test: setup common stability and robustness properties tracking

2026-08-20 03:28:05 +00:00 · 2026-02-27 12:50:05 -08:00
parent 4ab3a7fb53
commit 769a923a24
287 changed files with 1314 additions and 867 deletions
@@ -157,4 +157,4 @@ public class AobvIndicatorTests
        Assert.Equal("Fast", indicator.LinesSeries[0].Name);
        Assert.Equal("Slow", indicator.LinesSeries[1].Name);
    }
-}
+}
@@ -353,4 +353,4 @@ public class AobvTests
        Assert.NotEqual(0, aobv.LastFast.Value);
        Assert.NotEqual(0, aobv.LastSlow.Value);
    }
-}
+}
@@ -202,4 +202,4 @@ public class AobvValidationTests
        Assert.True(risingFastCount > 20, $"Fast EMA should trend up in uptrend, rising count: {risingFastCount}");
        Assert.True(risingSlowCount > 15, $"Slow EMA should trend up in uptrend, rising count: {risingSlowCount}");
    }
-}
+}
@@ -156,4 +156,4 @@ public class EfiIndicatorTests
        double val = indicator.LinesSeries[0].GetValue(0);
        Assert.True(val < 0, $"EFI should be negative on sustained price decrease, got {val}");
    }
-}
+}
@@ -334,4 +334,4 @@ public class EfiTests
        var val = efi.Update(new TBar(time.AddMinutes(1), 10, 11, 4, 5, 500));
        Assert.True(val.Value < 0);
    }
-}
+}
@@ -83,4 +83,4 @@ public class EfiValidationTests

        ValidationHelper.VerifyData(streamingValues.ToArray(), spanValues, 0, 100, 1e-12);
    }
-}
+}
@@ -186,4 +186,4 @@ public class EomIndicatorTests
        Assert.True(double.IsFinite(val1));
        Assert.True(double.IsFinite(val2));
    }
-}
+}
@@ -137,4 +137,4 @@ public sealed class EomValidationTests : IDisposable

        ValidationHelper.VerifyData(streamingValues.ToArray(), spanValues, 0, 100, 1e-9);
    }
-}
+}
@@ -195,4 +195,4 @@ public class IiiIndicatorTests
        Assert.True(double.IsFinite(val1));
        Assert.True(double.IsFinite(val2));
    }
-}
+}
@@ -408,4 +408,4 @@ public class IiiTests
        var result2 = iii.Update(bar2);
        Assert.Equal(-0.5 * 200, result2.Value, 10); // -0.5 * volume
    }
-}
+}
@@ -294,4 +294,4 @@ public class IiiValidationTests
            }
        }
    }
-}
+}
@@ -208,4 +208,4 @@ public class KvoIndicatorTests
        Assert.True(double.IsFinite(val1));
        Assert.True(double.IsFinite(val2));
    }
-}
+}
@@ -509,4 +509,4 @@ public class KvoTests

        Assert.True(kvo.IsHot);
    }
-}
+}
@@ -119,4 +119,4 @@ public class MfiIndicatorTests
        Assert.Equal(21, indicator.MinHistoryDepths);
        Assert.Equal(21, ((IWatchlistIndicator)indicator).MinHistoryDepths);
    }
-}
+}
@@ -409,4 +409,4 @@ public class MfiTests

        Assert.True(mfi.IsHot);
    }
-}
+}
@@ -52,7 +52,7 @@ public class MfiValidationTests
        var retCode = Functions.Mfi<double>(
            highData, lowData, closeData, volumeData,
            0..^0, taOut, out var outRange, period);
-        Assert.Equal(Core.RetCode.Success, retCode);
+        Assert.Equal(TALib.Core.RetCode.Success, retCode);

        (int offset, int length) = outRange.GetOffsetAndLength(taOut.Length);
        Assert.True(length > 100, $"TALib MFI produced only {length} values");
@@ -192,4 +192,4 @@ public class MfiValidationTests

        Assert.False(allEqual, "Different periods should produce different results");
    }
-}
+}
@@ -184,4 +184,4 @@ public class NviIndicatorTests

        Assert.True(secondVal > firstVal, $"NVI should increase when volume decreases and price rises: {secondVal} vs {firstVal}");
    }
-}
+}
@@ -426,4 +426,4 @@ public class NviTests

