test tolerances updated

lib/QuanTAlib.Tests.csproj

@@ -13,7 +13,7 @@
   <ItemGroup>
     <PackageReference Include="coverlet.collector" Version="6.0.4" />
     <PackageReference Include="Microsoft.NET.Test.Sdk" Version="18.0.1" />
-    <PackageReference Include="OoplesFinance.StockIndicators" Version="1.0.53" />
+    <PackageReference Include="OoplesFinance.StockIndicators" Version="1.1.0" />
     <PackageReference Include="Skender.Stock.Indicators" Version="2.7.0" />
     <PackageReference Include="TALib.NETCore" Version="0.5.0" />
     <PackageReference Include="Tulip.NETCore" Version="0.8.0.1" />

lib/feeds/gbm/ValidationHelper.cs

@@ -6,7 +6,14 @@ namespace QuanTAlib.Tests;
 
 public static class ValidationHelper
 {
-    public static void VerifyData<TResult>(TSeries qSeries, List<TResult> sSeries, Func<TResult, double?> selector, int skip = 100, double tolerance = 1e-6)
+    public const double DefaultTolerance = 1e-7;
+    public const double OoplesTolerance = 1e-7;
+    public const double SkenderTolerance = 1e-7;
+    public const double TalibTolerance = 1e-7;
+    public const double TulipTolerance = 1e-7;
+    public const double RelativeTolerance = 0.005;
+
+    public static void VerifyData<TResult>(TSeries qSeries, List<TResult> sSeries, Func<TResult, double?> selector, int skip = 100, double tolerance = DefaultTolerance)
     {
         Assert.Equal(qSeries.Count, sSeries.Count);
 
@@ -24,7 +31,7 @@ public static class ValidationHelper
         }
     }
 
-    public static void VerifyData<TResult>(List<double> qResults, List<TResult> sSeries, Func<TResult, double?> selector, int skip = 100, double tolerance = 1e-6)
+    public static void VerifyData<TResult>(List<double> qResults, List<TResult> sSeries, Func<TResult, double?> selector, int skip = 100, double tolerance = DefaultTolerance)
     {
         Assert.Equal(qResults.Count, sSeries.Count);
 
@@ -42,7 +49,7 @@ public static class ValidationHelper
         }
     }
 
-    public static void VerifyData<TResult>(double[] qOutput, List<TResult> sSeries, Func<TResult, double?> selector, int skip = 100, double tolerance = 1e-6)
+    public static void VerifyData<TResult>(double[] qOutput, List<TResult> sSeries, Func<TResult, double?> selector, int skip = 100, double tolerance = DefaultTolerance)
     {
         Assert.Equal(qOutput.Length, sSeries.Count);
 
@@ -60,7 +67,7 @@ public static class ValidationHelper
         }
     }
 
-    public static void VerifyData(TSeries qSeries, double[] tOutput, int lookback, int skip = 100, double tolerance = 1e-6)
+    public static void VerifyData(TSeries qSeries, double[] tOutput, int lookback, int skip = 100, double tolerance = DefaultTolerance)
     {
         int count = qSeries.Count;
         int start = Math.Max(0, count - skip);
@@ -80,7 +87,7 @@ public static class ValidationHelper
         }
     }
 
-    public static void VerifyData(List<double> qResults, double[] tOutput, int lookback, int skip = 100, double tolerance = 1e-6)
+    public static void VerifyData(List<double> qResults, double[] tOutput, int lookback, int skip = 100, double tolerance = DefaultTolerance)
     {
         int count = qResults.Count;
         int start = Math.Max(0, count - skip);
@@ -100,7 +107,7 @@ public static class ValidationHelper
         }
     }
 
-    public static void VerifyData(double[] qOutput, double[] tOutput, int lookback, int skip = 100, double tolerance = 1e-6)
+    public static void VerifyData(double[] qOutput, double[] tOutput, int lookback, int skip = 100, double tolerance = DefaultTolerance)
     {
         int count = qOutput.Length;
         int start = Math.Max(0, count - skip);
@@ -120,7 +127,7 @@ public static class ValidationHelper
         }
     }
 
