using System; using System.Collections.Generic; using System.Linq; using Skender.Stock.Indicators; using Xunit; using Xunit.Abstractions; namespace QuanTAlib.Tests; public class AlmaValidationTests { // Note: ALMA is not available in TA-Lib or Tulip, so validation is limited to Skender.Stock.Indicators. private readonly TBarSeries _bars; private readonly TSeries _data; private readonly List _skenderQuotes; private readonly ITestOutputHelper _output; public AlmaValidationTests(ITestOutputHelper output) { _output = output; // 1. Generate 1000 records using GBM feed var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42); _bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // 2. Extract Close TSeries _data = _bars.Close; // 3. Prepare data for Skender (List) _skenderQuotes = new List(); for (int i = 0; i < _bars.Count; i++) { _skenderQuotes.Add(new Quote { Date = new DateTime(_bars.Open.Times[i], DateTimeKind.Utc), Open = (decimal)_bars.Open[i].Value, High = (decimal)_bars.High[i].Value, Low = (decimal)_bars.Low[i].Value, Close = (decimal)_bars.Close[i].Value, Volume = (decimal)_bars.Volume[i].Value }); } } [Fact] public void Validate_Skender_Batch() { int[] periods = { 9, 14, 20, 50 }; double offset = 0.85; double sigma = 6.0; foreach (var period in periods) { // Calculate QuanTAlib ALMA (batch TSeries) var alma = new global::QuanTAlib.Alma(period, offset, sigma); var qResult = alma.Update(_data); // Calculate Skender ALMA var sResult = _skenderQuotes.GetAlma(period, offset, sigma).ToList(); // Compare last 100 records VerifyData_Skender(qResult, sResult); } _output.WriteLine("ALMA Batch(TSeries) validated successfully against Skender"); } [Fact] public void Validate_Skender_Streaming() { int[] periods = { 9, 14, 20, 50 }; double offset = 0.85; double sigma = 6.0; foreach (var period in periods) { // Calculate QuanTAlib ALMA (streaming) var alma = new global::QuanTAlib.Alma(period, offset, sigma); var qResults = new List(); foreach (var item in _data) { qResults.Add(alma.Update(item).Value); } // Calculate Skender ALMA var sResult = _skenderQuotes.GetAlma(period, offset, sigma).ToList(); // Compare last 100 records VerifyData_Skender_Streaming(qResults, sResult); } _output.WriteLine("ALMA Streaming validated successfully against Skender"); } [Fact] public void Validate_Skender_Span() { int[] periods = { 9, 14, 20, 50 }; double offset = 0.85; double sigma = 6.0; // Prepare data for Span API double[] sourceData = _data.Select(x => x.Value).ToArray(); foreach (var period in periods) { // Calculate QuanTAlib ALMA (Span API) double[] qOutput = new double[sourceData.Length]; global::QuanTAlib.Alma.Calculate(sourceData.AsSpan(), qOutput.AsSpan(), period, offset, sigma); // Calculate Skender ALMA var sResult = _skenderQuotes.GetAlma(period, offset, sigma).ToList(); // Compare last 100 records VerifyData_Skender_Span(qOutput, sResult); } _output.WriteLine("ALMA Span validated successfully against Skender"); } private static void VerifyData_Skender(TSeries qSeries, List sSeries) { Assert.Equal(qSeries.Count, sSeries.Count); int count = qSeries.Count; int skip = count - 100; for (int i = skip; i < count; i++) { double qValue = qSeries[i].Value; double? sValue = sSeries[i].Alma; if (!sValue.HasValue) continue; Assert.Equal(sValue.Value, qValue, 1e-6); } } private static void VerifyData_Skender_Streaming(List qResults, List sSeries) { Assert.Equal(qResults.Count, sSeries.Count); int count = qResults.Count; int skip = count - 100; for (int i = skip; i < count; i++) { double qValue = qResults[i]; double? sValue = sSeries[i].Alma; if (!sValue.HasValue) continue; Assert.Equal(sValue.Value, qValue, 1e-6); } } private static void VerifyData_Skender_Span(double[] qOutput, List sSeries) { Assert.Equal(qOutput.Length, sSeries.Count); int count = qOutput.Length; int skip = count - 100; for (int i = skip; i < count; i++) { double qValue = qOutput[i]; double? sValue = sSeries[i].Alma; if (!sValue.HasValue) continue; Assert.Equal(sValue.Value, qValue, 1e-6); } } }