test: setup common stability and robustness properties tracking

lib/volatility/atr/Atr.Validation.Tests.cs

@@ -102,7 +102,7 @@ public sealed class AtrValidationTests : IDisposable
 
             // Calculate TA-Lib ATR
             var retCode = TALib.Functions.Atr(hData, lData, cData, 0..^0, output, out var outRange, period);
-            Assert.Equal(Core.RetCode.Success, retCode);
+            Assert.Equal(TALib.Core.RetCode.Success, retCode);
 
             int lookback = TALib.Functions.AtrLookback(period);
 
@@ -135,7 +135,7 @@ public sealed class AtrValidationTests : IDisposable
 
             // Calculate TA-Lib ATR
             var retCode = TALib.Functions.Atr(hData, lData, cData, 0..^0, output, out var outRange, period);
-            Assert.Equal(Core.RetCode.Success, retCode);
+            Assert.Equal(TALib.Core.RetCode.Success, retCode);
 
             int lookback = TALib.Functions.AtrLookback(period);
 

lib/volatility/bbw/Bbw.Quantower.Tests.cs

@@ -212,4 +212,4 @@ public class BbwIndicatorTests
         Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
         Assert.Contains("Bbw.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
     }
-}
+}

lib/volatility/bbw/Bbw.Tests.cs

@@ -426,4 +426,4 @@ public class BbwTests
         double expectedBbw = (2.0 * 2.0 * 5.0) / 105.0;
         Assert.Equal(expectedBbw, bbw.Last.Value, 1e-10);
     }
-}
+}

lib/volatility/bbw/Bbw.Validation.Tests.cs

@@ -267,4 +267,4 @@ public sealed class BbwValidationTests : IDisposable
         Assert.True(finiteCount > 100, $"Expected >100 finite BBW pairs, got {finiteCount}");
         _output.WriteLine($"BBW Ooples structural: {finiteCount} finite pairs verified.");
     }
-}
+}

lib/volatility/bbwn/Bbwn.Quantower.Tests.cs

@@ -214,4 +214,4 @@ public class BbwnIndicatorTests
         Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
         Assert.Contains("Bbwn.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
     }
-}
+}

lib/volatility/bbwn/Bbwn.Tests.cs

@@ -485,4 +485,4 @@ public class BbwnTests
 
         Assert.Equal(result1.Value, result3.Value, Tolerance);
     }
-}
+}

lib/volatility/bbwn/Bbwn.Validation.Tests.cs

@@ -176,4 +176,4 @@ public class BbwnValidationTests
         Assert.Equal(multiplier, bbwn.Multiplier);
         Assert.Equal(lookback, bbwn.Lookback);
     }
-}
+}

lib/volatility/bbwp/Bbwp.Quantower.Tests.cs

@@ -214,4 +214,4 @@ public class BbwpIndicatorTests
         Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
         Assert.Contains("Bbwp.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
     }
-}
+}

lib/volatility/bbwp/Bbwp.Tests.cs

@@ -483,4 +483,4 @@ public class BbwpTests
 
         Assert.Equal(result1.Value, result3.Value, Tolerance);
     }
-}
+}

lib/volatility/bbwp/Bbwp.Validation.Tests.cs

@@ -222,4 +222,4 @@ public class BbwpValidationTests
 
         Assert.Equal(bbwpStream.Last.Value, output[output.Length - 1], 1e-10);
     }
-}
+}

lib/volatility/ccv/Ccv.Quantower.Tests.cs

@@ -212,4 +212,4 @@ public class CcvIndicatorTests
         Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
         Assert.Contains("Ccv.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
     }
-}
+}

lib/volatility/ccv/Ccv.Tests.cs

@@ -433,4 +433,4 @@ public class CcvTests
         Assert.True(sma.IsHot);
         Assert.True(double.IsFinite(sma.Last.Value));
     }
-}
+}

lib/volatility/ccv/Ccv.Validation.Tests.cs

@@ -301,4 +301,4 @@ public class CcvValidationTests
         Assert.True(ccv20.Last.Value >= 0);
         Assert.True(ccv50.Last.Value >= 0);
     }
-}
+}

lib/volatility/cv/Cv.Quantower.Tests.cs

@@ -305,4 +305,4 @@ public class CvIndicatorTests
         double max = values.Max();
         Assert.True(max > min, "CV should vary with changing volatility patterns");
     }
-}
+}

lib/volatility/cv/Cv.Tests.cs

@@ -456,4 +456,4 @@ public class CvTests
         Assert.True(sma.IsHot);
         Assert.True(double.IsFinite(sma.Last.Value));
     }
-}
+}

