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
2026-08-25 22:08:05 +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 +1,195 @@
+using Skender.Stock.Indicators;
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+using TALib;
+
+namespace QuanTAlib.Tests;
+
+public class MfiValidationTests
+{
+    private readonly ValidationTestData _data;
+    private const int DefaultPeriod = 14;
+
+    public MfiValidationTests()
+    {
+        _data = new ValidationTestData();
+    }
+
+    [Fact]
+    public void Mfi_Matches_Skender()
+    {
+        // Skender
+        var skenderResults = _data.SkenderQuotes.GetMfi(DefaultPeriod);
+        var skenderValues = skenderResults.Select(x => x.Mfi ?? double.NaN).ToArray();
+
+        // QuanTAlib
+        var mfi = new Mfi(DefaultPeriod);
+        var quantalibValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            quantalibValues.Add(mfi.Update(bar).Value);
+        }
+
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), skenderValues, 0, 100, ValidationHelper.SkenderTolerance);
+    }
+
+    [Fact]
+    public void Mfi_Matches_Talib()
+    {
+        // TALib MFI = Money Flow Index with the same standard formula as QuanTAlib.
+        // Both compute: typical price = (H+L+C)/3, raw money flow = TP*Volume,
+        // then ratio = sum(+MF) / sum(-MF), MFI = 100 - 100/(1+ratio).
+        // Exact numeric match expected to 1e-9.
+
+        const int period = DefaultPeriod;
+
+        double[] highData = _data.Bars.High.Values.ToArray();
+        double[] lowData = _data.Bars.Low.Values.ToArray();
+        double[] closeData = _data.Bars.Close.Values.ToArray();
+        double[] volumeData = _data.Bars.Volume.Values.ToArray();
+        double[] taOut = new double[_data.Bars.Count];
+
+        var retCode = Functions.Mfi<double>(
+            highData, lowData, closeData, volumeData,
+            0..^0, taOut, out var outRange, period);
+        Assert.Equal(TALib.Core.RetCode.Success, retCode);
+
+        (int offset, int length) = outRange.GetOffsetAndLength(taOut.Length);
+        Assert.True(length > 100, $"TALib MFI produced only {length} values");
+
+        // QuanTAlib streaming
+        var mfi = new Mfi(period);
+        var qlValues = new double[_data.Bars.Count];
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            qlValues[i] = mfi.Update(_data.Bars[i]).Value;
+        }
+
+        // Compare
+        for (int j = 0; j < length; j++)
+        {
+            int qi = j + offset;
+            double diff = Math.Abs(qlValues[qi] - taOut[j]);
+            Assert.True(diff <= 1e-9,
+                $"MFI mismatch at [{qi}]: QuanTAlib={qlValues[qi]:G17}, TALib={taOut[j]:G17}, diff={diff:E3}");
+        }
+    }
+
+    [Fact]
+    public void Mfi_Matches_Tulip()
+    {
+        // Tulip has MFI - verify QuanTAlib produces valid values
+        var mfi = new Mfi(DefaultPeriod);
+        var quantalibValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            quantalibValues.Add(mfi.Update(bar).Value);
+        }
+
+        Assert.True(quantalibValues.All(v => double.IsFinite(v) && v >= 0 && v <= 100),
+            "QuanTAlib MFI produces valid values");
+    }
+
+    [Fact]
+    public void Mfi_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.CalculateMoneyFlowIndex(length: DefaultPeriod);
+        var oValues = oResult.OutputValues["Mfi"];
+
+        // QuanTAlib
+        var mfi = new Mfi(DefaultPeriod);
+        var quantalibValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            quantalibValues.Add(mfi.Update(bar).Value);
+        }
+
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), oValues.ToArray(), 0, 100, ValidationHelper.OoplesTolerance);
+    }
+
+    [Fact]
+    public void Mfi_Streaming_Matches_Batch()
+    {
+        // Streaming
+        var mfi = new Mfi(DefaultPeriod);
+        var streamingValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            streamingValues.Add(mfi.Update(bar).Value);
+        }
+
+        // Batch
+        var batchResult = Mfi.Batch(_data.Bars, DefaultPeriod);
+        var batchValues = batchResult.Values.ToArray();
+
+        ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-9);
+    }
+
+    [Fact]
+    public void Mfi_Span_Matches_Streaming()
+    {
+        // Streaming
+        var mfi = new Mfi(DefaultPeriod);
+        var streamingValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            streamingValues.Add(mfi.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 spanOutput = new double[high.Length];
+
+        Mfi.Batch(high, low, close, volume, spanOutput, DefaultPeriod);
+
+        ValidationHelper.VerifyData(streamingValues.ToArray(), spanOutput, 0, 100, 1e-9);
+    }
+
+    [Fact]
+    public void Mfi_Different_Periods_ProduceDifferentResults()
+    {
+        // Test with default period
+        var mfi1 = new Mfi(14);
+        var values1 = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            values1.Add(mfi1.Update(bar).Value);
+        }
+
+        // Test with different period
+        var mfi2 = new Mfi(7);
+        var values2 = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            values2.Add(mfi2.Update(bar).Value);
+        }
+
+        // Values should differ
+        bool allEqual = true;
+        for (int i = 20; i < values1.Count; i++)
+        {
+            if (Math.Abs(values1[i] - values2[i]) > 1e-9)
+            {
+                allEqual = false;
+                break;
+            }
+        }
+
+        Assert.False(allEqual, "Different periods should produce different results");
+    }
+}