using Xunit.Abstractions; namespace QuanTAlib.Tests; /// /// Validation tests for Aberr indicator. /// Note: Skender.Stock.Indicators, TA-Lib, Tulip, and OoplesFinance do not provide /// Aberr (Aberration Bands) implementation for cross-validation. These tests validate /// against manual calculations and internal consistency across all API modes. /// public sealed class AberrValidationTests(ITestOutputHelper output) : IDisposable { private readonly ValidationTestData _testData = new(); private bool _disposed; public void Dispose() { Dispose(true); } private void Dispose(bool disposing) { if (_disposed) { return; } _disposed = true; if (disposing) { _testData?.Dispose(); } } [Fact] public void Validate_ManualCalculation_Period3() { // Manual calculation verification (same-bar SMA deviation) // Values: [100, 110, 120] // Bar 1: SMA=100, Dev=|100-100|=0, AvgDev=0 // Bar 2: SMA=(100+110)/2=105, Dev2=|110-105|=5, AvgDev=(0+5)/2=2.5 // Bar 3: SMA=(100+110+120)/3=110, Dev3=|120-110|=10, AvgDev=(0+5+10)/3=5.0 var series = new TSeries(); var time = DateTime.UtcNow; series.Add(new TValue(time, 100)); series.Add(new TValue(time.AddMinutes(1), 110)); series.Add(new TValue(time.AddMinutes(2), 120)); var aberr = new Aberr(3, 2.0); var (middle, upper, lower) = aberr.Update(series); // SMA(3) = 110 Assert.Equal(110.0, middle.Last.Value, 1e-10); // AvgDev = (0 + 5 + 10) / 3 = 5.0 const double expectedAvgDev = 5.0; double expectedBandWidth = 2.0 * expectedAvgDev; Assert.Equal(110.0 + expectedBandWidth, upper.Last.Value, 1e-10); Assert.Equal(110.0 - expectedBandWidth, lower.Last.Value, 1e-10); output.WriteLine("Aberr manual calculation (period 3) validated successfully"); } [Fact] public void Validate_ManualCalculation_Period5() { // Manual calculation verification with period 5 // Use simple arithmetic sequence: 100, 110, 120, 130, 140 var series = new TSeries(); var time = DateTime.UtcNow; double[] values = [100, 110, 120, 130, 140]; for (int i = 0; i < values.Length; i++) { series.Add(new TValue(time.AddMinutes(i), values[i])); } var aberr = new Aberr(5, 2.0); var (middle, _, _) = aberr.Update(series); // SMA(5) = (100 + 110 + 120 + 130 + 140) / 5 = 120 Assert.Equal(120.0, middle.Last.Value, 1e-10); output.WriteLine("Aberr manual calculation (period 5) validated successfully"); } [Fact] public void Validate_Multiplier_Effect() { // Verify multiplier affects band width correctly var series = new TSeries(); var time = DateTime.UtcNow; for (int i = 0; i < 20; i++) { // Oscillating values to create deviation double value = 100 + (i % 2 == 0 ? 10 : -10); series.Add(new TValue(time.AddMinutes(i), value)); } var (middle1, upper1, _) = Aberr.Batch(series, 10, 1.0); var (middle2, upper2, _) = Aberr.Batch(series, 10, 2.0); var (middle3, upper3, _) = Aberr.Batch(series, 10, 3.0); // Middle should be the same regardless of multiplier Assert.Equal(middle1.Last.Value, middle2.Last.Value, 1e-10); Assert.Equal(middle2.Last.Value, middle3.Last.Value, 1e-10); // Band widths should scale linearly with multiplier double bw1 = upper1.Last.Value - middle1.Last.Value; double bw2 = upper2.Last.Value - middle2.Last.Value; double bw3 = upper3.Last.Value - middle3.Last.Value; Assert.Equal(bw1 * 2.0, bw2, 1e-10); Assert.Equal(bw1 * 3.0, bw3, 1e-10); output.WriteLine("Aberr multiplier effect validated successfully"); } [Fact] public void Validate_AllModes_Consistency_Batch() { int[] periods = [5, 10, 20, 50, 100]; foreach (var period in periods) { // Batch mode using instance var aberr = new Aberr(period, 2.0); var (qMiddle, qUpper, qLower) = aberr.Update(_testData.Data); // Static batch var (sMiddle, sUpper, sLower) = Aberr.Batch(_testData.Data, period, 2.0); // Verify match ValidationHelper.VerifySeriesEqual(qMiddle, sMiddle); ValidationHelper.VerifySeriesEqual(qUpper, sUpper); ValidationHelper.VerifySeriesEqual(qLower, sLower); } output.WriteLine("Aberr Batch modes consistency validated successfully"); } [Fact] public void Validate_AllModes_Consistency_Streaming() { int[] periods = [5, 10, 20, 50, 100]; foreach (var period in