using System; using System.Collections.Generic; using System.Linq; using Xunit; using Xunit.Abstractions; using Skender.Stock.Indicators; using TALib; namespace QuanTAlib.Tests; public sealed class WmaValidationTests : IDisposable { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; private bool _disposed; public WmaValidationTests(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[] periods = { 5, 10, 20, 50, 100 }; foreach (var period in periods) { var wma = new Wma(period); var qResult = wma.Update(_testData.Data); var sResult = _testData.SkenderQuotes.GetWma(period).ToList(); ValidationHelper.VerifyData(qResult, sResult, (s) => s.Wma); } _output.WriteLine("WMA Batch(TSeries) validated against Skender"); } [Fact] public void Validate_Skender_Streaming() { int[] periods = { 5, 10, 20, 50, 100 }; foreach (var period in periods) { var wma = new Wma(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(wma.Update(item).Value); } var sResult = _testData.SkenderQuotes.GetWma(period).ToList(); ValidationHelper.VerifyData(qResults, sResult, (s) => s.Wma); } _output.WriteLine("WMA Streaming validated against Skender"); } [Fact] public void Validate_Skender_Span() { int[] periods = { 5, 10, 20, 50, 100 }; double[] sourceData = _testData.RawData.ToArray(); foreach (var period in periods) { double[] qOutput = new double[sourceData.Length]; Wma.Batch(sourceData.AsSpan(), qOutput.AsSpan(), period); var sResult = _testData.SkenderQuotes.GetWma(period).ToList(); ValidationHelper.VerifyData(qOutput, sResult, (s) => s.Wma); } _output.WriteLine("WMA Span validated against Skender"); } [Fact] public void Validate_Talib_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; double[] tData = _testData.RawData.ToArray(); double[] output = new double[tData.Length]; foreach (var period in periods) { var wma = new Wma(period); var qResult = wma.Update(_testData.Data); var retCode = TALib.Functions.Wma( tData, 0..^0, output, out var outRange, period); Assert.Equal(TALib.Core.RetCode.Success, retCode); int lookback = TALib.Functions.WmaLookback(period); ValidationHelper.VerifyData(qResult, output, outRange, lookback); } _output.WriteLine("WMA Batch validated against TA-Lib"); } [Fact] public void Validate_Tulip_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; double[] tData = _testData.RawData.ToArray(); foreach (var period in periods) { var wma = new Wma(period); var qResult = wma.Update(_testData.Data); var wmaIndicator = Tulip.Indicators.wma; double[][] inputs = { tData }; double[] options = { period }; int lookback = period - 1; double[][] outputs = { new double[tData.Length - lookback] }; wmaIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; ValidationHelper.VerifyData(qResult, tResult, lookback); } _output.WriteLine("WMA Batch validated against Tulip"); } }