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feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators
Complete thin Dx-composition wrapper indicators with full test coverage: - PlusDi/MinusDi: Directional Indicator wrappers (DiPlus/DiMinus from Dx) - PlusDm/MinusDm: Directional Movement wrappers (DmPlus/DmMinus from Dx) - Individual validation tests per indicator directory (TALib, Skender, bounds) - Combined unit tests (DiDm.Tests.cs) and validation tests (DiDm.Validation.Tests.cs) - Quantower wrappers + tests for all 4 indicators - PineScript v6 implementations with compensated RMA - Normalized .md documentation for all indicators and categories - 182 tests passing, 0 failures
This commit is contained in:
Miha Kralj
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namespace QuanTAlib;
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/// <summary>
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/// Combined unit tests for PlusDi, MinusDi, PlusDm, MinusDm.
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/// All four are thin Dx-composition wrappers extracting a single property.
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/// </summary>
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public class DiDmTests
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{
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// ═══════════════════════════════════════════════
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// A. Constructor / Parameter Tests
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// ═══════════════════════════════════════════════
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[Fact]
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public void PlusDi_Constructor_InvalidPeriod_Throws()
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{
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Assert.Throws<ArgumentException>(() => new PlusDi(0));
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Assert.Throws<ArgumentException>(() => new PlusDi(-1));
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}
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[Fact]
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public void MinusDi_Constructor_InvalidPeriod_Throws()
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{
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Assert.Throws<ArgumentException>(() => new MinusDi(0));
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Assert.Throws<ArgumentException>(() => new MinusDi(-1));
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}
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[Fact]
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public void PlusDm_Constructor_InvalidPeriod_Throws()
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{
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Assert.Throws<ArgumentException>(() => new PlusDm(0));
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Assert.Throws<ArgumentException>(() => new PlusDm(-1));
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}
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[Fact]
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public void MinusDm_Constructor_InvalidPeriod_Throws()
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{
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Assert.Throws<ArgumentException>(() => new MinusDm(0));
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Assert.Throws<ArgumentException>(() => new MinusDm(-1));
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}
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[Fact]
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public void PlusDi_DefaultPeriod_Is14()
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{
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var indicator = new PlusDi();
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Assert.Equal(14, indicator.Period);
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}
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[Fact]
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public void MinusDi_DefaultPeriod_Is14()
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{
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var indicator = new MinusDi();
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Assert.Equal(14, indicator.Period);
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}
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[Fact]
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public void PlusDm_DefaultPeriod_Is14()
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{
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var indicator = new PlusDm();
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Assert.Equal(14, indicator.Period);
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}
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[Fact]
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public void MinusDm_DefaultPeriod_Is14()
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{
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var indicator = new MinusDm();
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Assert.Equal(14, indicator.Period);
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}
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[Fact]
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public void PlusDi_Name_ContainsPeriod()
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{
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var indicator = new PlusDi(20);
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Assert.Contains("20", indicator.Name, StringComparison.Ordinal);
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}
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[Fact]
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public void MinusDi_Name_ContainsPeriod()
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{
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var indicator = new MinusDi(20);
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Assert.Contains("20", indicator.Name, StringComparison.Ordinal);
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}
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[Fact]
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public void PlusDm_Name_ContainsPeriod()
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{
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var indicator = new PlusDm(20);
