fix: resolve build and test errors

- Sar.Quantower.Tests.cs: add missing opening quote on string literal (line 48)
- Exports.cs: rename Correlation.Batch → Correl.Batch (CS0103)
- Ad.Validation.Tests.cs: fix Ooples OutputValues key "Ad" → "Adl"
This commit is contained in:
Miha Kralj
2026-03-16 12:45:13 -07:00
parent 3b0cdca567
commit 6f0a339c9b
131 changed files with 1570 additions and 1571 deletions
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using TradingPlatform.BusinessLayer;
using Xunit;
namespace QuanTAlib.Tests;
public class PcIndicatorTests
{
[Fact]
public void Constructor_SetsDefaults()
{
var ind = new PcIndicator();
Assert.Equal(20, ind.Period);
Assert.True(ind.ShowColdValues);
Assert.Equal("Pc - Price Channel", ind.Name);
Assert.False(ind.SeparateWindow);
Assert.True(ind.OnBackGround);
}
[Fact]
public void MinHistoryDepths_EqualsPeriod()
{
var ind = new PcIndicator { Period = 15 };
Assert.Equal(15, ind.MinHistoryDepths);
}
[Fact]
public void ShortName_ReflectsParameters()
{
var ind = new PcIndicator { Period = 12 };
Assert.Contains("12", ind.ShortName, StringComparison.Ordinal);
}
[Fact]
public void Initialize_AddsThreeLineSeries()
{
var ind = new PcIndicator { Period = 14 };
ind.Initialize();
Assert.Equal(3, ind.LinesSeries.Count);
Assert.Equal("Middle", ind.LinesSeries[0].Name);
Assert.Equal("Upper", ind.LinesSeries[1].Name);
Assert.Equal("Lower", ind.LinesSeries[2].Name);
}
[Fact]
public void ProcessUpdate_Historical_ComputesValues()
{
var ind = new PcIndicator { Period = 3 };
ind.Initialize();
var now = DateTime.UtcNow;
ind.HistoricalData.AddBar(now, 100, 110, 90, 102);
ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
Assert.Equal(1, ind.LinesSeries[0].Count);
Assert.True(double.IsFinite(ind.LinesSeries[0].GetValue(0)));
Assert.True(double.IsFinite(ind.LinesSeries[1].GetValue(0)));
Assert.True(double.IsFinite(ind.LinesSeries[2].GetValue(0)));
}
[Fact]
public void ProcessUpdate_NewBar_Appends()
{
var ind = new PcIndicator { Period = 3 };
ind.Initialize();
var now = DateTime.UtcNow;
ind.HistoricalData.AddBar(now, 100, 110, 90, 102);
ind.HistoricalData.AddBar(now.AddMinutes(1), 102, 112, 92, 104);
ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, ind.LinesSeries[0].Count);
}
[Fact]
public void ProcessUpdate_NewTick_DoesNotThrow()
{
var ind = new PcIndicator { Period = 5 };
ind.Initialize();
var now = DateTime.UtcNow;
ind.HistoricalData.AddBar(now, 100, 105, 95, 102);
ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
ind.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
Assert.Equal(2, ind.LinesSeries[0].Count);
}
[Fact]
public void MultipleUpdates_ProducesFiniteSeries()
{
var ind = new PcIndicator { Period = 5 };
ind.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 10; i++)
{
ind.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i);
ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar));
}
Assert.Equal(10, ind.LinesSeries[0].Count);
Assert.Equal(10, ind.LinesSeries[1].Count);
Assert.Equal(10, ind.LinesSeries[2].Count);
for (int i = 0; i < 10; i++)
{
Assert.True(double.IsFinite(ind.LinesSeries[0].GetValue(i)));
Assert.True(double.IsFinite(ind.LinesSeries[1].GetValue(i)));
Assert.True(double.IsFinite(ind.LinesSeries[2].GetValue(i)));
}
}
[Fact]
public void Bands_Order_Correct()
{
var ind = new PcIndicator { Period = 3 };
ind.Initialize();
var now = DateTime.UtcNow;
for (int i = 0; i < 6; i++)
{
ind.HistoricalData.AddBar(now.AddMinutes(i), 100, 110 + i, 90 - i, 100, 1000);
