using OoplesFinance.StockIndicators; using OoplesFinance.StockIndicators.Models; using Skender.Stock.Indicators; using TALib; using Xunit.Abstractions; namespace QuanTAlib.Tests; public sealed class EmaValidationTests : IDisposable { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; private bool _disposed; public EmaValidationTests(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_Skender_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; foreach (var period in periods) { // Calculate QuanTAlib EMA (batch TSeries) var ema = new global::QuanTAlib.Ema(period); var qResult = ema.Update(_testData.Data); // Calculate Skender EMA var sResult = _testData.SkenderQuotes.GetEma(period).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qResult, sResult, (s) => s.Ema); } _output.WriteLine("EMA Batch(TSeries) validated successfully against Skender"); } [Fact] public void Validate_Skender_Streaming() { int[] periods = { 5, 10, 20, 50, 100 }; foreach (var period in periods) { // Calculate QuanTAlib EMA (streaming) var ema = new global::QuanTAlib.Ema(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(ema.Update(item).Value); } // Calculate Skender EMA var sResult = _testData.SkenderQuotes.GetEma(period).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qResults, sResult, (s) => s.Ema); } _output.WriteLine("EMA Streaming validated successfully against Skender"); } [Fact] public void Validate_Skender_Span() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data for Span API double[] sourceData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib EMA (Span API) double[] qOutput = new double[sourceData.Length]; global::QuanTAlib.Ema.Batch(sourceData.AsSpan(), qOutput.AsSpan(), period); // Calculate Skender EMA var sResult = _testData.SkenderQuotes.GetEma(period).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qOutput, sResult, (s) => s.Ema); } _output.WriteLine("EMA Span validated successfully against Skender"); } [Fact] public void Validate_Talib_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data for TA-Lib (double[]) double[] tData = _testData.RawData.ToArray(); double[] output = new double[tData.Length]; foreach (var period in periods) { // Calculate QuanTAlib EMA (batch TSeries) var ema = new global::QuanTAlib.Ema(period); var qResult = ema.Update(_testData.Data); // Calculate TA-Lib EMA var retCode = TALib.Functions.Ema(tData, 0..^0, output, out var outRange, period); Assert.Equal(TALib.Core.RetCode.Success, retCode); int lookback = TALib.Functions.EmaLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResult, output, outRange, lookback); } _output.WriteLine("EMA Batch(TSeries) validated successfully against TA-Lib"); } [Fact] public void Validate_Talib_Streaming() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data for TA-Lib (double[]) double[] tData = _testData.RawData.ToArray(); double[] output = new double[tData.Length]; foreach (var period in periods) { // Calculate QuanTAlib EMA (streaming) var ema = new global::QuanTAlib.Ema(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(ema.Update(item).Value); } // Calculate TA-Lib EMA var retCode = TALib.Functions.Ema(tData, 0..^0, output, out var outRange, period); Assert.Equal(TALib.Core.RetCode.Success, retCode); int lookback = TALib.Functions.EmaLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResults, output, outRange, lookback); } _output.WriteLine("EMA Streaming validated successfully against TA-Lib"); } [Fact] public void Validate_Talib_Span() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data double[] sourceData = _testData.RawData.ToArray(); double[] talibOutput = new double[sourceData.Length]; foreach (var period in periods) { // Calculate QuanTAlib EMA (Span API) double[] qOutput = new double[sourceData.Length]; global::QuanTAlib.Ema.Batch(sourceData.AsSpan(), qOutput.AsSpan(), period); // Calculate TA-Lib EMA var retCode = TALib.Functions.Ema(sourceData, 0..^0, talibOutput, out var outRange, period); Assert.Equal(TALib.Core.RetCode.Success, retCode); int lookback = TALib.Functions.EmaLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback); } _output.WriteLine("EMA Span validated successfully against TA-Lib"); } [Fact] public void Validate_Tulip_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data for Tulip (double[]) double[] tData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib EMA (batch TSeries) var ema = new global::QuanTAlib.Ema(period); var qResult = ema.Update(_testData.Data); // Calculate Tulip EMA var emaIndicator = Tulip.Indicators.ema; double[][] inputs = { tData }; double[] options = { period }; double[][] outputs = { new double[tData.Length] }; emaIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qResult, tResult, 0); } _output.WriteLine("EMA Batch(TSeries) validated successfully against Tulip"); } [Fact] public void Validate_Tulip_Streaming() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data for Tulip (double[]) double[] tData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib EMA (streaming) var ema = new global::QuanTAlib.Ema(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(ema.Update(item).Value); } // Calculate Tulip EMA var emaIndicator = Tulip.Indicators.ema; double[][] inputs = { tData }; double[] options = { period }; double[][] outputs = { new double[tData.Length] }; emaIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qResults, tResult, 0); } _output.WriteLine("EMA Streaming validated successfully against Tulip"); } [Fact] public void Validate_Tulip_Span() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data double[] sourceData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib EMA (Span API) double[] qOutput = new double[sourceData.Length]; global::QuanTAlib.Ema.Batch(sourceData.AsSpan(), qOutput.AsSpan(), period); // Calculate Tulip EMA var emaIndicator = Tulip.Indicators.ema; double[][] inputs = { sourceData }; double[] options = { period }; double[][] outputs = { new double[sourceData.Length] }; emaIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qOutput, tResult, 0); } _output.WriteLine("EMA Span validated successfully against Tulip"); } [Fact] public void Validate_Against_Ooples() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data for Ooples (List) var ooplesData = _testData.SkenderQuotes.Select(q => new TickerData { Date = q.Date, Close = (double)q.Close, High = (double)q.High, Low = (double)q.Low, Open = (double)q.Open, Volume = (double)q.Volume }).ToList(); foreach (var period in periods) { // Calculate QuanTAlib EMA var ema = new global::QuanTAlib.Ema(period); var qResult = ema.Update(_testData.Data); // Calculate Ooples EMA var stockData = new StockData(ooplesData); var oResult = stockData.CalculateExponentialMovingAverage(period); var oValues = oResult.OutputValues.Values.First(); // Compare ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: ValidationHelper.OoplesTolerance); } _output.WriteLine("EMA validated successfully against Ooples"); } }