lib/volatility/cv/Cv.Validation.Tests.cs

@@ -451,4 +451,4 @@ public class CvValidationTests
         Assert.True(cv.Last.Value >= 0, "Volatility cannot be negative");
         Assert.True(cv.Last.Value < 500, "Volatility should be reasonable (< 500% annualized)");
     }
-}
+}

lib/volatility/cvi/Cvi.Quantower.Tests.cs

@@ -281,4 +281,4 @@ public class CviIndicatorTests
         // With constant but different ranges, the absolute values may differ
         // but both should be close to 0 (no rate of change)
     }
-}
+}

lib/volatility/cvi/Cvi.Tests.cs

@@ -497,4 +497,4 @@ public class CviTests
         Assert.Throws<ArgumentException>(() => Cvi.Batch(source, outputCorrect, 0, 2));
         Assert.Throws<ArgumentException>(() => Cvi.Batch(source, outputCorrect, 2, 0));
     }
-}
+}

lib/volatility/cvi/Cvi.Validation.Tests.cs

@@ -621,4 +621,4 @@ public class CviValidationTests
         double mean = values.Average();
         return values.Average(v => Math.Pow(v - mean, 2));
     }
-}
+}

lib/volatility/ewma/Ewma.Quantower.Tests.cs

@@ -308,4 +308,4 @@ public class EwmaIndicatorTests
         Assert.True(shortIncrease > longIncrease,
             "Shorter period should respond more strongly to shocks");
     }
-}
+}

lib/volatility/ewma/Ewma.Tests.cs

@@ -550,4 +550,4 @@ public class EwmaTests
         Assert.True(double.IsFinite(resultZero.Value));
         Assert.True(resultZero.Value >= 0);
     }
-}
+}

lib/volatility/ewma/Ewma.Validation.Tests.cs

@@ -492,4 +492,4 @@ public class EwmaValidationTests
         Assert.True(shortIncrease > longIncrease,
             "Shorter period should respond more strongly to shocks");
     }
-}
+}

lib/volatility/gkv/Gkv.Quantower.Tests.cs

@@ -301,4 +301,4 @@ public class GkvIndicatorTests
         Assert.True(double.IsFinite(val));
         Assert.True(val < 0.001, "Constant price should produce near-zero volatility");
     }
-}
+}

lib/volatility/gkv/Gkv.Tests.cs

@@ -643,4 +643,4 @@ public class GkvTests
     }
 
     #endregion
-}
+}

lib/volatility/gkv/Gkv.Validation.Tests.cs

@@ -625,4 +625,4 @@ public class GkvValidationTests
         double mean = values.Average();
         return values.Average(v => Math.Pow(v - mean, 2));
     }
-}
+}

lib/volatility/hlv/Hlv.Quantower.Tests.cs

@@ -301,4 +301,4 @@ public class HlvIndicatorTests
         Assert.True(double.IsFinite(val));
         Assert.True(val < 0.001, "Constant price should produce near-zero volatility");
     }
-}
+}

lib/volatility/hlv/Hlv.Tests.cs

@@ -646,4 +646,4 @@ public class HlvTests
     }
 
     #endregion
-}
+}

lib/volatility/hlv/Hlv.Validation.Tests.cs

@@ -644,4 +644,4 @@ public class HlvValidationTests
         double mean = values.Average();
         return values.Average(v => Math.Pow(v - mean, 2));
     }
-}
+}

lib/volatility/hv/Hv.Quantower.Tests.cs

@@ -324,4 +324,4 @@ public class HvIndicatorTests
         Assert.True(double.IsFinite(val));
         Assert.True(val > 0, "Varying returns should produce non-zero volatility");
     }
-}
+}

lib/volatility/hv/Hv.Tests.cs

@@ -734,4 +734,4 @@ public class HvTests
     }
 
     #endregion
-}
+}

lib/volatility/hv/Hv.Validation.Tests.cs

@@ -667,4 +667,4 @@ public class HvValidationTests
         double mean = values.Average();
         return values.Average(v => Math.Pow(v - mean, 2));
     }
-}
+}

lib/volatility/jvolty/Jvolty.Quantower.Tests.cs

@@ -173,4 +173,4 @@ public class JvoltyIndicatorTests
         Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
         Assert.Contains("Jvolty.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
     }
-}
+}

lib/volatility/jvolty/Jvolty.Tests.cs

@@ -650,4 +650,4 @@ public class JvoltyTests
         Assert.InRange(lastValue, 1.0, double.MaxValue); // Volatility >= minimum (1.0)
     }
 #pragma warning restore S2699
-}
+}

