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
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@@ -1,3 +1,6 @@
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Models;
// PIVOT Validation Tests - Classic Pivot Points (Floor Trader Pivots)
// Self-consistency validation across all API modes.
//
@@ -257,4 +260,24 @@ public sealed class PivotValidationTests
}
}
}
}
[Fact(Skip = "Ooples pivot indicators group by calendar day — 500×1-min bars yields ~3 daily pivots. Requires daily OHLCV input; not comparable with intraday GBM data.")]
public void Pivot_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).CalculateStandardPivotPoints();
var values = result.OutputValues.Values.First();
int finiteCount = values.Count(v => double.IsFinite(v));
Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
}
}
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@@ -100,6 +100,24 @@ R2/S2 add the full range to/from PP. R3/S3 extend beyond the previous extremes b
## Performance Profile
### Operation Count (Streaming Mode)
Classic Pivot Points compute PP and 6 support/resistance levels from previous bar HLC — O(1).
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| Store prev HLC | 3 | 1 cy | ~3 cy |
| PP = (H + L + C) / 3 | 1 | 2 cy | ~2 cy |
| R1 = 2*PP - L | 1 | 2 cy | ~2 cy |
| S1 = 2*PP - H | 1 | 2 cy | ~2 cy |
| R2 = PP + (H - L) | 1 | 2 cy | ~2 cy |
| S2 = PP - (H - L) | 1 | 2 cy | ~2 cy |
| R3/S3 extensions | 2 | 2 cy | ~4 cy |
| NaN guard + state update | 1 | 2 cy | ~2 cy |
| **Total** | **O(1)** | — | **~19 cy** |
Cheapest O(1) pivot variant — pure previous-bar arithmetic, no smoothing, no buffers beyond a 1-bar state.
### Implementation Design
Pure arithmetic with no loops, no buffers, no auxiliary data structures. Each `Update` call performs 3 divisions (via the single division in PP), 6 multiplications/additions, and 3 comparisons for NaN validation.