using OoplesFinance.StockIndicators; using OoplesFinance.StockIndicators.Models; using Skender.Stock.Indicators; using TALib; using Xunit.Abstractions; namespace QuanTAlib.Tests; public sealed class UltoscValidationTests : IDisposable { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; private bool _disposed; public UltoscValidationTests(ITestOutputHelper output) { _output = output; _testData = new ValidationTestData(); } public void Dispose() { Dispose(true); } private void Dispose(bool disposing) { if (_disposed) { return; } _disposed = true; if (disposing) { _testData?.Dispose(); } } [Fact] public void Validate_Skender_Batch() { int[][] periodSets = { [7, 14, 28] }; foreach (var periods in periodSets) { int p1 = periods[0]; int p2 = periods[1]; int p3 = periods[2]; // Calculate QuanTAlib Ultosc (batch TBarSeries) var ultosc = new Ultosc(p1, p2, p3); var qResult = ultosc.Update(_testData.Bars); // Calculate Skender Ultimate Oscillator var sResult = _testData.SkenderQuotes.GetUltimate(p1, p2, p3).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qResult, sResult, (s) => s.Ultimate, tolerance: ValidationHelper.SkenderTolerance); } _output.WriteLine("Ultosc Batch(TBarSeries) validated successfully against Skender"); } [Fact] public void Validate_Skender_Streaming() { int[][] periodSets = { [7, 14, 28] }; foreach (var periods in periodSets) { int p1 = periods[0]; int p2 = periods[1]; int p3 = periods[2]; // Calculate QuanTAlib Ultosc (streaming) var ultosc = new Ultosc(p1, p2, p3); var qResults = new List(); foreach (var item in _testData.Bars) { qResults.Add(ultosc.Update(item).Value); } // Calculate Skender Ultimate Oscillator var sResult = _testData.SkenderQuotes.GetUltimate(p1, p2, p3).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qResults, sResult, (s) => s.Ultimate, tolerance: ValidationHelper.SkenderTolerance); } _output.WriteLine("Ultosc Streaming validated successfully against Skender"); } [Fact] public void Validate_Talib_Batch() { int[][] periodSets = { [7, 14, 28] }; // Prepare data for TA-Lib (double[]) double[] hData = _testData.Bars.High.Select(x => x.Value).ToArray(); double[] lData = _testData.Bars.Low.Select(x => x.Value).ToArray(); double[] cData = _testData.Bars.Close.Select(x => x.Value).ToArray(); double[] output = new double[hData.Length]; foreach (var periods in periodSets) { int p1 = periods[0]; int p2 = periods[1]; int p3 = periods[2]; // Calculate QuanTAlib Ultosc (batch TBarSeries) var ultosc = new Ultosc(p1, p2, p3); var qResult = ultosc.Update(_testData.Bars); // Calculate TA-Lib UltOsc var retCode = TALib.Functions.UltOsc(hData, lData, cData, 0..^0, output, out var outRange, p1, p2, p3); Assert.Equal(Core.RetCode.Success, retCode); int lookback = TALib.Functions.UltOscLookback(p1, p2, p3); // Compare last 100 records ValidationHelper.VerifyData(qResult, output, outRange, lookback, tolerance: ValidationHelper.TalibTolerance); } _output.WriteLine("Ultosc Batch(TBarSeries) validated successfully against TA-Lib"); } [Fact] public void Validate_Talib_Streaming() { int[][] periodSets = { [7, 14, 28] }; // Prepare data for TA-Lib (double[]) double[] hData = _testData.Bars.High.Select(x => x.Value).ToArray(); double[] lData = _testData.Bars.Low.Select(x => x.Value).ToArray(); double[] cData = _testData.Bars.Close.Select(x => x.Value).ToArray(); double[] output = new double[hData.Length]; foreach (var periods in periodSets) { int p1 = periods[0]; int p2 = periods[1]; int p3 = periods[2]; // Calculate QuanTAlib Ultosc (streaming) var ultosc = new Ultosc(p1, p2, p3); var qResults = new List(); foreach (var item in _testData.Bars) { qResults.Add(ultosc.Update(item).Value); } // Calculate TA-Lib UltOsc var retCode = TALib.Functions.UltOsc(hData, lData, cData, 0..