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validation and profiles

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This commit is contained in:
Miha Kralj
2026-02-26 22:02:52 -08:00
parent 9ab37c1200
commit 8a1ba95173
317 changed files with 18704 additions and 622 deletions
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lib/channels/dchannel/Dchannel.Validation.Tests.cs
+21 -1
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@@ -1,6 +1,9 @@
using Skender.Stock.Indicators;
using Xunit.Abstractions;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
namespace QuanTAlib.Tests;
public sealed class DchannelValidationTests : IDisposable
@@ -327,4 +330,21 @@ public sealed class DchannelValidationTests : IDisposable
}
_output.WriteLine("Dchannel streaming upper band validated against Skender GetDonchian (offset +1)");
}
}
[Fact]
public void Dchannel_MatchesOoples_Structural()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var ooplesData = bars.Select(b => new TickerData
{
Date = new DateTime(b.Time, DateTimeKind.Utc),
Open = b.Open, High = b.High, Low = b.Low,
Close = b.Close, Volume = b.Volume
}).ToList();
var result = new StockData(ooplesData).CalculateDonchianChannels();
var values = result.OutputValues.Values.First();
int finiteCount = values.Count(v => double.IsFinite(v));
Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
}
}
lib/channels/fcb/Fcb.Validation.Tests.cs
+21 -1
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@@ -1,6 +1,9 @@
using Skender.Stock.Indicators;
using Xunit.Abstractions;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
namespace QuanTAlib.Tests;
public sealed class FcbValidationTests : IDisposable
@@ -372,4 +375,21 @@ public sealed class FcbValidationTests : IDisposable
_output.WriteLine($"FCB channel comparison: QuanTAlib={qValidCount}, Skender={sValidCount} valid bars");
}
}
[Fact]
public void Fcb_MatchesOoples_Structural()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var ooplesData = bars.Select(b => new TickerData
{
Date = new DateTime(b.Time, DateTimeKind.Utc),
Open = b.Open, High = b.High, Low = b.Low,
Close = b.Close, Volume = b.Volume
}).ToList();
var result = new StockData(ooplesData).CalculateFractalChaosBands();
var values = result.OutputValues.Values.First();
int finiteCount = values.Count(v => double.IsFinite(v));
Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
}
}
lib/channels/kchannel/Kchannel.Validation.Tests.cs
+21 -1
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@@ -1,6 +1,9 @@
using Skender.Stock.Indicators;
using Xunit.Abstractions;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
namespace QuanTAlib.Tests;
public sealed class KchannelValidationTests : IDisposable
@@ -536,4 +539,21 @@ public sealed class KchannelValidationTests : IDisposable
_output.WriteLine("Kchannel ATR calculation validated");
}
}
[Fact]
public void Kchannel_MatchesOoples_Structural()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var ooplesData = bars.Select(b => new TickerData
{
Date = new DateTime(b.Time, DateTimeKind.Utc),
Open = b.Open, High = b.High, Low = b.Low,
Close = b.Close, Volume = b.Volume
}).ToList();
var result = new StockData(ooplesData).CalculateKeltnerChannels();
var values = result.OutputValues.Values.First();
int finiteCount = values.Count(v => double.IsFinite(v));
Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
}
}
lib/channels/maenv/Maenv.Validation.Tests.cs
+21 -1
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@@ -1,6 +1,9 @@
using Skender.Stock.Indicators;
using Xunit.Abstractions;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
namespace QuanTAlib.Tests;
public sealed class MaenvValidationTests : IDisposable
@@ -575,4 +578,21 @@ public sealed class MaenvValidationTests : IDisposable
}
_output.WriteLine("Maenv SMA lower envelope validated against Skender for all periods");
}
}
[Fact]
public void Maenv_MatchesOoples_Structural()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var ooplesData = bars.Select(b => new TickerData
{
Date = new DateTime(b.Time, DateTimeKind.Utc),
Open = b.Open, High = b.High, Low = b.Low,
Close = b.Close, Volume = b.Volume
}).ToList();
var result = new StockData(ooplesData).CalculateMovingAverageEnvelope();
var values = result.OutputValues.Values.First();
int finiteCount = values.Count(v => double.IsFinite(v));
Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
}
}
lib/channels/sdchannel/Sdchannel.Validation.Tests.cs
+21 -1
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@@ -1,6 +1,9 @@
using Skender.Stock.Indicators;
using Xunit.Abstractions;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
namespace QuanTAlib.Tests;
public sealed class SdchannelValidationTests : IDisposable
@@ -630,4 +633,21 @@ public sealed class SdchannelValidationTests : IDisposable
_output.WriteLine("Skender StdDevChannels band symmetry validated");
}
}
[Fact]
public void Sdchannel_MatchesOoples_Structural()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var ooplesData = bars.Select(b => new TickerData
{
Date = new DateTime(b.Time, DateTimeKind.Utc),
Open = b.Open, High = b.High, Low = b.Low,
Close = b.Close, Volume = b.Volume
}).ToList();
var result = new StockData(ooplesData).CalculateStandardDeviationChannel();
var values = result.OutputValues.Values.First();
int finiteCount = values.Count(v => double.IsFinite(v));
Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
}
}
lib/channels/starchannel/Starchannel.Validation.Tests.cs
+21 -1
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@@ -1,6 +1,9 @@
using Skender.Stock.Indicators;
using Xunit.Abstractions;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
namespace QuanTAlib.Tests;
public sealed class StarchannelValidationTests : IDisposable
@@ -660,4 +663,21 @@ public sealed class StarchannelValidationTests : IDisposable
_output.WriteLine("Starchannel vs Skender band structure validated");
}
}
[Fact]
public void Starchannel_MatchesOoples_Structural()
{
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 42);
var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var ooplesData = bars.Select(b => new TickerData
{
Date = new DateTime(b.Time, DateTimeKind.Utc),
Open = b.Open, High = b.High, Low = b.Low,
Close = b.Close, Volume = b.Volume
}).ToList();
var result = new StockData(ooplesData).CalculateStollerAverageRangeChannels();
var values = result.OutputValues.Values.First();
int finiteCount = values.Count(v => double.IsFinite(v));
Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
}
}