Refactor validation tests for various indicators to utilize shared test data structure

2026-08-20 19:48:05 +00:00 · 2025-12-12 13:47:57 -08:00
parent e6033638ad
commit cea3e0c46d
29 changed files with 1167 additions and 1804 deletions
@@ -0,0 +1,185 @@
+using System;
+using System.Collections.Generic;
+using Xunit;
+
+namespace QuanTAlib.Tests;
+
+public static class ValidationHelper
+{
+    public static void VerifyData<TResult>(TSeries qSeries, List<TResult> sSeries, Func<TResult, double?> selector, int skip = 100, double tolerance = 1e-6)
+    {
+        Assert.Equal(qSeries.Count, sSeries.Count);
+
+        int count = qSeries.Count;
+        int start = count - skip;
+
+        for (int i = start; i < count; i++)
+        {
+            double qValue = qSeries[i].Value;
+            double? sValue = selector(sSeries[i]);
+
+            if (!sValue.HasValue) continue;
+
+            Assert.Equal(sValue.Value, qValue, tolerance);
+        }
+    }
+
+    public static void VerifyData<TResult>(List<double> qResults, List<TResult> sSeries, Func<TResult, double?> selector, int skip = 100, double tolerance = 1e-6)
+    {
+        Assert.Equal(qResults.Count, sSeries.Count);
+
+        int count = qResults.Count;
+        int start = count - skip;
+
+        for (int i = start; i < count; i++)
+        {
+            double qValue = qResults[i];
+            double? sValue = selector(sSeries[i]);
+
+            if (!sValue.HasValue) continue;
+
+            Assert.Equal(sValue.Value, qValue, tolerance);
+        }
+    }
+
+    public static void VerifyData<TResult>(double[] qOutput, List<TResult> sSeries, Func<TResult, double?> selector, int skip = 100, double tolerance = 1e-6)
+    {
+        Assert.Equal(qOutput.Length, sSeries.Count);
+
+        int count = qOutput.Length;
+        int start = count - skip;
+
+        for (int i = start; i < count; i++)
+        {
+            double qValue = qOutput[i];
+            double? sValue = selector(sSeries[i]);
+
+            if (!sValue.HasValue) continue;
+
+            Assert.Equal(sValue.Value, qValue, tolerance);
+        }
+    }
+
+    public static void VerifyData(TSeries qSeries, double[] tOutput, int lookback, int skip = 100, double tolerance = 1e-6)
+    {
+        int count = qSeries.Count;
+        int start = count - skip;
+
+        for (int i = start; i < count; i++)
+        {
+            double qValue = qSeries[i].Value;
+
+            if (i < lookback) continue;
+
+            int tIndex = i - lookback;
+            if (tIndex >= tOutput.Length) continue;
+
+            double tValue = tOutput[tIndex];
+
+            Assert.Equal(tValue, qValue, tolerance);
+        }
+    }
+
+    public static void VerifyData(List<double> qResults, double[] tOutput, int lookback, int skip = 100, double tolerance = 1e-6)
+    {
+        int count = qResults.Count;
+        int start = count - skip;
+
+        for (int i = start; i < count; i++)
+        {
+            double qValue = qResults[i];
+
+            if (i < lookback) continue;
+
+            int tIndex = i - lookback;
+            if (tIndex >= tOutput.Length) continue;
+
+            double tValue = tOutput[tIndex];
+
+            Assert.Equal(tValue, qValue, tolerance);
+        }
+    }
+
+    public static void VerifyData(double[] qOutput, double[] tOutput, int lookback, int skip = 100, double tolerance = 1e-6)
+    {
+        int count = qOutput.Length;
+        int start = count - skip;
+
+        for (int i = start; i < count; i++)
+        {
+            double qValue = qOutput[i];
+
+            if (i < lookback) continue;
+
+            int tIndex = i - lookback;
+            if (tIndex >= tOutput.Length) continue;
+
+            double tValue = tOutput[tIndex];
+
+            Assert.Equal(tValue, qValue, tolerance);
+        }
+    }
+    
+    public static void VerifyData(TSeries qSeries, double[] tOutput, Range outRange, int lookback, int skip = 100, double tolerance = 1e-6)
+    {
+        int count = qSeries.Count;
+        int start = count - skip;
+        int validCount = outRange.End.Value - outRange.Start.Value;
+
+        for (int i = start; i < count; i++)
+        {
+            double qValue = qSeries[i].Value;
+
+            if (i < lookback) continue;
+
+            int tIndex = i - lookback;
+            if (tIndex >= validCount) continue;
+
+            double tValue = tOutput[tIndex];
+
+            Assert.Equal(tValue, qValue, tolerance);
+        }
+    }
+
+    public static void VerifyData(List<double> qResults, double[] tOutput, Range outRange, int lookback, int skip = 100, double tolerance = 1e-6)
+    {
+        int count = qResults.Count;
+        int start = count - skip;
+        int validCount = outRange.End.Value - outRange.Start.Value;
+
+        for (int i = start; i < count; i++)
+        {
+            double qValue = qResults[i];
+
+            if (i < lookback) continue;
+
+            int tIndex = i - lookback;
+            if (tIndex >= validCount) continue;
+
+            double tValue = tOutput[tIndex];
+
+            Assert.Equal(tValue, qValue, tolerance);
+        }
+    }
+
+    public static void VerifyData(double[] qOutput, double[] tOutput, Range outRange, int lookback, int skip = 100, double tolerance = 1e-6)
+    {
+        int count = qOutput.Length;
+        int start = count - skip;
+        int validCount = outRange.End.Value - outRange.Start.Value;
+
+        for (int i = start; i < count; i++)
+        {
+            double qValue = qOutput[i];
+
+            if (i < lookback) continue;
+
+            int tIndex = i - lookback;
+            if (tIndex >= validCount) continue;
+
+            double tValue = tOutput[tIndex];
+
+            Assert.Equal(tValue, qValue, tolerance);
+        }
+    }
+}