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Add validation tests for various volume and momentum indicators
- Introduced Massi validation tests to ensure mathematical properties hold for the Mass Index indicator. - Added Va validation tests for Volume Accumulation, checking for finite outputs and correct accumulation behavior. - Implemented Vf validation tests for Volume Force, verifying outputs for rising and falling prices, and ensuring batch and streaming results match. - Created Vo validation tests for Volume Oscillator, confirming behavior with constant, increasing, and decreasing volumes. - Developed Vroc validation tests for Volume Rate of Change, validating outputs for constant volume and changes in volume. - Updated project file to include new momentum indicators (MACD and RSI) in the compilation.
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using Skender.Stock.Indicators;
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using Xunit;
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namespace QuanTAlib.Tests;
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/// <summary>
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/// Validation tests for CHOP (Choppiness Index) indicator.
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/// Validates against Skender.Stock.Indicators GetChop implementation
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/// and mathematical properties of the ATR-based range normalization.
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/// </summary>
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public sealed class ChopValidationTests : IDisposable
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{
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private readonly ValidationTestData _data;
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private bool _disposed;
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public ChopValidationTests()
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{
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_data = new ValidationTestData();
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}
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public void Dispose()
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{
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if (!_disposed)
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{
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_disposed = true;
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_data?.Dispose();
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}
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}
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[Fact]
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public void Validate_Skender_Streaming()
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{
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var chop = new Chop(14);
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var qResults = new List<double>();
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foreach (var bar in _data.Bars)
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{
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qResults.Add(chop.Update(bar).Value);
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}
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var skenderResults = _data.SkenderQuotes.GetChop(14).ToList();
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ValidationHelper.VerifyData(qResults, skenderResults, s => s.Chop, tolerance: ValidationHelper.SkenderTolerance);
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}
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[Fact]
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public void Validation_OutputRange_ZeroTo100()
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{
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// CHOP is bounded between 0 and 100 (uses log10 normalization)
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var chop = new Chop(14);
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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foreach (var bar in bars)
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{
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chop.Update(bar);
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if (chop.IsHot)
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{
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double val = chop.Last.Value;
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Assert.True(val >= 0.0 && val <= 100.0,
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$"CHOP value {val} is outside expected range [0, 100]");
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}
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}
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}
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[Fact]
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public void Validation_TrendingMarket_LowChop()
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{
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// Strong directional movement should produce low CHOP (below 50)
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var chop = new Chop(14);
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for (int i = 0; i < 100; i++)
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{
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double price = 100.0 + i * 3.0; // Strong linear uptrend
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var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 0.5, price - 0.5, price, 1000);
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chop.Update(bar);
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}
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if (chop.IsHot)
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{
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Assert.True(chop.Last.Value < 50.0,
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$"Trending market should produce low CHOP (<50), got {chop.Last.Value}");
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}
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}
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[Fact]
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public void Validation_ChoppyMarket_HighChop()
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{
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// Choppy (range-bound) market should produce high CHOP (above 50)
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var chop = new Chop(14);
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for (int i = 0; i < 100; i++)
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{
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// Oscillating price with wide range but no trend
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double price = 100.0 + 5.0 * Math.Sin(2.0 * Math.PI * i / 3.0);
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double high = price + 3.0;
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double low = price - 3.0;
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var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, high, low, price, 1000);
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chop.Update(bar);
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}
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if (chop.IsHot)
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{
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Assert.True(chop.Last.Value > 50.0,
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$"Choppy market should produce high CHOP (>50), got {chop.Last.Value}");
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}
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}
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[Fact]
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public void Validation_FiniteOutputs_AfterWarmup()
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{
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var chop = new Chop(14);
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var gbm = new GBM(seed: 99);
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var bars = gbm.Fetch(300, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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foreach (var bar in bars)
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{
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chop.Update(bar);
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if (chop.IsHot)
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{
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Assert.True(double.IsFinite(chop.Last.Value),
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$"CHOP produced non-finite value after warmup: {chop.Last.Value}");
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}
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}
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}
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}
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