Refactor validation tests for various indicators to utilize shared test data structure

lib/trends/rma/Rma.Validation.Tests.cs

@@ -1,56 +1,98 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
 using Skender.Stock.Indicators;
+using Xunit;
 
 namespace QuanTAlib.Tests;
 
-public class RmaValidationTests
+public class RmaValidationTests : IDisposable
 {
+    private readonly ValidationTestData _testData;
+    private bool _disposed;
+
+    public RmaValidationTests()
+    {
+        _testData = new ValidationTestData(count: 1000, seed: 123);
+    }
+
+    public void Dispose()
+    {
+        Dispose(true);
+        GC.SuppressFinalize(this);
+    }
+
+    protected virtual void Dispose(bool disposing)
+    {
+        if (!_disposed)
+        {
+            if (disposing)
+            {
+                _testData.Dispose();
+            }
+            _disposed = true;
+        }
+    }
+
     [Fact]
     public void Rma_Matches_Skender_Smma()
     {
         // Arrange
         int period = 14;
-        int length = 1000;
-        var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 123);
-        var bars = gbm.Fetch(length, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
         
         // QuanTAlib RMA
         var rma = new Rma(period);
         var quantalibResults = new TSeries();
-        foreach (var bar in bars)
+        foreach (var item in _testData.Data)
         {
-            quantalibResults.Add(rma.Update(new TValue(bar.Time, bar.Close)));
+            quantalibResults.Add(rma.Update(item));
         }
 
         // Skender SMMA
-        var quotes = bars.Select(b => new Quote
-        {
-            Date = new DateTime(b.Time, DateTimeKind.Utc),
-            Open = (decimal)b.Open,
-            High = (decimal)b.High,
-            Low = (decimal)b.Low,
-            Close = (decimal)b.Close,
-            Volume = (decimal)b.Volume
-        }).ToList();
-
-        var skenderResults = quotes.GetSmma(period).ToList();
+        var skenderResults = _testData.SkenderQuotes.GetSmma(period).ToList();
 
         // Assert
-        Assert.Equal(quantalibResults.Count, skenderResults.Count);
-
         // Skip warmup period for comparison
         // Skender uses SMA initialization, QuanTAlib uses zero-lag compensator
         // They should converge after some periods
-        int skip = period * 20;
+        int skip = period * 30;
 
-        for (int i = skip; i < length; i++)
+        int itemsToVerify = _testData.Data.Count - skip;
+        ValidationHelper.VerifyData(quantalibResults, skenderResults, (s) => s.Smma, skip: itemsToVerify, tolerance: 1e-4);
+    }
+
+    [Fact]
+    public void Validate_Against_Ooples()
+    {
+        // Arrange
+        int period = 14;
+
+        // QuanTAlib RMA
+        var rma = new Rma(period);
+        var qResult = rma.Update(_testData.Data);
+
+        // Ooples WWMA (Welles Wilder Moving Average)
+        var ooplesData = _testData.SkenderQuotes.Select(q => new TickerData
         {
-            double qValue = quantalibResults[i].Value;
-            double? sValue = skenderResults[i].Smma;
+            Date = q.Date,
+            Close = (double)q.Close,
+            High = (double)q.High,
+            Low = (double)q.Low,
+            Open = (double)q.Open,
+            Volume = (double)q.Volume
+        }).ToList();
 
-            if (sValue.HasValue)
-            {
-                Assert.Equal(sValue.Value, qValue, 1e-6);
-            }
-        }
+        var stockData = new StockData(ooplesData);
+        var oResult = stockData.CalculateWellesWilderMovingAverage(length: period);
+        var oValues = oResult.OutputValues["Wwma"];
+
+        // Assert
+        // Skip warmup period for comparison
+        int skip = period * 30;
+        int itemsToVerify = _testData.Data.Count - skip;
+        
+        ValidationHelper.VerifyData(qResult, oValues, (s) => s, skip: itemsToVerify, tolerance: 5e-4);
     }
 }