using OoplesFinance.StockIndicators; using OoplesFinance.StockIndicators.Enums; using OoplesFinance.StockIndicators.Models; using Skender.Stock.Indicators; using TALib; using Xunit.Abstractions; namespace QuanTAlib.Tests; public sealed class BbandsValidationTests : IDisposable { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; private bool _disposed; public BbandsValidationTests(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 }; double multiplier = 2.0; foreach (var period in periods) { // Calculate QuanTAlib Bbands (batch TSeries) var bbands = new Bbands(period, multiplier); var qResult = bbands.Update(_testData.Data); // Calculate Skender Bollinger Bands var sResult = _testData.SkenderQuotes.GetBollingerBands(period, multiplier).ToList(); // Compare last 100 records (middle band) ValidationHelper.VerifyData(qResult, sResult, (s) => s.Sma); } _output.WriteLine("Bbands Batch(TSeries) validated successfully against Skender"); } [Fact] public void Validate_Skender_Streaming() { int[] periods = { 5, 10, 20, 50, 100 }; double multiplier = 2.0; foreach (var period in periods) { // Calculate QuanTAlib Bbands (streaming) var bbands = new Bbands(period, multiplier); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(bbands.Update(item).Value); } // Calculate Skender Bollinger Bands var sResult = _testData.SkenderQuotes.GetBollingerBands(period, multiplier).ToList(); // Compare last 100 records (middle band) ValidationHelper.VerifyData(qResults, sResult, (s) => s.Sma); } _output.WriteLine("Bbands Streaming validated successfully against Skender"); } [Fact] public void Validate_Skender_Span() { int[] periods = { 5, 10, 20, 50, 100 }; double multiplier = 2.0; // Prepare data for Span API double[] sourceData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib Bbands (Span API) double[] qMiddle = new double[sourceData.Length]; double[] qUpper = new double[sourceData.Length]; double[] qLower = new double[sourceData.Length]; Bbands.Calculate(sourceData.AsSpan(), qMiddle.AsSpan(), qUpper.AsSpan(), qLower.AsSpan(), period, multiplier); // Calculate Skender Bollinger Bands var sResult = _testData.SkenderQuotes.GetBollingerBands(period, multiplier).ToList(); // Compare last 100 records (middle band) ValidationHelper.VerifyData(qMiddle, sResult, (s) => s.Sma); } _output.WriteLine("Bbands Span validated successfully against Skender"); } [Fact] public void Validate_Talib_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; double multiplier = 2.0; // Prepare data for TA-Lib (double[]) double[] tData = _testData.RawData.ToArray(); double[] upperOutput = new double[tData.Length]; double[] middleOutput = new double[tData.Length]; double[] lowerOutput = new double[tData.Length]; foreach (var period in periods) { // Calculate QuanTAlib Bbands (batch TSeries) var bbands = new Bbands(period, multiplier); var qResult = bbands.Update(_testData.Data); // Calculate TA-Lib Bollinger Bands var retCode = Functions.Bbands( tData, 0..^0, upperOutput, middleOutput, lowerOutput, out var outRange, period, multiplier, multiplier, Core.MAType.Sma); Assert.Equal(Core.RetCode.Success, retCode); int lookback = Functions.BbandsLookback(period); // Compare last 100 records (middle band) ValidationHelper.VerifyData(qResult, middleOutput, outRange, lookback); } _output.WriteLine("Bbands Batch(TSeries) validated successfully against TA-Lib"); } [Fact] public void Validate_Talib_Streaming() { int[] periods = { 5, 10, 20, 50, 100 }; double multiplier = 2.0; // Prepare data for TA-Lib (double[]) double[] tData = _testData.RawData.ToArray(); double[] upperOutput = new double[tData.Length]; double[] middleOutput = new double[tData.Length]; double[] lowerOutput = new double[tData.Length]; foreach (var period in periods) { // Calculate QuanTAlib Bbands (streaming) var bbands = new Bbands(period, multiplier); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(bbands.Update(item).Value); } // Calculate TA-Lib Bollinger Bands var retCode = Functions.Bbands( tData, 0..^0, upperOutput, middleOutput, lowerOutput, out var outRange, period, multiplier, multiplier, Core.MAType.Sma); Assert.Equal(Core.RetCode.Success, retCode); int lookback = Functions.BbandsLookback(period); // Compare last 100 records (middle band) ValidationHelper.VerifyData(qResults, middleOutput, outRange, lookback); } _output.WriteLine("Bbands Streaming validated successfully against TA-Lib"); } [Fact] public void Validate_Talib_Span() { int[] periods = { 5, 10, 20, 50, 100 }; double multiplier = 2.0; // Prepare data double[] sourceData = _testData.RawData.ToArray(); double[] talibUpper = new double[sourceData.Length]; double[] talibMiddle = new double[sourceData.Length]; double[] talibLower = new double[sourceData.Length]; foreach (var period in periods) { // Calculate QuanTAlib Bbands (Span API) double[] qMiddle = new double[sourceData.Length]; double[] qUpper = new double[sourceData.Length]; double[] qLower = new double[sourceData.Length]; Bbands.Calculate(sourceData.AsSpan(), qMiddle.AsSpan(), qUpper.AsSpan(), qLower.AsSpan(), period, multiplier); // Calculate TA-Lib Bollinger Bands var retCode = Functions.Bbands( sourceData, 0..