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
2026-08-24 05:28:05 +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 +1,337 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class VrocIndicatorTests
+{
+    [Fact]
+    public void VrocIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new VrocIndicator();
+
+        Assert.Equal("VROC - Volume Rate of Change", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+        Assert.Equal(12, indicator.Period);
+        Assert.True(indicator.UsePercent);
+        Assert.Equal(13, indicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void VrocIndicator_ShortName_ReflectsParameters()
+    {
+        var indicator = new VrocIndicator { Period = 20, UsePercent = true };
+        Assert.Equal("VROC(20,%)", indicator.ShortName);
+
+        var indicatorPt = new VrocIndicator { Period = 15, UsePercent = false };
+        Assert.Equal("VROC(15,pt)", indicatorPt.ShortName);
+    }
+
+    [Fact]
+    public void VrocIndicator_MinHistoryDepths_EqualsPeriodPlusOne()
+    {
+        var indicator = new VrocIndicator { Period = 10 };
+
+        Assert.Equal(11, indicator.MinHistoryDepths);
+        Assert.Equal(11, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void VrocIndicator_Period_CanBeSet()
+    {
+        var indicator = new VrocIndicator { Period = 30 };
+        Assert.Equal(30, indicator.Period);
+    }
+
+    [Fact]
+    public void VrocIndicator_UsePercent_CanBeSet()
+    {
+        var indicator = new VrocIndicator { UsePercent = false };
+        Assert.False(indicator.UsePercent);
+    }
+
+    [Fact]
+    public void VrocIndicator_Initialize_CreatesInternalVroc()
+    {
+        var indicator = new VrocIndicator();
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void VrocIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new VrocIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            double volume = 100000 + i * 1000;
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 105, volume);
+
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(double.IsFinite(val));
+    }
+
+    [Fact]
+    public void VrocIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new VrocIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, 105, 100000);
+        }
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        // Add new bar
+        indicator.HistoricalData.AddBar(now.AddMinutes(10), 105, 115, 100, 112, 200000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void VrocIndicator_DoubleVolume_Returns100Percent()
+    {
+        var indicator = new VrocIndicator { Period = 3, UsePercent = true };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Add bars with constant volume (need enough to fill buffer)
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 1000);
+            var args = i == 0
+                ? new UpdateArgs(UpdateReason.HistoricalBar)
+                : new UpdateArgs(UpdateReason.NewBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Double the volume
+        indicator.HistoricalData.AddBar(now.AddMinutes(10), 100, 105, 95, 100, 2000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        // (2000 - 1000) / 1000 * 100 = 100%
+        Assert.Equal(100.0, val, 1);
+    }
+
+    [Fact]
+    public void VrocIndicator_HalfVolume_ReturnsMinus50Percent()
+    {
+        var indicator = new VrocIndicator { Period = 3, UsePercent = true };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Add bars with constant volume (need enough to fill buffer)
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 1000);
+            var args = i == 0
+                ? new UpdateArgs(UpdateReason.HistoricalBar)
+                : new UpdateArgs(UpdateReason.NewBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Half the volume
+        indicator.HistoricalData.AddBar(now.AddMinutes(10), 100, 105, 95, 100, 500);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        // (500 - 1000) / 1000 * 100 = -50%
+        Assert.Equal(-50.0, val, 1);
+    }
+
+    [Fact]
+    public void VrocIndicator_PointMode_ReturnsAbsoluteChange()
+    {
+        var indicator = new VrocIndicator { Period = 3, UsePercent = false };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Add bars with constant volume (need enough to fill buffer)
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 1000);
+            var args = i == 0
+                ? new UpdateArgs(UpdateReason.HistoricalBar)
+                : new UpdateArgs(UpdateReason.NewBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Double the volume