lib/volatility/jvoltyn/Jvoltyn.Quantower.Tests.cs

@@ -195,4 +195,4 @@ public class JvoltynIndicatorTests
             Assert.True(val <= 100.0, $"Bar {i}: value {val} should be <= 100");
         }
     }
-}
+}

lib/volatility/jvoltyn/Jvoltyn.Tests.cs

@@ -706,4 +706,4 @@ public class JvoltynTests
         Assert.InRange(lastValue, 0.0, 100.0); // Normalized volatility in [0, 100]
     }
 #pragma warning restore S2699
-}
+}

lib/volatility/massi/Massi.Quantower.Tests.cs

@@ -206,4 +206,4 @@ public class MassiIndicatorTests
         Assert.True(double.IsFinite(smallRangeVal));
         Assert.True(double.IsFinite(largeRangeVal));
     }
-}
+}

lib/volatility/massi/Massi.Tests.cs

@@ -724,4 +724,4 @@ public class MassiTests
         // Both should produce same result
         Assert.Equal(massi1.Last.Value, massi2.Last.Value, Tolerance);
     }
-}
+}

lib/volatility/massi/Massi.Validation.Tests.cs

@@ -275,4 +275,4 @@ public class MassiValidationTests
         int finiteCount = values.Count(v => double.IsFinite(v));
         Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
     }
-}
+}

lib/volatility/natr/Natr.Quantower.Tests.cs

@@ -155,4 +155,4 @@ public class NatrIndicatorTests
         var indicator = new NatrIndicator();
         Assert.Contains("percentage", indicator.Description, StringComparison.OrdinalIgnoreCase);
     }
-}
+}

lib/volatility/natr/Natr.Tests.cs

@@ -598,4 +598,4 @@ public class NatrTests
         Assert.True(double.IsFinite(natr.Last.Value), "Last value should be finite after Prime");
     }
 #pragma warning restore S2699
-}
+}

lib/volatility/natr/Natr.Validation.Tests.cs

@@ -150,7 +150,7 @@ public sealed class NatrValidationTests : IDisposable
 
             // Calculate TA-Lib ATR
             var retCode = TALib.Functions.Atr(hData, lData, cData, 0..^0, atrOutput, out var outRange, period);
-            Assert.Equal(Core.RetCode.Success, retCode);
+            Assert.Equal(TALib.Core.RetCode.Success, retCode);
 
             int lookback = TALib.Functions.AtrLookback(period);
 
@@ -199,7 +199,7 @@ public sealed class NatrValidationTests : IDisposable
 
             // Calculate TA-Lib ATR
             var retCode = TALib.Functions.Atr(hData, lData, cData, 0..^0, atrOutput, out var outRange, period);
-            Assert.Equal(Core.RetCode.Success, retCode);
+            Assert.Equal(TALib.Core.RetCode.Success, retCode);
 
             int lookback = TALib.Functions.AtrLookback(period);
 
@@ -348,4 +348,4 @@ public sealed class NatrValidationTests : IDisposable
         }
         _output.WriteLine("NATR Batch(TBarSeries) validated successfully against Ooples ATR");
     }
-}
+}

lib/volatility/rsv/Rsv.Quantower.Tests.cs

@@ -323,4 +323,4 @@ public class RsvIndicatorTests
         Assert.True(double.IsFinite(val));
         Assert.True(val > 0, "Trending market with volatility should produce positive RSV");
     }
-}
+}

lib/volatility/rsv/Rsv.Tests.cs

@@ -714,4 +714,4 @@ public class RsvTests
     }
 
     #endregion
-}
+}

lib/volatility/rsv/Rsv.Validation.Tests.cs

@@ -710,4 +710,4 @@ public class RsvValidationTests
         double mean = values.Average();
         return values.Average(v => Math.Pow(v - mean, 2));
     }
-}
+}

lib/volatility/rv/Rv.Quantower.Tests.cs

@@ -342,4 +342,4 @@ public class RvIndicatorTests
         // Different smoothing periods should produce different results
         Assert.NotEqual(val1, val2);
     }
-}
+}

lib/volatility/rv/Rv.Tests.cs

@@ -712,4 +712,4 @@ public class RvTests
     }
 
     #endregion
-}
+}

lib/volatility/rv/Rv.Validation.Tests.cs

@@ -558,4 +558,4 @@ public class RvValidationTests
         double mean = values.Average();
         return values.Average(v => Math.Pow(v - mean, 2));
     }
-}
+}

lib/volatility/rvi/Rvi.Quantower.Tests.cs

@@ -313,4 +313,4 @@ public class RviIndicatorTests
         // In a neutral market, RVI should be near 50
         Assert.True(val >= 30 && val <= 70, $"Neutral market should produce RVI near 50, got {val}");
     }
-}
+}

lib/volatility/rvi/Rvi.Tests.cs

@@ -668,4 +668,4 @@ public class RviTests
     }
 
     #endregion
-}
+}

lib/volatility/rvi/Rvi.Validation.Tests.cs

@@ -616,4 +616,4 @@ public class RviValidationTests
         return values.Average(v => Math.Pow(v - mean, 2));
     }
 
