validation and profiles

lib/reversals/pivotfib/Pivotfib.Validation.Tests.cs

@@ -5,6 +5,9 @@
 
 using System.Runtime.InteropServices;
 
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+
 namespace QuanTAlib.Tests;
 
 public sealed class PivotfibValidationTests
@@ -245,4 +248,24 @@ public sealed class PivotfibValidationTests
             Assert.Equal(ind.R3 - ind.PP, ind.PP - ind.S3, 10);
         }
     }
-}
+
+    [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 Pivotfib_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).CalculateFibonacciPivotPoints();
+        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/reversals/pivotfib/Pivotfib.md

@@ -63,6 +63,37 @@ Pivotfib.BatchAll(high, low, close, ppOut, r1Out, s1Out, r2Out, s2Out, r3Out, s3
 | **PIVOTEXT** (Extended) | Arithmetic extended | 11 | 1×–4× range |
 | **PIVOTDEM** (DeMark) | Conditional X/4 | 3 | Direction-based |
 
+
+## Performance Profile
+
+### Operation Count (Streaming Mode)
+
+PivotFib computes PP and 6 Fibonacci S/R levels from previous bar's HLC — O(1) pure arithmetic.
+
+| Operation | Count | Cost (cycles) | Subtotal |
+| :--- | :---: | :---: | :---: |
+| Store prev bar HLC | 3 | 1 cy | ~3 cy |
+| PP = (H + L + C) / 3 | 1 | 2 cy | ~2 cy |
+| range = H - L | 1 | 1 cy | ~1 cy |
+| R1/S1 via FMA (0.382 * range) | 2 | 1 cy | ~2 cy |
+| R2/S2 via FMA (0.618 * range) | 2 | 1 cy | ~2 cy |
+| R3/S3 = PP +/- range | 2 | 1 cy | ~2 cy |
+| NaN guard + state update | 1 | 2 cy | ~2 cy |
+| **Total** | **O(1)** | — | **~14 cy** |
+
+Pure O(1) arithmetic on previous-bar data. Fibonacci multipliers 0.382 and 0.618 are precomputed constants; FMA fuses multiply-add into a single instruction.
+
+### Batch Mode (SIMD Analysis)
+
+| Operation | Vectorizable? | Notes |
+| :--- | :---: | :--- |
+| PP computation | Yes | Vector<double> (H+L+C)/3 across all bars |
+| Range calculation | Yes | Vector subtract H-L |
+| Fibonacci level projection | Yes | FMA with broadcast constants 0.382, 0.618 |
+| All 7 output spans | Yes | Full SIMD pass — no data dependencies |
+
+Excellent SIMD candidate — all 7 output levels are independent. BatchAll span overload processes 4 bars per AVX2 cycle. Expected 4× throughput vs scalar.
+
 ## Implementation Details
 - **WarmupPeriod**: 2 bars (need previous bar's HLC)
 - **Parameters**: None