Self-test of cci_spec.md, 2026-11-08T12:52:39.346Z
ok   CCI by hand on bar 19 (= 9.5 / 0.075 = 126.666...)
ok   CCI by hand on bar 20 (typical price at its SMA 11.025: (10.5 - 11.025) / (0.015 x MD))
ok   no CCI before 20 bars
ok   MD = 0 gives CCI 0
ok   typical price = (H + L + C) / 3
ok   BRK-LS: long above +100 until <= +100; short below -100 until >= -100
ok   BRK-LS: a cross needs the previous value at or below +100 (starting above +100 gives no long)
ok   BRK-LS: long exit and short entry on one close
ok   BRK-L: shorts stay flat
ok   REV-LS: long when back above -100, out at >= 0
ok   REV-LS: long out when back at or below -100 (failed)
ok   REV-LS: short when back below +100, out at <= 0 or >= +100
ok   ZERO-LS: the side of zero, 0 keeps the previous side, flat before the first nonzero
ok   a change at bar 1 fills at the open of the minute after the bar (minute 4)
ok   a reversal closes and opens at the same fill
ok   going flat closes at the next minute open
ok   a change on the last bar does not open (no minute follows), nothing open closes at the end
ok   a position open at the end closes at the last close
ok   costs: $0.30 per round trip, R from the signal bar
data: 7067434 minutes, 129857 one-hour bars
ok   CCI-BRK-LS: every trade enters at the minute after its signal bar, on a change of the target - 11900 trades
ok   CCI-BRK-LS: engine = reference, trade by trade - engine 11900, reference 11900, differences 0
ok   CCI-BRK-LS: the control at offset 0 = the real trades
ok   CCI-BRK-L: every trade enters at the minute after its signal bar, on a change of the target - 6111 trades
ok   CCI-BRK-L: engine = reference, trade by trade - engine 6111, reference 6111, differences 0
ok   CCI-BRK-L: the control at offset 0 = the real trades
ok   CCI-REV-LS: every trade enters at the minute after its signal bar, on a change of the target - 11894 trades
ok   CCI-REV-LS: engine = reference, trade by trade - engine 11894, reference 11894, differences 0
ok   CCI-REV-LS: the control at offset 0 = the real trades
ok   CCI-ZERO-LS: every trade enters at the minute after its signal bar, on a change of the target - 12417 trades
ok   CCI-ZERO-LS: engine = reference, trade by trade - engine 12417, reference 12417, differences 0
ok   CCI-ZERO-LS: the control at offset 0 = the real trades

PASSED