using TALib; using Xunit.Abstractions; namespace QuanTAlib.Tests; public sealed class HighestValidationTests : IDisposable { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; private bool _disposed; public HighestValidationTests(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 Highest (batch TSeries) var highest = new Highest(period); var qResult = highest.Update(_testData.Data); // Calculate TA-Lib MAX var retCode = TALib.Functions.Max(tData, 0..^0, output, out var outRange, period); Assert.Equal(TALib.Core.RetCode.Success, retCode); int lookback = TALib.Functions.MaxLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResult, output, outRange, lookback); } _output.WriteLine("Highest Batch(TSeries) validated successfully against TA-Lib MAX"); } [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 Highest (streaming) var highest = new Highest(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(highest.Update(item).Value); } // Calculate TA-Lib MAX var retCode = TALib.Functions.Max(tData, 0..^0, output, out var outRange, period); Assert.Equal(TALib.Core.RetCode.Success, retCode); int lookback = TALib.Functions.MaxLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResults, output, outRange, lookback); } _output.WriteLine("Highest Streaming validated successfully against TA-Lib MAX"); } [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 Highest (Span API) double[] qOutput = new double[sourceData.Length]; Highest.Batch(sourceData.AsSpan(), qOutput.AsSpan(), period); // Calculate TA-Lib MAX var retCode = TALib.Functions.Max(sourceData, 0..^0, talibOutput, out var outRange, period); Assert.Equal(TALib.Core.RetCode.Success, retCode); int lookback = TALib.Functions.MaxLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback); } _output.WriteLine("Highest Span validated successfully against TA-Lib MAX"); } [Fact] public void Validate_Tulip_Batch() { int[] periods = { 5, 10, 14, 20, 50 }; double[] tData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib Highest (batch TSeries) var highest = new Highest(period); var qResult = highest.Update(_testData.Data); // Calculate Tulip max var maxIndicator = Tulip.Indicators.max; double[][] inputs = { tData }; double[] options = { period }; int lookback = period - 1; double[][] outputs = { new double[tData.Length - lookback] }; maxIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qResult, tResult, lookback); } _output.WriteLine("Highest Batch(TSeries) validated successfully against Tulip max"); } [Fact] public void Validate_Tulip_Streaming() { int[] periods = { 5, 10, 14, 20, 50 }; double[] tData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib Highest (streaming) var highest = new Highest(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(highest.Update(item).Value); } // Calculate Tulip max var maxIndicator = Tulip.Indicators.max; double[][] inputs = { tData }; double[] options = { period }; int lookback = period - 1; double[][] outputs = { new double[tData.Length - lookback] }; maxIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qResults, tResult, lookback); } _output.WriteLine("Highest Streaming validated successfully against Tulip max"); } [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; // Expected: first=1, second=max(1,5)=5, then sliding max of last 3 // [1] -> 1 // [1,5] -> 5 // [1,5,3] -> 5 // [5,3,8] -> 8 // [3,8,2] -> 8 // [8,2,9] -> 9 // [2,9,4] -> 9 // [9,4,7] -> 9 // [4,7,6] -> 7 // [7,6,10] -> 10 double[] expected = { 1, 5, 5, 8, 8, 9, 9, 9, 7, 10 }; var highest = new Highest(period); for (int i = 0; i < data.Length; i++) { var result = highest.Update(new TValue(DateTime.UtcNow, data[i])); Assert.Equal(expected[i], result.Value, precision: 10); } _output.WriteLine("Highest validated with known values"); } }