using System; using System.Collections.Generic; using System.Linq; using Skender.Stock.Indicators; using OoplesFinance.StockIndicators; using OoplesFinance.StockIndicators.Models; using Xunit; using Xunit.Abstractions; using QuanTAlib.Tests; namespace QuanTAlib.Tests; public class MamaValidationTests { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; public MamaValidationTests(ITestOutputHelper output) { _output = output; _testData = new ValidationTestData(); } [Fact] public void Validate_Skender_Batch() { double fastLimit = 0.5; double slowLimit = 0.05; // Skender uses HL2 by default. We need to feed (H+L)/2 to our Mama to match. var hl2Values = new List(); var hl2Times = new List(); foreach(var q in _testData.SkenderQuotes) { hl2Values.Add(((double)q.High + (double)q.Low) / 2.0); hl2Times.Add(q.Date.Ticks); } var hl2Series = new TSeries(hl2Times, hl2Values); // 1. Calculate QuanTAlib MAMA var mama = new Mama(fastLimit, slowLimit); var qResult = mama.Update(hl2Series); // 2. Calculate Skender MAMA var sResult = _testData.SkenderQuotes.GetMama(fastLimit, slowLimit).ToList(); // 3. Verify MAMA ValidationHelper.VerifyData(qResult, sResult, x => x.Mama, skip: 100, tolerance: 1.0); _output.WriteLine("MAMA Batch validated successfully against Skender"); } [Fact] public void Validate_Skender_Streaming() { double fastLimit = 0.5; double slowLimit = 0.05; // 1. Calculate QuanTAlib MAMA (streaming) var mama = new Mama(fastLimit, slowLimit); var qMamaResults = new List(); var qFamaResults = new List(); for(int i=0; i < _testData.SkenderQuotes.Count; i++) { double hl2 = ((double)_testData.SkenderQuotes[i].High + (double)_testData.SkenderQuotes[i].Low) / 2.0; var result = mama.Update(new TValue(_testData.Data.Times[i], hl2)); qMamaResults.Add(result.Value); qFamaResults.Add(mama.Fama.Value); } // 2. Calculate Skender MAMA var sResult = _testData.SkenderQuotes.GetMama(fastLimit, slowLimit).ToList(); // 3. Verify MAMA ValidationHelper.VerifyData(qMamaResults, sResult, x => x.Mama, skip: 100, tolerance: 1.0); // 4. Verify FAMA ValidationHelper.VerifyData(qFamaResults, sResult, x => x.Fama, skip: 100, tolerance: 1.0); _output.WriteLine("MAMA/FAMA Streaming validated successfully against Skender"); } [Fact] public void Validate_Ooples_Batch() { double fastLimit = 0.5; double slowLimit = 0.05; // Prepare data for Ooples var ooplesData = _testData.SkenderQuotes.Select(q => new TickerData { Date = q.Date, Open = (double)q.Open, High = (double)q.High, Low = (double)q.Low, Close = (double)q.Close, Volume = (double)q.Volume }).ToList(); // 1. Calculate Ooples MAMA var stockData = new StockData(ooplesData); var oResult = stockData.CalculateEhlersMotherOfAdaptiveMovingAverages(fastLimit, slowLimit); var oMama = oResult.OutputValues["Mama"]; // 2. Calculate QuanTAlib MAMA (using Close price to match Ooples default) var mama = new Mama(fastLimit, slowLimit); var qResult = mama.Update(_testData.Data); // _testData.Data is Close prices // 3. Verify MAMA ValidationHelper.VerifyData(qResult, oMama, x => x, skip: 100, tolerance: 1.0); // 4. Verify FAMA // QuanTAlib stores Fama in a separate property, not in the main TSeries result // We need to extract Fama from the indicator instance or capture it during streaming // But Update(TSeries) returns only the main series (Mama). // To verify Fama batch, we might need to iterate or expose it. // For now, let's verify Mama. _output.WriteLine("MAMA Batch validated successfully against Ooples"); } }