Files
QuanTAlib/lib/dynamics/plusdi/DiDm.Tests.cs
T
Miha Kralj 33d20f2a18 feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators
Complete thin Dx-composition wrapper indicators with full test coverage:

- PlusDi/MinusDi: Directional Indicator wrappers (DiPlus/DiMinus from Dx)
- PlusDm/MinusDm: Directional Movement wrappers (DmPlus/DmMinus from Dx)
- Individual validation tests per indicator directory (TALib, Skender, bounds)
- Combined unit tests (DiDm.Tests.cs) and validation tests (DiDm.Validation.Tests.cs)
- Quantower wrappers + tests for all 4 indicators
- PineScript v6 implementations with compensated RMA
- Normalized .md documentation for all indicators and categories
- 182 tests passing, 0 failures
2026-03-11 20:21:52 -07:00

918 lines
27 KiB
C#

namespace QuanTAlib;
/// <summary>
/// Combined unit tests for PlusDi, MinusDi, PlusDm, MinusDm.
/// All four are thin Dx-composition wrappers extracting a single property.
/// </summary>
public class DiDmTests
{
// ═══════════════════════════════════════════════
// A. Constructor / Parameter Tests
// ═══════════════════════════════════════════════
[Fact]
public void PlusDi_Constructor_InvalidPeriod_Throws()
{
Assert.Throws<ArgumentException>(() => new PlusDi(0));
Assert.Throws<ArgumentException>(() => new PlusDi(-1));
}
[Fact]
public void MinusDi_Constructor_InvalidPeriod_Throws()
{
Assert.Throws<ArgumentException>(() => new MinusDi(0));
Assert.Throws<ArgumentException>(() => new MinusDi(-1));
}
[Fact]
public void PlusDm_Constructor_InvalidPeriod_Throws()
{
Assert.Throws<ArgumentException>(() => new PlusDm(0));
Assert.Throws<ArgumentException>(() => new PlusDm(-1));
}
[Fact]
public void MinusDm_Constructor_InvalidPeriod_Throws()
{
Assert.Throws<ArgumentException>(() => new MinusDm(0));
Assert.Throws<ArgumentException>(() => new MinusDm(-1));
}
[Fact]
public void PlusDi_DefaultPeriod_Is14()
{
var indicator = new PlusDi();
Assert.Equal(14, indicator.Period);
}
[Fact]
public void MinusDi_DefaultPeriod_Is14()
{
var indicator = new MinusDi();
Assert.Equal(14, indicator.Period);
}
[Fact]
public void PlusDm_DefaultPeriod_Is14()
{
var indicator = new PlusDm();
Assert.Equal(14, indicator.Period);
}
[Fact]
public void MinusDm_DefaultPeriod_Is14()
{
var indicator = new MinusDm();
Assert.Equal(14, indicator.Period);
}
[Fact]
public void PlusDi_Name_ContainsPeriod()
{
var indicator = new PlusDi(20);
Assert.Contains("20", indicator.Name, StringComparison.Ordinal);
}
[Fact]
public void MinusDi_Name_ContainsPeriod()
{
var indicator = new MinusDi(20);
Assert.Contains("20", indicator.Name, StringComparison.Ordinal);
}
[Fact]
public void PlusDm_Name_ContainsPeriod()
{
var indicator = new PlusDm(20);
Assert.Contains("20", indicator.Name, StringComparison.Ordinal);
}
[Fact]
public void MinusDm_Name_ContainsPeriod()
{
var indicator = new MinusDm(20);
Assert.Contains("20", indicator.Name, StringComparison.Ordinal);
}
// ═══════════════════════════════════════════════
// B. Basic Calculation Tests
// ═══════════════════════════════════════════════
[Fact]
public void PlusDi_BasicCalculation_DoesNotCrash()
{
var indicator = new PlusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
Assert.True(double.IsFinite(indicator.Last.Value));
}
[Fact]
public void MinusDi_BasicCalculation_DoesNotCrash()
{
var indicator = new MinusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
Assert.True(double.IsFinite(indicator.Last.Value));
}
[Fact]
public void PlusDm_BasicCalculation_DoesNotCrash()
{
var indicator = new PlusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
Assert.True(double.IsFinite(indicator.Last.Value));
}
[Fact]
public void MinusDm_BasicCalculation_DoesNotCrash()
{
var indicator = new MinusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
Assert.True(double.IsFinite(indicator.Last.Value));
}
// ═══════════════════════════════════════════════
// C. IsHot / WarmupPeriod Tests
// ═══════════════════════════════════════════════
[Fact]
public void PlusDi_IsHot_BecomesTrueAfterWarmup()
{
var indicator = new PlusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
Assert.False(indicator.IsHot);
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
if (indicator.IsHot)
{
break;
}
}
Assert.True(indicator.IsHot);
}
[Fact]
public void MinusDi_IsHot_BecomesTrueAfterWarmup()
{
var indicator = new MinusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
Assert.False(indicator.IsHot);
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
