feat: Add Blackman Window Moving Average (BLMA) implementation and documentation

2026-08-22 12:38:06 +00:00 · 2025-12-22 22:15:27 -08:00
parent 7b1e0c738d
commit 57aaec1ac8
14 changed files with 755 additions and 215 deletions
@@ -1,76 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using Xunit;
-using QuanTAlib;
-using OoplesFinance.StockIndicators;
-using OoplesFinance.StockIndicators.Models;
-using OoplesFinance.StockIndicators.Enums;
-
-namespace QuanTAlib.Tests;
-
-public class AroonOscOoplesReproTests
-{
-    [Fact(Skip = "Ooples implementation deviates significantly from standard (TA-Lib, Tulip, Skender, QuanTAlib)")]
-    public void Ooples_AroonOsc_Convergence_Check()
-    {
-        // Generate a long series of data to check for convergence
-        int barsCount = 5000;
-        var gbm = new GBM();
-        var bars = gbm.Fetch(barsCount, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
-        
-        // 1. QuanTAlib Calculation
-        var aroonOsc = new AroonOsc(14);
-        var qResults = new List<double>();
-        for (int i = 0; i < bars.Count; i++)
-        {
-            qResults.Add(aroonOsc.Update(bars[i]).Value);
-        }
-
-        // 2. Ooples Calculation
-        var ooplesData = bars.Select(b => new TickerData
-        {
-            Date = new DateTime(b.Time),
-            Open = b.Open,
-            High = b.High,
-            Low = b.Low,
-            Close = b.Close,
-            Volume = b.Volume
-        }).ToList();
-
-        var stockData = new StockData(ooplesData);
-        var ooplesResults = stockData.CalculateAroonOscillator(14).OutputValues["Aroon"].ToList();
-
-        // Check count
-        Assert.Equal(barsCount, ooplesResults.Count); // Verify if Ooples returns full length
-
-        // 3. Compare at the end
-        // We check the last 100 bars to see if they are close
-        double maxDiff = 0;
-        double sumDiff = 0;
-        int count = 0;
-
-        for (int i = barsCount - 100; i < barsCount; i++)
-        {
-            double qVal = qResults[i];
-            double oVal = ooplesResults[i];
-            double diff = Math.Abs(qVal - oVal);
-            
-            if (double.IsNaN(qVal) || double.IsNaN(oVal)) continue;
-
-            maxDiff = Math.Max(maxDiff, diff);
-            sumDiff += diff;
-            count++;
-        }
-
-        double avgDiff = count > 0 ? sumDiff / count : 0;
-
-        // If it converges, avgDiff should be very small (e.g. < 1e-6)
-        // If it doesn't, it will be larger.
-        // Based on previous findings ("deviates significantly"), we expect this to fail if we assert strict equality.
-        // But the user asks "is it converging?".
-        
-        // We'll output the values to the test result message if it fails assertion
-        Assert.True(avgDiff < 0.1, $"Aroon Oscillator did not converge after {barsCount} bars. Avg Diff: {avgDiff}, Max Diff: {maxDiff}");
-    }
-}