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 22:08:05 +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 +1,137 @@
+using Skender.Stock.Indicators;
+using TALib;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+public class TrimaValidationTests
+{
+    private readonly ValidationTestData _testData;
+    private readonly ITestOutputHelper _output;
+
+    public TrimaValidationTests(ITestOutputHelper output)
+    {
+        _output = output;
+        _testData = new ValidationTestData();
+    }
+
+    [Fact]
+    public void Validate_Skender_Batch()
+    {
+        int[] periods = { 5, 10, 20, 50, 100 };
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib TRIMA (batch TSeries)
+            var trima = new global::QuanTAlib.Trima(period);
+            var qResult = trima.Update(_testData.Data);
+
+            // Calculate Skender Composite TRIMA: SMA(SMA(x, p1), p2)
+            int p1 = period / 2 + 1;
+            int p2 = (period + 1) / 2;
+
+            var sma1Results = _testData.SkenderQuotes.GetSma(p1).ToList();
+
+            // Map SMA1 results to Quotes for the second pass
+            // Note: We use 0 for null values during warmup, which might affect early values
+            // but should stabilize for the verification window (last 100 records)
+            var quotes2 = sma1Results.Select(r => new Quote
+            {
+                Date = r.Date,
+                Close = (decimal)(r.Sma ?? 0)
+            }).ToList();
+
+            var sResult = quotes2.GetSma(p2).ToList();
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qResult, sResult, x => x.Sma, tolerance: ValidationHelper.SkenderTolerance);
+        }
+        _output.WriteLine("TRIMA Batch(TSeries) validated successfully against Skender Composite SMA");
+    }
+
+    [Fact]
+    public void Validate_Talib_Batch()
+    {
+        int[] periods = { 5, 10, 20, 50, 100 };
+
+        // Prepare data for TA-Lib (double[])
+        double[] output = new double[_testData.RawData.Length];
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib TRIMA (batch TSeries)
+            var trima = new global::QuanTAlib.Trima(period);
+            var qResult = trima.Update(_testData.Data);
+
+            // Calculate TA-Lib TRIMA
+            var retCode = TALib.Functions.Trima<double>(_testData.RawData.Span, 0..^0, output, out var outRange, period);
+            Assert.Equal(Core.RetCode.Success, retCode);
+
+            int lookback = TALib.Functions.TrimaLookback(period);
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qResult, output, outRange, lookback, tolerance: ValidationHelper.TalibTolerance);
+        }
+        _output.WriteLine("TRIMA Batch(TSeries) validated successfully against TA-Lib");
+    }
+
+    [Fact]
+    public void Validate_Tulip_Batch()
+    {
+        int[] periods = { 5, 10, 20, 50, 100 };
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib TRIMA (batch TSeries)
+            var trima = new global::QuanTAlib.Trima(period);
+            var qResult = trima.Update(_testData.Data);
+
+            // Calculate Tulip TRIMA
+            var trimaIndicator = Tulip.Indicators.trima;
+            double[][] inputs = { _testData.RawData.ToArray() };
+            double[] options = { period };
+            // Tulip TRIMA lookback might be different, let's calculate or infer
+            // Usually it's period-1 for simple averages, but TRIMA is double smoothed.
+            // We'll rely on the output length to align.
+            // Tulip.Indicators.trima.Run expects outputs to be sized correctly.
+            // We can try to run it with a large buffer and see what happens,
+            // or calculate the expected lookback.
+            // For TRIMA(n), lookback is roughly n-1.
+            int lookback = period - 1;
+            double[][] outputs = { new double[_testData.RawData.Length - lookback] };
+
+            trimaIndicator.Run(inputs, options, outputs);
+            var tResult = outputs[0];
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: ValidationHelper.TulipTolerance);
+        }
+        _output.WriteLine("TRIMA Batch(TSeries) validated successfully against Tulip");
+    }
+
+    [Fact]
+    public void Validate_Talib_Span()
+    {
+        int[] periods = { 5, 10, 20, 50, 100 };
+
+        // Prepare data
+        double[] talibOutput = new double[_testData.RawData.Length];
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib TRIMA (Span API)
+            double[] qOutput = new double[_testData.RawData.Length];
+            global::QuanTAlib.Trima.Batch(_testData.RawData.Span, qOutput.AsSpan(), period);
+
+            // Calculate TA-Lib TRIMA
+            var retCode = TALib.Functions.Trima<double>(_testData.RawData.Span, 0..^0, talibOutput, out var outRange, period);
+            Assert.Equal(Core.RetCode.Success, retCode);
+
+            int lookback = TALib.Functions.TrimaLookback(period);
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback, tolerance: ValidationHelper.TalibTolerance);
+        }
+        _output.WriteLine("TRIMA Span validated successfully against TA-Lib");
+    }
+}