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Assert.Contains("20", indicator.Name, StringComparison.Ordinal);
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}
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[Fact]
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public void MinusDm_Name_ContainsPeriod()
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{
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var indicator = new MinusDm(20);
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Assert.Contains("20", indicator.Name, StringComparison.Ordinal);
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}
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// ═══════════════════════════════════════════════
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// B. Basic Calculation Tests
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// ═══════════════════════════════════════════════
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[Fact]
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public void PlusDi_BasicCalculation_DoesNotCrash()
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{
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var indicator = new PlusDi(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void MinusDi_BasicCalculation_DoesNotCrash()
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{
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var indicator = new MinusDi(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void PlusDm_BasicCalculation_DoesNotCrash()
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{
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var indicator = new PlusDm(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void MinusDm_BasicCalculation_DoesNotCrash()
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{
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var indicator = new MinusDm(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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// ═══════════════════════════════════════════════
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// C. IsHot / WarmupPeriod Tests
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// ═══════════════════════════════════════════════
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[Fact]
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public void PlusDi_IsHot_BecomesTrueAfterWarmup()
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{
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var indicator = new PlusDi(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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if (indicator.IsHot)
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{
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break;
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}
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}
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Assert.True(indicator.IsHot);
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}
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[Fact]
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public void MinusDi_IsHot_BecomesTrueAfterWarmup()
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{
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var indicator = new MinusDi(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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if (indicator.IsHot)
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{
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break;
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}
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}
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Assert.True(indicator.IsHot);
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}
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[Fact]
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public void PlusDm_IsHot_BecomesTrueAfterWarmup()
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{
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var indicator = new PlusDm(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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if (indicator.IsHot)
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{
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break;
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}
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}
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Assert.True(indicator.IsHot);
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}
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[Fact]
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public void MinusDm_IsHot_BecomesTrueAfterWarmup()
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{
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var indicator = new MinusDm(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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if (indicator.IsHot)
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{
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break;
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}
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}
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Assert.True(indicator.IsHot);
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}
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// ═══════════════════════════════════════════════
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// D. Bar Correction (isNew=false) Tests
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// ═══════════════════════════════════════════════
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[Fact]
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public void PlusDi_BarCorrection_MatchesFreshInstance()
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{
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var indicator = new PlusDi(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < 99; i++)
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{
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indicator.Update(bars[i]);
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}
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indicator.Update(bars[99]);
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var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
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var val2 = indicator.Update(modifiedBar, isNew: false);
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var fresh = new PlusDi(14);
