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feat: enhance validation tests for Aroon Oscillator and ADOSC

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This commit is contained in:
Miha Kralj
2025-12-22 15:31:38 -08:00
parent d2a622bff9
commit 6bd0096297
15 changed files with 147 additions and 33 deletions
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lib/volume/adosc/Adosc.Validation.Tests.cs
+6 -5
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@@ -74,7 +74,7 @@ public class AdoscValidationTests : IDisposable
ValidationHelper.VerifyData(spanOutput, output, outRange, lookback: slowPeriod - 1);
}
[Fact(Skip = "Tulip ADOSC implementation diverges significantly from TA-Lib and Skender")]
[Fact]
public void Validate_Against_Tulip_Adosc()
{
int fastPeriod = 3;
@@ -87,7 +87,8 @@ public class AdoscValidationTests : IDisposable
var adoscIndicator = Tulip.Indicators.adosc;
double[][] inputs = { high, low, close, volume };
double[] options = { fastPeriod, slowPeriod };
double[][] outputs = { new double[close.Length - 1] }; // Tulip starts at 1? Need to check
int start = (int)adoscIndicator.Start(options);
double[][] outputs = { new double[close.Length - start] };
adoscIndicator.Run(inputs, options, outputs);
double[] output = outputs[0];
@@ -95,7 +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: 1);
ValidationHelper.VerifyData(result, output, lookback: start);
// 2. Streaming Mode
var adoscStream = new Adosc(fastPeriod, slowPeriod);
@@ -104,12 +105,12 @@ public class AdoscValidationTests : IDisposable
{
streamResults.Add(adoscStream.Update(bar).Value);
}
ValidationHelper.VerifyData(streamResults, output, lookback: 1);
ValidationHelper.VerifyData(streamResults, output, lookback: start);
// 3. Span Mode
double[] spanOutput = new double[close.Length];
Adosc.Calculate(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
ValidationHelper.VerifyData(spanOutput, output, lookback: 1);
ValidationHelper.VerifyData(spanOutput, output, lookback: start);
}
[Fact]