if (indicator.IsHot)
{
break;
}
}
Assert.True(indicator.IsHot);
}
[Fact]
public void PlusDm_IsHot_BecomesTrueAfterWarmup()
{
var indicator = new PlusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
Assert.False(indicator.IsHot);
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
if (indicator.IsHot)
{
break;
}
}
Assert.True(indicator.IsHot);
}
[Fact]
public void MinusDm_IsHot_BecomesTrueAfterWarmup()
{
var indicator = new MinusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
Assert.False(indicator.IsHot);
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
if (indicator.IsHot)
{
break;
}
}
Assert.True(indicator.IsHot);
}
// ═══════════════════════════════════════════════
// D. Bar Correction (isNew=false) Tests
// ═══════════════════════════════════════════════
[Fact]
public void PlusDi_BarCorrection_MatchesFreshInstance()
{
var indicator = new PlusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < 99; i++)
{
indicator.Update(bars[i]);
}
indicator.Update(bars[99]);
var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
var val2 = indicator.Update(modifiedBar, isNew: false);
var fresh = new PlusDi(14);
for (int i = 0; i < 99; i++)
{
fresh.Update(bars[i]);
}
var val3 = fresh.Update(modifiedBar);
Assert.Equal(val3.Value, val2.Value, 1e-9);
}
[Fact]
public void MinusDi_BarCorrection_MatchesFreshInstance()
{
var indicator = new MinusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < 99; i++)
{
indicator.Update(bars[i]);
}
indicator.Update(bars[99]);
var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
var val2 = indicator.Update(modifiedBar, isNew: false);
var fresh = new MinusDi(14);
for (int i = 0; i < 99; i++)
{
fresh.Update(bars[i]);
}
var val3 = fresh.Update(modifiedBar);
Assert.Equal(val3.Value, val2.Value, 1e-9);
}
[Fact]
public void PlusDm_BarCorrection_MatchesFreshInstance()
{
var indicator = new PlusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < 99; i++)
{
indicator.Update(bars[i]);
}
indicator.Update(bars[99]);
var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
var val2 = indicator.Update(modifiedBar, isNew: false);
var fresh = new PlusDm(14);
for (int i = 0; i < 99; i++)
{
fresh.Update(bars[i]);
}
var val3 = fresh.Update(modifiedBar);
Assert.Equal(val3.Value, val2.Value, 1e-9);
}
[Fact]
public void MinusDm_BarCorrection_MatchesFreshInstance()
{
var indicator = new MinusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < 99; i++)
{
indicator.Update(bars[i]);
}
indicator.Update(bars[99]);
var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
var val2 = indicator.Update(modifiedBar, isNew: false);
var fresh = new MinusDm(14);
for (int i = 0; i < 99; i++)
{
fresh.Update(bars[i]);
}
var val3 = fresh.Update(modifiedBar);
Assert.Equal(val3.Value, val2.Value, 1e-9);
}
// ═══════════════════════════════════════════════
// E. Reset Tests
// ═══════════════════════════════════════════════
[Fact]
public void PlusDi_Reset_ClearsState()
{
var indicator = new PlusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
indicator.Reset();
Assert.Equal(0, indicator.Last.Value);
Assert.False(indicator.IsHot);
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
Assert.True(double.IsFinite(indicator.Last.Value));
}
[Fact]
public void MinusDi_Reset_ClearsState()
{
var indicator = new MinusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
indicator.Reset();
Assert.Equal(0, indicator.Last.Value);
Assert.False(indicator.IsHot);
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
Assert.True(double.IsFinite(indicator.Last.Value));
}
[Fact]
public void PlusDm_Reset_ClearsState()
{
var indicator = new PlusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
indicator.Reset();
Assert.Equal(0, indicator.Last.Value);
Assert.False(indicator.IsHot);
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
Assert.True(double.IsFinite(indicator.Last.Value));
}
[Fact]
public void MinusDm_Reset_ClearsState()
{
var indicator = new MinusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
indicator.Reset();
Assert.Equal(0, indicator.Last.Value);
Assert.False(indicator.IsHot);
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
Assert.True(double.IsFinite(indicator.Last.Value));
}
// ═══════════════════════════════════════════════
// F. Batch / Streaming Consistency Tests
// ═══════════════════════════════════════════════
[Fact]
public void PlusDi_Batch_MatchesStreaming()
{
