gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-26 06:18:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

validation and profiles

Browse Source
This commit is contained in:
Miha Kralj
2026-02-26 22:02:52 -08:00
parent 9ab37c1200
commit 8a1ba95173
317 changed files with 18704 additions and 622 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/volume/vwma/Vwma.Validation.Tests.cs
+46 -3
View File
@@ -1,4 +1,5 @@
using Skender.Stock.Indicators;
using Tulip;
namespace QuanTAlib.Tests;
@@ -124,10 +125,52 @@ public class VwmaValidationTests
}
[Fact]
public void Vwma_NotAvailable_Tulip()
public void Vwma_Matches_Tulip_Batch()
{
// Tulip has VWMA but named differently - verify manually
Assert.True(true, "VWMA validation requires manual verification for Tulip");
int period = 20;
// QuanTAlib batch
var qResult = Vwma.Batch(_data.Bars, period);
// Tulip vwma: inputs = {close[], volume[]}, options = {period}
double[] closeData = _data.ClosePrices.ToArray();
double[] volumeData = _data.VolumeData.ToArray();
var tulipIndicator = Tulip.Indicators.vwma;
double[][] inputs = { closeData, volumeData };
double[] options = { period };
int lookback = tulipIndicator.Start(options);
double[][] outputs = { new double[closeData.Length - lookback] };
tulipIndicator.Run(inputs, options, outputs);
double[] tResult = outputs[0];
ValidationHelper.VerifyData(qResult, tResult, lookback);
}
[Fact]
public void Vwma_Matches_Tulip_Streaming()
{
int period = 20;
// QuanTAlib streaming
var vwma = new Vwma(period);
var qResults = new List<double>();
foreach (var bar in _data.Bars)
{
qResults.Add(vwma.Update(bar).Value);
}
// Tulip vwma
double[] closeData = _data.ClosePrices.ToArray();
double[] volumeData = _data.VolumeData.ToArray();
var tulipIndicator = Tulip.Indicators.vwma;
double[][] inputs = { closeData, volumeData };
double[] options = { period };
int lookback = tulipIndicator.Start(options);
double[][] outputs = { new double[closeData.Length - lookback] };
tulipIndicator.Run(inputs, options, outputs);
double[] tResult = outputs[0];
ValidationHelper.VerifyData(qResults, tResult, lookback);
}
[Fact]