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Enhance documentation and validation for various indicators

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This commit is contained in:
Miha Kralj
2025-12-22 20:42:26 -08:00
parent 5bb8c122c0
commit 4efa0e773e
81 changed files with 4267 additions and 640 deletions
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lib/volume/adosc/Adosc.Validation.Tests.cs
+9 -9
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@@ -57,7 +57,7 @@ public class AdoscValidationTests : IDisposable
// 1. Batch Mode
var adosc = new Adosc(fastPeriod, slowPeriod);
var result = adosc.Update(_testData.Bars);
ValidationHelper.VerifyData(result, output, outRange, lookback: slowPeriod - 1);
ValidationHelper.VerifyData(result, output, outRange, lookback: slowPeriod - 1, tolerance: ValidationHelper.TalibTolerance);
// 2. Streaming Mode
var adoscStream = new Adosc(fastPeriod, slowPeriod);
@@ -66,12 +66,12 @@ public class AdoscValidationTests : IDisposable
{
streamResults.Add(adoscStream.Update(bar).Value);
}
ValidationHelper.VerifyData(streamResults, output, outRange, lookback: slowPeriod - 1);
ValidationHelper.VerifyData(streamResults, output, outRange, lookback: slowPeriod - 1, tolerance: ValidationHelper.TalibTolerance);
// 3. Span Mode
double[] spanOutput = new double[close.Length];
Adosc.Calculate(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
ValidationHelper.VerifyData(spanOutput, output, outRange, lookback: slowPeriod - 1);
ValidationHelper.VerifyData(spanOutput, output, outRange, lookback: slowPeriod - 1, tolerance: ValidationHelper.TalibTolerance);
}
[Fact]
@@ -96,7 +96,7 @@ public class AdoscValidationTests : IDisposable
// 1. Batch Mode
var adosc = new Adosc(fastPeriod, slowPeriod);
var result = adosc.Update(_testData.Bars);
ValidationHelper.VerifyData(result, output, lookback: start);
ValidationHelper.VerifyData(result, output, lookback: start, tolerance: ValidationHelper.TulipTolerance);
// 2. Streaming Mode
var adoscStream = new Adosc(fastPeriod, slowPeriod);
@@ -105,12 +105,12 @@ public class AdoscValidationTests : IDisposable
{
streamResults.Add(adoscStream.Update(bar).Value);
}
ValidationHelper.VerifyData(streamResults, output, lookback: start);
ValidationHelper.VerifyData(streamResults, output, lookback: start, tolerance: ValidationHelper.TulipTolerance);
// 3. Span Mode
double[] spanOutput = new double[close.Length];
Adosc.Calculate(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
ValidationHelper.VerifyData(spanOutput, output, lookback: start);
ValidationHelper.VerifyData(spanOutput, output, lookback: start, tolerance: ValidationHelper.TulipTolerance);
}
[Fact]
@@ -124,7 +124,7 @@ public class AdoscValidationTests : IDisposable
// 1. Batch Mode
var adosc = new Adosc(fastPeriod, slowPeriod);
var result = adosc.Update(_testData.Bars);
ValidationHelper.VerifyData<ChaikinOscResult>(result, skenderResults, (x) => x.Oscillator);
ValidationHelper.VerifyData<ChaikinOscResult>(result, skenderResults, (x) => x.Oscillator, tolerance: ValidationHelper.SkenderTolerance);
// 2. Streaming Mode
var adoscStream = new Adosc(fastPeriod, slowPeriod);
@@ -133,7 +133,7 @@ public class AdoscValidationTests : IDisposable
{
streamResults.Add(adoscStream.Update(bar).Value);
}
ValidationHelper.VerifyData<ChaikinOscResult>(streamResults, skenderResults, (x) => x.Oscillator);
ValidationHelper.VerifyData<ChaikinOscResult>(streamResults, skenderResults, (x) => x.Oscillator, tolerance: ValidationHelper.SkenderTolerance);
// 3. Span Mode
double[] high = _testData.Bars.High.Values.ToArray();
@@ -142,7 +142,7 @@ public class AdoscValidationTests : IDisposable
double[] volume = _testData.Bars.Volume.Values.ToArray();
double[] spanOutput = new double[close.Length];
Adosc.Calculate(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
ValidationHelper.VerifyData<ChaikinOscResult>(spanOutput, skenderResults, (x) => x.Oscillator);
ValidationHelper.VerifyData<ChaikinOscResult>(spanOutput, skenderResults, (x) => x.Oscillator, tolerance: ValidationHelper.SkenderTolerance);
}
[Fact]