var gbm = new GBM(seed: 123);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var batchResult = PlusDi.Batch(bars, 14);
var streaming = new PlusDi(14);
for (int i = 0; i < bars.Count; i++)
{
streaming.Update(bars[i]);
}
Assert.Equal(batchResult.Last.Value, streaming.Last.Value, 9);
}
[Fact]
public void MinusDi_Batch_MatchesStreaming()
{
var gbm = new GBM(seed: 123);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var batchResult = MinusDi.Batch(bars, 14);
var streaming = new MinusDi(14);
for (int i = 0; i < bars.Count; i++)
{
streaming.Update(bars[i]);
}
Assert.Equal(batchResult.Last.Value, streaming.Last.Value, 9);
}
[Fact]
public void PlusDm_Batch_MatchesStreaming()
{
var gbm = new GBM(seed: 123);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var batchResult = PlusDm.Batch(bars, 14);
var streaming = new PlusDm(14);
for (int i = 0; i < bars.Count; i++)
{
streaming.Update(bars[i]);
}
Assert.Equal(batchResult.Last.Value, streaming.Last.Value, 9);
}
[Fact]
public void MinusDm_Batch_MatchesStreaming()
{
var gbm = new GBM(seed: 123);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var batchResult = MinusDm.Batch(bars, 14);
var streaming = new MinusDm(14);
for (int i = 0; i < bars.Count; i++)
{
streaming.Update(bars[i]);
}
Assert.Equal(batchResult.Last.Value, streaming.Last.Value, 9);
}
// ═══════════════════════════════════════════════
// G. Event / Pub Tests
// ═══════════════════════════════════════════════
[Fact]
public void PlusDi_Pub_FiresOnNewBar()
{
var indicator = new PlusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
int fireCount = 0;
indicator.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
Assert.Equal(bars.Count, fireCount);
}
[Fact]
public void MinusDi_Pub_DoesNotFireOnCorrection()
{
var indicator = new MinusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
int fireCount = 0;
indicator.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
int countAfterNewBars = fireCount;
// Bar correction should not fire
var modifiedBar = new TBar(bars[^1].Time, bars[^1].Open, bars[^1].High + 1.0, bars[^1].Low - 1.0, bars[^1].Close, bars[^1].Volume);
indicator.Update(modifiedBar, isNew: false);
Assert.Equal(countAfterNewBars, fireCount);
}
[Fact]
public void PlusDm_Pub_FiresOnNewBar()
{
var indicator = new PlusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
int fireCount = 0;
indicator.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
Assert.Equal(bars.Count, fireCount);
}
[Fact]
public void MinusDm_Pub_DoesNotFireOnCorrection()
{
var indicator = new MinusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
int fireCount = 0;
indicator.Pub += (object? _, in TValueEventArgs _e) => { fireCount++; };
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
int countAfterNewBars = fireCount;
var modifiedBar = new TBar(bars[^1].Time, bars[^1].Open, bars[^1].High + 1.0, bars[^1].Low - 1.0, bars[^1].Close, bars[^1].Volume);
indicator.Update(modifiedBar, isNew: false);
Assert.Equal(countAfterNewBars, fireCount);
}
// ═══════════════════════════════════════════════
// H. Prime / Calculate / Chainability Tests
// ═══════════════════════════════════════════════
[Fact]
public void PlusDi_Prime_SetsState()
{
var indicator = new PlusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
indicator.Prime(bars);
Assert.True(indicator.IsHot);
Assert.True(double.IsFinite(indicator.Last.Value));
}
[Fact]
public void MinusDi_Prime_SetsState()
{
var indicator = new MinusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
indicator.Prime(bars);
Assert.True(indicator.IsHot);
Assert.True(double.IsFinite(indicator.Last.Value));
}
[Fact]
public void PlusDm_Calculate_ReturnsTupleWithIndicator()
{
var gbm = new GBM();
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var (results, ind) = PlusDm.Calculate(bars, 14);
Assert.Equal(bars.Count, results.Count);
Assert.True(ind.IsHot);
Assert.Equal(results[^1].Value, ind.Last.Value, 1e-9);
}
[Fact]
public void MinusDm_Calculate_ReturnsTupleWithIndicator()
{
var gbm = new GBM();
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var (results, ind) = MinusDm.Calculate(bars, 14);
Assert.Equal(bars.Count, results.Count);
Assert.True(ind.IsHot);
Assert.Equal(results[^1].Value, ind.Last.Value, 1e-9);
}
[Fact]
public void PlusDi_TBarSeriesConstructor_Works()
{
var gbm = new GBM();
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var indicator = new PlusDi(bars, 14);
Assert.True(double.IsFinite(indicator.Last.Value));
}
[Fact]