ind.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar));
}
double middle = ind.LinesSeries[0].GetValue(0);
double upper = ind.LinesSeries[1].GetValue(0);
double lower = ind.LinesSeries[2].GetValue(0);
Assert.True(upper >= middle, $"Upper ({upper}) should be >= Middle ({middle})");
Assert.True(lower <= middle, $"Lower ({lower}) should be <= Middle ({middle})");
}
}
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using System;
using QuanTAlib;
using Xunit;
namespace QuanTAlib.Tests;
public class PcTests
{
[Fact]
public void Pc_Constructor_ValidatesInput()
{
Assert.Throws<ArgumentException>(() => new Pc(0));
Assert.Throws<ArgumentException>(() => new Pc(-5));
var pc = new Pc(10);
Assert.Equal(10, pc.WarmupPeriod);
Assert.Contains("Pc", pc.Name, StringComparison.OrdinalIgnoreCase);
}
[Fact]
public void Pc_InitialState_Defaults()
{
var pc = new Pc(5);
Assert.Equal(0, pc.Last.Value);
Assert.Equal(0, pc.Upper.Value);
Assert.Equal(0, pc.Lower.Value);
Assert.False(pc.IsHot);
}
[Fact]
public void Pc_CalculatesBands()
{
var pc = new Pc(3);
pc.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000));
pc.Update(new TBar(DateTime.UtcNow, 105, 115, 95, 110, 1000));
pc.Update(new TBar(DateTime.UtcNow, 110, 120, 100, 115, 1000));
// Highest High = 120, Lowest Low = 90, Middle = 105
Assert.Equal(120.0, pc.Upper.Value, 1e-10);
Assert.Equal(90.0, pc.Lower.Value, 1e-10);
Assert.Equal(105.0, pc.Last.Value, 1e-10);
Assert.True(pc.IsHot);
}
[Fact]
public void Pc_SlidingWindow_Updates()
{
var pc = new Pc(2);
pc.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000));
pc.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 101, 1000));
double lo1 = pc.Lower.Value;
pc.Update(new TBar(DateTime.UtcNow, 102, 109, 95, 102, 1000));
// Period=2: last 2 bars have H=[111,109], L=[91,95]
// Upper=111, Lower=91, Middle=101
Assert.Equal(111.0, pc.Upper.Value, 1e-10);
Assert.Equal(91.0, pc.Lower.Value, 1e-10);
Assert.Equal(101.0, pc.Last.Value, 1e-10);
Assert.NotEqual(lo1, pc.Lower.Value);
}
[Fact]
public void Pc_IsHot_TurnsTrueAfterWarmup()
{
var pc = new Pc(4);
for (int i = 0; i < 3; i++)
{
pc.Update(new TBar(DateTime.UtcNow, 100 + i, 101 + i, 99 + i, 100 + i, 1000));
Assert.False(pc.IsHot);
}
pc.Update(new TBar(DateTime.UtcNow, 200, 201, 199, 200, 1000));
Assert.True(pc.IsHot);
}
[Fact]
public void Pc_IsNewFalse_RebuildsState()
{
var pc = new Pc(3);
var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 7);
TBar remembered = default;
for (int i = 0; i < 6; i++)
{
remembered = gbm.Next(isNew: true);
pc.Update(remembered, isNew: true);
}
double mid = pc.Last.Value;
double up = pc.Upper.Value;
double lo = pc.Lower.Value;
for (int i = 0; i < 3; i++)
{
var corrected = gbm.Next(isNew: false);
pc.Update(corrected, isNew: false);
}
pc.Update(remembered, isNew: false);
Assert.Equal(mid, pc.Last.Value, 1e-10);
Assert.Equal(up, pc.Upper.Value, 1e-10);
Assert.Equal(lo, pc.Lower.Value, 1e-10);
}
[Fact]
public void Pc_NaN_UsesLastValid()
{
var pc = new Pc(3);
pc.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000));
pc.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 106, 1000));
var result = pc.Update(new TBar(DateTime.UtcNow, 102, double.NaN, 92, 107, 1000));
Assert.True(double.IsFinite(result.Value));
Assert.True(double.IsFinite(pc.Upper.Value));
Assert.True(double.IsFinite(pc.Lower.Value));
var result2 = pc.Update(new TBar(DateTime.UtcNow, 103, 113, double.PositiveInfinity, 108, 1000));
