using System; using System.Collections.Generic; using System.Linq; using OoplesFinance.StockIndicators; using OoplesFinance.StockIndicators.Models; using Skender.Stock.Indicators; using TALib; using Tulip; using Xunit; using Xunit.Abstractions; namespace QuanTAlib.Tests; public sealed class RsiValidationTests : IDisposable { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; private bool _disposed; public RsiValidationTests(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 = { 9, 14, 25 }; foreach (var period in periods) { // Calculate QuanTAlib RSI (batch TSeries) var rsi = new global::QuanTAlib.Rsi(period); var qResult = rsi.Update(_testData.Data); // Calculate Skender RSI var sResult = _testData.SkenderQuotes.GetRsi(period).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qResult, sResult, (s) => s.Rsi); } _output.WriteLine("RSI Batch(TSeries) validated successfully against Skender"); } [Fact] public void Validate_Skender_Streaming() { int[] periods = { 9, 14, 25 }; foreach (var period in periods) { // Calculate QuanTAlib RSI (streaming) var rsi = new global::QuanTAlib.Rsi(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(rsi.Update(item).Value); } // Calculate Skender RSI var sResult = _testData.SkenderQuotes.GetRsi(period).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qResults, sResult, (s) => s.Rsi); } _output.WriteLine("RSI Streaming validated successfully against Skender"); } [Fact] public void Validate_Skender_Span() { int[] periods = { 9, 14, 25 }; // Prepare data for Span API double[] sourceData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib RSI (Span API) double[] qOutput = new double[sourceData.Length]; global::QuanTAlib.Rsi.Calculate(sourceData.AsSpan(), qOutput.AsSpan(), period); // Calculate Skender RSI var sResult = _testData.SkenderQuotes.GetRsi(period).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qOutput, sResult, (s) => s.Rsi); } _output.WriteLine("RSI Span validated successfully against Skender"); } [Fact] public void Validate_Talib_Batch() { int[] periods = { 9, 14, 25 }; // Prepare data for TA-Lib (double[]) double[] tData = _testData.RawData.ToArray(); double[] output = new double[tData.Length]; foreach (var period in periods) { // Calculate QuanTAlib RSI (batch TSeries) var rsi = new global::QuanTAlib.Rsi(period); var qResult = rsi.Update(_testData.Data); // Calculate TA-Lib RSI var retCode = TALib.Functions.Rsi(tData, 0..^0, output, out var outRange, period); Assert.Equal(Core.RetCode.Success, retCode); int lookback = TALib.Functions.RsiLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResult, output, outRange, lookback); } _output.WriteLine("RSI Batch(TSeries) validated successfully against TA-Lib"); } [Fact] public void Validate_Talib_Streaming() { int[] periods = { 9, 14, 25 }; // Prepare data for TA-Lib (double[]) double[] tData = _testData.RawData.ToArray(); double[] output = new double[tData.Length]; foreach (var period in periods) { // Calculate QuanTAlib RSI (streaming) var rsi = new global::QuanTAlib.Rsi(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(rsi.Update(item).Value); } // Calculate TA-Lib RSI var retCode = TALib.Functions.Rsi(tData, 0..^0, output, out var outRange, period); Assert.Equal(Core.RetCode.Success, retCode); int lookback = TALib.Functions.RsiLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResults, output, outRange, lookback); } _output.WriteLine("RSI Streaming validated successfully against TA-Lib"); } [Fact] public void Validate_Tulip_Batch() { int[] periods = { 9, 14, 25 }; // Prepare data for Tulip (double[]) double[] tData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib RSI (batch TSeries) var rsi = new global::QuanTAlib.Rsi(period); var qResult = rsi.Update(_testData.Data); // Calculate Tulip RSI var rsiIndicator = Tulip.Indicators.rsi; double[][] inputs = { tData }; double[] options = { period }; // Tulip RSI lookback int lookback = rsiIndicator.Start(options); double[][] outputs = { new double[tData.Length - lookback] }; rsiIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qResult, tResult, lookback); } _output.WriteLine("RSI Batch(TSeries) validated successfully against Tulip"); } [Fact] public void Validate_Tulip_Streaming() { int[] periods = { 9, 14, 25 }; // Prepare data for Tulip (double[]) double[] tData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib RSI (streaming) var rsi = new global::QuanTAlib.Rsi(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(rsi.Update(item).Value); } // Calculate Tulip RSI var rsiIndicator = Tulip.Indicators.rsi; double[][] inputs = { tData }; double[] options = { period }; // Tulip RSI lookback int lookback = rsiIndicator.Start(options); double[][] outputs = { new double[tData.Length - lookback] }; rsiIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qResults, tResult, lookback); } _output.WriteLine("RSI Streaming validated successfully against Tulip"); } [Fact] public void Validate_Against_Ooples() { int[] periods = { 9, 14, 25 }; // 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 period in periods) { // Calculate QuanTAlib RSI var rsi = new global::QuanTAlib.Rsi(period); var qResult = rsi.Update(_testData.Data); // Calculate Ooples RSI var stockData = new StockData(ooplesData); var oResult = stockData.CalculateRelativeStrengthIndex(length: period); var oValues = oResult.OutputValues.Values.First(); // Compare ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: ValidationHelper.OoplesTolerance); } _output.WriteLine("RSI validated successfully against Ooples"); } }