validation and profiles

lib/statistics/spearman/Spearman.Validation.Tests.cs

@@ -1,3 +1,6 @@
+
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
 namespace QuanTAlib.Validation;
 
 public sealed class SpearmanValidationTests
@@ -104,4 +107,21 @@ public sealed class SpearmanValidationTests
         }
         Assert.Equal(0.0, s.Last.Value, 1e-10);
     }
-}
+
+    [Fact]
+    public void Spearman_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).CalculateEhlersSpearmanRankIndicator();
+        var values = result.CustomValuesList;
+        int finiteCount = values.Count(v => double.IsFinite(v));
+        Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
+    }
+}

lib/statistics/spearman/Spearman.md

@@ -76,6 +76,20 @@ Spearman is more sensitive to large rank differences; Kendall weights all discor
 
 ## Performance Profile
 
+### Operation Count (Streaming Mode)
+
+Spearman rank correlation requires ranking both series each bar — O(N log N) per update.
+
+| Operation | Count | Cost (cycles) | Subtotal |
+| :--- | :---: | :---: | :---: |
+| Ring buffer add/evict (2 series) | 2 | 3 cy | ~6 cy |
+| Sort + assign ranks (2 series) | 2 * N log N | 2 cy | ~4N log N cy |
+| Pearson r on rank vectors | N | 3 cy | ~3N cy |
+| NaN guard + state update | 1 | 2 cy | ~2 cy |
+| **Total (N=14)** | **O(N log N)** | — | **~213 cy** |
+
+O(N log N) per update. Sorting two arrays per bar is the dominant cost. Tied-rank correction adds negligible overhead for typical financial data (few exact ties).
+
 | Operation | Complexity | Notes |
 |-----------|------------|-------|
 | Ranking (per series) | O(n²) | Pairwise comparison for each element |