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 +1,159 @@
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+using Skender.Stock.Indicators;
+using TALib;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+public class T3ValidationTests
+{
+    private readonly ValidationTestData _testData;
+    private readonly ITestOutputHelper _output;
+
+    public T3ValidationTests(ITestOutputHelper output)
+    {
+        _output = output;
+        _testData = new ValidationTestData();
+    }
+
+    [Fact]
+    public void Validate_Skender_Batch()
+    {
+        int[] periods = { 5, 10, 20 };
+        const double vFactor = 0.7;
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib T3
+            var t3 = new global::QuanTAlib.T3(period, vFactor);
+            var qResult = t3.Update(_testData.Data);
+
+            // Calculate Skender T3
+            var sResult = _testData.SkenderQuotes.GetT3(period, vFactor).ToList();
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qResult, sResult, x => x.T3);
+        }
+        _output.WriteLine("T3 Batch(TSeries) validated successfully against Skender");
+    }
+
+    [Fact]
+    public void Validate_Talib_Batch()
+    {
+        int[] periods = { 5, 10, 20 };
+        double vFactor = 0.7;
+
+        // Prepare data for TA-Lib
+        double[] output = new double[_testData.RawData.Length];
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib T3
+            var t3 = new global::QuanTAlib.T3(period, vFactor);
+            var qResult = t3.Update(_testData.Data);
+
+            // Calculate TA-Lib T3
+            var retCode = TALib.Functions.T3<double>(_testData.RawData.Span, 0..^0, output, out var outRange, period, vFactor);
+            Assert.Equal(Core.RetCode.Success, retCode);
+
+            int lookback = TALib.Functions.T3Lookback(period);
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qResult, output, outRange, lookback);
+        }
+        _output.WriteLine("T3 Batch(TSeries) validated successfully against TA-Lib");
+    }
+
+    [Fact]
+    public void Validate_Talib_Streaming()
+    {
+        int[] periods = { 5, 10, 20 };
+        double vFactor = 0.7;
+
+        // Prepare data for TA-Lib
+        double[] output = new double[_testData.RawData.Length];
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib T3 (streaming)
+            var t3 = new global::QuanTAlib.T3(period, vFactor);
+            var qResults = new List<double>();
+            foreach (var item in _testData.Data)
+            {
+                qResults.Add(t3.Update(item).Value);
+            }
+
+            // Calculate TA-Lib T3
+            var retCode = TALib.Functions.T3<double>(_testData.RawData.Span, 0..^0, output, out var outRange, period, vFactor);
+            Assert.Equal(Core.RetCode.Success, retCode);
+
+            int lookback = TALib.Functions.T3Lookback(period);
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qResults, output, outRange, lookback);
+        }
+        _output.WriteLine("T3 Streaming validated successfully against TA-Lib");
+    }
+
+    [Fact]
+    public void Validate_Talib_Span()
+    {
+        int[] periods = { 5, 10, 20 };
+        double vFactor = 0.7;
+
+        // Prepare data
+        double[] talibOutput = new double[_testData.RawData.Length];
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib T3 (Span API)
+            double[] qOutput = new double[_testData.RawData.Length];
+            global::QuanTAlib.T3.Batch(_testData.RawData.Span, qOutput.AsSpan(), period, vFactor);
+
+            // Calculate TA-Lib T3
+            var retCode = TALib.Functions.T3<double>(_testData.RawData.Span, 0..^0, talibOutput, out var outRange, period, vFactor);
+            Assert.Equal(Core.RetCode.Success, retCode);
+
+            int lookback = TALib.Functions.T3Lookback(period);
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback);
+        }
+        _output.WriteLine("T3 Span validated successfully against TA-Lib");
+    }
+
+    [Fact]
+    public void Validate_Against_Ooples()
+    {
+        int[] periods = { 5, 10, 20 };
+        double vFactor = 0.7;
+
+        // Prepare data for Ooples (List<TickerData>)
+        var ooplesData = _testData.SkenderQuotes.Select(q => new TickerData
+        {
+            Date = q.Date,
+            Close = (double)q.Close,
+            High = (double)q.High,
+            Low = (double)q.Low,
+            Open = (double)q.Open,
+            Volume = (double)q.Volume
+        }).ToList();
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib T3
+            var t3 = new global::QuanTAlib.T3(period, vFactor);
+            var qResult = t3.Update(_testData.Data);
+
+            // Calculate Ooples T3
+            var stockData = new StockData(ooplesData);
+            var oResult = stockData.CalculateTillsonT3MovingAverage(length: period, vFactor: vFactor);
+            var oValues = oResult.OutputValues["T3"];
+
+            // Compare
+            ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: ValidationHelper.OoplesTolerance);
+        }
+        _output.WriteLine("T3 validated successfully against Ooples");
+    }
+}