using System; using System.Collections.Generic; using System.Linq; using Skender.Stock.Indicators; using Xunit; using Xunit.Abstractions; namespace QuanTAlib.Tests; public class KamaValidationTests { private readonly TBarSeries _bars; private readonly TSeries _data; private readonly List _skenderQuotes; private readonly ITestOutputHelper _output; public KamaValidationTests(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 = { 10, 14, 20 }; int fastPeriod = 2; int slowPeriod = 30; foreach (var period in periods) { // Calculate QuanTAlib KAMA (batch TSeries) var kama = new global::QuanTAlib.Kama(period, fastPeriod, slowPeriod); var qResult = kama.Update(_data); // Calculate Skender KAMA var sResult = _skenderQuotes.GetKama(period, fastPeriod, slowPeriod).ToList(); // Compare last 100 records VerifyData_Skender(qResult, sResult); } _output.WriteLine("KAMA Batch(TSeries) validated successfully against Skender"); } [Fact] public void Validate_Skender_Streaming() { int[] periods = { 10, 14, 20 }; int fastPeriod = 2; int slowPeriod = 30; foreach (var period in periods) { // Calculate QuanTAlib KAMA (streaming) var kama = new global::QuanTAlib.Kama(period, fastPeriod, slowPeriod); var qResults = new List(); foreach (var item in _data) { qResults.Add(kama.Update(item).Value); } // Calculate Skender KAMA var sResult = _skenderQuotes.GetKama(period, fastPeriod, slowPeriod).ToList(); // Compare last 100 records VerifyData_Skender_Streaming(qResults, sResult); } _output.WriteLine("KAMA Streaming validated successfully against Skender"); } [Fact] public void Validate_Skender_Span() { int[] periods = { 10, 14, 20 }; int fastPeriod = 2; int slowPeriod = 30; // Prepare data for Span API double[] sourceData = _data.Select(x => x.Value).ToArray(); foreach (var period in periods) { // Calculate QuanTAlib KAMA (Span API) double[] qOutput = new double[sourceData.Length]; global::QuanTAlib.Kama.Calculate(sourceData.AsSpan(), qOutput.AsSpan(), period, fastPeriod, slowPeriod); // Calculate Skender KAMA var sResult = _skenderQuotes.GetKama(period, fastPeriod, slowPeriod).ToList(); // Compare last 100 records VerifyData_Skender_Span(qOutput, sResult); } _output.WriteLine("KAMA 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 = (double?)sSeries[i].Kama; 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 = (double?)sSeries[i].Kama; 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 = (double?)sSeries[i].Kama; if (!sValue.HasValue) continue; Assert.Equal(sValue.Value, qValue, 1e-6); } } }