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for (int i = 0; i < 99; i++)
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{
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fresh.Update(bars[i]);
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}
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var val3 = fresh.Update(modifiedBar);
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Assert.Equal(val3.Value, val2.Value, 1e-9);
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}
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[Fact]
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public void MinusDi_BarCorrection_MatchesFreshInstance()
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{
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var indicator = new MinusDi(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < 99; i++)
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{
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indicator.Update(bars[i]);
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}
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indicator.Update(bars[99]);
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var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
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var val2 = indicator.Update(modifiedBar, isNew: false);
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var fresh = new MinusDi(14);
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for (int i = 0; i < 99; i++)
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{
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fresh.Update(bars[i]);
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}
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var val3 = fresh.Update(modifiedBar);
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Assert.Equal(val3.Value, val2.Value, 1e-9);
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}
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[Fact]
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public void PlusDm_BarCorrection_MatchesFreshInstance()
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{
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var indicator = new PlusDm(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < 99; i++)
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{
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indicator.Update(bars[i]);
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}
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indicator.Update(bars[99]);
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var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
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var val2 = indicator.Update(modifiedBar, isNew: false);
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var fresh = new PlusDm(14);
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for (int i = 0; i < 99; i++)
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{
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fresh.Update(bars[i]);
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}
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var val3 = fresh.Update(modifiedBar);
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Assert.Equal(val3.Value, val2.Value, 1e-9);
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}
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[Fact]
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public void MinusDm_BarCorrection_MatchesFreshInstance()
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{
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var indicator = new MinusDm(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < 99; i++)
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{
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indicator.Update(bars[i]);
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}
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indicator.Update(bars[99]);
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var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
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var val2 = indicator.Update(modifiedBar, isNew: false);
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var fresh = new MinusDm(14);
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for (int i = 0; i < 99; i++)
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{
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fresh.Update(bars[i]);
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}
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var val3 = fresh.Update(modifiedBar);
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Assert.Equal(val3.Value, val2.Value, 1e-9);
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}
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// ═══════════════════════════════════════════════
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// E. Reset Tests
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// ═══════════════════════════════════════════════
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[Fact]
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public void PlusDi_Reset_ClearsState()
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{
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var indicator = new PlusDi(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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indicator.Reset();
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Assert.Equal(0, indicator.Last.Value);
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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void MinusDi_Reset_ClearsState()
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{
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var indicator = new MinusDi(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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indicator.Reset();
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Assert.Equal(0, indicator.Last.Value);
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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void PlusDm_Reset_ClearsState()
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{
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var indicator = new PlusDm(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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indicator.Reset();
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Assert.Equal(0, indicator.Last.Value);
