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}");
+    }
+}