test: Isolate integration, external tests

.github/workflows/test-indicators.yml

@@ -2,10 +2,10 @@ name: Indicators
 
 on:
   push:
-    branches: ["main"]
+    branches: ["main","v3"]
 
   pull_request:
-    branches: ["main"]
+    branches: ["main","v3"]
 
 jobs:
   test:

Stock.Indicators.sln

@@ -25,7 +25,8 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Observe.Streaming", "tests\
 		{8D0F1781-EDA3-4C51-B05D-D33FF1156E49} = {8D0F1781-EDA3-4C51-B05D-D33FF1156E49}
 	EndProjectSection
 EndProject
-
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Tests.Integration", "tests\Tests.Integration\Tests.Integration.csproj", "{16B980BD-8ACF-4E71-929B-120ED4BAF998}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -52,6 +53,10 @@ Global
 		{14DEC3AF-9AF2-4A66-8BEE-C342C6CC4307}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{14DEC3AF-9AF2-4A66-8BEE-C342C6CC4307}.Release|Any CPU.ActiveCfg = Release|Any CPU
 		{14DEC3AF-9AF2-4A66-8BEE-C342C6CC4307}.Release|Any CPU.Build.0 = Release|Any CPU
+		{16B980BD-8ACF-4E71-929B-120ED4BAF998}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{16B980BD-8ACF-4E71-929B-120ED4BAF998}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{16B980BD-8ACF-4E71-929B-120ED4BAF998}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{16B980BD-8ACF-4E71-929B-120ED4BAF998}.Release|Any CPU.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

tests/Tests.Integration/GlobalUsings.cs

@@ -0,0 +1 @@
+global using Microsoft.VisualStudio.TestTools.UnitTesting;

tests/Tests.Integration/Tests.Integration.csproj

@@ -0,0 +1,21 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+
+    <IsPackable>false</IsPackable>
+    <IsTestProject>true</IsTestProject>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="Alpaca.Markets" Version="7.0.1" />
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.6.0" />
+    <PackageReference Include="MSTest.TestAdapter" Version="3.0.4" />
+    <PackageReference Include="MSTest.TestFramework" Version="3.0.4" />
+    <PackageReference Include="coverlet.collector" Version="6.0.0" />
+    <PackageReference Include="Skender.Stock.Indicators" Version="3.0.0-preview1014-0025" />
+  </ItemGroup>
+
+</Project>

tests/Tests.Integration/WilliamsR.Tests.cs

@@ -0,0 +1,41 @@
+using Skender.Stock.Indicators;
+
+namespace Tests.Indicators;
+
+[TestClass]
+public class WilliamsRTests
+{
+    [TestMethod]
+    public async Task Issue1127()
+    {
+        // initialize
+        IEnumerable<Quote> quotes = await FeedData  // live quotes
+            .GetQuotes("A", 365 * 3)
+            .ConfigureAwait(false);
+
+        List<Quote> quotesList = quotes.ToList();
+        int length = quotesList.Count;
+
+        // get indicators
+        List<WilliamsResult> resultsList = quotes
+            .GetWilliamsR(14)
+            .ToList();
+
+        Console.WriteLine($"%R from {length} quotes.");
+
+        // analyze boundary
+        for (int i = 0; i < length; i++)
+        {
+            Quote q = quotesList[i];
+            WilliamsResult r = resultsList[i];
+
+            Console.WriteLine($"{q.Date:s} {r.WilliamsR}");
+
+            if (r.WilliamsR is not null)
+            {
+                Assert.IsTrue(r.WilliamsR <= 0);
+                Assert.IsTrue(r.WilliamsR >= -100);
+            }
+        }
+    }
+}

tests/Tests.Integration/_common/Helper.LiveQuotes.cs

@@ -0,0 +1,74 @@
+using Alpaca.Markets;
+using Skender.Stock.Indicators;
+
+namespace Tests.Indicators;
+
+internal class FeedData
+{
+    internal static async Task<IEnumerable<Quote>> GetQuotes(string symbol)
+        => await GetQuotes(symbol, 365 * 2)
+                .ConfigureAwait(false);
+
+    internal static async Task<IEnumerable<Quote>> GetQuotes(string symbol, int days)
+    {
+        /* This won't run if environment variables not set.
+           Use FeedData.InconclusiveIfNotSetup() in tests.
+
+           (1) get your API keys
+           https://alpaca.markets/docs/market-data/getting-started/
+
+           (2) manually install in your environment (replace value)
+
+           setx ALPACA_KEY "y0ur_Alp@ca_K3Y_v@lue"
+           setx ALPACA_SECRET "y0ur_Alp@ca_S3cret_v@lue"
+
+         ****************************************************/
+
+        // get and validate keys
+        string? alpacaApiKey = Environment.GetEnvironmentVariable("ALPACA_KEY");
+        string? alpacaSecret = Environment.GetEnvironmentVariable("ALPACA_SECRET");
+
+        if (string.IsNullOrEmpty(alpacaApiKey) || string.IsNullOrEmpty(alpacaSecret))
+        {
+            Assert.Inconclusive("Data feed unusable. Environment variables missing.");
+        }
+
+        ArgumentException.ThrowIfNullOrEmpty(nameof(alpacaApiKey));
+        ArgumentException.ThrowIfNullOrEmpty(nameof(alpacaSecret));
+
+        // connect to Alpaca REST API
+        SecretKey secretKey = new(alpacaApiKey, alpacaSecret);
+
+        IAlpacaDataClient client = Environments
+            .Paper
+            .GetAlpacaDataClient(secretKey);
+
+        // compose request
+        // (excludes last 15 minutes for free delayed quotes)
+        DateTime into = DateTime.Now.Subtract(TimeSpan.FromMinutes(16));
+        DateTime from = into.Subtract(TimeSpan.FromDays(days));
+
+        HistoricalBarsRequest request = new(symbol, from, into, BarTimeFrame.Day);
+
+        // fetch minute-bar quotes in Alpaca's format
+        IPage<IBar> barSet = await client
+            .ListHistoricalBarsAsync(request)
+            .ConfigureAwait(false);
+
+        // convert library compatible quotes
+        IEnumerable<Quote> quotes = barSet
+            .Items
+            .Select(bar => new Quote
+            {
+                Date = bar.TimeUtc,
+                Open = bar.Open,
+                High = bar.High,
+                Low = bar.Low,
+                Close = bar.Close,
+                Volume = bar.Volume
+            })
+            .OrderBy(x => x.Date);
+
+        return quotes;
+    }
+}