^0, talibUpper, talibMiddle, talibLower, out var outRange, period, multiplier, multiplier, Core.MAType.Sma); Assert.Equal(Core.RetCode.Success, retCode); int lookback = Functions.BbandsLookback(period); // Compare last 100 records (middle band) ValidationHelper.VerifyData(qMiddle, talibMiddle, outRange, lookback); } _output.WriteLine("Bbands Span validated successfully against TA-Lib"); } [Fact] public void Validate_Tulip_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; double multiplier = 2.0; // Prepare data for Tulip (double[]) double[] tData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib Bbands (batch TSeries) var bbands = new Bbands(period, multiplier); var qResult = bbands.Update(_testData.Data); // Calculate Tulip Bollinger Bands var bbandsIndicator = Tulip.Indicators.bbands; double[][] inputs = { tData }; double[] options = { period, multiplier }; int lookback = period - 1; double[][] outputs = { new double[tData.Length - lookback], new double[tData.Length - lookback], new double[tData.Length - lookback] }; bbandsIndicator.Run(inputs, options, outputs); var tMiddle = outputs[1]; // Tulip outputs: [lower, middle, upper] // Compare last 100 records ValidationHelper.VerifyData(qResult, tMiddle, lookback); } _output.WriteLine("Bbands Batch(TSeries) validated successfully against Tulip"); } [Fact] public void Validate_Tulip_Streaming() { int[] periods = { 5, 10, 20, 50, 100 }; double multiplier = 2.0; // Prepare data for Tulip (double[]) double[] tData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib Bbands (streaming) var bbands = new Bbands(period, multiplier); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(bbands.Update(item).Value); } // Calculate Tulip Bollinger Bands var bbandsIndicator = Tulip.Indicators.bbands; double[][] inputs = { tData }; double[] options = { period, multiplier }; int lookback = period - 1; double[][] outputs = { new double[tData.Length - lookback], new double[tData.Length - lookback], new double[tData.Length - lookback] }; bbandsIndicator.Run(inputs, options, outputs); var tMiddle = outputs[1]; // Tulip outputs: [lower, middle, upper] // Compare last 100 records ValidationHelper.VerifyData(qResults, tMiddle, lookback); } _output.WriteLine("Bbands Streaming validated successfully against Tulip"); } [Fact] public void Validate_Tulip_Span() { int[] periods = { 5, 10, 20, 50, 100 }; double multiplier = 2.0; // Prepare data double[] sourceData = _testData.RawData.ToArray(); foreach (var period in periods) { // Calculate QuanTAlib Bbands (Span API) double[] qMiddle = new double[sourceData.Length]; double[] qUpper = new double[sourceData.Length]; double[] qLower = new double[sourceData.Length]; Bbands.Calculate(sourceData.AsSpan(), qMiddle.AsSpan(), qUpper.AsSpan(), qLower.AsSpan(), period, multiplier); // Calculate Tulip Bollinger Bands var bbandsIndicator = Tulip.Indicators.bbands; double[][] inputs = { sourceData }; double[] options = { period, multiplier }; int lookback = period - 1; double[][] outputs = { new double[sourceData.Length - lookback], new double[sourceData.Length - lookback], new double[sourceData.Length - lookback] }; bbandsIndicator.Run(inputs, options, outputs); var tMiddle = outputs[1]; // Tulip outputs: [lower, middle, upper] // Compare last 100 records ValidationHelper.VerifyData(qMiddle, tMiddle, lookback); } _output.WriteLine("Bbands Span validated successfully against Tulip"); } [Fact] public void Validate_Ooples_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; double multiplier = 2.0; // 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 Bbands (batch TSeries) var bbands = new Bbands(period, multiplier); var qResult = bbands.Update(_testData.Data); // Calculate Ooples Bollinger Bands var stockData = new StockData(ooplesData); var ooResult = stockData.CalculateBollingerBands(MovingAvgType.SimpleMovingAverage, period, (int)multiplier); var sResult = ooResult.OutputValues["MiddleBand"]; // Compare last 100 records ValidationHelper.VerifyData(qResult, sResult, (s) => s, 100, ValidationHelper.OoplesTolerance); } _output.WriteLine("Bbands Batch(TSeries) validated successfully against Ooples"); } }