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
2026-08-22 20:48:04 +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 +1,138 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class PvrIndicatorTests
+{
+    [Fact]
+    public void PvrIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new PvrIndicator();
+
+        Assert.Equal("PVR - Price Volume Rank", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+        Assert.Equal(1, indicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void PvrIndicator_ShortName_ReturnsPVR()
+    {
+        var indicator = new PvrIndicator();
+        Assert.Equal("PVR", indicator.ShortName);
+    }
+
+    [Fact]
+    public void PvrIndicator_MinHistoryDepths_EqualsOne()
+    {
+        var indicator = new PvrIndicator();
+
+        Assert.Equal(1, indicator.MinHistoryDepths);
+        Assert.Equal(1, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void PvrIndicator_Initialize_CreatesInternalPvr()
+    {
+        var indicator = new PvrIndicator();
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void PvrIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new PvrIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000 + (i * 100));
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(val >= 0 && val <= 4);
+    }
+
+    [Fact]
+    public void PvrIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new PvrIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 5; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 1000 + (i * 100));
+        }
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        indicator.HistoricalData.AddBar(now.AddMinutes(5), 110, 120, 100, 115, 1800);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void PvrIndicator_Value_IsInValidRange()
+    {
+        var indicator = new PvrIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + (i % 5), 110 + (i % 5), 90 + (i % 5), 105 + (i % 5), 1000 + (i * 50));
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(val >= 0 && val <= 4, $"PVR value {val} should be in range [0,4]");
+    }
+
+    [Fact]
+    public void PvrIndicator_PriceUpVolumeUp_ReturnsOne()
+    {
+        var indicator = new PvrIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // First bar
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 1000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        // Second bar - price up, volume up
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 107, 97, 105, 1500);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(1.0, val);
+    }
+
+    [Fact]
+    public void PvrIndicator_PriceDownVolumeUp_ReturnsFour()
+    {
+        var indicator = new PvrIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // First bar
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 1000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        // Second bar - price down, volume up
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 98, 103, 93, 95, 1500);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(4.0, val);
+    }
+}
@@ -0,0 +1,357 @@
+using Xunit;
+
+namespace QuanTAlib.Tests;
+
+public class PvrTests
+{
+    [Fact]
+    public void Constructor_CreatesValidIndicator()
+    {
+        var pvr = new Pvr();
+        Assert.Equal("Pvr", pvr.Name);
+        Assert.Equal(1, pvr.WarmupPeriod);
+        Assert.False(pvr.IsHot);
+    }
+
+    [Fact]
+    public void Update_WithTBar_ReturnsValidValue()
+    {
+        var pvr = new Pvr();
+        var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000);
+        var result = pvr.Update(bar);
+        Assert.True(result.Value >= 0 && result.Value <= 4);
+    }
+
+    [Fact]
+    public void Update_FirstBar_ReturnsZero()
+    {
+        var pvr = new Pvr();
+        var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000);
+        var result = pvr.Update(bar);
+        Assert.Equal(0.0, result.Value);
+        Assert.False(pvr.IsHot);
+    }
+
+    [Fact]
+    public void Update_PriceUpVolumeUp_ReturnsOne()
+    {
+        var pvr = new Pvr();
+        var time = DateTime.UtcNow;
+
+        pvr.Update(new TBar(time, 100, 105, 95, 100, 1000));
+        var result = pvr.Update(new TBar(time.AddMinutes(1), 102, 107, 97, 102, 1500));
+
+        Assert.Equal(1.0, result.Value);
+    }
+
+    [Fact]
+    public void Update_PriceUpVolumeDown_ReturnsTwo()
+    {
