using System.Runtime.CompilerServices; using Skender.Stock.Indicators; using Xunit; using Xunit.Abstractions; namespace QuanTAlib.Tests; /// /// Validation for Midbody (Open-Close Average) = (O+C)/2. /// Cross-validated against Skender CandlePart.OC2. /// Note: TA-Lib does not have an OC2 function. /// public sealed class Oc2ValidationTests : IDisposable { private readonly ValidationTestData _data = new(); private readonly ITestOutputHelper _output; private bool _disposed; public Oc2ValidationTests(ITestOutputHelper output) { _output = output; } public void Dispose() { Dispose(disposing: true); GC.SuppressFinalize(this); } private void Dispose(bool disposing) { if (!_disposed && disposing) { _data.Dispose(); _disposed = true; } } // ── A) Formula verification: (O+C)/2 ────────────────────────────────────── [Fact] public void Validate_Formula_Manual() { var bar = new TBar(DateTime.UtcNow, open: 10.0, high: 20.0, low: 5.0, close: 15.0, volume: 1000); var ind = new Midbody(); var result = ind.Update(bar, isNew: true); double expected = (10.0 + 15.0) / 2.0; // = 12.5 Assert.Equal(expected, result.Value, 1e-12); _output.WriteLine($"Midbody formula: expected={expected}, actual={result.Value}: PASSED"); } // ── B) Streaming == Batch span ──────────────────────────────────────────── [Fact] [SkipLocalsInit] public void Validate_Streaming_Equals_Batch() { const int N = 200; var gbm = new GBM(100.0, 0.05, 0.2, seed: 1001); var bars = new TBar[N]; for (int i = 0; i < N; i++) { bars[i] = gbm.Next(isNew: true); } // Streaming var ind = new Midbody(); for (int i = 0; i < N; i++) { ind.Update(bars[i], isNew: true); } double streamVal = ind.Last.Value; // Batch span double[] o = new double[N], c = new double[N]; for (int i = 0; i < N; i++) { o[i] = bars[i].Open; c[i] = bars[i].Close; } var qlOut = new double[N]; Midbody.Batch(o.AsSpan(), c.AsSpan(), qlOut.AsSpan()); _output.WriteLine($"Streaming={streamVal:F10}, Batch={qlOut[N - 1]:F10}"); Assert.Equal(streamVal, qlOut[N - 1], 1e-12); } // ── C) Always hot after first bar ───────────────────────────────────────── [Fact] public void Validate_AlwaysHotAfterFirstBar() { var ind = new Midbody(); Assert.False(ind.IsHot); ind.Update(new TBar(DateTime.UtcNow, 10, 12, 8, 11, 1000), isNew: true); Assert.True(ind.IsHot); _output.WriteLine("Midbody always hot after first bar: PASSED"); } // ── D) Batch(TBarSeries) == Calculate ───────────────────────────────────── [Fact] public void Validate_BatchBarSeries_Equals_Calculate() { var (results, _) = Midbody.Calculate(_data.Bars); var batchResult = Midbody.Batch(_data.Bars); for (int i = 0; i < _data.Bars.Count; i++) { Assert.Equal(batchResult.Values[i], results.Values[i], 1e-12); } _output.WriteLine("Midbody Batch(TBarSeries) == Calculate: PASSED"); } // ── E) Determinism ──────────────────────────────────────────────────────── [Fact] public void Validate_Deterministic() { var r1 = Midbody.Batch(_data.Bars); var r2 = Midbody.Batch(_data.Bars); for (int i = 0; i < r1.Count; i++) { Assert.Equal(r1.Values[i], r2.Values[i], 15); } _output.WriteLine("Midbody determinism: PASSED"); } // ═══════════════════════════════════════════════════════════════════════════ // Skender.Stock.Indicators Validation — CandlePart.OC2 // ═══════════════════════════════════════════════════════════════════════════ // ── F) Skender OC2 batch validation (Midbody mapping) ─────────────────────────────────────── [Fact] public void Validate_Against_Skender_OC2_Batch() { var skenderResults = _data.SkenderQuotes .GetBaseQuote(CandlePart.OC2) .ToList(); var qlResult = Midbody.Batch(_data.Bars); Assert.Equal(qlResult.Count, skenderResults.Count); int count = qlResult.Count; int start = Math.Max(0, count - ValidationHelper.DefaultVerificationCount); for (int i = start; i < count; i++) { double qlVal = qlResult.Values[i]; double skVal = skenderResults[i].Value; Assert.True( Math.Abs(qlVal - skVal) <= ValidationHelper.SkenderTolerance, $"Mismatch at index {i}: QuanTAlib={qlVal:G17}, Skender={skVal:G17}, Diff={Math.Abs(qlVal - skVal):G17}"); } _output.WriteLine($"Midbody vs Skender OC2 batch: {count} bars, last {count - start} verified within {ValidationHelper.SkenderTolerance}: PASSED"); } // ── G) Skender OC2 streaming validation (Midbody mapping) ─────────────────────────────────── [Fact] public void Validate_Against_Skender_OC2_Streaming() { var skenderResults = _data.SkenderQuotes .GetBaseQuote(CandlePart.OC2) .ToList(); var ind = new Midbody(); int count = _data.Bars.Count; double[] streamValues = new double[count]; for (int i = 0; i < count; i++) { var result = ind.Update(_data.Bars[i], isNew: true); streamValues[i] = result.Value; } int start = Math.Max(0, count - ValidationHelper.DefaultVerificationCount); for (int i = start; i < count; i++) { double qlVal = streamValues[i]; double skVal = skenderResults[i].Value; Assert.True( Math.Abs(qlVal - skVal) <= ValidationHelper.SkenderTolerance, $"Mismatch at index {i}: QuanTAlib={qlVal:G17}, Skender={skVal:G17}"); } _output.WriteLine($"Midbody streaming vs Skender OC2: {count} bars, last {count - start} verified: PASSED"); } // ── H) Skender OC2 span validation (Midbody mapping) ──────────────────────────────────────── [Fact] [SkipLocalsInit] public void Validate_Against_Skender_OC2_Span() { var skenderResults = _data.SkenderQuotes .GetBaseQuote(CandlePart.OC2) .ToList(); int count = _data.Bars.Count; double[] o = new double[count], c = new double[count]; for (int i = 0; i < count; i++) { o[i] = _data.Bars[i].Open; c[i] = _data.Bars[i].Close; } var qlOut = new double[count]; Midbody.Batch(o.AsSpan(), c.AsSpan(), qlOut.AsSpan()); int start = Math.Max(0, count - ValidationHelper.DefaultVerificationCount); for (int i = start; i < count; i++) { double qlVal = qlOut[i]; double skVal = skenderResults[i].Value; Assert.True( Math.Abs(qlVal - skVal) <= ValidationHelper.SkenderTolerance, $"Span mismatch at index {i}: QuanTAlib={qlVal:G17}, Skender={skVal:G17}"); } _output.WriteLine($"Midbody span vs Skender OC2: {count} bars, last {count - start} verified: PASSED"); } }