QuanTAlib/lib/cycles/ht_dcperiod/HtDcperiod.Validation.Tests.cs

using System;
using System.Collections.Generic;
using QuanTAlib;
using TALib;
using Xunit;

namespace QuanTAlib.Tests;

public sealed class HtDcperiodValidationTests : IDisposable
{
    private readonly ValidationTestData _data;
    private bool _disposed;

    public HtDcperiodValidationTests()
    {
        _data = new ValidationTestData(10000);
    }

    public void Dispose()
    {
        Dispose(true);
    }

    private void Dispose(bool disposing)
    {
        if (_disposed)
        {
            return;
        }

        _disposed = true;
        if (disposing)
        {
            _data?.Dispose();
        }
    }

    [Fact]
    public void Validate_TaLib_Static()
    {
        var input = _data.RawData.Span;
        var outPeriod = new double[input.Length];
        var rc = TALib.Functions.HtDcPeriod(input, 0..^0, outPeriod, out var outRange);

        Assert.Equal(TALib.Core.RetCode.Success, rc);

        var q = new HtDcperiod();
        var qSeries = q.Update(_data.Data);

        int outLength = outRange.End.Value - outRange.Start.Value;
        for (int i = qSeries.Count - 200; i < qSeries.Count; i++)
        {
            int talibIdx = i - outRange.Start.Value;
            if (talibIdx >= 0 && talibIdx < outLength)
            {
                Assert.Equal(outPeriod[talibIdx], qSeries.Values[i], ValidationHelper.TalibTolerance);
            }
        }
    }

    [Fact]
    public void Validate_TaLib_Streaming()
    {
        var input = _data.RawData.Span;
        var outPeriod = new double[input.Length];
        var rc = TALib.Functions.HtDcPeriod(input, 0..^0, outPeriod, out var outRange);

        Assert.Equal(TALib.Core.RetCode.Success, rc);

        var streaming = new List<double>(_data.Data.Count);
        var q = new HtDcperiod();
        foreach (var tv in _data.Data)
        {
            streaming.Add(q.Update(tv).Value);
        }

        int outLength = outRange.End.Value - outRange.Start.Value;
        for (int i = streaming.Count - 200; i < streaming.Count; i++)
        {
            int talibIdx = i - outRange.Start.Value;
            if (talibIdx >= 0 && talibIdx < outLength)
            {
                Assert.Equal(outPeriod[talibIdx], streaming[i], ValidationHelper.TalibTolerance);
            }
        }
    }

    [Fact]
    public void Lookback_MatchesTaLib()
    {
        int talibLookback = TALib.Functions.HtDcPeriodLookback();
        var q = new HtDcperiod();
        Assert.Equal(talibLookback, q.WarmupPeriod);
    }

    [Fact]
    public void HtDcperiod_Correction_Recomputes()
    {
        var ind = new HtDcperiod();
        var t0 = new DateTime(946_684_800_000_000_0L, DateTimeKind.Utc);

        // Build state well past warmup
        for (int i = 0; i < 100; i++)
        {
            ind.Update(new TValue(t0.AddMinutes(i),
                100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / 20.0)), isNew: true);
        }

        // Anchor bar
        var anchorTime = t0.AddMinutes(100);
        const double anchorPrice = 105.5;
        ind.Update(new TValue(anchorTime, anchorPrice), isNew: true);
        double anchorResult = ind.Last.Value;

        // Correction with a dramatically different price — recompute must yield different result
        ind.Update(new TValue(anchorTime, anchorPrice * 10.0), isNew: false);
        Assert.NotEqual(anchorResult, ind.Last.Value);

        // Correction back to original price — must exactly restore original result
        ind.Update(new TValue(anchorTime, anchorPrice), isNew: false);
        Assert.Equal(anchorResult, ind.Last.Value, 1e-9);
    }
}