-}
+}

lib/volatility/tr/Tr.Quantower.Tests.cs

@@ -293,4 +293,4 @@ public class TrIndicatorTests
         // TR = max(10, 60, 50) = 60
         Assert.Equal(60.0, secondTr, 10);
     }
-}
+}

lib/volatility/tr/Tr.Tests.cs

@@ -530,4 +530,4 @@ public class TrTests
     }
 
     #endregion
-}
+}

lib/volatility/tr/Tr.Validation.Tests.cs

@@ -672,7 +672,7 @@ public class TrValidationTests
         double[] output = new double[high.Length];
 
         var retCode = Functions.TRange<double>(high, low, close, 0..^0, output, out var outRange);
-        Assert.Equal(Core.RetCode.Success, retCode);
+        Assert.Equal(TALib.Core.RetCode.Success, retCode);
 
         int lookback = Functions.TRangeLookback();
 
@@ -713,4 +713,4 @@ public class TrValidationTests
                 $"TR mismatch at {qIdx}: QuanTAlib={qOutput[qIdx]:G17}, Tulip={outputs[0][i]:G17}");
         }
     }
-}
+}

lib/volatility/ui/Ui.Quantower.Tests.cs

@@ -335,4 +335,4 @@ public class UiIndicatorTests
         // After 15 bars of rising prices past the old high, UI should be near zero or much lower
         Assert.True(afterRecovery < duringDrawdown, "Recovery from drawdown should reduce UI value");
     }
-}
+}

lib/volatility/ui/Ui.Tests.cs

@@ -611,4 +611,4 @@ public class UiTests
     }
 
     #endregion
-}
+}

lib/volatility/ui/Ui.Validation.Tests.cs

@@ -696,4 +696,4 @@ public class UiValidationTests
         int finiteCount = values.Count(v => double.IsFinite(v));
         Assert.True(finiteCount > 100, $"Expected >100 finite Ooples UI values, got {finiteCount}");
     }
-}
+}

lib/volatility/vov/Vov.Quantower.Tests.cs

@@ -326,4 +326,4 @@ public class VovIndicatorTests
         // During volatility regime change, VOV should typically increase
         Assert.True(transitionVal > 0, "Changing volatility regime should produce positive VOV");
     }
-}
+}

lib/volatility/vov/Vov.Tests.cs

@@ -644,4 +644,4 @@ public class VovTests
     }
 
     #endregion
-}
+}

lib/volatility/vov/Vov.Validation.Tests.cs

@@ -623,4 +623,4 @@ public class VovValidationTests
 
         Assert.Equal(0.5, result.Value, 8);
     }
-}
+}

lib/volatility/vr/Vr.Quantower.Tests.cs

@@ -381,4 +381,4 @@ public class VrIndicatorTests
         // In steady state with consistent volatility, VR should hover around 1
         Assert.True(avgVr >= 0.5 && avgVr <= 2.0, $"Average VR should be around 1, got {avgVr}");
     }
-}
+}

lib/volatility/vr/Vr.Tests.cs

@@ -625,4 +625,4 @@ public class VrTests
     }
 
     #endregion
-}
+}

lib/volatility/vr/Vr.Validation.Tests.cs

@@ -421,4 +421,4 @@ public class VrValidationTests
     }
 
     #endregion
-}
+}

lib/volatility/yzv/Yzv.Quantower.Tests.cs

@@ -337,4 +337,4 @@ public class YzvIndicatorTests
         Assert.True(double.IsFinite(highVolVal));
         Assert.True(highVolVal > lowVolVal, "High volatility regime should produce higher YZV");
     }
-}
+}

lib/volatility/yzv/Yzv.Tests.cs

@@ -608,4 +608,4 @@ public class YzvTests
     }
 
     #endregion
-}
+}

lib/volatility/yzv/Yzv.Validation.Tests.cs

@@ -314,4 +314,4 @@ public class YzvValidationTests
     }
 
     #endregion
-}
+}