        Assert.True(nvi.IsHot);
    }
-}
+}
@@ -260,4 +260,4 @@ public sealed class NviValidationTests : IDisposable
        nvi.Update(new TBar(time.AddMinutes(3), 110, 112, 98, 100, 70000));
        Assert.Equal(1050 * (100.0 / 110.0), nvi.Last.Value, 6);
    }
-}
+}
@@ -221,4 +221,4 @@ public class ObvIndicatorTests
        double firstVal = indicator.LinesSeries[0].GetValue(0);
        Assert.Equal(0, firstVal);
    }
-}
+}
@@ -400,4 +400,4 @@ public class ObvTests
        obv.Update(new TBar(time.AddMinutes(4), 102, 112, 100, 110, 8000));
        Assert.Equal(11000, obv.Last.Value);
    }
-}
+}
@@ -159,4 +159,4 @@ public class ObvValidationTests

        ValidationHelper.VerifyData(streamingValues.ToArray(), spanOutput, 0, 100, 1e-9);
    }
-}
+}
@@ -220,4 +220,4 @@ public class PvdIndicatorTests
        double val = indicator.LinesSeries[0].GetValue(0);
        Assert.True(double.IsFinite(val));
    }
-}
+}
@@ -600,4 +600,4 @@ public class PvdTests
    }

    #endregion
-}
+}
@@ -375,4 +375,4 @@ public class PvdValidationTests
    }

    #endregion
-}
+}
@@ -184,4 +184,4 @@ public class PviIndicatorTests

        Assert.True(secondVal > firstVal, $"PVI should increase when volume increases and price rises: {secondVal} vs {firstVal}");
    }
-}
+}
@@ -426,4 +426,4 @@ public class PviTests

        Assert.True(pvi.IsHot);
    }
-}
+}
@@ -260,4 +260,4 @@ public sealed class PviValidationTests : IDisposable
        pvi.Update(new TBar(time.AddMinutes(3), 110, 112, 98, 100, 150000));
        Assert.Equal(1050 * (100.0 / 110.0), pvi.Last.Value, 6);
    }
-}
+}
@@ -234,4 +234,4 @@ public class PvoIndicatorTests
        Assert.True(double.IsFinite(val1));
        Assert.True(double.IsFinite(val2));
    }
-}
+}
@@ -517,4 +517,4 @@ public class PvoTests
        // After warmup with constant volume, PVO should be very close to 0
        Assert.True(Math.Abs(pvo.Last.Value) < 0.01, $"PVO should be ~0 with constant volume, but was {pvo.Last.Value}");
    }
-}
+}
@@ -245,4 +245,4 @@ public class PvoValidationTests
        int finiteCount = values.Count(v => double.IsFinite(v));
        Assert.True(finiteCount > 100, $"Expected >100 finite Ooples PVO values, got {finiteCount}");
    }
-}
+}
@@ -135,4 +135,4 @@ public class PvrIndicatorTests
        double val = indicator.LinesSeries[0].GetValue(0);
        Assert.Equal(4.0, val);
    }
-}
+}
@@ -354,4 +354,4 @@ public class PvrTests

        Assert.True(pvr.IsHot);
    }
-}
+}
@@ -136,4 +136,4 @@ public class PvrValidationTests
        ValidationHelper.VerifyData(mode1Values.ToArray(), mode3Values, 0, 100, 1e-9);
        ValidationHelper.VerifyData(mode1Values.ToArray(), mode4Values, 0, 100, 1e-9);
    }
-}
+}
@@ -225,4 +225,4 @@ public class PvtIndicatorTests
        double firstVal = indicator.LinesSeries[0].GetValue(0);
        Assert.Equal(0, firstVal);
    }
-}
+}
@@ -458,4 +458,4 @@ public class PvtTests
        pvt.Update(new TBar(time.AddMinutes(3), 105, 108, 102, 105, 20000));
        Assert.Equal(prevPvt, pvt.Last.Value, Tolerance);
    }
-}
+}
@@ -112,4 +112,4 @@ public class PvtValidationTests
        double expected3 = expected2 + 2500 * (10.0 / 105.0);  // = 369.9134...
        Assert.Equal(expected3, result3.Value, 1e-10);
    }
-}
+}
@@ -275,4 +275,4 @@ public class TviIndicatorTests
        Assert.True(double.IsFinite(smallVal));
        Assert.True(double.IsFinite(largeVal));
    }
-}
+}
@@ -480,4 +480,4 @@ public class TviTests
        // Results should differ due to sticky direction behavior
        Assert.NotEqual(tvi01.Last.Value, tvi05.Last.Value);
    }
-}
+}
@@ -193,4 +193,4 @@ public class TviValidationTests
        int finiteCount = values.Count(v => double.IsFinite(v));
        Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
    }
-}
+}
@@ -284,4 +284,4 @@ public class TwapIndicatorTests
            Assert.True(double.IsFinite(val), $"Value at bar {i} should be finite");
        }
    }
-}
+}
@@ -421,4 +421,4 @@ public class TwapTests

