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 LowestIndicatorTests
+{
+    [Fact]
+    public void LowestIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new LowestIndicator();
+
+        Assert.Equal(14, indicator.Period);
+        Assert.Equal(SourceType.Low, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("LOWEST - Rolling Minimum", indicator.Name);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void LowestIndicator_MinHistoryDepths_EqualsPeriod()
+    {
+        var indicator = new LowestIndicator { Period = 20 };
+        Assert.Equal(20, indicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void LowestIndicator_ShortName_IncludesPeriod()
+    {
+        var indicator = new LowestIndicator { Period = 14 };
+        Assert.Equal("LOWEST(14)", indicator.ShortName);
+    }
+
+    [Fact]
+    public void LowestIndicator_Initialize_CreatesLineSeries()
+    {
+        var indicator = new LowestIndicator();
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+        Assert.Equal("Lowest", indicator.LinesSeries[0].Name);
+    }
+
+    [Fact]
+    public void LowestIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new LowestIndicator { 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 LowestIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new LowestIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 92, 106);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void LowestIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new LowestIndicator { 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 LowestIndicator_MultipleUpdates_ProducesCorrectSequence()
+    {
+        var indicator = new LowestIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(
+                now.AddMinutes(i),
+                100 - i * 2,
+                105 - i * 2,
+                90 - i * 2,   // Low decreases
+                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 LowestIndicator_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 LowestIndicator { 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 LowestIndicator_ShowColdValues_False_SetsNaN()
+    {
+        var indicator = new LowestIndicator { 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 LowestIndicator_TracksMinimum_Correctly()
+    {
+        var indicator = new LowestIndicator { Period = 5, Source = SourceType.Low };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Add bars with decreasing lows
+        double[] lows = { 100, 95, 90, 92, 88 };
+        for (int i = 0; i < lows.Length; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 102, 110, lows[i], 105);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        // The lowest should be 88 (most recent bar's low)
+        double lastLowest = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(88, lastLowest);
+    }
+
+    [Fact]
+    public void LowestIndicator_WindowSlides_Correctly()
+    {
+        var indicator = new LowestIndicator { Period = 3, Source = SourceType.Low };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Lows: 100, 80, 90, 95, 85
+        double[] lows = { 100, 80, 90, 95, 85 };
+        for (int i = 0; i < lows.Length; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 102, 110, lows[i], 105);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        // After all bars, window contains [90, 95, 85], lowest should be 85
+        double lastLowest = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(85, lastLowest);
+    }
+
+    [Fact]
+    public void LowestIndicator_DifferentPeriods_Work()
+    {
+        var periods = new[] { 5, 10, 20, 50 };
+
+        foreach (int period in periods)
+        {
+            var indicator = new LowestIndicator { 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);
+        }
+    }
+}