using Xunit; namespace QuanTAlib.Tests; public class IiiValidationTests { private const int DataPoints = 5000; private const int DefaultPeriod = 14; private static readonly double SkenderTolerance = ValidationHelper.SkenderTolerance; private static TBarSeries GenerateTestData(int seed = 42) { var bars = new TBarSeries(); var gbm = new GBM(seed: seed); for (int i = 0; i < DataPoints; i++) { bars.Add(gbm.Next()); } return bars; } [Fact] public void Iii_BatchMode_MatchesStreamingMode() { var bars = GenerateTestData(); var iii = new Iii(DefaultPeriod); // Streaming mode var streamingResults = new List(); foreach (var bar in bars) { streamingResults.Add(iii.Update(bar).Value); } // Batch mode var batchResults = Iii.Calculate(bars, DefaultPeriod); // Compare results Assert.Equal(bars.Count, batchResults.Count); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingResults[i], batchResults[i].Value, 8); } } [Fact] public void Iii_SpanMode_MatchesStreamingMode() { var bars = GenerateTestData(); var iii = new Iii(DefaultPeriod); // Streaming mode var streamingResults = new List(); foreach (var bar in bars) { streamingResults.Add(iii.Update(bar).Value); } // Span mode var high = bars.High.Values.ToArray(); var low = bars.Low.Values.ToArray(); var close = bars.Close.Values.ToArray(); var volume = bars.Volume.Values.ToArray(); var spanResults = new double[bars.Count]; Iii.Calculate(high, low, close, volume, spanResults, DefaultPeriod); // Compare results for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingResults[i], spanResults[i], 8); } } [Fact] public void Iii_CumulativeMode_BatchMatchesStreaming() { var bars = GenerateTestData(); var iii = new Iii(DefaultPeriod, cumulative: true); // Streaming mode var streamingResults = new List(); foreach (var bar in bars) { streamingResults.Add(iii.Update(bar).Value); } // Batch mode var batchResults = Iii.Calculate(bars, DefaultPeriod, cumulative: true); // Compare results Assert.Equal(bars.Count, batchResults.Count); for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingResults[i], batchResults[i].Value, 8); } } [Fact] public void Iii_CumulativeMode_SpanMatchesStreaming() { var bars = GenerateTestData(); var iii = new Iii(DefaultPeriod, cumulative: true); // Streaming mode var streamingResults = new List(); foreach (var bar in bars) { streamingResults.Add(iii.Update(bar).Value); } // Span mode var high = bars.High.Values.ToArray(); var low = bars.Low.Values.ToArray(); var close = bars.Close.Values.ToArray(); var volume = bars.Volume.Values.ToArray(); var spanResults = new double[bars.Count]; Iii.Calculate(high, low, close, volume, spanResults, DefaultPeriod, cumulative: true); // Compare results for (int i = 0; i < bars.Count; i++) { Assert.Equal(streamingResults[i], spanResults[i], 8); } } [Fact] public void Iii_AllThreeModesMatch_WithinTolerance() { var bars = GenerateTestData(); var iii = new Iii(DefaultPeriod); // Streaming mode var streamingResults = new List(); foreach (var bar in bars) { streamingResults.Add(iii.Update(bar).Value); } // Batch mode var batchResults = Iii.Calculate(bars, DefaultPeriod); // Span mode var high = bars.High.Values.ToArray(); var low = bars.Low.Values.ToArray(); var close = bars.Close.Values.ToArray(); var volume = bars.Volume.Values.ToArray(); var spanResults = new double[bars.Count]; Iii.Calculate(high, low, close, volume, spanResults, DefaultPeriod); // All three should match for (int i = 0; i < bars.Count; i++) { double streaming = streamingResults[i]; double batch = batchResults[i].Value; double span = spanResults[i]; Assert.Equal(streaming, batch, 8); Assert.Equal(streaming, span, 8); Assert.Equal(batch, span, 8); } } [Fact] public void Iii_Last100Values_AllModesMatch() { var bars = GenerateTestData(); var iii = new Iii(DefaultPeriod); // Streaming mode var streamingResults = new List(); foreach (var bar in bars) { streamingResults.Add(iii.Update(bar).Value); } // Batch mode var batchResults = Iii.Calculate(bars, DefaultPeriod); // Span mode var high = bars.High.Values.ToArray(); var low = bars.Low.Values.ToArray(); var close = bars.Close.Values.ToArray(); var volume = bars.Volume.Values.ToArray(); var spanResults = new double[bars.Count]; Iii.Calculate(high, low, close, volume, spanResults, DefaultPeriod); // Focus on last 100 values (well past warmup) int startIdx = bars.Count - 100; for (int i = startIdx; i < bars.Count; i++) { Assert.Equal(streamingResults[i], batchResults[i].Value, SkenderTolerance); Assert.Equal(streamingResults[i], spanResults[i], SkenderTolerance); } } [Fact] public void Iii_DifferentPeriods_ProduceDifferentResults() { var bars = GenerateTestData(); var iii10 = new Iii(10); var iii20 = new Iii(20); var iii50 = new Iii(50); var results10 = new List(); var results20 = new List(); var results50 = new List(); foreach (var bar in bars) { results10.Add(iii10.Update(bar).Value); results20.Add(iii20.Update(bar).Value); results50.Add(iii50.Update(bar).Value); } // After warmup, results should differ int testIdx = 100; Assert.NotEqual(results10[testIdx], results20[testIdx]); Assert.NotEqual(results20[testIdx], results50[testIdx]); Assert.NotEqual(results10[testIdx], results50[testIdx]); } [Fact] public void Iii_SmoothedVsCumulative_ProduceDifferentResults() { var bars = GenerateTestData(); var iiiSmoothed = new Iii(DefaultPeriod, cumulative: false); var iiiCumulative = new Iii(DefaultPeriod, cumulative: true); var smoothedResults = new List(); var cumulativeResults = new List(); foreach (var bar in bars) { smoothedResults.Add(iiiSmoothed.Update(bar).Value); cumulativeResults.Add(iiiCumulative.Update(bar).Value); } // After first bar, results should differ (cumulative grows, smoothed averages) for (int i = DefaultPeriod; i < bars.Count; i++) { Assert.NotEqual(smoothedResults[i], cumulativeResults[i]); } } [Fact] public void Iii_PositionMultiplier_ValuesBounded() { // III raw values should be bounded by volume since position multiplier is [-1, +1] var bars = GenerateTestData(); var iii = new Iii(period: 1); // Period 1 to see raw values foreach (var bar in bars) { var result = iii.Update(bar); double vol = Math.Max(bar.Volume, 1.0); // With period 1, result equals raw III // Position multiplier bounded [-1, +1], so result bounded [-vol, +vol] Assert.True(result.Value <= vol && result.Value >= -vol, $"III value {result.Value} exceeds volume bounds {vol}"); } } [Fact] public void Iii_ConsistentResults_MultipleSeedTests() { // Test with multiple seeds to ensure consistency int[] seeds = { 42, 123, 456, 789, 1000 }; foreach (int seed in seeds) { var bars = GenerateTestData(seed); var iii = new Iii(DefaultPeriod); // Streaming var streamingResults = new List(); foreach (var bar in bars) { streamingResults.Add(iii.Update(bar).Value); } // Batch var batchResults = Iii.Calculate(bars, DefaultPeriod); // Should match for any seed for (int i = bars.Count - 50; i < bars.Count; i++) { Assert.Equal(streamingResults[i], batchResults[i].Value, 8); } } } }