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
2026-08-23 04:58:08 +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 +1,137 @@
+using Skender.Stock.Indicators;
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+
+namespace QuanTAlib.Tests;
+
+public class CmfValidationTests
+{
+    private readonly ValidationTestData _data;
+    private const int DefaultPeriod = 20;
+
+    public CmfValidationTests()
+    {
+        _data = new ValidationTestData();
+    }
+
+    [Fact]
+    public void Cmf_Matches_Skender()
+    {
+        // Skender
+        var skenderResults = _data.SkenderQuotes.GetCmf(DefaultPeriod);
+        var skenderValues = skenderResults.Select(x => x.Cmf ?? double.NaN).ToArray();
+
+        // QuanTAlib
+        var cmf = new Cmf(DefaultPeriod);
+        var quantalibValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            quantalibValues.Add(cmf.Update(bar).Value);
+        }
+
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), skenderValues, 0, 100, ValidationHelper.SkenderTolerance);
+    }
+
+    [Fact]
+    public void Cmf_Matches_Talib()
+    {
+        // TA-Lib uses ADOSC (AD Oscillator) which is different from CMF
+        // TA-Lib does not have a direct CMF function
+        // We'll compare against MFI which is related but different
+        // Skip this test as there's no direct CMF in TA-Lib
+        Assert.True(true, "TA-Lib does not have a direct CMF implementation");
+    }
+
+    [Fact]
+    public void Cmf_Matches_Tulip()
+    {
+        // Tulip does not have CMF indicator
+        // Skip this test
+        Assert.True(true, "Tulip does not have a CMF implementation");
+    }
+
+    [Fact]
+    public void Cmf_Matches_Ooples()
+    {
+        // Ooples
+        var ooplesData = _data.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 oResult = stockData.CalculateChaikinMoneyFlow(DefaultPeriod);
+        var oValues = oResult.OutputValues["Cmf"];
+
+        // QuanTAlib
+        var cmf = new Cmf(DefaultPeriod);
+        var quantalibValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            quantalibValues.Add(cmf.Update(bar).Value);
+        }
+
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), oValues.ToArray(), 0, 100, ValidationHelper.OoplesTolerance);
+    }
+
+    [Fact]
+    public void Cmf_Streaming_Matches_Batch()
+    {
+        // Streaming
+        var cmf = new Cmf(DefaultPeriod);
+        var streamingValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            streamingValues.Add(cmf.Update(bar).Value);
+        }
+
+        // Batch
+        var batchResult = Cmf.Batch(_data.Bars, DefaultPeriod);
+        var batchValues = batchResult.Values.ToArray();
+
+        ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-12);
+    }
+
+    [Fact]
+    public void Cmf_Span_Matches_Streaming()
+    {
+        // Streaming
+        var cmf = new Cmf(DefaultPeriod);
+        var streamingValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            streamingValues.Add(cmf.Update(bar).Value);
+        }
+
+        // Span
+        var high = _data.Bars.High.Values.ToArray();
+        var low = _data.Bars.Low.Values.ToArray();
+        var close = _data.Bars.Close.Values.ToArray();
+        var volume = _data.Bars.Volume.Values.ToArray();
+        var spanValues = new double[high.Length];
+
+        Cmf.Batch(high, low, close, volume, spanValues, DefaultPeriod);
+
+        ValidationHelper.VerifyData(streamingValues.ToArray(), spanValues, 0, 100, 1e-12);
+    }
+
+    [Fact]
+    public void Cmf_MatchesOoples_Structural()
+    {
+        // CalculateChaikinMoneyFlow — structural validation (already has Skender exact match)
+        var ooplesData = _data.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 result = new StockData(ooplesData).CalculateChaikinMoneyFlow();
+        var values = result.CustomValuesList;
+
+        int finiteCount = values.Count(v => double.IsFinite(v));
+        Assert.True(finiteCount > 100, $"Expected >100 finite Ooples CMF values, got {finiteCount}");
+    }
+}