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 +1,125 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib.Tests;
public class AdoscIndicatorTests
{
[Fact]
public void AdoscIndicator_Constructor_SetsDefaults()
{
var indicator = new AdoscIndicator();
Assert.Equal(3, indicator.FastPeriod);
Assert.Equal(10, indicator.SlowPeriod);
Assert.True(indicator.ShowColdValues);
Assert.Equal("ADOSC - Accumulation/Distribution Oscillator", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void AdoscIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new AdoscIndicator
{
SlowPeriod = 20,
};
Assert.Equal(0, AdoscIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void AdoscIndicator_SlowPeriod_CanBeChanged()
{
var indicator = new AdoscIndicator
{
SlowPeriod = 40,
};
Assert.Equal(40, indicator.SlowPeriod);
Assert.Equal(0, AdoscIndicator.MinHistoryDepths);
}
[Fact]
public void AdoscIndicator_SourceCodeLink_IsValid()
{
var indicator = new AdoscIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
Assert.Contains("Adosc.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
}
[Fact]
public void AdoscIndicator_Initialize_CreatesInternalAdosc()
{
var indicator = new AdoscIndicator { FastPeriod = 5, SlowPeriod = 34 };
// Initialize should not throw
indicator.Initialize();
// After init, line series should exist
Assert.Single(indicator.LinesSeries);
}
[Fact]
public void AdoscIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new AdoscIndicator { FastPeriod = 2, SlowPeriod = 5 };
indicator.Initialize();
// Add historical data
var now = DateTime.UtcNow;
// Need enough bars for Period
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000 + i);
// Process update for each bar to simulate history loading
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
// Line series should have a value
double val = indicator.LinesSeries[0].GetValue(0);
Assert.True(double.IsFinite(val));
}
[Fact]
public void AdoscIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new AdoscIndicator { FastPeriod = 2, SlowPeriod = 5 };
indicator.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 20; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000 + i);
}
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
// Add new bar
indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125, 1200);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void AdoscIndicator_Parameters_CanBeChanged()
{
var indicator = new AdoscIndicator { FastPeriod = 5, SlowPeriod = 34 };
Assert.Equal(5, indicator.FastPeriod);
Assert.Equal(34, indicator.SlowPeriod);
indicator.FastPeriod = 10;
indicator.SlowPeriod = 40;
Assert.Equal(10, indicator.FastPeriod);
Assert.Equal(40, indicator.SlowPeriod);
Assert.Equal(0, AdoscIndicator.MinHistoryDepths);
}
}
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namespace QuanTAlib;
public class AdoscTests
{
private readonly GBM _gbm;
private readonly TBarSeries _bars;
public AdoscTests()
{
_gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
_bars = _gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
}
[Fact]
public void Constructor_ValidatesInput()
{
Assert.Throws<ArgumentException>(() => new Adosc(fastPeriod: 0));
Assert.Throws<ArgumentException>(() => new Adosc(slowPeriod: 0));
Assert.Throws<ArgumentException>(() => new Adosc(fastPeriod: 10, slowPeriod: 5));
}
[Fact]
public void Calc_ReturnsValue()
{
var adosc = new Adosc(3, 10);
var result = adosc.Update(_bars[0]);