Assert.True(double.IsFinite(result2.Value));
}
[Fact]
public void Pc_Reset_Clears()
{
var pc = new Pc(3);
pc.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000));
pc.Update(new TBar(DateTime.UtcNow, 101, 111, 91, 101, 1000));
pc.Reset();
Assert.Equal(0, pc.Last.Value);
Assert.Equal(0, pc.Upper.Value);
Assert.Equal(0, pc.Lower.Value);
Assert.False(pc.IsHot);
pc.Update(new TBar(DateTime.UtcNow, 50, 60, 40, 55, 1000));
Assert.NotEqual(0, pc.Last.Value);
}
[Fact]
public void Pc_BatchVsStreaming_Match()
{
var pcStream = new Pc(10);
var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.1, seed: 42);
var series = new TBarSeries();
for (int i = 0; i < 200; i++)
{
var bar = gbm.Next(isNew: true);
series.Add(bar);
pcStream.Update(bar, isNew: true);
}
double expectedMid = pcStream.Last.Value;
double expectedUp = pcStream.Upper.Value;
double expectedLo = pcStream.Lower.Value;
var (midBatch, upBatch, loBatch) = Pc.Batch(series, 10);
Assert.Equal(expectedMid, midBatch.Last.Value, 1e-10);
Assert.Equal(expectedUp, upBatch.Last.Value, 1e-10);
Assert.Equal(expectedLo, loBatch.Last.Value, 1e-10);
}
[Fact]
public void Pc_SpanBatch_Validates()
{
double[] high = [110, 115, 120];
double[] low = [90, 95, 100];
double[] middle = new double[3];
double[] upper = new double[3];
double[] lower = new double[3];
double[] highShort = [110, 115];
double[] smallOut = new double[1];
Assert.Throws<ArgumentException>(() => Pc.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 0));
Assert.Throws<ArgumentException>(() => Pc.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), -1));
Assert.Throws<ArgumentException>(() => Pc.Batch(highShort.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 2));
Assert.Throws<ArgumentException>(() => Pc.Batch(high.AsSpan(), low.AsSpan(), smallOut.AsSpan(), upper.AsSpan(), lower.AsSpan(), 2));
}
[Fact]
public void Pc_SpanBatch_ComputesCorrectly()
{
double[] high = [110, 115, 120, 125];
double[] low = [90, 95, 100, 105];
double[] middle = new double[4];
double[] upper = new double[4];
double[] lower = new double[4];
Pc.Batch(high.AsSpan(), low.AsSpan(), middle.AsSpan(), upper.AsSpan(), lower.AsSpan(), 3);
// Period=3: index 2 is first valid (indices 0,1,2)
// H=[110,115,120], L=[90,95,100] → Upper=120, Lower=90, Middle=105
Assert.Equal(120.0, upper[2], 1e-10);
Assert.Equal(90.0, lower[2], 1e-10);
Assert.Equal(105.0, middle[2], 1e-10);
// Index 3: H=[115,120,125], L=[95,100,105] → Upper=125, Lower=95, Middle=110
Assert.Equal(125.0, upper[3], 1e-10);
Assert.Equal(95.0, lower[3], 1e-10);
Assert.Equal(110.0, middle[3], 1e-10);
}
[Fact]
public void Pc_Calculate_ReturnsIndicatorAndResults()
{
var series = new TBarSeries();
series.Add(DateTime.UtcNow, 100, 110, 90, 100, 1000);
series.Add(DateTime.UtcNow, 105, 115, 95, 105, 1000);
series.Add(DateTime.UtcNow, 110, 120, 100, 110, 1000);
var ((mid, up, lo), ind) = Pc.Calculate(series, 2);
Assert.True(ind.IsHot);
// Period=2: last 2 bars H=[115,120], L=[95,100] → Upper=120, Lower=95, Middle=107.5
Assert.Equal(120.0, up.Last.Value, 1e-10);
Assert.Equal(95.0, lo.Last.Value, 1e-10);
Assert.Equal(107.5, mid.Last.Value, 1e-10);
ind.Update(new TBar(DateTime.UtcNow, 120, 130, 110, 120, 1000));
// Period=2: last 2 bars H=[120,130], L=[100,110] → Upper=130, Lower=100, Middle=115
Assert.Equal(130.0, ind.Upper.Value, 1e-10);
Assert.Equal(100.0, ind.Lower.Value, 1e-10);
Assert.Equal(115.0, ind.Last.Value, 1e-10);
}
[Fact]