public void MinusDi_TBarSeriesConstructor_Works()
{
var gbm = new GBM();
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var indicator = new MinusDi(bars, 14);
Assert.True(double.IsFinite(indicator.Last.Value));
}
[Fact]
public void PlusDi_ScalarUpdate_ReturnsLastUnchanged()
{
var indicator = new PlusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
var before = indicator.Last;
var result = indicator.Update(new TValue(DateTime.UtcNow, 42.0));
Assert.Equal(before.Value, result.Value);
}
[Fact]
public void MinusDm_ScalarUpdate_ReturnsLastUnchanged()
{
var indicator = new MinusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
indicator.Update(bars[i]);
}
var before = indicator.Last;
var result = indicator.Update(new TValue(DateTime.UtcNow, 42.0));
Assert.Equal(before.Value, result.Value);
}
// ═══════════════════════════════════════════════
// Range / Value Constraint Tests
// ═══════════════════════════════════════════════
[Fact]
public void PlusDi_OutputRange_0to100()
{
var indicator = new PlusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
var result = indicator.Update(bars[i]);
if (indicator.IsHot)
{
Assert.InRange(result.Value, 0, 100);
}
}
}
[Fact]
public void MinusDi_OutputRange_0to100()
{
var indicator = new MinusDi(14);
var gbm = new GBM();
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
var result = indicator.Update(bars[i]);
if (indicator.IsHot)
{
Assert.InRange(result.Value, 0, 100);
}
}
}
[Fact]
public void PlusDm_NonNegative()
{
var indicator = new PlusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
var result = indicator.Update(bars[i]);
if (indicator.IsHot)
{
Assert.True(result.Value >= 0, $"+DM should be non-negative, got {result.Value}");
}
}
}
[Fact]
public void MinusDm_NonNegative()
{
var indicator = new MinusDm(14);
var gbm = new GBM();
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < bars.Count; i++)
{
var result = indicator.Update(bars[i]);
if (indicator.IsHot)
{
Assert.True(result.Value >= 0, $"-DM should be non-negative, got {result.Value}");
}
}
}
// ═══════════════════════════════════════════════
// Dx Equivalence Tests
// ═══════════════════════════════════════════════
[Fact]
public void PlusDi_MatchesDx_DiPlus()
{
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var plusDi = new PlusDi(14);
var dx = new Dx(14);
for (int i = 0; i < bars.Count; i++)
{
plusDi.Update(bars[i]);
dx.Update(bars[i]);
Assert.Equal(dx.DiPlus.Value, plusDi.Last.Value, 1e-12);
}
}
[Fact]
public void MinusDi_MatchesDx_DiMinus()
{
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var minusDi = new MinusDi(14);
var dx = new Dx(14);
for (int i = 0; i < bars.Count; i++)
{
minusDi.Update(bars[i]);
dx.Update(bars[i]);
Assert.Equal(dx.DiMinus.Value, minusDi.Last.Value, 1e-12);
}
}
[Fact]
public void PlusDm_MatchesDx_DmPlus()
{
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var plusDm = new PlusDm(14);
var dx = new Dx(14);
for (int i = 0; i < bars.Count; i++)
{
plusDm.Update(bars[i]);
dx.Update(bars[i]);
Assert.Equal(dx.DmPlus.Value, plusDm.Last.Value, 1e-12);
}
}
[Fact]
public void MinusDm_MatchesDx_DmMinus()
{
var gbm = new GBM(seed: 42);
var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var minusDm = new MinusDm(14);
var dx = new Dx(14);
for (int i = 0; i < bars.Count; i++)
{
minusDm.Update(bars[i]);
dx.Update(bars[i]);
Assert.Equal(dx.DmMinus.Value, minusDm.Last.Value, 1e-12);
}
}
// ═══════════════════════════════════════════════
// Determinism Tests
// ═══════════════════════════════════════════════
[Fact]
public void AllFour_Deterministic_SameSeedSameResult()
{
var gbm1 = new GBM(seed: 99);
var bars1 = gbm1.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var gbm2 = new GBM(seed: 99);
var bars2 = gbm2.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var pdi1 = new PlusDi(14);
var pdi2 = new PlusDi(14);
var mdi1 = new MinusDi(14);
var mdi2 = new MinusDi(14);
var pdm1 = new PlusDm(14);
var pdm2 = new PlusDm(14);
var mdm1 = new MinusDm(14);
var mdm2 = new MinusDm(14);
for (int i = 0; i < bars1.Count; i++)
{
pdi1.Update(bars1[i]);
pdi2.Update(bars2[i]);
mdi1.Update(bars1[i]);
mdi2.Update(bars2[i]);
pdm1.Update(bars1[i]);
pdm2.Update(bars2[i]);
mdm1.Update(bars1[i]);
mdm2.Update(bars2[i]);
}
Assert.Equal(pdi1.Last.Value, pdi2.Last.Value, 1e-12);
Assert.Equal(mdi1.Last.Value, mdi2.Last.Value, 1e-12);
Assert.Equal(pdm1.Last.Value, pdm2.Last.Value, 1e-12);
Assert.Equal(mdm1.Last.Value, mdm2.Last.Value, 1e-12);
}
}