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>
2026-08-26 06:18:05 +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 +1,117 @@
+using Skender.Stock.Indicators;
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+using QuanTAlib.Tests;
+
+namespace QuanTAlib;
+
+public sealed class AoValidationTests : IDisposable
+{
+    private readonly ValidationTestData _data;
+
+    public AoValidationTests()
+    {
+        _data = new ValidationTestData();
+    }
+
+    public void Dispose()
+    {
+        _data.Dispose();
+    }
+
+    [Fact]
+    public void MatchesSkender()
+    {
+        var ao = new Ao(5, 34);
+        var results = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            var res = ao.Update(_data.Bars[i]);
+            results.Add(res.Value);
+        }
+
+        var skenderResults = _data.SkenderQuotes.GetAwesome(5, 34).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].Oscillator == null)
+            {
+                continue;
+            }
+
+            Assert.Equal((double)skenderResults[i].Oscillator!, results[i], ValidationHelper.SkenderTolerance);
+        }
+    }
+
+    [Fact]
+    public void MatchesTulip()
+    {
+        var ao = new Ao(5, 34);
+        var results = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            var res = ao.Update(_data.Bars[i]);
+            results.Add(res.Value);
+        }
+
+        var high = _data.Bars.High.Select(x => x.Value).ToArray();
+        var low = _data.Bars.Low.Select(x => x.Value).ToArray();
+
+        var tulipIndicator = Tulip.Indicators.ao;
+        double[][] inputs = { high, low };
+        double[] options = Array.Empty<double>();
+
+        const int lookback = 33;
+        double[][] outputs = [new double[_data.Bars.Count - lookback]];
+
+        tulipIndicator.Run(inputs, options, outputs);
+        var tulipResults = outputs[0];
+
+        for (int i = 0; i < tulipResults.Length; i++)
+        {
+            Assert.Equal(tulipResults[i], results[i + lookback], ValidationHelper.TulipTolerance);
+        }
+    }
+
+    [Fact]
+    public void MatchesOoples()
+    {
+        var ao = new Ao(5, 34);
+        var results = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            var res = ao.Update(_data.Bars[i]);
+            results.Add(res.Value);
+        }
+
+        var ooplesData = _data.SkenderQuotes.Select(q => new TickerData
+        {
+            Date = q.Date,
+            Open = (double)q.Open,
+            High = (double)q.High,
+            Low = (double)q.Low,
+            Close = (double)q.Close,
+            Volume = (double)q.Volume
+        }).ToList();
+
+        var stockData = new StockData(ooplesData);
+        var oResult = stockData.CalculateAwesomeOscillator(fastLength: 5, slowLength: 34);
+        var oValues = oResult.OutputValues["Ao"];
+
+        Assert.Equal(_data.Bars.Count, oValues.Count);
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            // Ooples might return 0 for warmup
+            if (i < 33) continue; // Skip warmup
+
+            Assert.Equal(oValues[i], results[i], ValidationHelper.OoplesTolerance);
+        }
+    }
+}