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
@@ -1,6 +1,4 @@
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
// HURST Validation Tests - Hurst Exponent via Rescaled Range (R/S) Analysis
// Validated against self-consistency and known mathematical properties
// No external library provides a direct R/S-based Hurst exponent equivalent
@@ -183,23 +181,4 @@ public sealed class HurstValidationTests
Assert.Equal(h1.Last.Value, h2.Last.Value, 1e-15);
}
[Fact(Skip = "CalculateEhlersHurstCoefficient produces 0 finite values on 500-bar dataset — requires an extremely long warmup (1000+ bars). Not comparable with synthetic GBM input.")]
public void Hurst_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).CalculateEhlersHurstCoefficient();
var values = result.OutputValues.Values.First();
int finiteCount = values.Count(v => double.IsFinite(v));
Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
}
}