        Assert.Equal(100, result.Value, 10);
    }
-}
+}
@@ -178,4 +178,4 @@ public class TwapValidationTests
                $"TWAP {v} should be within reasonable bounds of price range [{minPrice}, {maxPrice}]");
        }
    }
-}
+}
@@ -227,4 +227,4 @@ public class VaIndicatorTests
        double val = indicator.LinesSeries[0].GetValue(0);
        Assert.Equal(0, val, 1);
    }
-}
+}
@@ -343,4 +343,4 @@ public class VaTests
        va.Update(new TBar(time.AddMinutes(2), 100, 115, 95, 98, 1500));
        Assert.Equal(4500, va.Last.Value, 10);
    }
-}
+}
@@ -305,4 +305,4 @@ public class VfIndicatorTests

        Assert.True(hasPositive && hasNegative, "VF should oscillate around zero");
    }
-}
+}
@@ -586,4 +586,4 @@ public class VfTests
    }

    #endregion
-}
+}
@@ -310,4 +310,4 @@ public class VoIndicatorTests

        Assert.True(hasPositive && hasNegative, "VO should oscillate around zero");
    }
-}
+}
@@ -599,4 +599,4 @@ public class VoTests
    }

    #endregion
-}
+}
@@ -334,4 +334,4 @@ public class VrocIndicatorTests
        // Division by zero protection should return 0
        Assert.Equal(0.0, val, 1);
    }
-}
+}
@@ -687,4 +687,4 @@ public class VrocTests
    }

    #endregion
-}
+}
@@ -161,4 +161,4 @@ public class VwadIndicatorTests
        // Different periods should produce different results
        Assert.NotEqual(val10, val20, 6);
    }
-}
+}
@@ -426,4 +426,4 @@ public class VwadTests
        Assert.Equal(expected, spanResult, precision: 9);
        Assert.Equal(expected, streamingResult, precision: 9);
    }
-}
+}
@@ -244,4 +244,4 @@ public class VwadValidationTests
        // Most bars should cause changes (unless MFM happens to be exactly 0)
        Assert.True(changeCount > _data.Bars.Count * 0.5, "VWAD should change for most bars with non-zero MFM");
    }
-}
+}
@@ -189,4 +189,4 @@ public class VwapIndicatorTests
        // All values after reset should be similar (since price is constant)
        Assert.True(valuesAtReset.Count >= 2, "Should have multiple reset points");
    }
-}
+}
@@ -426,4 +426,4 @@ public class VwapTests
            Assert.Equal(batchResult.Values[i], streamingResults[i], 10);
        }
    }
-}
+}
@@ -258,4 +258,4 @@ public class VwapValidationTests
        double expectedTypicalPrice = (30.0 + 10.0 + 20.0) / 3.0;
        Assert.Equal(expectedTypicalPrice, result.Value, 10);
    }
-}
+}
@@ -190,4 +190,4 @@ public class VwmaIndicatorTests
        Assert.True(valueAfterHigh > valueAtConstant + 50,
            $"VWMA should increase as low-price bars drop out: {valueAtConstant} -> {valueAfterHigh}");
    }
-}
+}
@@ -452,4 +452,4 @@ public class VwmaTests
            Assert.Equal(batchResult.Values[i], streamingResults[i], 10);
        }
    }
-}
+}
@@ -399,4 +399,4 @@ public class VwmaValidationTests

        Assert.True(shortDiff < longDiff, "Short period VWMA should track price more closely");
    }
-}
+}
@@ -85,4 +85,4 @@ public class WadIndicatorTests

        Assert.Equal(2, indicator.LinesSeries[0].Count);
    }
-}
+}
@@ -257,4 +257,4 @@ public class WadTests
        wad.Update(new TBar(DateTime.UtcNow, 100, 105, 95, 100, 1000));
        Assert.True(wad.IsHot);
    }
-}
+}