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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>
This commit is contained in:
Miha Kralj
co-authored by
Claude Opus 4.5
aider
Warp
Claude Opus 4.5
aider
Warp
parent
5bcdf8d614
commit
86fe32a682
@@ -0,0 +1,210 @@
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using TALib;
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using Xunit.Abstractions;
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namespace QuanTAlib.Tests;
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public sealed class HighestValidationTests : IDisposable
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{
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private readonly ValidationTestData _testData;
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private readonly ITestOutputHelper _output;
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private bool _disposed;
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public HighestValidationTests(ITestOutputHelper output)
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{
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_output = output;
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_testData = new ValidationTestData();
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}
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public void Dispose()
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{
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Dispose(true);
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}
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private void Dispose(bool disposing)
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{
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if (_disposed)
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{
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return;
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}
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_disposed = true;
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if (disposing)
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{
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_testData?.Dispose();
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}
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}
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[Fact]
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public void Validate_Talib_Batch()
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{
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int[] periods = { 5, 10, 14, 20, 50 };
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double[] tData = _testData.RawData.ToArray();
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double[] output = new double[tData.Length];
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foreach (var period in periods)
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{
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// Calculate QuanTAlib Highest (batch TSeries)
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var highest = new Highest(period);
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var qResult = highest.Update(_testData.Data);
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// Calculate TA-Lib MAX
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var retCode = TALib.Functions.Max<double>(tData, 0..^0, output, out var outRange, period);
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Assert.Equal(Core.RetCode.Success, retCode);
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int lookback = TALib.Functions.MaxLookback(period);
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// Compare last 100 records
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ValidationHelper.VerifyData(qResult, output, outRange, lookback);
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}
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_output.WriteLine("Highest Batch(TSeries) validated successfully against TA-Lib MAX");
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}
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[Fact]
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public void Validate_Talib_Streaming()
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{
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int[] periods = { 5, 10, 14, 20, 50 };
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double[] tData = _testData.RawData.ToArray();
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double[] output = new double[tData.Length];
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foreach (var period in periods)
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{
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// Calculate QuanTAlib Highest (streaming)
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var highest = new Highest(period);
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var qResults = new List<double>();
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foreach (var item in _testData.Data)
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{
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qResults.Add(highest.Update(item).Value);
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}
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// Calculate TA-Lib MAX
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var retCode = TALib.Functions.Max<double>(tData, 0..^0, output, out var outRange, period);
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Assert.Equal(Core.RetCode.Success, retCode);
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int lookback = TALib.Functions.MaxLookback(period);
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// Compare last 100 records
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ValidationHelper.VerifyData(qResults, output, outRange, lookback);
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}
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_output.WriteLine("Highest Streaming validated successfully against TA-Lib MAX");
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}
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[Fact]
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public void Validate_Talib_Span()
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{
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int[] periods = { 5, 10, 14, 20, 50 };
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double[] sourceData = _testData.RawData.ToArray();
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double[] talibOutput = new double[sourceData.Length];
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foreach (var period in periods)
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{
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// Calculate QuanTAlib Highest (Span API)
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double[] qOutput = new double[sourceData.Length];
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Highest.Calculate(sourceData.AsSpan(), qOutput.AsSpan(), period);
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// Calculate TA-Lib MAX
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var retCode = TALib.Functions.Max<double>(sourceData, 0..^0, talibOutput, out var outRange, period);
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Assert.Equal(Core.RetCode.Success, retCode);
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int lookback = TALib.Functions.MaxLookback(period);
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// Compare last 100 records
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ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback);
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}
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_output.WriteLine("Highest Span validated successfully against TA-Lib MAX");
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}
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[Fact]
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public void Validate_Tulip_Batch()
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{
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int[] periods = { 5, 10, 14, 20, 50 };
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double[] tData = _testData.RawData.ToArray();
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foreach (var period in periods)
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{
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// Calculate QuanTAlib Highest (batch TSeries)
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var highest = new Highest(period);
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var qResult = highest.Update(_testData.Data);
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// Calculate Tulip max
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var maxIndicator = Tulip.Indicators.max;
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double[][] inputs = { tData };
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double[] options = { period };
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int lookback = period - 1;
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double[][] outputs = { new double[tData.Length - lookback] };
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maxIndicator.Run(inputs, options, outputs);
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var tResult = outputs[0];
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// Compare last 100 records
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ValidationHelper.VerifyData(qResult, tResult, lookback);
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}
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_output.WriteLine("Highest Batch(TSeries) validated successfully against Tulip max");
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}
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[Fact]
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public void Validate_Tulip_Streaming()
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{
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int[] periods = { 5, 10, 14, 20, 50 };
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double[] tData = _testData.RawData.ToArray();
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foreach (var period in periods)
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{
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// Calculate QuanTAlib Highest (streaming)
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var highest = new Highest(period);
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var qResults = new List<double>();
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foreach (var item in _testData.Data)
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{
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qResults.Add(highest.Update(item).Value);
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}
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// Calculate Tulip max
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var maxIndicator = Tulip.Indicators.max;
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double[][] inputs = { tData };
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double[] options = { period };
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int lookback = period - 1;
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double[][] outputs = { new double[tData.Length - lookback] };
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maxIndicator.Run(inputs, options, outputs);
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var tResult = outputs[0];
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// Compare last 100 records
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ValidationHelper.VerifyData(qResults, tResult, lookback);
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}
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_output.WriteLine("Highest Streaming validated successfully against Tulip max");
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}
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[Fact]
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public void Validate_KnownValues()
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{
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// Test with simple known sequence
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double[] data = { 1, 5, 3, 8, 2, 9, 4, 7, 6, 10 };
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int period = 3;
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// Expected: first=1, second=max(1,5)=5, then sliding max of last 3
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// [1] -> 1
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// [1,5] -> 5
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// [1,5,3] -> 5
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// [5,3,8] -> 8
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// [3,8,2] -> 8
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// [8,2,9] -> 9
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// [2,9,4] -> 9
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// [9,4,7] -> 9
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// [4,7,6] -> 7
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// [7,6,10] -> 10
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double[] expected = { 1, 5, 5, 8, 8, 9, 9, 9, 7, 10 };
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var highest = new Highest(period);
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for (int i = 0; i < data.Length; i++)
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{
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var result = highest.Update(new TValue(DateTime.UtcNow, data[i]));
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Assert.Equal(expected[i], result.Value, precision: 10);
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}
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_output.WriteLine("Highest validated with known values");
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}
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}
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