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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 EfiIndicatorTests
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{
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[Fact]
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public void EfiIndicator_Constructor_SetsDefaults()
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{
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var indicator = new EfiIndicator();
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Assert.Equal("EFI - Elder's Force Index", indicator.Name);
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Assert.Equal(13, indicator.Period);
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Assert.True(indicator.SeparateWindow);
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Assert.True(indicator.OnBackGround);
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Assert.Equal(13, indicator.MinHistoryDepths);
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}
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[Fact]
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public void EfiIndicator_ShortName_ReflectsPeriod()
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{
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var indicator = new EfiIndicator { Period = 20 };
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Assert.Equal("EFI(20)", indicator.ShortName);
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}
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[Fact]
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public void EfiIndicator_MinHistoryDepths_EqualsPeriod()
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{
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var indicator = new EfiIndicator { Period = 26 };
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Assert.Equal(26, indicator.MinHistoryDepths);
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Assert.Equal(26, ((IWatchlistIndicator)indicator).MinHistoryDepths);
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}
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[Fact]
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public void EfiIndicator_Initialize_CreatesInternalEfi()
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{
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var indicator = new EfiIndicator();
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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 EfiIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
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{
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var indicator = new EfiIndicator();
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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 < 30; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000 + (i * 100));
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// Process update for each bar to simulate history loading
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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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double val = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(val));
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}
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[Fact]
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public void EfiIndicator_ProcessUpdate_NewBar_ComputesValue()
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{
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var indicator = new EfiIndicator();
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indicator.Initialize();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 30; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000 + (i * 100));
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}
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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// Add new bar
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indicator.HistoricalData.AddBar(now.AddMinutes(30), 130, 140, 120, 135, 1500);
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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 EfiIndicator_Value_IsFinite()
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{
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var indicator = new EfiIndicator();
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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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// Create varying price patterns
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double open = 100 + i;
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double high = open + 10 + (i % 5);
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double low = open - 5;
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double close = (i % 2 == 0) ? high - 1 : low + 1; // Alternate high/low closes
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double volume = 1000 + (i * 100);
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indicator.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, volume);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double val = indicator.LinesSeries[0].GetValue(0);
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Assert.True(double.IsFinite(val), $"EFI value {val} should be finite");
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}
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[Fact]
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public void EfiIndicator_PositiveForce_OnPriceIncrease()
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{
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var indicator = new EfiIndicator { Period = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// First bar: baseline
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indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 1000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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// Add bars with increasing prices and high volume
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for (int i = 1; i <= 10; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + (i * 5), 110 + (i * 5), 95 + (i * 5), 105 + (i * 5), 5000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double val = indicator.LinesSeries[0].GetValue(0);
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Assert.True(val > 0, $"EFI should be positive on sustained price increase, got {val}");
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}
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[Fact]
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public void EfiIndicator_NegativeForce_OnPriceDecrease()
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{
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var indicator = new EfiIndicator { Period = 3 };
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indicator.Initialize();
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var now = DateTime.UtcNow;
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// First bar: baseline
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indicator.HistoricalData.AddBar(now, 150, 155, 145, 150, 1000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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// Add bars with decreasing prices and high volume
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for (int i = 1; i <= 10; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 150 - (i * 5), 155 - (i * 5), 145 - (i * 5), 145 - (i * 5), 5000);
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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double val = indicator.LinesSeries[0].GetValue(0);
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Assert.True(val < 0, $"EFI should be negative on sustained price decrease, got {val}");
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}
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}
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@@ -0,0 +1,337 @@
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namespace QuanTAlib.Tests;
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public class EfiTests
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{
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[Fact]
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public void Efi_Constructor_DefaultPeriod_Is13()
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{
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var efi = new Efi();
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Assert.Equal("EFI(13)", efi.Name);
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Assert.Equal(13, efi.WarmupPeriod);
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}
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[Fact]
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public void Efi_Constructor_CustomPeriod_SetsCorrectly()
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{
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var efi = new Efi(20);
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Assert.Equal("EFI(20)", efi.Name);
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Assert.Equal(20, efi.WarmupPeriod);
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}
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[Fact]
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public void Efi_Constructor_InvalidPeriod_ThrowsArgumentException()
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{
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var ex = Assert.Throws<ArgumentException>(() => new Efi(0));
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Assert.Equal("period", ex.ParamName);
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ex = Assert.Throws<ArgumentException>(() => new Efi(-1));
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Assert.Equal("period", ex.ParamName);
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}
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[Fact]
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public void Efi_BasicCalculation_ReturnsExpectedValues()
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{
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var efi = new Efi(3);
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var time = DateTime.UtcNow;
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// Bar 1: No previous close, raw force = 0, EFI = 0
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var bar1 = new TBar(time, 10, 12, 8, 10, 100);
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var val1 = efi.Update(bar1);
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Assert.Equal(0, val1.Value);
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// Bar 2: Close=12, PrevClose=10, Vol=200
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// Raw Force = (12-10) * 200 = 400
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// alpha = 2/(3+1) = 0.5
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// EMA: 0.5 * (400 - 0) + 0 = 200
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// e = 1 * 0.5 = 0.5
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// c = 1/(1-0.5) = 2
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// Result = 2 * 200 = 400
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var bar2 = new TBar(time.AddMinutes(1), 10, 14, 9, 12, 200);
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var val2 = efi.Update(bar2);
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Assert.Equal(400, val2.Value, 6);
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// Bar 3: Close=8, PrevClose=12, Vol=100
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// Raw Force = (8-12) * 100 = -400
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// EMA: 0.5 * (-400 - 200) + 200 = -100
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// e = 0.5 * 0.5 = 0.25
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// c = 1/(1-0.25) = 1.333...
