Add PWMA implementation and tests; enhance documentation

2026-08-25 22:08:05 +00:00 · 2025-12-13 20:21:21 -08:00
parent 60227a23c1
commit 4b17984cfd
38 changed files with 3506 additions and 25 deletions
@@ -0,0 +1,54 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+using Xunit;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+public class PwmaValidationTests
+{
+    private readonly ValidationTestData _testData;
+    private readonly ITestOutputHelper _output;
+
+    public PwmaValidationTests(ITestOutputHelper output)
+    {
+        _output = output;
+        _testData = new ValidationTestData();
+    }
+
+    [Fact]
+    public void Validate_Against_Ooples()
+    {
+        int[] periods = { 5, 10, 20, 50, 100 };
+
+        // Prepare data for Ooples (List<TickerData>)
+        var ooplesData = _testData.SkenderQuotes.Select(q => new TickerData
+        {
+            Date = q.Date,
+            Close = (double)q.Close,
+            High = (double)q.High,
+            Low = (double)q.Low,
+            Open = (double)q.Open,
+            Volume = (double)q.Volume
+        }).ToList();
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib PWMA
+            var pwma = new global::QuanTAlib.Pwma(period);
+            var qResult = pwma.Update(_testData.Data);
+
+            // Calculate Ooples PWMA
+            var stockData = new StockData(ooplesData);
+            var oResult = stockData.CalculateParabolicWeightedMovingAverage(length: period);
+            var oValues = oResult.OutputValues["Pwma"];
+
+            // Compare
+            ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: 1e-3);
+        }
+        _output.WriteLine("PWMA validated successfully against Ooples");
+    }
+}