+        var pvr = new Pvr();
+        var time = DateTime.UtcNow;
+
+        pvr.Update(new TBar(time, 100, 105, 95, 100, 1500));
+        var result = pvr.Update(new TBar(time.AddMinutes(1), 102, 107, 97, 102, 1000));
+
+        Assert.Equal(2.0, result.Value);
+    }
+
+    [Fact]
+    public void Update_PriceDownVolumeDown_ReturnsThree()
+    {
+        var pvr = new Pvr();
+        var time = DateTime.UtcNow;
+
+        pvr.Update(new TBar(time, 100, 105, 95, 100, 1500));
+        var result = pvr.Update(new TBar(time.AddMinutes(1), 98, 103, 93, 98, 1000));
+
+        Assert.Equal(3.0, result.Value);
+    }
+
+    [Fact]
+    public void Update_PriceDownVolumeUp_ReturnsFour()
+    {
+        var pvr = new Pvr();
+        var time = DateTime.UtcNow;
+
+        pvr.Update(new TBar(time, 100, 105, 95, 100, 1000));
+        var result = pvr.Update(new TBar(time.AddMinutes(1), 98, 103, 93, 98, 1500));
+
+        Assert.Equal(4.0, result.Value);
+    }
+
+    [Fact]
+    public void Update_PriceUnchanged_ReturnsZero()
+    {
+        var pvr = new Pvr();
+        var time = DateTime.UtcNow;
+
+        pvr.Update(new TBar(time, 100, 105, 95, 100, 1000));
+        var result = pvr.Update(new TBar(time.AddMinutes(1), 100, 108, 92, 100, 1500));
+
+        Assert.Equal(0.0, result.Value);
+    }
+
+    [Fact]
+    public void Update_IsNewTrue_AdvancesState()
+    {
+        var pvr = new Pvr();
+        var bar1 = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000);
+        var result1 = pvr.Update(bar1, isNew: true);
+
+        var bar2 = new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 110, 1100000);
+        var result2 = pvr.Update(bar2, isNew: true);
+
+        Assert.NotEqual(result1.Time, result2.Time);
+    }
+
+    [Fact]
+    public void Update_IsNewFalse_UpdatesCurrentBar()
+    {
+        var pvr = new Pvr();
+        var time = DateTime.UtcNow;
+
+        // First bar
+        pvr.Update(new TBar(time, 100, 105, 95, 100, 1000), isNew: true);
+
+        // Second bar - price up, volume up -> 1
+        var result1 = pvr.Update(new TBar(time.AddMinutes(1), 102, 107, 97, 102, 1500), isNew: true);
+        Assert.Equal(1.0, result1.Value);
+
+        // Correction - price up, volume down -> 2
+        var result2 = pvr.Update(new TBar(time.AddMinutes(1), 102, 107, 97, 102, 800), isNew: false);
+        Assert.Equal(2.0, result2.Value);
+    }
+
+    [Fact]
+    public void Update_IterativeCorrections_RestoresState()
+    {
+        var pvr = new Pvr();
+        var time = DateTime.UtcNow;
+
+        // Build up state
+        for (int i = 0; i < 10; i++)
+        {
+            pvr.Update(new TBar(time.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 + i * 10000), isNew: true);
+        }
+
+        // New bar
+        var originalBar = new TBar(time.AddMinutes(10), 120, 130, 110, 125, 250000);
+        var originalResult = pvr.Update(originalBar, isNew: true);
+
+        // Correction
+        var correctionBar = new TBar(time.AddMinutes(10), 110, 120, 100, 105, 50000);
+        var correctedResult = pvr.Update(correctionBar, isNew: false);
+
+        Assert.NotEqual(originalResult.Value, correctedResult.Value);
+    }
+
+    [Fact]
+    public void Update_WarmupPeriod_IsHotBecomesTrueAfterFirstBar()
+    {
+        var pvr = new Pvr();
+        var time = DateTime.UtcNow;
+
+        Assert.False(pvr.IsHot);
+
+        pvr.Update(new TBar(time, 100, 105, 95, 100, 1000), isNew: true);
+        Assert.False(pvr.IsHot);
+
+        pvr.Update(new TBar(time.AddMinutes(1), 102, 107, 97, 102, 1500), isNew: true);
+        Assert.True(pvr.IsHot);
+    }
+
+    [Fact]
+    public void Update_WithNaN_UsesLastValidValue()
+    {
+        var pvr = new Pvr();
+        var time = DateTime.UtcNow;
+
+        pvr.Update(new TBar(time, 100, 105, 95, 100, 1000));
+        pvr.Update(new TBar(time.AddMinutes(1), 102, 107, 97, 102, 1500));
+
+        // NaN values
+        var result = pvr.Update(new TBar(time.AddMinutes(2), double.NaN, double.NaN, double.NaN, double.NaN, double.NaN));
+
+        Assert.True(result.Value >= 0 && result.Value <= 4);
+    }
+
+    [Fact]
+    public void Reset_ClearsState()
+    {
+        var pvr = new Pvr();
+        var time = DateTime.UtcNow;
+
+        for (int i = 0; i < 5; i++)
+        {