public void Pc_Event_Publishes()
{
var src = new TBarSeries();
var pc = new Pc(src, 2);
bool fired = false;
pc.Pub += (object? sender, in TValueEventArgs args) => fired = true;
src.Add(new TBar(DateTime.UtcNow, 100, 110, 90, 100, 1000));
Assert.True(fired);
}
[Fact]
public void Pc_MiddleIsMidpoint()
{
var pc = new Pc(3);
pc.Update(new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000));
pc.Update(new TBar(DateTime.UtcNow, 105, 115, 95, 110, 1000));
pc.Update(new TBar(DateTime.UtcNow, 110, 120, 100, 115, 1000));
double expectedMiddle = (pc.Upper.Value + pc.Lower.Value) / 2.0;
Assert.Equal(expectedMiddle, pc.Last.Value, 1e-10);
}
[Fact]
public void Pc_UpperGreaterOrEqualLower()
{
var pc = new Pc(5);
var gbm = new GBM(startPrice: 100, mu: 0.02, sigma: 0.2, seed: 123);
for (int i = 0; i < 100; i++)
{
var bar = gbm.Next(isNew: true);
pc.Update(bar);
Assert.True(pc.Upper.Value >= pc.Lower.Value,
$"Bar {i}: Upper ({pc.Upper.Value}) should be >= Lower ({pc.Lower.Value})");
}
}
}
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using Skender.Stock.Indicators;
using Xunit.Abstractions;
namespace QuanTAlib.Tests;
public sealed class PcValidationTests : IDisposable
{
private readonly ValidationTestData _testData;
private readonly ITestOutputHelper _output;
private bool _disposed;
public PcValidationTests(ITestOutputHelper output)
{
_output = output;
_testData = new ValidationTestData();
}
public void Dispose() => Dispose(true);
private void Dispose(bool disposing)
{
if (_disposed)
{
return;
}
_disposed = true;
if (disposing)
{
_testData?.Dispose();
}
}
[Fact]
public void Validate_ManualCalculation_Period3()
{
var series = new TBarSeries();
var t0 = DateTime.UtcNow;
series.Add(new TBar(t0, 0, 12, 8, 10, 100));
series.Add(new TBar(t0.AddMinutes(1), 0, 14, 10, 12, 100));
series.Add(new TBar(t0.AddMinutes(2), 0, 16, 12, 14, 100));
var ind = new Pc(3);
var (mid, up, lo) = ind.Update(series);
Assert.Equal(16.0, up.Last.Value, 1e-10);
Assert.Equal(8.0, lo.Last.Value, 1e-10);
Assert.Equal(12.0, mid.Last.Value, 1e-10);
Assert.True(ind.IsHot);
_output.WriteLine("Pc manual period-3 calculation validated");
}
[Fact]
public void Validate_AllModes_Consistency()
{
int[] periods = { 5, 10, 20, 50 };
foreach (int period in periods)
{
var inst = new Pc(period);
var (bMid, bUp, bLo) = inst.Update(_testData.Bars);
var (sMid, sUp, sLo) = Pc.Batch(_testData.Bars, period);
ValidationHelper.VerifySeriesEqual(bMid, sMid);
ValidationHelper.VerifySeriesEqual(bUp, sUp);
ValidationHelper.VerifySeriesEqual(bLo, sLo);
var streaming = new Pc(period);
var sMidStream = new TSeries();
var sUpStream = new TSeries();
var sLoStream = new TSeries();
foreach (var bar in _testData.Bars)
{
streaming.Update(bar);
sMidStream.Add(streaming.Last);
sUpStream.Add(streaming.Upper);
sLoStream.Add(streaming.Lower);
}
ValidationHelper.VerifySeriesEqual(sMid, sMidStream);
ValidationHelper.VerifySeriesEqual(sUp, sUpStream);
ValidationHelper.VerifySeriesEqual(sLo, sLoStream);
double[] high = _testData.HighPrices.ToArray();
double[] low = _testData.LowPrices.ToArray();
double[] spanMid = new double[high.Length];
double[] spanUp = new double[high.Length];
double[] spanLo = new double[high.Length];
Pc.Batch(high.AsSpan(), low.AsSpan(),
spanMid.AsSpan(), spanUp.AsSpan(), spanLo.AsSpan(), period);
for (int i = 0; i < high.Length; i++)
{
Assert.Equal(sMid[i].Value, spanMid[i], 9);
Assert.Equal(sUp[i].Value, spanUp[i], 9);
Assert.Equal(sLo[i].Value, spanLo[i], 9);