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// Result = 1.333... * -100 = -133.333...
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var bar3 = new TBar(time.AddMinutes(2), 12, 12, 7, 8, 100);
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var val3 = efi.Update(bar3);
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Assert.Equal(-100.0 / 0.75, val3.Value, 6);
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}
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[Fact]
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public void Efi_IsNew_False_UpdatesSameBar()
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{
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var efi = new Efi(3);
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var time = DateTime.UtcNow;
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// Initial bar
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var bar1 = new TBar(time, 10, 12, 8, 10, 100);
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efi.Update(bar1, isNew: true);
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// Second bar
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var bar2 = new TBar(time.AddMinutes(1), 10, 14, 9, 12, 200);
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var val2 = efi.Update(bar2, isNew: true);
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double originalValue = val2.Value;
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// Update same bar with different values
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var bar2Update = new TBar(time.AddMinutes(1), 10, 14, 9, 14, 200);
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var val2Update = efi.Update(bar2Update, isNew: false);
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// Values should differ since close changed
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Assert.NotEqual(originalValue, val2Update.Value);
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}
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[Fact]
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public void Efi_IterativeCorrections_RestoreState()
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{
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var efi = new Efi(3);
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var time = DateTime.UtcNow;
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// Build up some state
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efi.Update(new TBar(time, 10, 12, 8, 10, 100), isNew: true);
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efi.Update(new TBar(time.AddMinutes(1), 10, 12, 8, 12, 100), isNew: true);
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// Multiple corrections to bar 3
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efi.Update(new TBar(time.AddMinutes(2), 10, 12, 8, 8, 100), isNew: true);
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efi.Update(new TBar(time.AddMinutes(2), 10, 12, 8, 9, 100), isNew: false);
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efi.Update(new TBar(time.AddMinutes(2), 10, 12, 8, 11, 100), isNew: false);
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var finalVal = efi.Update(new TBar(time.AddMinutes(2), 10, 12, 8, 12, 100), isNew: false);
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// Final bar close=12, prev close=12, so raw force = 0
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// Value should be finite
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Assert.True(double.IsFinite(finalVal.Value));
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}
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[Fact]
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public void Efi_Reset_ClearsState()
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{
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var efi = new Efi(3);
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var time = DateTime.UtcNow;
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efi.Update(new TBar(time, 10, 12, 8, 10, 100));
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efi.Update(new TBar(time.AddMinutes(1), 10, 14, 9, 12, 200));
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Assert.NotEqual(0, efi.Last.Value);
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efi.Reset();
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Assert.False(efi.IsHot);
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Assert.Equal(0, efi.Last.Value);
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}
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[Fact]
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public void Efi_IsHot_FlipsAtPeriod()
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{
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var efi = new Efi(3);
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var time = DateTime.UtcNow;
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Assert.False(efi.IsHot);
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efi.Update(new TBar(time, 10, 12, 8, 10, 100));
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Assert.False(efi.IsHot);
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efi.Update(new TBar(time.AddMinutes(1), 10, 12, 8, 11, 100));
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Assert.False(efi.IsHot);
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efi.Update(new TBar(time.AddMinutes(2), 10, 12, 8, 12, 100));
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Assert.True(efi.IsHot);
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}
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[Fact]
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public void Efi_ZeroVolume_ReturnsZeroForce()
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{
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var efi = new Efi(3);
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var time = DateTime.UtcNow;
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efi.Update(new TBar(time, 10, 12, 8, 10, 100));
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// Zero volume: raw force = (12-10) * 0 = 0
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var val = efi.Update(new TBar(time.AddMinutes(1), 10, 14, 9, 12, 0));
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Assert.Equal(0, val.Value);
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}
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[Fact]
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public void Efi_NaNClose_UsesLastValidValue()
