using TALib; using Xunit.Abstractions; namespace QuanTAlib.Tests; public sealed class MidpointValidationTests : IDisposable { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; private bool _disposed; public MidpointValidationTests(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_Talib_Batch() { int[] periods = { 5, 10, 14, 20, 50 }; double[] tData = _testData.RawData.ToArray(); double[] output = new double[tData.Length]; foreach (var period in periods) { // Calculate QuanTAlib Midpoint (batch TSeries) var midpoint = new Midpoint(period); var qResult = midpoint.Update(_testData.Data); // Calculate TA-Lib MIDPOINT var retCode = TALib.Functions.MidPoint(tData, 0..^0, output, out var outRange, period); Assert.Equal(TALib.Core.RetCode.Success, retCode); int lookback = TALib.Functions.MidPointLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResult, output, outRange, lookback); } _output.WriteLine("Midpoint Batch(TSeries) validated successfully against TA-Lib MIDPOINT"); } [Fact] public void Validate_Talib_Streaming() { int[] periods = { 5, 10, 14, 20, 50 }; double[] tData = _testData.RawData.ToArray(); double[] output = new double[tData.Length]; foreach (var period in periods) { // Calculate QuanTAlib Midpoint (streaming) var midpoint = new Midpoint(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(midpoint.Update(item).Value); } // Calculate TA-Lib MIDPOINT var retCode = TALib.Functions.MidPoint(tData, 0..^0, output, out var outRange, period); Assert.Equal(TALib.Core.RetCode.Success, retCode); int lookback = TALib.Functions.MidPointLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResults, output, outRange, lookback); } _output.WriteLine("Midpoint Streaming validated successfully against TA-Lib MIDPOINT"); } [Fact] public void Validate_Talib_Span() { int[] periods = { 5, 10, 14, 20, 50 }; double[] sourceData = _testData.RawData.ToArray(); double[] talibOutput = new double[sourceData.Length]; foreach (var period in periods) { // Calculate QuanTAlib Midpoint (Span API) double[] qOutput = new double[sourceData.Length]; Midpoint.Batch(sourceData.AsSpan(), qOutput.AsSpan(), period); // Calculate TA-Lib MIDPOINT var retCode = TALib.Functions.MidPoint(sourceData, 0..^0, talibOutput, out var outRange, period); Assert.Equal(TALib.Core.RetCode.Success, retCode); int lookback = TALib.Functions.MidPointLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback); } _output.WriteLine("Midpoint Span validated successfully against TA-Lib MIDPOINT"); } [Fact] public void Validate_KnownValues() { // Test with simple known sequence double[] data = { 1, 5, 3, 8, 2, 9, 4, 7, 6, 10 }; int period = 3; // For each window: // [1] -> (1+1)/2 = 1 // [1,5] -> (5+1)/2 = 3 // [1,5,3] -> (5+1)/2 = 3 // [5,3,8] -> (8+3)/2 = 5.5 // [3,8,2] -> (8+2)/2 = 5 // [8,2,9] -> (9+2)/2 = 5.5 // [2,9,4] -> (9+2)/2 = 5.5 // [9,4,7] -> (9+4)/2 = 6.5 // [4,7,6] -> (7+4)/2 = 5.5 // [7,6,10] -> (10+6)/2 = 8 double[] expected = { 1, 3, 3, 5.5, 5, 5.5, 5.5, 6.5, 5.5, 8 }; var midpoint = new Midpoint(period); for (int i = 0; i < data.Length; i++) { var result = midpoint.Update(new TValue(DateTime.UtcNow, data[i])); Assert.Equal(expected[i], result.Value, precision: 10); } _output.WriteLine("Midpoint validated with known values"); } [Fact] public void Validate_ConsistencyBatchStreamingSpan() { // Verify that Batch, Streaming, and Span all produce the same results int period = 14; var gbm = new GBM(42); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var source = bars.Close; // Streaming var streaming = new Midpoint(period); var streamResults = new List(); foreach (var item in source) { streamResults.Add(streaming.Update(item).Value); } // Batch TSeries var batchResult = Midpoint.Batch(source, period); // Span double[] sourceArray = source.Values.ToArray(); double[] spanOutput = new double[sourceArray.Length]; Midpoint.Batch(sourceArray.AsSpan(), spanOutput.AsSpan(), period); for (int i = period; i < source.Count; i++) { Assert.Equal(streamResults[i], batchResult[i].Value, precision: 10); Assert.Equal(streamResults[i], spanOutput[i], precision: 10); } _output.WriteLine("Midpoint consistency validated: Batch == Streaming == Span"); } [Fact] public void Validate_ConstantInput() { // For constant input, midpoint should equal that constant double constant = 42.5; int period = 10; var midpoint = new Midpoint(period); for (int i = 0; i < 50; i++) { var result = midpoint.Update(new TValue(DateTime.UtcNow, constant)); Assert.Equal(constant, result.Value, precision: 10); } _output.WriteLine("Midpoint validated with constant input"); } }