using Xunit; using Xunit.Abstractions; namespace QuanTAlib.Tests; public sealed class DoscValidationTests : IDisposable { private readonly ITestOutputHelper _output; private readonly ValidationTestData _testData; private const int DefaultRsi = 14; private const int DefaultEma1 = 5; private const int DefaultEma2 = 3; private const int DefaultSig = 9; public DoscValidationTests(ITestOutputHelper output) { _output = output; _testData = new ValidationTestData(10000); } public void Dispose() { _testData.Dispose(); } // ========== Self-consistency Validation ========== [Fact] public void Dosc_BatchStreaming_Match() { var streaming = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig); var streamResults = new List(_testData.Data.Count); for (int i = 0; i < _testData.Data.Count; i++) { TValue r = streaming.Update(_testData.Data[i], isNew: true); streamResults.Add(r.Value); } TSeries batchResults = Dosc.Batch(_testData.Data, DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig); int mismatchCount = 0; double maxDiff = 0; for (int i = 0; i < streamResults.Count; i++) { double diff = Math.Abs(streamResults[i] - batchResults[i].Value); if (diff > 1e-10) { mismatchCount++; maxDiff = Math.Max(maxDiff, diff); } } _output.WriteLine($"Dosc({DefaultRsi},{DefaultEma1},{DefaultEma2},{DefaultSig}) Batch vs Streaming: {mismatchCount} mismatches, max diff = {maxDiff:E3}"); Assert.Equal(0, mismatchCount); } [Fact] public void Dosc_SpanBatch_MatchesStreaming() { var streaming = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig); var streamResults = new List(_testData.Data.Count); for (int i = 0; i < _testData.Data.Count; i++) { TValue r = streaming.Update(_testData.Data[i], isNew: true); streamResults.Add(r.Value); } double[] output = new double[_testData.Data.Count]; Dosc.Batch(_testData.Data.Values, output, DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig); int mismatchCount = 0; double maxDiff = 0; for (int i = 0; i < streamResults.Count; i++) { double diff = Math.Abs(streamResults[i] - output[i]); if (diff > 1e-10) { mismatchCount++; maxDiff = Math.Max(maxDiff, diff); } } _output.WriteLine($"Dosc({DefaultRsi},{DefaultEma1},{DefaultEma2},{DefaultSig}) Span vs Streaming: {mismatchCount} mismatches, max diff = {maxDiff:E3}"); Assert.Equal(0, mismatchCount); } [Fact] public void Dosc_DifferentParams_ProduceDifferentResults() { TSeries result1 = Dosc.Batch(_testData.Data, rsiPeriod: 7, ema1Period: 3, ema2Period: 2, sigPeriod: 5); TSeries result2 = Dosc.Batch(_testData.Data, rsiPeriod: 14, ema1Period: 5, ema2Period: 3, sigPeriod: 9); int lastIdx = _testData.Data.Count - 1; _output.WriteLine($"Dosc(7,3,2,5) last = {result1[lastIdx].Value:F6}"); _output.WriteLine($"Dosc(14,5,3,9) last = {result2[lastIdx].Value:F6}"); Assert.NotEqual(result1[lastIdx].Value, result2[lastIdx].Value); } [Fact] public void Dosc_ConstantInput_ConvergesToZero() { var indicator = new Dosc(rsiPeriod: 5, ema1Period: 3, ema2Period: 2, sigPeriod: 5); double constantVal = 100.0; double lastResult = double.NaN; for (int i = 0; i < 1000; i++) { TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), constantVal)); lastResult = r.Value; } _output.WriteLine($"Dosc(5,3,2,5) constant input result after 1000 bars: {lastResult:E6}"); Assert.True(Math.Abs(lastResult) < 1e-6, $"Expected near-zero for constant input, got {lastResult}"); } [Fact] public void Dosc_Calculate_ReturnsHotIndicator() { (TSeries results, Dosc indicator) = Dosc.Calculate(_testData.Data, DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig); Assert.Equal(_testData.Data.Count, results.Count); Assert.True(indicator.IsHot); TValue next = indicator.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true); Assert.True(double.IsFinite(next.Value)); _output.WriteLine($"Dosc Calculate: {results.Count} bars, last = {results[results.Count - 1].Value:F6}"); } [Fact] public void Dosc_BarCorrection_ProducesConsistentResults() { var reference = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig); for (int i = 0; i < 100; i++) { reference.Update(_testData.Data[i], isNew: true); } reference.Update(new TValue(DateTime.UtcNow, 50.0), isNew: true); double referenceVal = reference.Last.Value; var test = new Dosc(DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig); for (int i = 0; i < 100; i++) { test.Update(_testData.Data[i], isNew: true); } test.Update(new TValue(DateTime.UtcNow, 999.0), isNew: true); // wrong test.Update(new TValue(DateTime.UtcNow, 50.0), isNew: false); // correct double testVal = test.Last.Value; _output.WriteLine($"Reference: {referenceVal:F10}, Corrected: {testVal:F10}"); Assert.Equal(referenceVal, testVal, 1e-10); } [Fact] public void Dosc_SubsetValidation_StableBehavior() { using var subset = _testData.CreateSubset(200); TSeries results = Dosc.Batch(subset.Data, DefaultRsi, DefaultEma1, DefaultEma2, DefaultSig); int nanCount = 0; for (int i = 0; i < results.Count; i++) { if (!double.IsFinite(results[i].Value)) { nanCount++; } } _output.WriteLine($"Dosc on 200-bar subset: {nanCount} non-finite values"); Assert.Equal(0, nanCount); } }