^0, output, out var outRange, p1, p2, p3); Assert.Equal(Core.RetCode.Success, retCode); int lookback = TALib.Functions.UltOscLookback(p1, p2, p3); // Compare last 100 records ValidationHelper.VerifyData(qResults, output, outRange, lookback, tolerance: ValidationHelper.TalibTolerance); } _output.WriteLine("Ultosc Streaming validated successfully against TA-Lib"); } [Fact] public void Validate_Tulip_Batch() { int[][] periodSets = { [7, 14, 28] }; // Prepare data for Tulip (double[]) double[] hData = _testData.Bars.High.Select(x => x.Value).ToArray(); double[] lData = _testData.Bars.Low.Select(x => x.Value).ToArray(); double[] cData = _testData.Bars.Close.Select(x => x.Value).ToArray(); foreach (var periods in periodSets) { int p1 = periods[0]; int p2 = periods[1]; int p3 = periods[2]; // Calculate QuanTAlib Ultosc (batch TBarSeries) var ultosc = new Ultosc(p1, p2, p3); var qResult = ultosc.Update(_testData.Bars); // Calculate Tulip UltOsc var ultoscIndicator = Tulip.Indicators.ultosc; double[][] inputs = { hData, lData, cData }; double[] options = { p1, p2, p3 }; // Tulip UltOsc lookback int lookback = ultoscIndicator.Start(options); double[][] outputs = { new double[hData.Length - lookback] }; ultoscIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: ValidationHelper.TulipTolerance); } _output.WriteLine("Ultosc Batch(TBarSeries) validated successfully against Tulip"); } [Fact] public void Validate_Tulip_Streaming() { int[][] periodSets = { [7, 14, 28] }; // Prepare data for Tulip (double[]) double[] hData = _testData.Bars.High.Select(x => x.Value).ToArray(); double[] lData = _testData.Bars.Low.Select(x => x.Value).ToArray(); double[] cData = _testData.Bars.Close.Select(x => x.Value).ToArray(); foreach (var periods in periodSets) { int p1 = periods[0]; int p2 = periods[1]; int p3 = periods[2]; // Calculate QuanTAlib Ultosc (streaming) var ultosc = new Ultosc(p1, p2, p3); var qResults = new List(); foreach (var item in _testData.Bars) { qResults.Add(ultosc.Update(item).Value); } // Calculate Tulip UltOsc var ultoscIndicator = Tulip.Indicators.ultosc; double[][] inputs = { hData, lData, cData }; double[] options = { p1, p2, p3 }; // Tulip UltOsc lookback int lookback = ultoscIndicator.Start(options); double[][] outputs = { new double[hData.Length - lookback] }; ultoscIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qResults, tResult, lookback, tolerance: ValidationHelper.TulipTolerance); } _output.WriteLine("Ultosc Streaming validated successfully against Tulip"); } [Fact] public void Validate_Ooples_Batch() { int[][] periodSets = { [7, 14, 28] }; // 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 periods in periodSets) { int p1 = periods[0]; int p2 = periods[1]; int p3 = periods[2]; // Calculate QuanTAlib Ultosc (batch TBarSeries) var ultosc = new Ultosc(p1, p2, p3); var qResult = ultosc.Update(_testData.Bars); // Calculate Ooples Ultimate Oscillator var stockData = new StockData(ooplesData); var sResult = stockData.CalculateUltimateOscillator(p1, p2, p3).OutputValues.Values.First(); // Compare last 100 records ValidationHelper.VerifyData(qResult, sResult, (s) => s, 100, ValidationHelper.OoplesTolerance); } _output.WriteLine("Ultosc Batch(TBarSeries) validated successfully against Ooples"); } [Fact] public void Validate_Span_MatchesTBarSeries() { const int p1 = 7; int p2 = 14; int p3 = 28; // Prepare data double[] hData = _testData.Bars.High.Select(x => x.Value).ToArray(); double[] lData = _testData.Bars.Low.Select(x => x.Value).ToArray(); double[] cData = _testData.Bars.Close.Select(x => x.Value).ToArray(); double[] spanOutput = new double[hData.Length]; // Calculate using span method Ultosc.Batch(hData, lData, cData, spanOutput, p1, p2, p3); // Calculate using TBarSeries batch var ultosc = new Ultosc(p1, p2, p3); var tbarResult = ultosc.Update(_testData.Bars); // Compare results for (int i = 0; i < tbarResult.Count; i++) { Assert.Equal(tbarResult[i].Value, spanOutput[i], 1e-10); } _output.WriteLine("Ultosc Span calculation matches TBarSeries batch calculation"); } }