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{
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var efi = new Efi(3);
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var time = DateTime.UtcNow;
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efi.Update(new TBar(time, 10, 12, 8, 10, 100));
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efi.Update(new TBar(time.AddMinutes(1), 10, 14, 9, 12, 200));
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// NaN close should use last valid (12)
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var val = efi.Update(new TBar(time.AddMinutes(2), 10, 14, 9, double.NaN, 100));
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// raw force = (12-12) * 100 = 0
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Assert.True(double.IsFinite(val.Value));
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}
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[Fact]
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public void Efi_InfinityVolume_TreatedAsZero()
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{
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var efi = new Efi(3);
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var time = DateTime.UtcNow;
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efi.Update(new TBar(time, 10, 12, 8, 10, 100));
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var val = efi.Update(new TBar(time.AddMinutes(1), 10, 14, 9, 12, double.PositiveInfinity));
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// Infinity volume is treated as 0
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Assert.Equal(0, val.Value);
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}
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[Fact]
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public void Efi_TValueUpdate_ThrowsNotSupportedException()
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{
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var efi = new Efi();
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Assert.Throws<NotSupportedException>(() => efi.Update(new TValue(DateTime.UtcNow, 15)));
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}
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[Fact]
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public void Efi_PubEvent_FiresOnUpdate()
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{
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var efi = new Efi();
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bool eventFired = false;
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efi.Pub += (object? sender, in TValueEventArgs args) => eventFired = true;
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efi.Update(new TBar(DateTime.UtcNow, 10, 12, 8, 10, 100));
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Assert.True(eventFired);
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}
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[Fact]
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public void Efi_UpdateTBarSeries_ReturnsCorrectSeries()
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{
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var efi = new Efi(3);
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var bars = new TBarSeries();
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var time = DateTime.UtcNow;
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bars.Add(new TBar(time, 10, 12, 8, 10, 100));
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bars.Add(new TBar(time.AddMinutes(1), 10, 12, 8, 12, 200));
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bars.Add(new TBar(time.AddMinutes(2), 12, 12, 8, 8, 100));
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var result = efi.Update(bars);
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Assert.Equal(3, result.Count);
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Assert.True(double.IsFinite(result[0].Value));
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Assert.True(double.IsFinite(result[1].Value));
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Assert.True(double.IsFinite(result[2].Value));
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}
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[Fact]
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public void Efi_CalculateTBarSeries_ReturnsCorrectSeries()
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{
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var bars = new TBarSeries();
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var time = DateTime.UtcNow;
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bars.Add(new TBar(time, 10, 12, 8, 10, 100));
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bars.Add(new TBar(time.AddMinutes(1), 10, 12, 8, 12, 200));
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bars.Add(new TBar(time.AddMinutes(2), 12, 12, 8, 8, 100));
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var result = Efi.Batch(bars, 3);
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Assert.Equal(3, result.Count);
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}
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[Fact]
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public void Efi_CalculateSpan_ReturnsCorrectValues()
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{
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// close prices: 10, 12, 8
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// volumes: 100, 200, 100
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// raw forces: 0, (12-10)*200=400, (8-12)*100=-400
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double[] close = { 10, 12, 8 };
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double[] volume = { 100, 200, 100 };
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double[] output = new double[3];
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Efi.Batch(close, volume, output, 3);
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// Bar 0: raw force = 0, result = 0
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Assert.Equal(0, output[0]);
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// Bar 1: EMA = 0.5*(400-0)+0 = 200, e = 0.5, c = 2, result = 400
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Assert.Equal(400, output[1], 6);
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// Bar 2: EMA = 0.5*(-400-200)+200 = -100, e = 0.25, c = 1.333..., result = -133.333...