+            pvr.Update(new TBar(time.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000), isNew: true);
+        }
+
+        Assert.True(pvr.IsHot);
+
+        pvr.Reset();
+
+        Assert.False(pvr.IsHot);
+        Assert.Equal(default, pvr.Last);
+    }
+
+    [Fact]
+    public void BatchCalculate_MatchesStreaming()
+    {
+        var bars = new TBarSeries();
+        var gbm = new GBM(seed: 42);
+
+        for (int i = 0; i < 100; i++)
+        {
+            bars.Add(gbm.Next());
+        }
+
+        // Streaming
+        var pvr = new Pvr();
+        var streamingValues = new List<double>();
+        foreach (var bar in bars)
+        {
+            streamingValues.Add(pvr.Update(bar).Value);
+        }
+
+        // Batch
+        var batchResult = Pvr.Batch(bars);
+
+        Assert.Equal(bars.Count, batchResult.Count);
+        for (int i = 0; i < bars.Count; i++)
+        {
+            Assert.Equal(streamingValues[i], batchResult[i].Value, 10);
+        }
+    }
+
+    [Fact]
+    public void SpanCalculate_MatchesStreaming()
+    {
+        var bars = new TBarSeries();
+        var gbm = new GBM(seed: 42);
+
+        for (int i = 0; i < 100; i++)
+        {
+            bars.Add(gbm.Next());
+        }
+
+        // Streaming
+        var pvr = new Pvr();
+        var streamingValues = new List<double>();
+        foreach (var bar in bars)
+        {
+            streamingValues.Add(pvr.Update(bar).Value);
+        }
+
+        // Span
+        var price = bars.Close.Values.ToArray();
+        var volume = bars.Volume.Values.ToArray();
+        var spanOutput = new double[bars.Count];
+
+        Pvr.Batch(price, volume, spanOutput);
+
+        for (int i = 0; i < bars.Count; i++)
+        {
+            Assert.Equal(streamingValues[i], spanOutput[i], 10);
+        }
+    }
+
+    [Fact]
+    public void SpanCalculate_InvalidLengths_ThrowsArgumentException()
+    {
+        var price = new double[100];
+        var volume = new double[100];
+        var output = new double[99]; // Different length
+
+        Assert.Throws<ArgumentException>(() => Pvr.Batch(price, volume, output));
+    }
+
+    [Fact]
+    public void SpanCalculate_EmptyInput_HandlesGracefully()
+    {
+        var price = Array.Empty<double>();
+        var volume = Array.Empty<double>();
+        var output = Array.Empty<double>();
+
+        // Should not throw
+        Pvr.Batch(price, volume, output);
+
+        Assert.Empty(output);
+    }
+
+    [Fact]
+    public void Event_PubFiresOnUpdate()
+    {
+        var pvr = new Pvr();
+        TValue? receivedValue = null;
+        bool receivedIsNew = false;
+
+        pvr.Pub += (object? sender, in TValueEventArgs args) =>
+        {
+            receivedValue = args.Value;
+            receivedIsNew = args.IsNew;
+        };
+
+        var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000);
+        pvr.Update(bar, isNew: true);
+
+        Assert.NotNull(receivedValue);
+        Assert.True(receivedIsNew);
+    }
+
+    [Fact]
+    public void Update_AllPossibleOutputs_AreValid()
+    {
+        var pvr = new Pvr();
+        var time = DateTime.UtcNow;
+
+        // Collect all unique PVR values
+        var values = new HashSet<double>();
+
+        // Generate various scenarios
+        var scenarios = new[]
+        {
+            (100.0, 1000.0, 105.0, 1500.0), // price up, volume up -> 1
+            (100.0, 1500.0, 105.0, 1000.0), // price up, volume down -> 2
+            (100.0, 1500.0, 95.0, 1000.0),  // price down, volume down -> 3
+            (100.0, 1000.0, 95.0, 1500.0),  // price down, volume up -> 4
+            (100.0, 1000.0, 100.0, 1500.0), // price unchanged -> 0
+        };
+
+        foreach (var (p1, v1, p2, v2) in scenarios)
+        {
+            pvr.Reset();
+            pvr.Update(new TBar(time, p1, p1 + 5, p1 - 5, p1, v1));
+            var result = pvr.Update(new TBar(time.AddMinutes(1), p2, p2 + 5, p2 - 5, p2, v2));
+            values.Add(result.Value);
+        }
+
+        // Should have all 5 possible values
+        Assert.Contains(0.0, values);
+        Assert.Contains(1.0, values);
+        Assert.Contains(2.0, values);
+        Assert.Contains(3.0, values);
+        Assert.Contains(4.0, values);
+    }
+
+    [Fact]
+    public void LargeDataset_HandlesWithoutError()
+    {
+        var bars = new TBarSeries();
+        var gbm = new GBM(seed: 42);
