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validation and profiles
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@@ -1,5 +1,8 @@
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using System;
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using OoplesFinance.StockIndicators;
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using OoplesFinance.StockIndicators.Models;
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namespace QuanTAlib.Tests;
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public class FramaValidationTests
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@@ -180,4 +183,21 @@ public class FramaValidationTests
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var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: seed);
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return gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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}
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}
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[Fact]
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public void Frama_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, High = b.High, Low = b.Low,
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Close = b.Close, Volume = b.Volume
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}).ToList();
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var result = new StockData(ooplesData).CalculateEhlersFractalAdaptiveMovingAverage();
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var values = result.CustomValuesList;
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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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