+        indicator.HistoricalData.AddBar(now.AddMinutes(10), 100, 105, 95, 100, 2000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        // 2000 - 1000 = 1000 (absolute change)
+        Assert.Equal(1000.0, val, 1);
+    }
+
+    [Fact]
+    public void VrocIndicator_SameVolume_ReturnsZero()
+    {
+        var indicator = new VrocIndicator { Period = 3, UsePercent = true };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // All bars with same volume
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 1000);
+            var args = i == 0
+                ? new UpdateArgs(UpdateReason.HistoricalBar)
+                : new UpdateArgs(UpdateReason.NewBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(0.0, val, 1);
+    }
+
+    [Fact]
+    public void VrocIndicator_IncreasingVolumes_ReturnsPositive()
+    {
+        var indicator = new VrocIndicator { Period = 5, UsePercent = true };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Increasing volumes
+        for (int i = 0; i < 20; i++)
+        {
+            double volume = 1000 + i * 100;
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, volume);
+            var args = i == 0
+                ? new UpdateArgs(UpdateReason.HistoricalBar)
+                : new UpdateArgs(UpdateReason.NewBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(val > 0, $"VROC should be positive with increasing volume: {val}");
+    }
+
+    [Fact]
+    public void VrocIndicator_DecreasingVolumes_ReturnsNegative()
+    {
+        var indicator = new VrocIndicator { Period = 5, UsePercent = true };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Decreasing volumes
+        for (int i = 0; i < 20; i++)
+        {
+            double volume = 5000 - i * 100;
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, volume);
+            var args = i == 0
+                ? new UpdateArgs(UpdateReason.HistoricalBar)
+                : new UpdateArgs(UpdateReason.NewBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(val < 0, $"VROC should be negative with decreasing volume: {val}");
+    }
+
+    [Fact]
+    public void VrocIndicator_DifferentPeriods_DifferentResults()
+    {
+        var shortPeriod = new VrocIndicator { Period = 3 };
+        shortPeriod.Initialize();
+
+        var longPeriod = new VrocIndicator { Period = 10 };
+        longPeriod.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Volatile volume data
+        for (int i = 0; i < 30; i++)
+        {
+            double volume = 1000 + (i % 2 == 0 ? 500 : -300);
+            shortPeriod.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, volume);
+            longPeriod.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, volume);
+
+            var args = i == 0
+                ? new UpdateArgs(UpdateReason.HistoricalBar)
+                : new UpdateArgs(UpdateReason.NewBar);
+            shortPeriod.ProcessUpdate(args);
+            longPeriod.ProcessUpdate(args);
+        }
+
+        double shortVal = shortPeriod.LinesSeries[0].GetValue(0);
+        double longVal = longPeriod.LinesSeries[0].GetValue(0);
+
+        // Different periods should produce different results
+        Assert.NotEqual(shortVal, longVal, 1);
+    }
+
+    [Fact]
+    public void VrocIndicator_VolumeSurge_DetectedAsSpikePercent()
+    {
+        var indicator = new VrocIndicator { Period = 5, UsePercent = true };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Normal volume
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 1000);
+            var args = i == 0
+                ? new UpdateArgs(UpdateReason.HistoricalBar)
+                : new UpdateArgs(UpdateReason.NewBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Volume surge (10x)
+        indicator.HistoricalData.AddBar(now.AddMinutes(10), 100, 105, 95, 100, 10000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        // (10000 - 1000) / 1000 * 100 = 900%
+        Assert.Equal(900.0, val, 1);
+    }
+
+    [Fact]
+    public void VrocIndicator_ZeroHistoricalVolume_ReturnsZeroPercent()
+    {
+        var indicator = new VrocIndicator { Period = 3, UsePercent = true };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Zero volume bars
+        for (int i = 0; i < 3; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 100, 0);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        // Non-zero volume
+        indicator.HistoricalData.AddBar(now.AddMinutes(3), 100, 105, 95, 100, 1000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        // Division by zero protection should return 0
+        Assert.Equal(0.0, val, 1);
+    }
+}