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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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[Fact]
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public void MinusDm_Reset_ClearsState()
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{
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var indicator = new MinusDm(14);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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indicator.Reset();
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Assert.Equal(0, indicator.Last.Value);
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Assert.False(indicator.IsHot);
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for (int i = 0; i < bars.Count; i++)
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{
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indicator.Update(bars[i]);
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}
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Assert.True(double.IsFinite(indicator.Last.Value));
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}
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// ═══════════════════════════════════════════════
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// F. Batch / Streaming Consistency Tests
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// ═══════════════════════════════════════════════
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[Fact]
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public void PlusDi_Batch_MatchesStreaming()
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{
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var gbm = new GBM(seed: 123);
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var batchResult = PlusDi.Batch(bars, 14);
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var streaming = new PlusDi(14);
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for (int i = 0; i < bars.Count; i++)
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{
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streaming.Update(bars[i]);
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}
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Assert.Equal(batchResult.Last.Value, streaming.Last.Value, 9);
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}
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[Fact]
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public void MinusDi_Batch_MatchesStreaming()
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{
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var gbm = new GBM(seed: 123);
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var batchResult = MinusDi.Batch(bars, 14);
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var streaming = new MinusDi(14);
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for (int i = 0; i < bars.Count; i++)
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{
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streaming.Update(bars[i]);
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}
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Assert.Equal(batchResult.Last.Value, streaming.Last.Value, 9);
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}
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[Fact]
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public void PlusDm_Batch_MatchesStreaming()
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{
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var gbm = new GBM(seed: 123);
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var batchResult = PlusDm.Batch(bars, 14);
|
||||
|
||||
var streaming = new PlusDm(14);
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
streaming.Update(bars[i]);
|
||||
}
|
||||
|
||||
Assert.Equal(batchResult.Last.Value, streaming.Last.Value, 9);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_Batch_MatchesStreaming()
|
||||
{
|
||||
var gbm = new GBM(seed: 123);
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var batchResult = MinusDm.Batch(bars, 14);
|
||||
|
||||
var streaming = new MinusDm(14);
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
streaming.Update(bars[i]);
|
||||
}
|
||||
|
||||
Assert.Equal(batchResult.Last.Value, streaming.Last.Value, 9);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// G. Event / Pub Tests
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_Pub_FiresOnNewBar()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
int fireCount = 0;
|
||||
|
||||
indicator.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
indicator.Update(bars[i]);
|
||||
}
|
||||
|
||||
Assert.Equal(bars.Count, fireCount);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_Pub_DoesNotFireOnCorrection()
|
||||
{
|
||||
var indicator = new MinusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
int fireCount = 0;
|
||||
|
||||
indicator.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
indicator.Update(bars[i]);
|
||||
}
|
||||
|
||||
int countAfterNewBars = fireCount;
|
||||
|
||||
// Bar correction should not fire
|
||||
var modifiedBar = new TBar(bars[^1].Time, bars[^1].Open, bars[^1].High + 1.0, bars[^1].Low - 1.0, bars[^1].Close, bars[^1].Volume);
|
||||
indicator.Update(modifiedBar, isNew: false);
|
||||
|
||||
Assert.Equal(countAfterNewBars, fireCount);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_Pub_FiresOnNewBar()
|
||||
{
|
||||
var indicator = new PlusDm(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
int fireCount = 0;
|
||||
|
||||
indicator.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
indicator.Update(bars[i]);
|
||||
}
|
||||
|
||||
Assert.Equal(bars.Count, fireCount);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_Pub_DoesNotFireOnCorrection()
|
||||
{
|
||||
var indicator = new MinusDm(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
int fireCount = 0;
|
||||
|
||||
indicator.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
indicator.Update(bars[i]);
|
||||
}
|
||||
|
||||
int countAfterNewBars = fireCount;
|
||||
|
||||
var modifiedBar = new TBar(bars[^1].Time, bars[^1].Open, bars[^1].High + 1.0, bars[^1].Low - 1.0, bars[^1].Close, bars[^1].Volume);
|
||||
indicator.Update(modifiedBar, isNew: false);
|
||||
|
||||
Assert.Equal(countAfterNewBars, fireCount);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// H. Prime / Calculate / Chainability Tests
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_Prime_SetsState()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
indicator.Prime(bars);
|
||||
|
||||
Assert.True(indicator.IsHot);
|
||||