-    public static void VerifyData(TSeries qSeries, double[] tOutput, Range outRange, int lookback, int skip = 100, double tolerance = 1e-6)
+    public static void VerifyData(TSeries qSeries, double[] tOutput, Range outRange, int lookback, int skip = 100, double tolerance = DefaultTolerance)
     {
         int count = qSeries.Count;
         int start = Math.Max(0, count - skip);
@@ -141,7 +148,7 @@ public static class ValidationHelper
         }
     }
 
-    public static void VerifyData(List<double> qResults, double[] tOutput, Range outRange, int lookback, int skip = 100, double tolerance = 1e-6)
+    public static void VerifyData(List<double> qResults, double[] tOutput, Range outRange, int lookback, int skip = 100, double tolerance = DefaultTolerance)
     {
         int count = qResults.Count;
         int start = Math.Max(0, count - skip);
@@ -162,7 +169,7 @@ public static class ValidationHelper
         }
     }
 
-    public static void VerifyData(double[] qOutput, double[] tOutput, Range outRange, int lookback, int skip = 100, double tolerance = 1e-6)
+    public static void VerifyData(double[] qOutput, double[] tOutput, Range outRange, int lookback, int skip = 100, double tolerance = DefaultTolerance)
     {
         int count = qOutput.Length;
         int start = Math.Max(0, count - skip);

lib/feeds/gbm/ValidationTestData.cs

@@ -12,7 +12,7 @@ public class ValidationTestData : IDisposable
     public IReadOnlyList<Quote> SkenderQuotes { get; }
     public ReadOnlyMemory<double> RawData { get; }
 
-    public ValidationTestData(int count = 5000, double startPrice = 1000000.0, double mu = 0.05, double sigma = 2.0, int seed = 123)
+    public ValidationTestData(int count = 5000, double startPrice = 1000.0, double mu = 0.05, double sigma = 2.0, int seed = 123)
     {
         var gbm = new GBM(startPrice, mu, sigma, seed: seed);
         Bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));

lib/momentum/ao/Ao.Validation.Tests.cs

@@ -57,7 +57,7 @@ public class AoValidationTests : IDisposable
                 continue;
             }
 
-            Assert.Equal((double)skenderResults[i].Oscillator!, results[i], 1e-6);
+            Assert.Equal((double)skenderResults[i].Oscillator!, results[i], ValidationHelper.SkenderTolerance);
         }
     }
 
@@ -88,7 +88,7 @@ public class AoValidationTests : IDisposable
 
         for (int i = 0; i < tulipResults.Length; i++)
         {
-            Assert.Equal(tulipResults[i], results[i + lookback], 1e-6);
+            Assert.Equal(tulipResults[i], results[i + lookback], ValidationHelper.TulipTolerance);
         }
     }
 
@@ -125,7 +125,7 @@ public class AoValidationTests : IDisposable
             // Ooples might return 0 for warmup
             if (i < 33) continue; // Skip warmup
 
-            Assert.Equal(oValues[i], results[i], 1e-3);
+            Assert.Equal(oValues[i], results[i], ValidationHelper.OoplesTolerance);
         }
     }
 }

lib/momentum/apo/Apo.Validation.Tests.cs

@@ -129,7 +129,7 @@ public class ApoValidationTests : IDisposable
         // 1. Batch Mode
         var apo = new Apo(fastPeriod, slowPeriod);
         var result = apo.Update(_testData.Data);
-        ValidationHelper.VerifyData(result, output, lookback: 0, tolerance: 1e-3);
+        ValidationHelper.VerifyData(result, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
 
         // 2. Streaming Mode
         var apoStream = new Apo(fastPeriod, slowPeriod);
@@ -138,12 +138,12 @@ public class ApoValidationTests : IDisposable
         {
             streamResults.Add(apoStream.Update(item).Value);
         }
-        ValidationHelper.VerifyData(streamResults, output, lookback: 0, tolerance: 1e-3);
+        ValidationHelper.VerifyData(streamResults, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
 
