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using System.Runtime.InteropServices;
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using OoplesFinance.StockIndicators;
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using OoplesFinance.StockIndicators.Models;
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namespace QuanTAlib.Tests;
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public sealed class PivotfibValidationTests
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@@ -249,23 +246,4 @@ public sealed class PivotfibValidationTests
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}
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}
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[Fact(Skip = "Ooples pivot indicators group by calendar day — 500×1-min bars yields ~3 daily pivots. Requires daily OHLCV input; not comparable with intraday GBM data.")]
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public void Pivotfib_MatchesOoples_Structural()
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{
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var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 42);
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var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var ooplesData = bars.Select(b => new TickerData
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{
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Date = new DateTime(b.Time, DateTimeKind.Utc),
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Open = b.Open,
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High = b.High,
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Low = b.Low,
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Close = b.Close,
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Volume = b.Volume
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}).ToList();
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var result = new StockData(ooplesData).CalculateFibonacciPivotPoints();
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var values = result.OutputValues.Values.First();
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int finiteCount = values.Count(v => double.IsFinite(v));
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Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
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}
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}
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# PIVOTFIB: Fibonacci Pivot Points
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| Property | Value |
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| ---------------- | -------------------------------- |
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| **Category** | Reversal |
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| **Inputs** | OHLCV bar (TBar) |
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| **Parameters** | None |
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| **Outputs** | Single series (PIVOTFIB) |
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| **Output range** | Varies (see docs) |
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| **Warmup** | `2` bars |
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### TL;DR
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- Fibonacci Pivot Points apply Fibonacci retracement ratios (38.2%, 61.8%, 100%) to the standard pivot point formula.
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- No configurable parameters; computation is stateless per bar.
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- Output range: Varies (see docs).
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- Requires `2` bars of warmup before first valid output (IsHot = true).
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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## Overview
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Fibonacci Pivot Points apply Fibonacci retracement ratios (38.2%, 61.8%, 100%) to the standard pivot point formula. The central pivot (PP) uses the classic HLC/3 calculation, while support and resistance levels are derived by adding or subtracting Fibonacci proportions of the previous bar's trading range.
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