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validation and profiles
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@@ -1,3 +1,6 @@
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using OoplesFinance.StockIndicators;
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using OoplesFinance.StockIndicators.Models;
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// PIVOTDEM Validation Tests - DeMark Pivot Points
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// Self-consistency validation across all API modes.
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//
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@@ -238,4 +241,24 @@ public sealed class PivotdemValidationTests
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}
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}
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}
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}
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[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.")]
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public void Pivotdem_MatchesOoples_Structural()
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{
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var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 42);
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var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var ooplesData = bars.Select(b => new TickerData
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{
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Date = new DateTime(b.Time, DateTimeKind.Utc),
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Open = b.Open,
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High = b.High,
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Low = b.Low,
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Close = b.Close,
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Volume = b.Volume
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}).ToList();
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var result = new StockData(ooplesData).CalculateDemarkPivotPoints();
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var values = result.OutputValues.Values.First();
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int finiteCount = values.Count(v => double.IsFinite(v));
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Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
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}
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}
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@@ -96,6 +96,21 @@ This means R1 and S1 are always equidistant from PP, separated by one-quarter of
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## Performance Profile
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### Operation Count (Streaming Mode)
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DeMark Pivot uses a conditional pivot formula based on whether Open == Close vs C vs O > C — O(1).
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| Operation | Count | Cost (cycles) | Subtotal |
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| :--- | :---: | :---: | :---: |
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| Store prev OHLC | 4 | 1 cy | ~4 cy |
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| Conditional X formula (3-way branch) | 1 | 4 cy | ~4 cy |
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| PP = X / 4 | 1 | 2 cy | ~2 cy |
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| R1 = X/2 - L, S1 = X/2 - H | 2 | 2 cy | ~4 cy |
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| NaN guard + state update | 1 | 2 cy | ~2 cy |
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| **Total** | **O(1)** | — | **~16 cy** |
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O(1) arithmetic with one 3-way conditional on price relationship. Branch predictor will learn the dominant market regime quickly.
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### Implementation Design
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Pure arithmetic with no loops, no buffers, no auxiliary data structures. Each `Update` call performs one conditional branch, 3 multiplications, 3 additions/subtractions, and 4 comparisons for NaN validation.
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