doc headers

lib/reversals/pivotwood/Pivotwood.Validation.Tests.cs

@@ -5,9 +5,6 @@
 
 using System.Runtime.InteropServices;
 
-using OoplesFinance.StockIndicators;
-using OoplesFinance.StockIndicators.Models;
-
 namespace QuanTAlib.Tests;
 
 public sealed class PivotwoodValidationTests
@@ -257,23 +254,4 @@ public sealed class PivotwoodValidationTests
         }
     }
 
-    [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 Pivotwood_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).CalculateWoodiePivotPoints();
-        var values = result.OutputValues.Values.First();
-        int finiteCount = values.Count(v => double.IsFinite(v));
-        Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
-    }
 }

lib/reversals/pivotwood/Pivotwood.md

@@ -1,5 +1,22 @@
 # PIVOTWOOD: Woodie's Pivot Points
 
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Reversal                        |
+| **Inputs**       | OHLCV bar (TBar)                          |
+| **Parameters**   | None                      |
+| **Outputs**      | Single series (PIVOTWOOD)                       |
+| **Output range** | Varies (see docs)                     |
+| **Warmup**       | `2` bars                          |
+
+### TL;DR
+
+- Woodie's Pivot Points weight the closing price twice in the pivot calculation, biasing the central pivot toward where the market actually settled r...
+- 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
 
 Woodie's Pivot Points weight the closing price twice in the pivot calculation, biasing the central pivot toward where the market actually settled rather than treating high, low, and close equally. This close-weighted approach gives more emphasis to recent price action, making the pivot levels more responsive to the prior bar's close.