = e3 = e4 = e5 = e6 = val;
init = true;
Assert.Equal(val, qVal.Value, ValidationHelper.DefaultTolerance);
continue;
}
e1 = Math.FusedMultiplyAdd(e1, decay, alpha * val);
e2 = Math.FusedMultiplyAdd(e2, decay, alpha * e1);
e3 = Math.FusedMultiplyAdd(e3, decay, alpha * e2);
double tema1 = 3.0 * e1 - 3.0 * e2 + e3;
e4 = Math.FusedMultiplyAdd(e4, decay, alpha * tema1);
e5 = Math.FusedMultiplyAdd(e5, decay, alpha * e4);
e6 = Math.FusedMultiplyAdd(e6, decay, alpha * e5);
double tema2 = 3.0 * e4 - 3.0 * e5 + e6;
double manualVal = 2.0 * tema1 - tema2;
Assert.Equal(manualVal, qVal.Value, ValidationHelper.DefaultTolerance);
}
}
_output.WriteLine("MCNMA validated successfully against manual 6-EMA formula");
}
[Fact]
public void Validate_NaN_Robustness()
{
const int period = 10;
var mcnma = new Mcnma(period);
for (int i = 0; i < 20; i++)
{
mcnma.Update(new TValue(DateTime.UtcNow, 100.0 + i));
}
var nanResult = mcnma.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.True(double.IsFinite(nanResult.Value), "MCNMA should handle NaN with last-valid substitution");
var infResult = mcnma.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
Assert.True(double.IsFinite(infResult.Value), "MCNMA should handle Infinity with last-valid substitution");
var negInfResult = mcnma.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity));
Assert.True(double.IsFinite(negInfResult.Value), "MCNMA should handle -Infinity with last-valid substitution");
var resumeResult = mcnma.Update(new TValue(DateTime.UtcNow, 125.0));
Assert.True(double.IsFinite(resumeResult.Value), "MCNMA should resume cleanly after invalid inputs");
_output.WriteLine("MCNMA NaN/Infinity robustness validated successfully");
}
}