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>
2026-08-22 12:38:06 +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 +1,67 @@
+using Skender.Stock.Indicators;
+using QuanTAlib.Tests;
+
+namespace QuanTAlib;
+
+public sealed class SuperValidationTests : IDisposable
+{
+    private readonly ValidationTestData _data;
+
+    public SuperValidationTests()
+    {
+        _data = new ValidationTestData();
+    }
+
+    public void Dispose()
+    {
+        _data.Dispose();
+    }
+
+    [Fact]
+    public void MatchesSkender()
+    {
+        var super = new Super(10, 3.0);
+        var results = new List<double>();
+        var upper = new List<double>();
+        var lower = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            var res = super.Update(_data.Bars[i]);
+            results.Add(res.Value);
+            upper.Add(super.UpperBand.Value);
+            lower.Add(super.LowerBand.Value);
+        }
+
+        // Skender uses GetSuperTrend
+        var skenderResults = _data.SkenderQuotes.GetSuperTrend(10, 3.0).ToList();
+
+        Assert.Equal(_data.Bars.Count, skenderResults.Count);
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            // Skender returns null for warmup
+            if (skenderResults[i].SuperTrend == null)
+            {
+                Assert.True(double.IsNaN(results[i]));
+                continue;
+            }
+
+            Assert.Equal((double)skenderResults[i].SuperTrend!, results[i], ValidationHelper.SkenderTolerance);
+
+            if (skenderResults[i].UpperBand != null)
+            {
+                Assert.Equal((double)skenderResults[i].UpperBand!, upper[i], ValidationHelper.SkenderTolerance);
+            }
+
+            if (skenderResults[i].LowerBand != null)
+            {
+                Assert.Equal((double)skenderResults[i].LowerBand!, lower[i], ValidationHelper.SkenderTolerance);
+            }
+        }
+    }
+
+    // Note: OoplesFinance implementation of SuperTrend diverges significantly from Skender and QuanTAlib.
+    // This is likely due to different initialization logic for ATR or the SuperTrend state itself.
+    // Therefore, we do not validate against Ooples for SuperTrend.
+}