SIMD Refactor: Merge simd-dev into dev (#55)

Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
2026-08-23 13:08:04 +00:00 · 2026-01-18 19:02:03 -08:00
parent 5bcdf8d614
commit 86fe32a682
1750 changed files with 198235 additions and 80539 deletions
@@ -0,0 +1,224 @@
+using Xunit;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class HighestIndicatorTests
+{
+    [Fact]
+    public void HighestIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new HighestIndicator();
+
+        Assert.Equal(14, indicator.Period);
+        Assert.Equal(SourceType.High, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("HIGHEST - Rolling Maximum", indicator.Name);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void HighestIndicator_MinHistoryDepths_EqualsPeriod()
+    {
+        var indicator = new HighestIndicator { Period = 20 };
+        Assert.Equal(20, indicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void HighestIndicator_ShortName_IncludesPeriod()
+    {
+        var indicator = new HighestIndicator { Period = 14 };
+        Assert.Equal("HIGHEST(14)", indicator.ShortName);
+    }
+
+    [Fact]
+    public void HighestIndicator_Initialize_CreatesLineSeries()
+    {
+        var indicator = new HighestIndicator();
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+        Assert.Equal("Highest", indicator.LinesSeries[0].Name);
+    }
+
+    [Fact]
+    public void HighestIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new HighestIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
+
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void HighestIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new HighestIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void HighestIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new HighestIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void HighestIndicator_MultipleUpdates_ProducesCorrectSequence()
+    {
+        var indicator = new HighestIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(
+                now.AddMinutes(i),
+                100 + i * 2,
+                110 + i * 2,   // High increases
+                95 + i * 2,
+                102 + i * 2);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        Assert.Equal(20, indicator.LinesSeries[0].Count);
+
+        for (int i = 0; i < 20; i++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i)));
+        }
+    }
+
+    [Fact]
+    public void HighestIndicator_DifferentSourceTypes_Work()
+    {
+        var sources = new[]
+        {
+            SourceType.Open,
+            SourceType.High,
+            SourceType.Low,
+            SourceType.Close,
+            SourceType.HL2,
+            SourceType.HLC3,
+        };
+
+        foreach (var source in sources)
+        {
+            var indicator = new HighestIndicator { Period = 5, Source = source };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+            Assert.Equal(1, indicator.LinesSeries[0].Count);
+        }
+    }
+
+    [Fact]
+    public void HighestIndicator_ShowColdValues_False_SetsNaN()
+    {
+        var indicator = new HighestIndicator { Period = 10, ShowColdValues = false };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        Assert.True(double.IsNaN(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void HighestIndicator_TracksMaximum_Correctly()
+    {
+        var indicator = new HighestIndicator { Period = 5, Source = SourceType.High };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Add bars with increasing highs
+        double[] highs = { 100, 105, 110, 108, 112 };
+        for (int i = 0; i < highs.Length; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 95, highs[i], 90, 98);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        // The highest should be 112 (most recent bar's high)
+        double lastHighest = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(112, lastHighest);
+    }
+
+    [Fact]
+    public void HighestIndicator_WindowSlides_Correctly()
+    {
+        var indicator = new HighestIndicator { Period = 3, Source = SourceType.High };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Highs: 100, 120, 110, 105, 115
+        double[] highs = { 100, 120, 110, 105, 115 };
+        for (int i = 0; i < highs.Length; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 95, highs[i], 90, 98);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        // After all bars, window contains [110, 105, 115], highest should be 115
+        double lastHighest = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(115, lastHighest);
+    }
+
+    [Fact]
+    public void HighestIndicator_DifferentPeriods_Work()
+    {
+        var periods = new[] { 5, 10, 20, 50 };
+
+        foreach (int period in periods)
+        {
+            var indicator = new HighestIndicator { Period = period };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            for (int i = 0; i < period + 10; i++)
+            {
+                indicator.HistoricalData.AddBar(
+                    now.AddMinutes(i),
+                    100 + i,
+                    105 + i,
+                    95 + i,
+                    102 + i);
+                indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            }
+
+            Assert.Equal(period + 10, indicator.LinesSeries[0].Count);
+        }
+    }
+}