using System; using System.Collections.Generic; using System.Linq; using OoplesFinance.StockIndicators; using OoplesFinance.StockIndicators.Models; using Skender.Stock.Indicators; using TALib; using Tulip; using Xunit; using Xunit.Abstractions; namespace QuanTAlib.Tests; public class T3ValidationTests { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; public T3ValidationTests(ITestOutputHelper output) { _output = output; _testData = new ValidationTestData(); } [Fact] public void Validate_Skender_Batch() { int[] periods = { 5, 10, 20 }; double vFactor = 0.7; foreach (var period in periods) { // Calculate QuanTAlib T3 var t3 = new global::QuanTAlib.T3(period, vFactor); var qResult = t3.Update(_testData.Data); // Calculate Skender T3 var sResult = _testData.SkenderQuotes.GetT3(period, vFactor).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qResult, sResult, x => x.T3); } _output.WriteLine("T3 Batch(TSeries) validated successfully against Skender"); } [Fact] public void Validate_Talib_Batch() { int[] periods = { 5, 10, 20 }; double vFactor = 0.7; // Prepare data for TA-Lib double[] output = new double[_testData.RawData.Length]; foreach (var period in periods) { // Calculate QuanTAlib T3 var t3 = new global::QuanTAlib.T3(period, vFactor); var qResult = t3.Update(_testData.Data); // Calculate TA-Lib T3 var retCode = TALib.Functions.T3(_testData.RawData.Span, 0..^0, output, out var outRange, period, vFactor); Assert.Equal(Core.RetCode.Success, retCode); int lookback = TALib.Functions.T3Lookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResult, output, outRange, lookback); } _output.WriteLine("T3 Batch(TSeries) validated successfully against TA-Lib"); } [Fact] public void Validate_Talib_Streaming() { int[] periods = { 5, 10, 20 }; double vFactor = 0.7; // Prepare data for TA-Lib double[] output = new double[_testData.RawData.Length]; foreach (var period in periods) { // Calculate QuanTAlib T3 (streaming) var t3 = new global::QuanTAlib.T3(period, vFactor); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(t3.Update(item).Value); } // Calculate TA-Lib T3 var retCode = TALib.Functions.T3(_testData.RawData.Span, 0..^0, output, out var outRange, period, vFactor); Assert.Equal(Core.RetCode.Success, retCode); int lookback = TALib.Functions.T3Lookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResults, output, outRange, lookback); } _output.WriteLine("T3 Streaming validated successfully against TA-Lib"); } [Fact] public void Validate_Talib_Span() { int[] periods = { 5, 10, 20 }; double vFactor = 0.7; // Prepare data double[] talibOutput = new double[_testData.RawData.Length]; foreach (var period in periods) { // Calculate QuanTAlib T3 (Span API) double[] qOutput = new double[_testData.RawData.Length]; global::QuanTAlib.T3.Batch(_testData.RawData.Span, qOutput.AsSpan(), period, vFactor); // Calculate TA-Lib T3 var retCode = TALib.Functions.T3(_testData.RawData.Span, 0..^0, talibOutput, out var outRange, period, vFactor); Assert.Equal(Core.RetCode.Success, retCode); int lookback = TALib.Functions.T3Lookback(period); // Compare last 100 records ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback); } _output.WriteLine("T3 Span validated successfully against TA-Lib"); } [Fact] public void Validate_Against_Ooples() { int[] periods = { 5, 10, 20 }; double vFactor = 0.7; // 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 T3 var t3 = new global::QuanTAlib.T3(period, vFactor); var qResult = t3.Update(_testData.Data); // Calculate Ooples T3 var stockData = new StockData(ooplesData); var oResult = stockData.CalculateTillsonT3MovingAverage(length: period, vFactor: vFactor); var oValues = oResult.OutputValues["T3"]; // Compare ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: ValidationHelper.OoplesTolerance); } _output.WriteLine("T3 validated successfully against Ooples"); } }