using Skender.Stock.Indicators; using Xunit.Abstractions; namespace QuanTAlib.Tests; public sealed class PcValidationTests : IDisposable { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; private bool _disposed; public PcValidationTests(ITestOutputHelper output) { _output = output; _testData = new ValidationTestData(); } public void Dispose() => Dispose(true); private void Dispose(bool disposing) { if (_disposed) { return; } _disposed = true; if (disposing) { _testData?.Dispose(); } } [Fact] public void Validate_ManualCalculation_Period3() { var series = new TBarSeries(); var t0 = DateTime.UtcNow; series.Add(new TBar(t0, 0, 12, 8, 10, 100)); series.Add(new TBar(t0.AddMinutes(1), 0, 14, 10, 12, 100)); series.Add(new TBar(t0.AddMinutes(2), 0, 16, 12, 14, 100)); var ind = new Pc(3); var (mid, up, lo) = ind.Update(series); Assert.Equal(16.0, up.Last.Value, 1e-10); Assert.Equal(8.0, lo.Last.Value, 1e-10); Assert.Equal(12.0, mid.Last.Value, 1e-10); Assert.True(ind.IsHot); _output.WriteLine("Pc manual period-3 calculation validated"); } [Fact] public void Validate_AllModes_Consistency() { int[] periods = { 5, 10, 20, 50 }; foreach (int period in periods) { var inst = new Pc(period); var (bMid, bUp, bLo) = inst.Update(_testData.Bars); var (sMid, sUp, sLo) = Pc.Batch(_testData.Bars, period); ValidationHelper.VerifySeriesEqual(bMid, sMid); ValidationHelper.VerifySeriesEqual(bUp, sUp); ValidationHelper.VerifySeriesEqual(bLo, sLo); var streaming = new Pc(period); var sMidStream = new TSeries(); var sUpStream = new TSeries(); var sLoStream = new TSeries(); foreach (var bar in _testData.Bars) { streaming.Update(bar); sMidStream.Add(streaming.Last); sUpStream.Add(streaming.Upper); sLoStream.Add(streaming.Lower); } ValidationHelper.VerifySeriesEqual(sMid, sMidStream); ValidationHelper.VerifySeriesEqual(sUp, sUpStream); ValidationHelper.VerifySeriesEqual(sLo, sLoStream); double[] high = _testData.HighPrices.ToArray(); double[] low = _testData.LowPrices.ToArray(); double[] spanMid = new double[high.Length]; double[] spanUp = new double[high.Length]; double[] spanLo = new double[high.Length]; Pc.Batch(high.AsSpan(), low.AsSpan(), spanMid.AsSpan(), spanUp.AsSpan(), spanLo.AsSpan(), period); for (int i = 0; i < high.Length; i++) { Assert.Equal(sMid[i].Value, spanMid[i], 9); Assert.Equal(sUp[i].Value, spanUp[i], 9); Assert.Equal(sLo[i].Value, spanLo[i], 9); } } _output.WriteLine("Pc mode consistency validated (batch/stream/span)"); } [Fact] public void Validate_EventingMode_MatchesBatch() { const int period = 20; var pub = new TBarSeries(); var evtInd = new Pc(pub, period); var evtMid = new TSeries(); var evtUp = new TSeries(); var evtLo = new TSeries(); foreach (var bar in _testData.Bars) { pub.Add(bar); evtMid.Add(evtInd.Last); evtUp.Add(evtInd.Upper); evtLo.Add(evtInd.Lower); } var (bMid, bUp, bLo) = Pc.Batch(_testData.Bars, period); ValidationHelper.VerifySeriesEqual(bMid, evtMid); ValidationHelper.VerifySeriesEqual(bUp, evtUp); ValidationHelper.VerifySeriesEqual(bLo, evtLo); _output.WriteLine("Pc eventing mode validated"); } [Fact] public void Validate_AgainstDc_ExactMatch() { // Pc should produce identical results to Dc int[] periods = { 10, 20, 50 }; foreach (int period in periods) { var (dcMid, dcUp, dcLo) = Dc.Batch(_testData.Bars, period); var (pcMid, pcUp, pcLo) = Pc.Batch(_testData.Bars, period); ValidationHelper.VerifySeriesEqual(dcMid, pcMid); ValidationHelper.VerifySeriesEqual(dcUp, pcUp); ValidationHelper.VerifySeriesEqual(dcLo, pcLo); } _output.WriteLine("Pc matches Dc exactly"); } [Fact] public void Validate_Calculate_ReturnsHotIndicator() { const int period = 15; var ((mid, up, lo), ind) = Pc.Calculate(_testData.Bars, period); Assert.True(ind.IsHot); Assert.Equal(period, ind.WarmupPeriod); Assert.Equal(mid.Last.Value, ind.Last.Value, 1e-10); Assert.Equal(up.Last.Value, ind.Upper.Value, 1e-10); Assert.Equal(lo.Last.Value, ind.Lower.Value, 1e-10); var next = new TBar(DateTime.UtcNow, 0, 150, 50, 100, 1000); ind.Update(next); Assert.True(ind.IsHot); _output.WriteLine("Pc Calculate validated"); } [Fact] public void Validate_Prime_MatchesBatch() { const int period = 25; var (bMid, bUp, bLo) = Pc.Batch(_testData.Bars, period); var primed = new Pc(period); var subset = new TBarSeries(); for (int i = 0; i < 200; i++) { subset.Add(_testData.Bars[i]); } primed.Prime(subset); for (int i = 200; i < _testData.Bars.Count; i++) { primed.Update(_testData.Bars[i]); } Assert.Equal(bMid.Last.Value, primed.Last.Value, 1e-9); Assert.Equal(bUp.Last.Value, primed.Upper.Value, 1e-9); Assert.Equal(bLo.Last.Value, primed.Lower.Value, 1e-9); _output.WriteLine("Pc Prime validated against batch"); } [Fact] public void Validate_LargeDataset_FiniteOutputs() { var (mid, up, lo) = Pc.Batch(_testData.Bars, 50); ValidationHelper.VerifyAllFinite(mid, startIndex: 0); ValidationHelper.VerifyAllFinite(up, startIndex: 0); ValidationHelper.VerifyAllFinite(lo, startIndex: 0); for (int i = 50; i < mid.Count; i++) { Assert.True(up[i].Value >= lo[i].Value, $"Upper >= Lower at {i}"); } _output.WriteLine("Pc large dataset validated"); } [Fact] public void Validate_StateRestoration_Iterative() { var ind = new Pc(15); var gbm = new GBM(startPrice: 100, mu: 0.01, sigma: 0.1, seed: 42); for (int i = 0; i < 50; i++) { ind.Update(gbm.Next(isNew: true), isNew: true); } var remembered = gbm.Next(isNew: true); ind.Update(remembered, isNew: true); var savedMid = ind.Last.Value; var savedUp = ind.Upper.Value; var savedLo = ind.Lower.Value; for (int i = 0; i < 10; i++) { var corrected = gbm.Next(isNew: false); ind.Update(corrected, isNew: false); } ind.Update(remembered, isNew: false); Assert.Equal(savedMid, ind.Last.Value, 1e-10); Assert.Equal(savedUp, ind.Upper.Value, 1e-10); Assert.Equal(savedLo, ind.Lower.Value, 1e-10); _output.WriteLine("Pc state restoration validated"); } }