adding missing validations

2026-08-20 03:28:05 +00:00 · 2026-02-26 09:59:44 -08:00
parent 467a8c1cef
commit 9ab37c1200
231 changed files with 60015 additions and 302 deletions
@@ -0,0 +1,174 @@
+using Xunit;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+public sealed class DoscValidationTests : IDisposable
+{
+    private readonly ITestOutputHelper _output;
+    private readonly ValidationTestData _testData;
+    private const int DefaultRsi = 14;
+    private const int DefaultEma1 = 5;
+    private const int DefaultEma2 = 3;
+    private const int DefaultSig = 9;
+
+    public DoscValidationTests(ITestOutputHelper output)
+    {
+        _output = output;
+        _testData = new ValidationTestData(5000);
+    }
+
+    public void Dispose()
+    {
+        _testData.Dispose();
+    }
+
+    // ========== Self-consistency Validation ==========
+
+    [Fact]
+    public void Dosc_BatchStreaming_Match()
+    {
+        var streaming = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
+        var streamResults = new List<double>(_testData.Data.Count);
+        for (int i = 0; i < _testData.Data.Count; i++)
+        {
+            TValue r = streaming.Update(_testData.Data[i], isNew: true);
+            streamResults.Add(r.Value);
+        }
+
+        TSeries batchResults = Dosc.Batch(_testData.Data, DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
+
+        int mismatchCount = 0;
+        double maxDiff = 0;
+        for (int i = 0; i < streamResults.Count; i++)
+        {
+            double diff = Math.Abs(streamResults[i] - batchResults[i].Value);
+            if (diff > 1e-10)
+            {
+                mismatchCount++;
+                maxDiff = Math.Max(maxDiff, diff);
+            }
+        }
+
+        _output.WriteLine($"Dosc({DefaultRsi},{DefaultEma1},{DefaultEma2},{DefaultSig}) Batch vs Streaming: {mismatchCount} mismatches, max diff = {maxDiff:E3}");
+        Assert.Equal(0, mismatchCount);
+    }
+
+    [Fact]
+    public void Dosc_SpanBatch_MatchesStreaming()
+    {
+        var streaming = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
+        var streamResults = new List<double>(_testData.Data.Count);
+        for (int i = 0; i < _testData.Data.Count; i++)
+        {
+            TValue r = streaming.Update(_testData.Data[i], isNew: true);
+            streamResults.Add(r.Value);
+        }
+
+        double[] output = new double[_testData.Data.Count];
+        Dosc.Batch(_testData.Data.Values, output, DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
+
+        int mismatchCount = 0;
+        double maxDiff = 0;
+        for (int i = 0; i < streamResults.Count; i++)
+        {
+            double diff = Math.Abs(streamResults[i] - output[i]);
+            if (diff > 1e-10)
+            {
+                mismatchCount++;
+                maxDiff = Math.Max(maxDiff, diff);
+            }
+        }
+
+        _output.WriteLine($"Dosc({DefaultRsi},{DefaultEma1},{DefaultEma2},{DefaultSig}) Span vs Streaming: {mismatchCount} mismatches, max diff = {maxDiff:E3}");
+        Assert.Equal(0, mismatchCount);
+    }
+
+    [Fact]
+    public void Dosc_DifferentParams_ProduceDifferentResults()
+    {
+        TSeries result1 = Dosc.Batch(_testData.Data, rsiPeriod: 7, ema1Period: 3, ema2Period: 2, sigPeriod: 5);
+        TSeries result2 = Dosc.Batch(_testData.Data, rsiPeriod: 14, ema1Period: 5, ema2Period: 3, sigPeriod: 9);
+
+        int lastIdx = _testData.Data.Count - 1;
+        _output.WriteLine($"Dosc(7,3,2,5) last = {result1[lastIdx].Value:F6}");
+        _output.WriteLine($"Dosc(14,5,3,9) last = {result2[lastIdx].Value:F6}");
+
+        Assert.NotEqual(result1[lastIdx].Value, result2[lastIdx].Value);
+    }
+
+    [Fact]
+    public void Dosc_ConstantInput_ConvergesToZero()
+    {
+        var indicator = new Dosc(rsiPeriod: 5, ema1Period: 3, ema2Period: 2, sigPeriod: 5);
+        double constantVal = 100.0;
+
+        double lastResult = double.NaN;
+        for (int i = 0; i < 1000; i++)
+        {
+            TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), constantVal));
+            lastResult = r.Value;
+        }
+
+        _output.WriteLine($"Dosc(5,3,2,5) constant input result after 1000 bars: {lastResult:E6}");
+        Assert.True(Math.Abs(lastResult) < 1e-6, $"Expected near-zero for constant input, got {lastResult}");
+    }
+
+    [Fact]
+    public void Dosc_Calculate_ReturnsHotIndicator()
+    {
+        (TSeries results, Dosc indicator) = Dosc.Calculate(_testData.Data, DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
+
+        Assert.Equal(_testData.Data.Count, results.Count);
+        Assert.True(indicator.IsHot);
+
+        TValue next = indicator.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
+        Assert.True(double.IsFinite(next.Value));
+
+        _output.WriteLine($"Dosc Calculate: {results.Count} bars, last = {results[results.Count - 1].Value:F6}");
+    }
+
+    [Fact]
+    public void Dosc_BarCorrection_ProducesConsistentResults()
+    {
+        var reference = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
+        for (int i = 0; i < 100; i++)
+        {
+            reference.Update(_testData.Data[i], isNew: true);
+        }
+        reference.Update(new TValue(DateTime.UtcNow, 50.0), isNew: true);
+        double referenceVal = reference.Last.Value;
+
+        var test = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
+        for (int i = 0; i < 100; i++)
+        {
+            test.Update(_testData.Data[i], isNew: true);
+        }
+        test.Update(new TValue(DateTime.UtcNow, 999.0), isNew: true);  // wrong
+        test.Update(new TValue(DateTime.UtcNow, 50.0), isNew: false);  // correct
+        double testVal = test.Last.Value;
+
+        _output.WriteLine($"Reference: {referenceVal:F10}, Corrected: {testVal:F10}");
+        Assert.Equal(referenceVal, testVal, 1e-10);
+    }
+
+    [Fact]
+    public void Dosc_SubsetValidation_StableBehavior()
+    {
+        using var subset = _testData.CreateSubset(200);
+
+        TSeries results = Dosc.Batch(subset.Data, DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig);
+
+        int nanCount = 0;
+        for (int i = 0; i < results.Count; i++)
+        {
+            if (!double.IsFinite(results[i].Value))
+            {
+                nanCount++;
+            }
+        }
+
+        _output.WriteLine($"Dosc on 200-bar subset: {nanCount} non-finite values");
+        Assert.Equal(0, nanCount);
+    }
+}