periods) { // Streaming mode var streamingAberr = new Aberr(period, 2.0); var streamMiddle = new TSeries(); var streamUpper = new TSeries(); var streamLower = new TSeries(); foreach (var item in _testData.Data) { streamingAberr.Update(item); streamMiddle.Add(streamingAberr.Last); streamUpper.Add(streamingAberr.Upper); streamLower.Add(streamingAberr.Lower); } // Batch mode for comparison var (batchMiddle, batchUpper, batchLower) = Aberr.Batch(_testData.Data, period, 2.0); // Verify match ValidationHelper.VerifySeriesEqual(batchMiddle, streamMiddle); ValidationHelper.VerifySeriesEqual(batchUpper, streamUpper); ValidationHelper.VerifySeriesEqual(batchLower, streamLower); } output.WriteLine("Aberr Streaming mode consistency validated successfully"); } [Fact] public void Validate_AllModes_Consistency_Span() { int[] periods = [5, 10, 20, 50, 100]; double[] source = _testData.RawData.ToArray(); foreach (var period in periods) { // Span mode int len = source.Length; double[] spanMiddle = new double[len]; double[] spanUpper = new double[len]; double[] spanLower = new double[len]; Aberr.Batch(source.AsSpan(), spanMiddle.AsSpan(), spanUpper.AsSpan(), spanLower.AsSpan(), period, 2.0); // Batch mode for comparison var (batchMiddle, batchUpper, batchLower) = Aberr.Batch(_testData.Data, period, 2.0); // Verify match for (int i = 0; i < len; i++) { Assert.Equal(batchMiddle[i].Value, spanMiddle[i], 9); Assert.Equal(batchUpper[i].Value, spanUpper[i], 9); Assert.Equal(batchLower[i].Value, spanLower[i], 9); } } output.WriteLine("Aberr Span mode consistency validated successfully"); } [Fact] public void Validate_AllModes_Consistency_Eventing() { int[] periods = [5, 10, 20, 50]; foreach (var period in periods) { // Eventing mode var pubSource = new TSeries(); var eventingInd = new Aberr(pubSource, period, 2.0); var eventMiddle = new TSeries(); var eventUpper = new TSeries(); var eventLower = new TSeries(); foreach (var item in _testData.Data) { pubSource.Add(item); eventMiddle.Add(eventingInd.Last); eventUpper.Add(eventingInd.Upper); eventLower.Add(eventingInd.Lower); } // Batch mode for comparison var (batchMiddle, batchUpper, batchLower) = Aberr.Batch(_testData.Data, period, 2.0); // Verify match ValidationHelper.VerifySeriesEqual(batchMiddle, eventMiddle); ValidationHelper.VerifySeriesEqual(batchUpper, eventUpper); ValidationHelper.VerifySeriesEqual(batchLower, eventLower); } output.WriteLine("Aberr Eventing mode consistency validated successfully"); } [Fact] public void Validate_Calculate_ReturnsHotIndicator() { int[] periods = [5, 10, 20, 50, 100]; foreach (var period in periods) { var ((_, _, _), indicator) = Aberr.Calculate(_testData.Data, period, 2.0); // Verify indicator is hot Assert.True(indicator.IsHot); Assert.Equal(period, indicator.WarmupPeriod); // Note: Indicator state after Prime may not exactly match batch output because // deviation calculations depend on SMA history. Prime only restores the last // WarmupPeriod bars, so deviations are calculated differently. // We verify the indicator is in a valid state for continued streaming. Assert.True(double.IsFinite(indicator.Last.Value)); Assert.True(double.IsFinite(indicator.Upper.Value)); Assert.True(double.IsFinite(indicator.Lower.Value)); // Verify can continue streaming var nextValue = new TValue(DateTime.UtcNow.AddDays(1), 100); indicator.Update(nextValue); Assert.True(indicator.IsHot); } output.WriteLine("Aberr Calculate method validated successfully"); } [Fact] public void Validate_LargeDataset_NoOverflow() { // Test with the full 5000 bar dataset var (middle, upper, lower) = Aberr.Batch(_testData.Data, 100, 2.0); // All outputs should be finite ValidationHelper.VerifyAllFinite(middle, startIndex: 0); ValidationHelper.VerifyAllFinite(upper, startIndex: 0); ValidationHelper.VerifyAllFinite(lower, startIndex: 0); // Upper should always be >= Middle, Middle should always be >= Lower for (int i = 100; i < middle.Count; i++) { Assert.True(upper[i].Value >= middle[i].Value, $"Upper ({upper[i].Value}) should be >= Middle ({middle[i].Value}) at index {i}"); Assert.True(middle[i].Value >= lower[i].Value, $"Middle ({middle[i].Value}) should be >= Lower ({lower[i].Value}) at index {i}"); } output.WriteLine("Aberr large dataset (5000 bars) validated successfully"); } [Fact] public void Validate_BandWidth_IsSymmetric() { // Verify that Upper - Middle == Middle - Lower // This confirms the band width is applied symmetrically var (middle, upper, lower) = Aberr.Batch(_testData.Data, 20, 2.0); // After warmup, verify symmetry for (int i = 20; i < _testData.Data.Count; i++) { double upperDiff = upper[i].Value - middle[i].Value; double lowerDiff = middle[i].Value - lower[i].Value; Assert.Equal(upperDiff, lowerDiff, 1e-9); } output.WriteLine("Aberr band width symmetry validated successfully"); } [Fact] public void Validate_Prime_ProducesCorrectState() { // Prime with history and verify state matches full calculation int period = 20; // Full batch calculation var (batchMiddle, batchUpper, batchLower) = Aberr.Batch(_testData.Data, period, 2.0); // Prime indicator with subset and continue var primedIndicator = new Aberr(period, 2.0); var subset = new TSeries(); for (int i = 0; i < 100; i++) { subset.Add(_testData.Data[i]); } primedIndicator.Prime(subset); // Continue streaming from where Prime left off for (int i = 100; i < _testData.Data.Count; i++) { primedIndicator.Update(_testData.Data[i]); } // Final values should match Assert.Equal(batchMiddle.Last.Value, primedIndicator.Last.Value, 1e-9); Assert.Equal(batchUpper.Last.Value, primedIndicator.Upper.Value, 1e-9); Assert.Equal(batchLower.Last.Value, primedIndicator.Lower.Value, 1e-9); output.WriteLine("Aberr Prime method validated successfully"); } [Fact] public void Validate_MiddleBand_MatchesSMA() { // Verify the middle band is exactly the SMA int period = 20; var aberr = new Aberr(period, 2.0); var sma = new Sma(period); var aberrResults = aberr.Update(_testData.Data); var smaResults = sma.Update(_testData.Data); // Middle band should match SMA exactly for (int i = 0; i < _testData.Data.Count; i++) { Assert.Equal(smaResults[i].Value, aberrResults.Middle[i].Value, 1e-10); } output.WriteLine("Aberr middle band matches SMA validated successfully"); } [Fact] public void Validate_DeviationCalculation() { // Verify the deviation is calculated as |source - SMA| int period = 5; // Use predictable values var series = new TSeries(); var time = DateTime.UtcNow; double[] values = [100, 120, 80, 110, 90]; for (int i = 0; i < values.Length; i++) { series.Add(new TValue(time.AddMinutes(i), values[i])); } var aberr = new Aberr(period, 1.0); // multiplier = 1 for easier verification var (middle, upper, _) = aberr.Update(series); // SMA(5) = (100 + 120 + 80 + 110 + 90) / 5 = 100 Assert.Equal(100.0, middle.Last.Value, 1e-10); // Band width = AvgDeviation (since multiplier = 1) // The deviations are calculated incrementally, so we verify the final result double bandWidth = upper.Last.Value - middle.Last.Value; Assert.True(bandWidth >= 0, "Band width should be non-negative"); Assert.True(double.IsFinite(bandWidth), "Band width should be finite"); output.WriteLine("Aberr deviation calculation validated successfully"); } [Fact] public void Validate_Consistency_AcrossPeriods() { // Verify behavior is consistent across different periods int[] periods = [3, 5, 10, 20, 50, 100, 200]; foreach (var period in periods) { var (middle, upper, lower) = Aberr.Batch(_testData.Data, period, 2.0); // All values should be finite for (int i = 0; i < middle.Count; i++) { Assert.True(double.IsFinite(middle[i].Value), $"Middle[{i}] not finite for period {period}"); Assert.True(double.IsFinite(upper[i].Value), $"Upper[{i}] not finite for period {period}"); Assert.True(double.IsFinite(lower[i].Value), $"Lower[{i}] not finite for period {period}"); } // Upper >= Middle >= Lower (bands are symmetric around middle) for (int i = period; i < middle.Count; i++) { Assert.True(upper[i].Value >= middle[i].Value); Assert.True(middle[i].Value >= lower[i].Value); } } output.WriteLine($"Aberr consistency across {periods.Length} periods validated successfully"); } }