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>
2026-08-20 19:48:05 +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 +1,185 @@
+using TALib;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+public sealed class MidpointValidationTests : IDisposable
+{
+    private readonly ValidationTestData _testData;
+    private readonly ITestOutputHelper _output;
+    private bool _disposed;
+
+    public MidpointValidationTests(ITestOutputHelper output)
+    {
+        _output = output;
+        _testData = new ValidationTestData();
+    }
+
+    public void Dispose()
+    {
+        Dispose(true);
+    }
+
+    private void Dispose(bool disposing)
+    {
+        if (_disposed)
+        {
+            return;
+        }
+
+        _disposed = true;
+
+        if (disposing)
+        {
+            _testData?.Dispose();
+        }
+    }
+
+    [Fact]
+    public void Validate_Talib_Batch()
+    {
+        int[] periods = { 5, 10, 14, 20, 50 };
+
+        double[] tData = _testData.RawData.ToArray();
+        double[] output = new double[tData.Length];
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib Midpoint (batch TSeries)
+            var midpoint = new Midpoint(period);
+            var qResult = midpoint.Update(_testData.Data);
+
+            // Calculate TA-Lib MIDPOINT
+            var retCode = TALib.Functions.MidPoint<double>(tData, 0..^0, output, out var outRange, period);
+            Assert.Equal(Core.RetCode.Success, retCode);
+
+            int lookback = TALib.Functions.MidPointLookback(period);
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qResult, output, outRange, lookback);
+        }
+        _output.WriteLine("Midpoint Batch(TSeries) validated successfully against TA-Lib MIDPOINT");
+    }
+
+    [Fact]
+    public void Validate_Talib_Streaming()
+    {
+        int[] periods = { 5, 10, 14, 20, 50 };
+
+        double[] tData = _testData.RawData.ToArray();
+        double[] output = new double[tData.Length];
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib Midpoint (streaming)
+            var midpoint = new Midpoint(period);
+            var qResults = new List<double>();
+            foreach (var item in _testData.Data)
+            {
+                qResults.Add(midpoint.Update(item).Value);
+            }
+
+            // Calculate TA-Lib MIDPOINT
+            var retCode = TALib.Functions.MidPoint<double>(tData, 0..^0, output, out var outRange, period);
+            Assert.Equal(Core.RetCode.Success, retCode);
+
+            int lookback = TALib.Functions.MidPointLookback(period);
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qResults, output, outRange, lookback);
+        }
+        _output.WriteLine("Midpoint Streaming validated successfully against TA-Lib MIDPOINT");
+    }
+
+    [Fact]
+    public void Validate_Talib_Span()
+    {
+        int[] periods = { 5, 10, 14, 20, 50 };
+
+        double[] sourceData = _testData.RawData.ToArray();
+        double[] talibOutput = new double[sourceData.Length];
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib Midpoint (Span API)
+            double[] qOutput = new double[sourceData.Length];
+            Midpoint.Calculate(sourceData.AsSpan(), qOutput.AsSpan(), period);
+
+            // Calculate TA-Lib MIDPOINT
+            var retCode = TALib.Functions.MidPoint<double>(sourceData, 0..^0, talibOutput, out var outRange, period);
+            Assert.Equal(Core.RetCode.Success, retCode);
+
+            int lookback = TALib.Functions.MidPointLookback(period);
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback);
+        }
+        _output.WriteLine("Midpoint Span validated successfully against TA-Lib MIDPOINT");
+    }
+
+    [Fact]
+    public void Validate_KnownValues()
+    {
+        // Test with simple known sequence
+        double[] data = { 1, 5, 3, 8, 2, 9, 4, 7, 6, 10 };
+        int period = 3;
+
+        // For each window:
+        // [1] -> (1+1)/2 = 1
+        // [1,5] -> (5+1)/2 = 3
+        // [1,5,3] -> (5+1)/2 = 3
+        // [5,3,8] -> (8+3)/2 = 5.5
+        // [3,8,2] -> (8+2)/2 = 5
+        // [8,2,9] -> (9+2)/2 = 5.5
+        // [2,9,4] -> (9+2)/2 = 5.5
+        // [9,4,7] -> (9+4)/2 = 6.5
+        // [4,7,6] -> (7+4)/2 = 5.5
+        // [7,6,10] -> (10+6)/2 = 8
+        double[] expected = { 1, 3, 3, 5.5, 5, 5.5, 5.5, 6.5, 5.5, 8 };
+
+        var midpoint = new Midpoint(period);
+        for (int i = 0; i < data.Length; i++)
+        {
+            var result = midpoint.Update(new TValue(DateTime.UtcNow, data[i]));
+            Assert.Equal(expected[i], result.Value, precision: 10);
+        }
+        _output.WriteLine("Midpoint validated with known values");
+    }
+
+    [Fact]
+    public void Validate_ConsistencyWithHighestLowest()
+    {
+        // Verify that Midpoint = (Highest + Lowest) / 2
+        int period = 14;
+        var midpoint = new Midpoint(period);
+        var highest = new Highest(period);
+        var lowest = new Lowest(period);
+
+        foreach (var item in _testData.Data)
+        {
+            var midResult = midpoint.Update(item);
+            var highResult = highest.Update(item);
+            var lowResult = lowest.Update(item);
+
+            double expected = (highResult.Value + lowResult.Value) * 0.5;
+            Assert.Equal(expected, midResult.Value, precision: 10);
+        }
+        _output.WriteLine("Midpoint consistency validated: equals (Highest + Lowest) / 2");
+    }
+
+    [Fact]
+    public void Validate_ConstantInput()
+    {
+        // For constant input, midpoint should equal that constant
+        double constant = 42.5;
+        int period = 10;
+        var midpoint = new Midpoint(period);
+
+        for (int i = 0; i < 50; i++)
+        {
+            var result = midpoint.Update(new TValue(DateTime.UtcNow, constant));
+            Assert.Equal(constant, result.Value, precision: 10);
+        }
+        _output.WriteLine("Midpoint validated with constant input");
+    }
+}