Assert.True(double.IsFinite(indicator.Last.Value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_Prime_SetsState()
|
||||
{
|
||||
var indicator = new MinusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
indicator.Prime(bars);
|
||||
|
||||
Assert.True(indicator.IsHot);
|
||||
Assert.True(double.IsFinite(indicator.Last.Value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_Calculate_ReturnsTupleWithIndicator()
|
||||
{
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var (results, ind) = PlusDm.Calculate(bars, 14);
|
||||
|
||||
Assert.Equal(bars.Count, results.Count);
|
||||
Assert.True(ind.IsHot);
|
||||
Assert.Equal(results[^1].Value, ind.Last.Value, 1e-9);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_Calculate_ReturnsTupleWithIndicator()
|
||||
{
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var (results, ind) = MinusDm.Calculate(bars, 14);
|
||||
|
||||
Assert.Equal(bars.Count, results.Count);
|
||||
Assert.True(ind.IsHot);
|
||||
Assert.Equal(results[^1].Value, ind.Last.Value, 1e-9);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_TBarSeriesConstructor_Works()
|
||||
{
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var indicator = new PlusDi(bars, 14);
|
||||
|
||||
Assert.True(double.IsFinite(indicator.Last.Value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_TBarSeriesConstructor_Works()
|
||||
{
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var indicator = new MinusDi(bars, 14);
|
||||
|
||||
Assert.True(double.IsFinite(indicator.Last.Value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_ScalarUpdate_ReturnsLastUnchanged()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
indicator.Update(bars[i]);
|
||||
}
|
||||
|
||||
var before = indicator.Last;
|
||||
var result = indicator.Update(new TValue(DateTime.UtcNow, 42.0));
|
||||
|
||||
Assert.Equal(before.Value, result.Value);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_ScalarUpdate_ReturnsLastUnchanged()
|
||||
{
|
||||
var indicator = new MinusDm(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
indicator.Update(bars[i]);
|
||||
}
|
||||
|
||||
var before = indicator.Last;
|
||||
var result = indicator.Update(new TValue(DateTime.UtcNow, 42.0));
|
||||
|
||||
Assert.Equal(before.Value, result.Value);
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Range / Value Constraint Tests
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_OutputRange_0to100()
|
||||
{
|
||||
var indicator = new PlusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
var result = indicator.Update(bars[i]);
|
||||
if (indicator.IsHot)
|
||||
{
|
||||
Assert.InRange(result.Value, 0, 100);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_OutputRange_0to100()
|
||||
{
|
||||
var indicator = new MinusDi(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
var result = indicator.Update(bars[i]);
|
||||
if (indicator.IsHot)
|
||||
{
|
||||
Assert.InRange(result.Value, 0, 100);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_NonNegative()
|
||||
{
|
||||
var indicator = new PlusDm(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
var result = indicator.Update(bars[i]);
|
||||
if (indicator.IsHot)
|
||||
{
|
||||
Assert.True(result.Value >= 0, $"+DM should be non-negative, got {result.Value}");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_NonNegative()
|
||||
{
|
||||
var indicator = new MinusDm(14);
|
||||
var gbm = new GBM();
|
||||
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
var result = indicator.Update(bars[i]);
|
||||
if (indicator.IsHot)
|
||||
{
|
||||
Assert.True(result.Value >= 0, $"-DM should be non-negative, got {result.Value}");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Dx Equivalence Tests
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void PlusDi_MatchesDx_DiPlus()
|
||||
{
|
||||
var gbm = new GBM(seed: 42);
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var plusDi = new PlusDi(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
plusDi.Update(bars[i]);
|
||||
dx.Update(bars[i]);
|
||||
|
||||
Assert.Equal(dx.DiPlus.Value, plusDi.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDi_MatchesDx_DiMinus()
|
||||
{
|
||||
var gbm = new GBM(seed: 42);
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var minusDi = new MinusDi(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
minusDi.Update(bars[i]);
|
||||
dx.Update(bars[i]);
|
||||
|
||||
Assert.Equal(dx.DiMinus.Value, minusDi.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PlusDm_MatchesDx_DmPlus()
|
||||
{
|
||||
var gbm = new GBM(seed: 42);
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var plusDm = new PlusDm(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
plusDm.Update(bars[i]);
|
||||
dx.Update(bars[i]);
|
||||
|
||||
Assert.Equal(dx.DmPlus.Value, plusDm.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MinusDm_MatchesDx_DmMinus()
|
||||
{
|
||||
var gbm = new GBM(seed: 42);
|
||||
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var minusDm = new MinusDm(14);
|
||||
var dx = new Dx(14);
|
||||
|
||||
for (int i = 0; i < bars.Count; i++)
|
||||
{
|
||||
minusDm.Update(bars[i]);
|
||||
dx.Update(bars[i]);
|
||||
|
||||
Assert.Equal(dx.DmMinus.Value, minusDm.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
|
||||
// ═══════════════════════════════════════════════
|
||||
// Determinism Tests
|
||||
// ═══════════════════════════════════════════════
|
||||
|
||||
[Fact]
|
||||
public void AllFour_Deterministic_SameSeedSameResult()
|
||||
{
|
||||
var gbm1 = new GBM(seed: 99);
|
||||
var bars1 = gbm1.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
var gbm2 = new GBM(seed: 99);
|
||||
var bars2 = gbm2.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
|
||||
|
||||
var pdi1 = new PlusDi(14);
|
||||
var pdi2 = new PlusDi(14);
|
||||
var mdi1 = new MinusDi(14);
|
||||
var mdi2 = new MinusDi(14);
|
||||
var pdm1 = new PlusDm(14);
|
||||
var pdm2 = new PlusDm(14);
|
||||
var mdm1 = new MinusDm(14);
|
||||
var mdm2 = new MinusDm(14);
|
||||
|
||||
for (int i = 0; i < bars1.Count; i++)
|
||||
{
|
||||
pdi1.Update(bars1[i]);
|
||||
pdi2.Update(bars2[i]);
|
||||
mdi1.Update(bars1[i]);
|
||||
mdi2.Update(bars2[i]);
|
||||
pdm1.Update(bars1[i]);
|
||||
pdm2.Update(bars2[i]);
|
||||
mdm1.Update(bars1[i]);
|
||||
mdm2.Update(bars2[i]);
|
||||
}
|
||||
|
||||
Assert.Equal(pdi1.Last.Value, pdi2.Last.Value, 1e-12);
|
||||
Assert.Equal(mdi1.Last.Value, mdi2.Last.Value, 1e-12);
|
||||
Assert.Equal(pdm1.Last.Value, pdm2.Last.Value, 1e-12);
|
||||
Assert.Equal(mdm1.Last.Value, mdm2.Last.Value, 1e-12);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user