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python wrapper

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Miha Kralj
2026-02-28 14:14:35 -08:00
parent 82e0248eb0
commit 83e9511261
521 changed files with 62395 additions and 15669 deletions
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lib/volume/pvo/Pvo.Validation.Tests.cs
+53 -3
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@@ -1,5 +1,6 @@
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
using Skender.Stock.Indicators;
namespace QuanTAlib.Tests;
@@ -16,10 +17,59 @@ public class PvoValidationTests
}
[Fact]
public void Pvo_Matches_Skender()
public void Validate_Skender_Pvo_Streaming()
{
// Skender does not have PVO implementation (has PPO which is similar but for price)
Assert.True(true, "Skender does not have a Percentage Volume Oscillator implementation");
// QuanTAlib PVO (streaming)
var pvo = new Pvo(DefaultFastPeriod, DefaultSlowPeriod, DefaultSignalPeriod);
var qResults = new List<double>();
foreach (var bar in _data.Bars)
{
qResults.Add(pvo.Update(bar).Value);
}
// Skender PVO
var sResult = _data.SkenderQuotes.GetPvo(DefaultFastPeriod, DefaultSlowPeriod, DefaultSignalPeriod).ToList();
// Cross-validate PVO line
ValidationHelper.VerifyData(qResults, sResult, s => s.Pvo, tolerance: ValidationHelper.SkenderTolerance);
}
[Fact]
public void Validate_Skender_Pvo_Signal()
{
// QuanTAlib PVO signal (streaming)
var pvo = new Pvo(DefaultFastPeriod, DefaultSlowPeriod, DefaultSignalPeriod);
var qSignal = new List<double>();
foreach (var bar in _data.Bars)
{
pvo.Update(bar);
qSignal.Add(pvo.Signal.Value);
}
// Skender PVO
var sResult = _data.SkenderQuotes.GetPvo(DefaultFastPeriod, DefaultSlowPeriod, DefaultSignalPeriod).ToList();
// Cross-validate signal line
ValidationHelper.VerifyData(qSignal, sResult, s => s.Signal, tolerance: ValidationHelper.SkenderTolerance);
}
[Fact]
public void Validate_Skender_Pvo_Histogram()
{
// QuanTAlib PVO histogram (streaming)
var pvo = new Pvo(DefaultFastPeriod, DefaultSlowPeriod, DefaultSignalPeriod);
var qHistogram = new List<double>();
foreach (var bar in _data.Bars)
{
pvo.Update(bar);
qHistogram.Add(pvo.Histogram.Value);
}
// Skender PVO
var sResult = _data.SkenderQuotes.GetPvo(DefaultFastPeriod, DefaultSlowPeriod, DefaultSignalPeriod).ToList();
// Cross-validate histogram
ValidationHelper.VerifyData(qHistogram, sResult, s => s.Histogram, tolerance: ValidationHelper.SkenderTolerance);
}
[Fact]