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

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This commit is contained in:
Miha Kralj
2025-12-12 13:47:57 -08:00
parent e6033638ad
commit cea3e0c46d
29 changed files with 1167 additions and 1804 deletions
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lib/trends/vidya/Vidya.Validation.Tests.cs
+54 -11
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@@ -1,10 +1,26 @@
using QuanTAlib;
using System;
using System.Collections.Generic;
using System.Linq;
using OoplesFinance.StockIndicators;
using OoplesFinance.StockIndicators.Enums;
using OoplesFinance.StockIndicators.Models;
using Xunit;
using Xunit.Abstractions;
using QuanTAlib.Tests;
namespace Trends;
namespace QuanTAlib.Tests;
public class VidyaValidationTests
{
private readonly ValidationTestData _testData;
private readonly ITestOutputHelper _output;
public VidyaValidationTests(ITestOutputHelper output)
{
_output = output;
_testData = new ValidationTestData();
}
[Fact]
public void ValidateAgainstReference()
{
@@ -13,32 +29,59 @@ public class VidyaValidationTests
// Therefore, we cannot validate against Tulip.
// We validate against a simple, readable reference implementation of the CMO-based VIDYA.
var feed = new GBM();
var data = feed.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var period = 14;
// QuanTAlib
var vidya = new Vidya(period);
var qResults = new List<double>();
foreach (var item in data)
foreach (var item in _testData.Data)
{
qResults.Add(vidya.Update(new TValue(item.Time, item.Close)).Value);
qResults.Add(vidya.Update(item).Value);
}
// Reference Implementation
var refResults = CalculateVidyaReference(data, period);
var refResults = CalculateVidyaReference(_testData.Data, period);
// Compare
for (int i = 0; i < data.Count; i++)
ValidationHelper.VerifyData(qResults, refResults, x => x);
_output.WriteLine("VIDYA validated successfully against reference implementation");
}
[Fact]
public void Validate_Ooples_Batch()
{
int[] periods = { 5, 10, 20, 50, 100 };
// Map to Ooples StockData
var ooplesData = new StockData(
_testData.SkenderQuotes.Select(x => (double)x.Open),
_testData.SkenderQuotes.Select(x => (double)x.High),
_testData.SkenderQuotes.Select(x => (double)x.Low),
_testData.SkenderQuotes.Select(x => (double)x.Close),
_testData.SkenderQuotes.Select(x => (double)x.Volume),
_testData.SkenderQuotes.Select(x => x.Date)
);
foreach (var period in periods)
{
Assert.Equal(refResults[i], qResults[i], 1e-9);
// Calculate QuanTAlib VIDYA (batch TSeries)
var vidya = new global::QuanTAlib.Vidya(period);
var qResult = vidya.Update(_testData.Data);
// Calculate Ooples VIDYA
var oResult = ooplesData.CalculateVariableIndexDynamicAverage(MovingAvgType.ExponentialMovingAverage, period);
// Compare last 100 records
ValidationHelper.VerifyData(qResult, oResult.OutputValues["Vidya"], x => x, tolerance: 1e-4);
}
_output.WriteLine("VIDYA Batch(TSeries) validated successfully against OoplesFinance");
}
private static List<double> CalculateVidyaReference(TBarSeries data, int period)
private static List<double> CalculateVidyaReference(TSeries data, int period)
{
var results = new List<double>();
var prices = data.Select(x => x.Close).ToList();
var prices = data.Select(x => x.Value).ToList();
double alpha = 2.0 / (period + 1);
double prevVidya = 0;