SIMD Refactor: Merge simd-dev into dev (#55)

Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
2026-08-25 13:58:04 +00:00 · 2026-01-18 19:02:03 -08:00
parent 5bcdf8d614
commit 86fe32a682
1750 changed files with 198235 additions and 80539 deletions
@@ -0,0 +1,134 @@
+using Skender.Stock.Indicators;
+using TALib;
+using QuanTAlib.Tests;
+
+namespace QuanTAlib;
+
+public sealed class AroonValidationTests : IDisposable
+{
+    private readonly ValidationTestData _data;
+
+    public AroonValidationTests()
+    {
+        _data = new ValidationTestData();
+    }
+
+    public void Dispose()
+    {
+        _data.Dispose();
+    }
+
+    [Fact]
+    public void MatchesSkender()
+    {
+        var aroon = new Aroon(14);
+        var results = new List<double>();
+        var upResults = new List<double>();
+        var downResults = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            var res = aroon.Update(_data.Bars[i]);
+            results.Add(res.Value);
+            upResults.Add(aroon.Up.Value);
+            downResults.Add(aroon.Down.Value);
+        }
+
+        var skenderResults = _data.SkenderQuotes.GetAroon(14).ToList();
+
+        // Verify Oscillator
+        ValidationHelper.VerifyData(results, skenderResults, x => x.Oscillator);
+
+        // Verify Up
+        ValidationHelper.VerifyData(upResults, skenderResults, x => x.AroonUp);
+
+        // Verify Down
+        ValidationHelper.VerifyData(downResults, skenderResults, x => x.AroonDown);
+    }
+
+    [Fact]
+    public void MatchesTalib()
+    {
+        var aroon = new Aroon(14);
+        var results = new List<double>();
+        var upResults = new List<double>();
+        var downResults = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            var res = aroon.Update(_data.Bars[i]);
+            results.Add(res.Value);
+            upResults.Add(aroon.Up.Value);
+            downResults.Add(aroon.Down.Value);
+        }
+
+        double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
+        double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
+        double[] outAroonUp = new double[_data.Bars.Count];
+        double[] outAroonDown = new double[_data.Bars.Count];
+        double[] outAroonOsc = new double[_data.Bars.Count];
+
+        // TA-Lib Aroon (Up/Down)
+        var retCode = TALib.Functions.Aroon(hData, lData, 0..^0, outAroonDown, outAroonUp, out var outRange, 14);
+        Assert.Equal(Core.RetCode.Success, retCode);
+
+        // TA-Lib AroonOsc
+        var retCodeOsc = TALib.Functions.AroonOsc(hData, lData, 0..^0, outAroonOsc, out var outRangeOsc, 14);
+        Assert.Equal(Core.RetCode.Success, retCodeOsc);
+
+        int lookback = TALib.Functions.AroonLookback(14);
+
+        // Verify Up
+        ValidationHelper.VerifyData(upResults, outAroonUp, outRange, lookback);
+
+        // Verify Down
+        ValidationHelper.VerifyData(downResults, outAroonDown, outRange, lookback);
+
+        // Verify Oscillator
+        ValidationHelper.VerifyData(results, outAroonOsc, outRangeOsc, lookback);
+    }
+
+    [Fact]
+    public void MatchesTulip()
+    {
+        var aroon = new Aroon(14);
+        var results = new List<double>();
+        var upResults = new List<double>();
+        var downResults = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            var res = aroon.Update(_data.Bars[i]);
+            results.Add(res.Value);
+            upResults.Add(aroon.Up.Value);
+            downResults.Add(aroon.Down.Value);
+        }
+
+        double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
+        double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
+        double[][] inputs = { hData, lData };
+        double[] options = { 14 };
+
+        // Tulip Aroon (Down, Up) - Note: Tulip returns Down then Up
+        var aroonInd = Tulip.Indicators.aroon;
+        double[][] outputs = { new double[hData.Length - 14], new double[hData.Length - 14] };
+        aroonInd.Run(inputs, options, outputs);
+        double[] tulipDown = outputs[0];
+        double[] tulipUp = outputs[1];
+
+        // Tulip AroonOsc
+        var aroonOscInd = Tulip.Indicators.aroonosc;
+        double[][] outputsOsc = { new double[hData.Length - 14] };
+        aroonOscInd.Run(inputs, options, outputsOsc);
+        double[] tulipOsc = outputsOsc[0];
+
+        // Verify Up
+        ValidationHelper.VerifyData(upResults, tulipUp, lookback: 14);
+
+        // Verify Down
+        ValidationHelper.VerifyData(downResults, tulipDown, lookback: 14);
+
+        // Verify Oscillator
+        ValidationHelper.VerifyData(results, tulipOsc, lookback: 14);
+    }
+}