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Properties_Accessible()
{
var adosc = new Adosc(3, 10);
Assert.Equal("Adosc(3,10)", adosc.Name);
Assert.False(adosc.IsHot);
Assert.Equal(10, adosc.WarmupPeriod);
}
[Fact]
public void Calc_IsNew_AcceptsParameter()
{
var adosc = new Adosc(3, 10);
adosc.Update(_bars[0], isNew: true);
adosc.Update(_bars[1], isNew: true);
Assert.NotEqual(adosc.Last.Time, _bars[0].Time);
}
[Fact]
public void Calc_IsNew_False_UpdatesValue()
{
var adosc = new Adosc(3, 10);
adosc.Update(_bars[0], isNew: true);
var firstResult = adosc.Last.Value;
var modifiedBar = new TBar(_bars[0].Time, _bars[0].Open, _bars[0].High, _bars[0].Low, _bars[0].Close * 1.1, _bars[0].Volume);
adosc.Update(modifiedBar, isNew: false);
Assert.NotEqual(firstResult, adosc.Last.Value);
}
[Fact]
public void Reset_ClearsState()
{
var adosc = new Adosc(3, 10);
adosc.Update(_bars[0]);
adosc.Reset();
Assert.False(adosc.IsHot);
Assert.Equal(0, adosc.Last.Value);
}
[Fact]
public void IsHot_BecomesTrueWhenBufferFull()
{
var adosc = new Adosc(3, 10);
for (int i = 0; i < 20; i++)
{
adosc.Update(_bars[i]);
}
Assert.True(adosc.IsHot);
}
[Fact]
public void AllModes_ProduceSameResult()
{
var adosc = new Adosc(3, 10);
var batchResult = Adosc.Batch(_bars, 3, 10);
var streamResult = new List<double>();
foreach (var bar in _bars)
{
streamResult.Add(adosc.Update(bar).Value);
}
var spanOutput = new double[_bars.Count];
Adosc.Batch(_bars.High.Values, _bars.Low.Values, _bars.Close.Values, _bars.Volume.Values, spanOutput, 3, 10);
for (int i = 0; i < _bars.Count; i++)
{
Assert.Equal(batchResult[i].Value, streamResult[i], 1e-9);
Assert.Equal(batchResult[i].Value, spanOutput[i], 1e-6);
}
}
[Fact]
public void NaN_Input_UsesLastValidValue()
{
var adosc = new Adosc(3, 10);
// Feed some valid data
for (int i = 0; i < 15; i++)
{
adosc.Update(_bars[i]);
}
// Create a bar with NaN close
var nanBar = new TBar(_bars[15].Time, _bars[15].Open, _bars[15].High, _bars[15].Low, double.NaN, _bars[15].Volume);
var result = adosc.Update(nanBar);
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void Infinity_Input_UsesLastValidValue()
{
var adosc = new Adosc(3, 10);
// Feed some valid data
for (int i = 0; i < 15; i++)
{
adosc.Update(_bars[i]);
}
// Create a bar with Infinity close
var infBar = new TBar(_bars[15].Time, _bars[15].Open, _bars[15].High, _bars[15].Low, double.PositiveInfinity, _bars[15].Volume);
var result = adosc.Update(infBar);
Assert.True(double.IsFinite(result.Value));
}
[Fact]
public void IterativeCorrections_RestoreToOriginalState()
{
var adosc = new Adosc(3, 10);
// Feed 20 bars
TBar bar20 = default;
for (int i = 0; i < 20; i++)
{
bar20 = _bars[i];
adosc.Update(bar20, isNew: true);
}
// Remember state after 20 bars
double stateAfter20 = adosc.Last.Value;
// Apply 5 corrections with different values
for (int i = 0; i < 5; i++)
{
var correctedBar = new TBar(bar20.Time, bar20.Open * (1 + i * 0.01), bar20.High * (1 + i * 0.01),
bar20.Low * (1 + i * 0.01), bar20.Close * (1 + i * 0.01), bar20.Volume);
adosc.Update(correctedBar, isNew: false);
}
// Restore original bar
adosc.Update(bar20, isNew: false);
Assert.Equal(stateAfter20, adosc.Last.Value, 1e-10);
}
[Fact]
public void SpanBatch_CalculatesValidOutput()
{
double[] high = [100, 101, 102, 103, 104];
double[] low = [98, 99, 100, 101, 102];
double[] close = [99, 100, 101, 102, 103];
double[] volume = [1000, 1100, 1200, 1300, 1400];
double[] output = new double[5];
