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test: setup common stability and robustness properties tracking
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Miha Kralj
@@ -197,4 +197,4 @@ public sealed class AcValidationTests
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int finiteCount = values.Count(v => double.IsFinite(v));
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Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
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}
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}
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}
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@@ -15,6 +15,13 @@ namespace QuanTAlib;
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/// AO = SMA(Median Price, fastPeriod) - SMA(Median Price, slowPeriod)
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/// AC = AO - SMA(AO, acPeriod)
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///
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/// Design note: Ac implements <see cref="ITValuePublisher"/> directly rather than inheriting
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/// from AbstractBase. This is intentional: Ac is an OHLC-based indicator whose primary input
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/// is a <see cref="TBar"/> (requiring High and Low), not a single <see cref="TValue"/>.
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/// AbstractBase's contract (Update(TValue), Prime(ReadOnlySpan<double>)) does not fit
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/// OHLC indicators. The practical entry points are Update(TBar) and Prime(TBarSeries).
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/// If a future TBarIndicatorBase is introduced, Ac would be a candidate to migrate.
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///
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/// Sources:
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/// https://www.investopedia.com/terms/a/accelerationdeceleration-indicator.asp
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/// https://www.tradingview.com/support/solutions/43000501837-accelerator-oscillator-ac/
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@@ -16,6 +16,13 @@ namespace QuanTAlib;
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/// Median Price = (High + Low) / 2
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/// AO = SMA(Median Price, 5) - SMA(Median Price, 34)
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///
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/// Design note: Ao implements <see cref="ITValuePublisher"/> directly rather than inheriting
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/// from AbstractBase. This is intentional: Ao is an OHLC-based indicator whose primary input
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/// is a <see cref="TBar"/> (requiring High and Low), not a single <see cref="TValue"/>.
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/// AbstractBase's contract (Update(TValue), Prime(ReadOnlySpan<double>)) does not fit
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/// OHLC indicators. The practical entry points are Update(TBar) and Prime(TBarSeries).
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/// If a future TBarIndicatorBase is introduced, Ao would be a candidate to migrate.
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///
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/// Sources:
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/// https://www.investopedia.com/terms/a/awesomeoscillator.asp
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/// https://www.tradingview.com/support/solutions/43000501826-awesome-oscillator-ao/
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@@ -43,8 +43,8 @@ public sealed class ApoValidationTests : IDisposable
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double[] input = _testData.Data.Values.ToArray();
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double[] output = new double[input.Length];
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// TA-Lib APO: double[] inReal, int optInFastPeriod, int optInSlowPeriod, int optInMAType
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// MAType 1 = EMA
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// TA-Lib APO: double[] inReal, int optInFastPeriod, int optInSlowPeriod, int optInTALib.Core.MAType
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// TALib.Core.MAType 1 = EMA
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var retCode = TALib.Functions.Apo<double>(input, 0..^0, output, out var outRange, fastPeriod, slowPeriod, TALib.Core.MAType.Ema);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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@@ -308,4 +308,4 @@ public sealed class DemValidationTests(ITestOutputHelper output)
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int finiteCount = values.Count(v => double.IsFinite(v));
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Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
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}
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}
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}
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@@ -243,4 +243,4 @@ public sealed class DymoiValidationTests
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int finiteCount = values.Count(v => double.IsFinite(v));
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Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
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}
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}
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}
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@@ -226,4 +226,4 @@ public sealed class InertiaValidationTests : IDisposable
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int finiteCount = values.Count(v => double.IsFinite(v));
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Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
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}
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}
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}
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@@ -350,4 +350,4 @@ public sealed class LrsiValidationTests
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int finiteCount = values.Count(v => double.IsFinite(v));
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Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
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}
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}
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}
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@@ -242,4 +242,4 @@ public sealed class PgoValidationTests
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int finiteCount = values.Count(v => double.IsFinite(v));
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Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
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}
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}
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}
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@@ -178,4 +178,4 @@ public sealed class SmiValidationTests
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int finiteCount = values.Count(v => double.IsFinite(v));
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Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
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}
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}
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}
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@@ -258,10 +258,10 @@ public sealed class StochValidationTests : IDisposable
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// --- I) TALib cross-validation ---
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/// <summary>
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/// TALib Stoch(fastKPeriod=14, slowKPeriod=1, slowKMAType=SMA, slowDPeriod=3, slowDMAType=SMA)
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/// TALib Stoch(fastKPeriod=14, slowKPeriod=1, slowKTALib.Core.MAType=SMA, slowDPeriod=3, slowDTALib.Core.MAType=SMA)
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/// with slowKPeriod=1 (no K smoothing) produces raw %K == our K output.
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/// slowD with SMA(3) matches our D output.
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/// Note: TALib Stoch uses SMA for both K and D smoothing (MAType=SMA).
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/// Note: TALib Stoch uses SMA for both K and D smoothing (TALib.Core.MAType=SMA).
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/// QuanTAlib Stoch also uses SMA. With slowKPeriod=1 (identity) the K lines match directly.
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/// </summary>
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[Fact]
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@@ -105,7 +105,7 @@ public sealed class TrixValidationTests(ITestOutputHelper output) : IDisposable
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double[] tOutput = new double[tData.Length];
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var retCode = TALib.Functions.Trix<double>(tData, 0..^0, tOutput, out var outRange, period);
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Assert.Equal(Core.RetCode.Success, retCode);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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int lookback = TALib.Functions.TrixLookback(period);
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@@ -132,7 +132,7 @@ public sealed class TrixValidationTests(ITestOutputHelper output) : IDisposable
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}
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var retCode = TALib.Functions.Trix<double>(tData, 0..^0, tOutput, out var outRange, period);
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Assert.Equal(Core.RetCode.Success, retCode);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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int lookback = TALib.Functions.TrixLookback(period);
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@@ -243,7 +243,7 @@ public sealed class UltoscValidationTests : IDisposable
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var qResult = ultosc.Update(_data.Bars);
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var retCode = TALib.Functions.UltOsc(hData, lData, cData, 0..^0, output, out var outRange, p1, p2, p3);
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Assert.Equal(Core.RetCode.Success, retCode);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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int lookback = TALib.Functions.UltOscLookback(p1, p2, p3);
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@@ -279,7 +279,7 @@ public sealed class UltoscValidationTests : IDisposable
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}
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var retCode = TALib.Functions.UltOsc(hData, lData, cData, 0..^0, output, out var outRange, p1, p2, p3);
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Assert.Equal(Core.RetCode.Success, retCode);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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int lookback = TALib.Functions.UltOscLookback(p1, p2, p3);
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