validation and profiles

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
+20
View File
@@ -1,5 +1,8 @@
using Xunit;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
namespace QuanTAlib.Tests;
/// <summary>
@@ -381,4 +384,21 @@ public class DspValidationTests
}
#endregion
[Fact]
public void Dsp_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).CalculateDetrendedSyntheticPrice();
var values = result.CustomValuesList;
int finiteCount = values.Count(v => double.IsFinite(v));
Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
}
}