Adosc.Batch(high, low, close, volume, output, 3, 5);
// Verify output is finite
for (int i = 0; i < output.Length; i++)
{
Assert.True(double.IsFinite(output[i]), $"Output at index {i} should be finite");
}
}
[Fact]
public void SpanBatch_MatchesTSeriesBatch()
{
var batchResult = Adosc.Batch(_bars, 3, 10);
var spanOutput = new double[_bars.Count];
Adosc.Batch(_bars.High.Values, _bars.Low.Values, _bars.Close.Values, _bars.Volume.Values, spanOutput, 3, 10);
for (int i = 0; i < _bars.Count; i++)
{
Assert.Equal(batchResult[i].Value, spanOutput[i], 1e-6);
}
}
[Fact]
public void BatchCalc_MatchesIterativeCalc()
{
var iterativeAdosc = new Adosc(3, 10);
var iterativeResults = new List<double>();
foreach (var bar in _bars)
{
iterativeResults.Add(iterativeAdosc.Update(bar).Value);
}
var batchResult = Adosc.Batch(_bars, 3, 10);
for (int i = 0; i < _bars.Count; i++)
{
Assert.Equal(iterativeResults[i], batchResult[i].Value, 1e-10);
}
}
}
@@ -0,0 +1,187 @@
using QuanTAlib.Tests;
using Skender.Stock.Indicators;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
using OoplesFinance.StockIndicators.Enums;
namespace QuanTAlib;
public sealed class AdoscValidationTests : IDisposable
{
private readonly ValidationTestData _testData;
private bool _disposed;
public AdoscValidationTests()
{
_testData = new ValidationTestData(); // Default 5000 bars
}
public void Dispose()
{
Dispose(true);
}
private void Dispose(bool disposing)
{
if (_disposed)
{
return;
}
_disposed = true;
if (disposing)
{
_testData?.Dispose();
}
}
[Fact]
public void Validate_Against_TALib_Adosc()
{
const int fastPeriod = 3;
int slowPeriod = 10;
double[] high = _testData.Bars.High.Values.ToArray();
double[] low = _testData.Bars.Low.Values.ToArray();
double[] close = _testData.Bars.Close.Values.ToArray();
double[] volume = _testData.Bars.Volume.Values.ToArray();
double[] output = new double[close.Length];
var retCode = TALib.Functions.AdOsc(high, low, close, volume, 0..^0, output, out var outRange, fastPeriod, slowPeriod);
Assert.Equal(TALib.Core.RetCode.Success, retCode);
// 1. Batch Mode
var adosc = new Adosc(fastPeriod, slowPeriod);
var result = adosc.Update(_testData.Bars);
ValidationHelper.VerifyData(result, output, outRange, lookback: slowPeriod - 1, tolerance: ValidationHelper.TalibTolerance);
// 2. Streaming Mode
var adoscStream = new Adosc(fastPeriod, slowPeriod);
var streamResults = new List<double>();
foreach (var bar in _testData.Bars)
{
streamResults.Add(adoscStream.Update(bar).Value);
}
ValidationHelper.VerifyData(streamResults, output, outRange, lookback: slowPeriod - 1, tolerance: ValidationHelper.TalibTolerance);
// 3. Span Mode
double[] spanOutput = new double[close.Length];
Adosc.Batch(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
ValidationHelper.VerifyData(spanOutput, output, outRange, lookback: slowPeriod - 1, tolerance: ValidationHelper.TalibTolerance);
}
[Fact]
public void Validate_Against_Tulip_Adosc()
{
int fastPeriod = 3;
int slowPeriod = 10;
double[] high = _testData.Bars.High.Values.ToArray();
double[] low = _testData.Bars.Low.Values.ToArray();
double[] close = _testData.Bars.Close.Values.ToArray();
double[] volume = _testData.Bars.Volume.Values.ToArray();
var adoscIndicator = Tulip.Indicators.adosc;
double[][] inputs = { high, low, close, volume };
double[] options = { fastPeriod, slowPeriod };
int start = adoscIndicator.Start(options);
double[][] outputs = { new double[close.Length - start] };