+
+        for (int i = 0; i < 10000; i++)
+        {
+            bars.Add(gbm.Next());
+        }
+
+        var pvr = new Pvr();
+        foreach (var bar in bars)
+        {
+            var result = pvr.Update(bar);
+            Assert.True(result.Value >= 0 && result.Value <= 4);
+        }
+
+        Assert.True(pvr.IsHot);
+    }
+}
@@ -0,0 +1,139 @@
+namespace QuanTAlib.Tests;
+
+public class PvrValidationTests
+{
+    private readonly ValidationTestData _data;
+
+    public PvrValidationTests()
+    {
+        _data = new ValidationTestData();
+    }
+
+    [Fact]
+    public void Pvr_Matches_Skender()
+    {
+        // Skender does not have PVR implementation
+        Assert.True(true, "Skender does not have a Price Volume Rank implementation");
+    }
+
+    [Fact]
+    public void Pvr_Matches_Talib()
+    {
+        // TA-Lib does not have PVR
+        Assert.True(true, "TA-Lib does not have a Price Volume Rank implementation");
+    }
+
+    [Fact]
+    public void Pvr_Matches_Tulip()
+    {
+        // Tulip does not have PVR
+        Assert.True(true, "Tulip does not have a Price Volume Rank implementation");
+    }
+
+    [Fact]
+    public void Pvr_Matches_Ooples()
+    {
+        // Ooples does not have PVR
+        Assert.True(true, "Ooples does not have a Price Volume Rank implementation");
+    }
+
+    [Fact]
+    public void Pvr_Streaming_Matches_Batch()
+    {
+        // Streaming
+        var pvr = new Pvr();
+        var streamingValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            streamingValues.Add(pvr.Update(bar).Value);
+        }
+
+        // Batch
+        var batchResult = Pvr.Batch(_data.Bars);
+        var batchValues = batchResult.Values.ToArray();
+
+        ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-9);
+    }
+
+    [Fact]
+    public void Pvr_Span_Matches_Streaming()
+    {
+        // Streaming
+        var pvr = new Pvr();
+        var streamingValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            streamingValues.Add(pvr.Update(bar).Value);
+        }
+
+        // Span
+        var price = _data.Bars.Close.Values.ToArray();
+        var volume = _data.Bars.Volume.Values.ToArray();
+        var spanOutput = new double[price.Length];
+
+        Pvr.Batch(price, volume, spanOutput);
+
+        ValidationHelper.VerifyData(streamingValues.ToArray(), spanOutput, 0, 100, 1e-9);
+    }
+
+    [Fact]
+    public void Pvr_OutputRange_Valid()
+    {
+        var pvr = new Pvr();
+
+        foreach (var bar in _data.Bars)
+        {
+            var result = pvr.Update(bar);
+            Assert.True(result.Value >= 0 && result.Value <= 4,
+                $"PVR value {result.Value} is outside valid range [0,4]");
+        }
+    }
+
+    [Fact]
+    public void Pvr_OutputValues_AreIntegral()
+    {
+        var pvr = new Pvr();
+
+        foreach (var bar in _data.Bars)
+        {
+            var result = pvr.Update(bar);
+            Assert.True(result.Value == Math.Floor(result.Value),
+                $"PVR value {result.Value} should be an integer");
+        }
+    }
+
+    [Fact]
+    public void Pvr_ConsistentAcrossAllModes()
+    {
+        // Mode 1: Streaming with TBar
+        var pvr1 = new Pvr();
+        var mode1Values = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            mode1Values.Add(pvr1.Update(bar).Value);
+        }
+
+        // Mode 2: Streaming with parameters
+        var pvr2 = new Pvr();
+        var mode2Values = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            mode2Values.Add(pvr2.Update(bar.Close, bar.Volume, bar.Time).Value);
+        }
+
+        // Mode 3: Batch
+        var mode3Result = Pvr.Batch(_data.Bars);
+        var mode3Values = mode3Result.Values.ToArray();
+
+        // Mode 4: Span
+        var price = _data.Bars.Close.Values.ToArray();
+        var volume = _data.Bars.Volume.Values.ToArray();
+        var mode4Values = new double[price.Length];
+        Pvr.Batch(price, volume, mode4Values);
+
+        // All modes should match
+        ValidationHelper.VerifyData(mode1Values.ToArray(), mode2Values.ToArray(), 0, 100, 1e-9);
+        ValidationHelper.VerifyData(mode1Values.ToArray(), mode3Values, 0, 100, 1e-9);
+        ValidationHelper.VerifyData(mode1Values.ToArray(), mode4Values, 0, 100, 1e-9);
+    }
+}