using System; using System.Collections.Generic; using System.Linq; using Skender.Stock.Indicators; using TALib; using Tulip; using Xunit; using Xunit.Abstractions; namespace QuanTAlib.Tests; public class TrimaValidationTests { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; public TrimaValidationTests(ITestOutputHelper output) { _output = output; _testData = new ValidationTestData(); } [Fact] public void Validate_Skender_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; foreach (var period in periods) { // Calculate QuanTAlib TRIMA (batch TSeries) var trima = new global::QuanTAlib.Trima(period); var qResult = trima.Update(_testData.Data); // Calculate Skender Composite TRIMA: SMA(SMA(x, p1), p2) int p1 = period / 2 + 1; int p2 = (period + 1) / 2; var sma1Results = _testData.SkenderQuotes.GetSma(p1).ToList(); // Map SMA1 results to Quotes for the second pass // Note: We use 0 for null values during warmup, which might affect early values // but should stabilize for the verification window (last 100 records) var quotes2 = sma1Results.Select(r => new Quote { Date = r.Date, Close = (decimal)(r.Sma ?? 0) }).ToList(); var sResult = quotes2.GetSma(p2).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qResult, sResult, x => x.Sma, tolerance: ValidationHelper.SkenderTolerance); } _output.WriteLine("TRIMA Batch(TSeries) validated successfully against Skender Composite SMA"); } [Fact] public void Validate_Talib_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data for TA-Lib (double[]) double[] output = new double[_testData.RawData.Length]; foreach (var period in periods) { // Calculate QuanTAlib TRIMA (batch TSeries) var trima = new global::QuanTAlib.Trima(period); var qResult = trima.Update(_testData.Data); // Calculate TA-Lib TRIMA var retCode = TALib.Functions.Trima(_testData.RawData.Span, 0..^0, output, out var outRange, period); Assert.Equal(Core.RetCode.Success, retCode); int lookback = TALib.Functions.TrimaLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResult, output, outRange, lookback, tolerance: ValidationHelper.TalibTolerance); } _output.WriteLine("TRIMA Batch(TSeries) validated successfully against TA-Lib"); } [Fact] public void Validate_Tulip_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; foreach (var period in periods) { // Calculate QuanTAlib TRIMA (batch TSeries) var trima = new global::QuanTAlib.Trima(period); var qResult = trima.Update(_testData.Data); // Calculate Tulip TRIMA var trimaIndicator = Tulip.Indicators.trima; double[][] inputs = { _testData.RawData.ToArray() }; double[] options = { period }; // Tulip TRIMA lookback might be different, let's calculate or infer // Usually it's period-1 for simple averages, but TRIMA is double smoothed. // We'll rely on the output length to align. // Tulip.Indicators.trima.Run expects outputs to be sized correctly. // We can try to run it with a large buffer and see what happens, // or calculate the expected lookback. // For TRIMA(n), lookback is roughly n-1. int lookback = period - 1; double[][] outputs = { new double[_testData.RawData.Length - lookback] }; trimaIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: ValidationHelper.TulipTolerance); } _output.WriteLine("TRIMA Batch(TSeries) validated successfully against Tulip"); } [Fact] public void Validate_Talib_Span() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data double[] talibOutput = new double[_testData.RawData.Length]; foreach (var period in periods) { // Calculate QuanTAlib TRIMA (Span API) double[] qOutput = new double[_testData.RawData.Length]; global::QuanTAlib.Trima.Batch(_testData.RawData.Span, qOutput.AsSpan(), period); // Calculate TA-Lib TRIMA var retCode = TALib.Functions.Trima(_testData.RawData.Span, 0..^0, talibOutput, out var outRange, period); Assert.Equal(Core.RetCode.Success, retCode); int lookback = TALib.Functions.TrimaLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback, tolerance: ValidationHelper.TalibTolerance); } _output.WriteLine("TRIMA Span validated successfully against TA-Lib"); } }