}
}
_output.WriteLine("Pc mode consistency validated (batch/stream/span)");
}
[Fact]
public void Validate_EventingMode_MatchesBatch()
{
const int period = 20;
var pub = new TBarSeries();
var evtInd = new Pc(pub, period);
var evtMid = new TSeries();
var evtUp = new TSeries();
var evtLo = new TSeries();
foreach (var bar in _testData.Bars)
{
pub.Add(bar);
evtMid.Add(evtInd.Last);
evtUp.Add(evtInd.Upper);
evtLo.Add(evtInd.Lower);
}
var (bMid, bUp, bLo) = Pc.Batch(_testData.Bars, period);
ValidationHelper.VerifySeriesEqual(bMid, evtMid);
ValidationHelper.VerifySeriesEqual(bUp, evtUp);
ValidationHelper.VerifySeriesEqual(bLo, evtLo);
_output.WriteLine("Pc eventing mode validated");
}
[Fact]
public void Validate_AgainstDc_ExactMatch()
{
// Pc should produce identical results to Dc
int[] periods = { 10, 20, 50 };
foreach (int period in periods)
{
var (dcMid, dcUp, dcLo) = Dc.Batch(_testData.Bars, period);
var (pcMid, pcUp, pcLo) = Pc.Batch(_testData.Bars, period);
ValidationHelper.VerifySeriesEqual(dcMid, pcMid);
ValidationHelper.VerifySeriesEqual(dcUp, pcUp);
ValidationHelper.VerifySeriesEqual(dcLo, pcLo);
}
_output.WriteLine("Pc matches Dc exactly");
}
[Fact]
public void Validate_Calculate_ReturnsHotIndicator()
{
const int period = 15;
var ((mid, up, lo), ind) = Pc.Calculate(_testData.Bars, period);
Assert.True(ind.IsHot);
Assert.Equal(period, ind.WarmupPeriod);
Assert.Equal(mid.Last.Value, ind.Last.Value, 1e-10);
Assert.Equal(up.Last.Value, ind.Upper.Value, 1e-10);
Assert.Equal(lo.Last.Value, ind.Lower.Value, 1e-10);
var next = new TBar(DateTime.UtcNow, 0, 150, 50, 100, 1000);
ind.Update(next);
Assert.True(ind.IsHot);
_output.WriteLine("Pc Calculate validated");
}
[Fact]
public void Validate_Prime_MatchesBatch()
{
const int period = 25;
var (bMid, bUp, bLo) = Pc.Batch(_testData.Bars, period);
var primed = new Pc(period);
var subset = new TBarSeries();
for (int i = 0; i < 200; i++)
{
subset.Add(_testData.Bars[i]);
}
primed.Prime(subset);
for (int i = 200; i < _testData.Bars.Count; i++)
{
primed.Update(_testData.Bars[i]);
}
Assert.Equal(bMid.Last.Value, primed.Last.Value, 1e-9);
Assert.Equal(bUp.Last.Value, primed.Upper.Value, 1e-9);
Assert.Equal(bLo.Last.Value, primed.Lower.Value, 1e-9);
_output.WriteLine("Pc Prime validated against batch");
}
[Fact]
public void Validate_LargeDataset_FiniteOutputs()
{
var (mid, up, lo) = Pc.Batch(_testData.Bars, 50);
ValidationHelper.VerifyAllFinite(mid, startIndex: 0);
ValidationHelper.VerifyAllFinite(up, startIndex: 0);
ValidationHelper.VerifyAllFinite(lo, startIndex: 0);
for (int i = 50; i < mid.Count; i++)
{
Assert.True(up[i].Value >= lo[i].Value, $"Upper >= Lower at {i}");
}
_output.WriteLine("Pc large dataset validated");
}
[Fact]
public void Validate_StateRestoration_Iterative()
{
var ind = new Pc(15);
var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 42);
for (int i = 0; i < 50; i++)
{
ind.Update(gbm.Next(isNew: true), isNew: true);
}
var remembered = gbm.Next(isNew: true);
ind.Update(remembered, isNew: true);
var savedMid = ind.Last.Value;
var savedUp = ind.Upper.Value;
var savedLo = ind.Lower.Value;
for (int i = 0; i < 10; i++)
{
var corrected = gbm.Next(isNew: false);
ind.Update(corrected, isNew: false);
}
ind.Update(remembered, isNew: false);
Assert.Equal(savedMid, ind.Last.Value, 1e-10);
Assert.Equal(savedUp, ind.Upper.Value, 1e-10);
Assert.Equal(savedLo, ind.Lower.Value, 1e-10);
_output.WriteLine("Pc state restoration validated");
}
}