adoscIndicator.Run(inputs, options, outputs);
double[] output = outputs[0];
// 1. Batch Mode
var adosc = new Adosc(fastPeriod, slowPeriod);
var result = adosc.Update(_testData.Bars);
ValidationHelper.VerifyData(result, output, lookback: start, tolerance: ValidationHelper.TulipTolerance);
// 2. Streaming Mode
var adoscStream = new Adosc(fastPeriod, slowPeriod);
var streamResults = new List<double>();
foreach (var bar in _testData.Bars)
{
streamResults.Add(adoscStream.Update(bar).Value);
}
ValidationHelper.VerifyData(streamResults, output, lookback: start, tolerance: ValidationHelper.TulipTolerance);
// 3. Span Mode
double[] spanOutput = new double[close.Length];
Adosc.Batch(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
ValidationHelper.VerifyData(spanOutput, output, lookback: start, tolerance: ValidationHelper.TulipTolerance);
}
[Fact]
public void Validate_Against_Skender_ChaikinOsc()
{
int fastPeriod = 3;
int slowPeriod = 10;
var skenderResults = _testData.SkenderQuotes.GetChaikinOsc(fastPeriod, slowPeriod).ToList();
// 1. Batch Mode
var adosc = new Adosc(fastPeriod, slowPeriod);
var result = adosc.Update(_testData.Bars);
ValidationHelper.VerifyData<ChaikinOscResult>(result, skenderResults, (x) => x.Oscillator, tolerance: ValidationHelper.SkenderTolerance);
// 2. Streaming Mode
var adoscStream = new Adosc(fastPeriod, slowPeriod);
var streamResults = new List<double>();
foreach (var bar in _testData.Bars)
{
streamResults.Add(adoscStream.Update(bar).Value);
}
ValidationHelper.VerifyData<ChaikinOscResult>(streamResults, skenderResults, (x) => x.Oscillator, tolerance: ValidationHelper.SkenderTolerance);
// 3. Span Mode
double[] high = _testData.Bars.High.Values.ToArray();
double[] low = _testData.Bars.Low.Values.ToArray();
double[] close = _testData.Bars.Close.Values.ToArray();
double[] volume = _testData.Bars.Volume.Values.ToArray();
double[] spanOutput = new double[close.Length];
Adosc.Batch(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
ValidationHelper.VerifyData<ChaikinOscResult>(spanOutput, skenderResults, (x) => x.Oscillator, tolerance: ValidationHelper.SkenderTolerance);
}
[Fact]
public void Validate_Against_Ooples_ChaikinOscillator()
{
int fastPeriod = 3;
int slowPeriod = 10;
var ooplesData = _testData.SkenderQuotes.Select(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 results = stockData.CalculateChaikinOscillator(MovingAvgType.ExponentialMovingAverage, fastPeriod, slowPeriod);
var output = results.OutputValues["ChaikinOsc"].ToArray();
// 1. Batch Mode
var adosc = new Adosc(fastPeriod, slowPeriod);
var result = adosc.Update(_testData.Bars);
ValidationHelper.VerifyData(result, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
// 2. Streaming Mode
var adoscStream = new Adosc(fastPeriod, slowPeriod);
var streamResults = new List<double>();
foreach (var bar in _testData.Bars)
{
streamResults.Add(adoscStream.Update(bar).Value);
}
ValidationHelper.VerifyData(streamResults, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
// 3. Span Mode
double[] high = _testData.Bars.High.Values.ToArray();
double[] low = _testData.Bars.Low.Values.ToArray();
double[] close = _testData.Bars.Close.Values.ToArray();
double[] volume = _testData.Bars.Volume.Values.ToArray();
double[] spanOutput = new double[close.Length];
Adosc.Batch(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
ValidationHelper.VerifyData(spanOutput, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
}
}