doc headers

This commit is contained in:
Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
@@ -5,9 +5,6 @@
using System.Runtime.InteropServices;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
namespace QuanTAlib.Tests;
public sealed class PivotfibValidationTests
@@ -249,23 +246,4 @@ public sealed class PivotfibValidationTests
}
}
[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.")]
public void Pivotfib_MatchesOoples_Structural()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var ooplesData = bars.Select(b => new TickerData
{
Date = new DateTime(b.Time, DateTimeKind.Utc),
Open = b.Open,
High = b.High,
Low = b.Low,
Close = b.Close,
Volume = b.Volume
}).ToList();
var result = new StockData(ooplesData).CalculateFibonacciPivotPoints();
var values = result.OutputValues.Values.First();
int finiteCount = values.Count(v => double.IsFinite(v));
Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
}
}
+17
View File
@@ -1,5 +1,22 @@
# PIVOTFIB: Fibonacci Pivot Points
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Reversal |
| **Inputs** | OHLCV bar (TBar) |
| **Parameters** | None |
| **Outputs** | Single series (PIVOTFIB) |
| **Output range** | Varies (see docs) |
| **Warmup** | `2` bars |
### TL;DR
- Fibonacci Pivot Points apply Fibonacci retracement ratios (38.2%, 61.8%, 100%) to the standard pivot point formula.
- No configurable parameters; computation is stateless per bar.
- Output range: Varies (see docs).
- Requires `2` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
## Overview
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.