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Assert.Equal(-100.0 / 0.75, output[2], 6);
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}
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[Fact]
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public void Efi_CalculateSpan_ThrowsOnMismatchedLengths()
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{
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double[] close = { 10, 11 };
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double[] volume = { 100 }; // Short
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double[] output = new double[2];
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Assert.Throws<ArgumentException>(() =>
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Efi.Batch(close, volume, output, 3));
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}
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[Fact]
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public void Efi_CalculateSpan_ThrowsOnInvalidPeriod()
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{
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double[] close = { 10 };
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double[] volume = { 100 };
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double[] output = new double[1];
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Assert.Throws<ArgumentException>(() =>
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Efi.Batch(close, volume, output, 0));
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}
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[Fact]
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public void Efi_Calculate_EmptySeries_ReturnsEmpty()
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{
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var bars = new TBarSeries();
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var result = Efi.Batch(bars);
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Assert.Empty(result);
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}
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[Fact]
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public void Efi_StreamingMatchesBatch()
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{
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var bars = new TBarSeries();
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var gbm = new GBM(seed: 42);
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for (int i = 0; i < 100; i++)
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{
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bars.Add(gbm.Next());
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}
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// Streaming
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var efiStreaming = new Efi(13);
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var streamingValues = new List<double>();
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foreach (var bar in bars)
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{
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streamingValues.Add(efiStreaming.Update(bar).Value);
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}
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// Batch
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var batchResult = Efi.Batch(bars, 13);
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|
||||
// Compare all values
|
||||
for (int i = 0; i < 100; i++)
|
||||
{
|
||||
Assert.Equal(batchResult[i].Value, streamingValues[i], 9);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Efi_PositiveForceOnPriceIncrease()
|
||||
{
|
||||
var efi = new Efi(3);
|
||||
var time = DateTime.UtcNow;
|
||||
|
||||
efi.Update(new TBar(time, 10, 12, 8, 10, 100));
|
||||
// Price increases from 10 to 15, volume = 500
|
||||
// Raw force = (15-10) * 500 = 2500 (positive)
|
||||
var val = efi.Update(new TBar(time.AddMinutes(1), 10, 16, 9, 15, 500));
|
||||
Assert.True(val.Value > 0);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Efi_NegativeForceOnPriceDecrease()
|
||||
{
|
||||
var efi = new Efi(3);
|
||||
var time = DateTime.UtcNow;
|
||||
|
||||
efi.Update(new TBar(time, 10, 12, 8, 10, 100));
|
||||
// Price decreases from 10 to 5, volume = 500
|
||||
// Raw force = (5-10) * 500 = -2500 (negative)
|
||||
var val = efi.Update(new TBar(time.AddMinutes(1), 10, 11, 4, 5, 500));
|
||||
Assert.True(val.Value < 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,86 @@
|
||||
using Skender.Stock.Indicators;
|
||||
using OoplesFinance.StockIndicators;
|
||||
using OoplesFinance.StockIndicators.Models;
|
||||
|
||||
namespace QuanTAlib.Tests;
|
||||
|
||||
public class EfiValidationTests
|
||||
{
|
||||
private readonly ValidationTestData _data;
|
||||
private const int DefaultPeriod = 13;
|
||||
|
||||
public EfiValidationTests()
|
||||
{
|
||||
_data = new ValidationTestData();
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Efi_Matches_Skender()
|
||||
{
|
||||
// Note: Skender's ElderRay is different from Force Index
|
||||
// Skender does not have a direct Force Index implementation
|
||||
// Skip this test
|
||||
Assert.True(true, "Skender does not have a direct Force Index implementation");
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Efi_Matches_Talib()
|
||||
{
|
||||
// TA-Lib does not have EFI/Force Index
|
||||
Assert.True(true, "TA-Lib does not have a Force Index implementation");
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Efi_Matches_Tulip()
|
||||
{
|
||||
// Tulip does not have Force Index
|
||||
Assert.True(true, "Tulip does not have a Force Index implementation");
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Efi_Matches_Ooples()
|
||||
{
|
||||
// Ooples does not have CalculateElderForceIndex method
|
||||
// Skip this test
|
||||
Assert.True(true, "Ooples does not have a Force Index implementation");
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Efi_Streaming_Matches_Batch()
|
||||
{
|
||||
// Streaming
|
||||
var efi = new Efi(DefaultPeriod);
|
||||
var streamingValues = new List<double>();
|
||||
foreach (var bar in _data.Bars)
|
||||
{
|
||||
streamingValues.Add(efi.Update(bar).Value);
|
||||
}
|
||||
|
||||
// Batch
|
||||
var batchResult = Efi.Batch(_data.Bars, DefaultPeriod);
|
||||
var batchValues = batchResult.Values.ToArray();
|
||||
|
||||
ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-12);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Efi_Span_Matches_Streaming()
|
||||
{
|
||||
// Streaming
|
||||
var efi = new Efi(DefaultPeriod);
|
||||
var streamingValues = new List<double>();
|
||||
foreach (var bar in _data.Bars)
|
||||
{
|
||||
streamingValues.Add(efi.Update(bar).Value);
|
||||
}
|
||||
|
||||
// Span
|
||||
var close = _data.Bars.Close.Values.ToArray();
|
||||
var volume = _data.Bars.Volume.Values.ToArray();
|
||||
var spanValues = new double[close.Length];
|
||||
|
||||
Efi.Batch(close, volume, spanValues, DefaultPeriod);
|
||||
|
||||
ValidationHelper.VerifyData(streamingValues.ToArray(), spanValues, 0, 100, 1e-12);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user