         // 3. Span Mode
         double[] input = _testData.Data.Values.ToArray();
         double[] spanOutput = new double[input.Length];
         Apo.Calculate(input.AsSpan(), spanOutput.AsSpan(), fastPeriod, slowPeriod);
-        ValidationHelper.VerifyData(spanOutput, output, lookback: 0, tolerance: 1e-3);
+        ValidationHelper.VerifyData(spanOutput, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
     }
 }

lib/momentum/aroonosc/AroonOsc.Validation.Tests.cs

@@ -132,6 +132,6 @@ public sealed class AroonOscValidationTests : IDisposable
             .ToArray();
 
         // Verify Oscillator
-        ValidationHelper.VerifyData(results, ooplesOsc, lookback: 14, tolerance: 1e-4);
+        ValidationHelper.VerifyData(results, ooplesOsc, lookback: 14, tolerance: ValidationHelper.OoplesTolerance);
     }
 }

lib/momentum/cfb/Cfb.Validation.Tests.cs

@@ -32,7 +32,7 @@ public class CfbValidationTests
         Assert.NotEmpty(streamResult);
         for (int i = 0; i < streamResult.Count; i++)
         {
-            Assert.Equal(streamResult[i].Value, batchResult[i].Value, 1e-9);
+            Assert.Equal(streamResult[i].Value, batchResult[i].Value, ValidationHelper.DefaultTolerance);
         }
         _output.WriteLine("CFB Update vs Batch validated successfully");
     }
@@ -49,7 +49,7 @@ public class CfbValidationTests
 
         for (int i = 0; i < batchResult.Count; i++)
         {
-            Assert.Equal(batchResult.Values[i], spanOutput[i], 1e-9);
+            Assert.Equal(batchResult.Values[i], spanOutput[i], ValidationHelper.DefaultTolerance);
         }
         _output.WriteLine("CFB Series vs Span validated successfully");
     }

lib/momentum/dmx/Dmx.Validation.Tests.cs

@@ -32,7 +32,7 @@ public class DmxValidationTests
         Assert.Equal(streamResult.Count, seriesResult.Count);
         for (int i = 0; i < bars.Count; i++)
         {
-            Assert.Equal(streamResult[i].Value, seriesResult[i].Value, 1e-9);
+            Assert.Equal(streamResult[i].Value, seriesResult[i].Value, ValidationHelper.DefaultTolerance);
         }
         _output.WriteLine("DMX Update vs Series validated successfully");
     }

lib/momentum/rsx/Rsx.Validation.Tests.cs

@@ -1,5 +1,6 @@
 using System;
 using Xunit;
+using QuanTAlib.Tests;
 
 namespace QuanTAlib;
 
@@ -41,7 +42,7 @@ public class RsxValidationTests
         for (int i = 0; i < count; i++)
         {
             // Allow small difference due to floating point arithmetic order
-            Assert.Equal(refResults[i], quantalibResults[i], 1e-9);
+            Assert.Equal(refResults[i], quantalibResults[i], ValidationHelper.DefaultTolerance);
         }
     }
 

lib/momentum/vel/Vel.Validation.Tests.cs

@@ -27,7 +27,7 @@ public class VelValidationTests
             var p = pwma.Update(input);
             var w = wma.Update(input);
 
-            Assert.Equal(p.Value - w.Value, v.Value, 1e-10);
+            Assert.Equal(p.Value - w.Value, v.Value, ValidationHelper.DefaultTolerance);
         }
     }
 }

lib/trends/alma/Alma.Validation.Tests.cs

@@ -146,7 +146,7 @@ public class AlmaValidationTests : IDisposable
             var qResult = alma.Update(_testData.Data);
 
             // 3. Verify
-            ValidationHelper.VerifyData(qResult, oAlma, x => x, skip: 100, tolerance: 1.0);
+            ValidationHelper.VerifyData(qResult, oAlma, x => x, skip: 100, tolerance: ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("ALMA Batch validated successfully against Ooples");
     }

lib/trends/bessel/Bessel.Validation.Tests.cs

@@ -45,7 +45,7 @@ public class BesselValidationTests : IDisposable
             Bessel.Calculate(src.AsSpan(), outSpan.AsSpan(), length);
 
             // Verify last window for convergence and consistency
-            ValidationHelper.VerifyData(qResult, outSpan, lookback: 0, skip: length, tolerance: 1e-9);
+            ValidationHelper.VerifyData(qResult, outSpan, lookback: 0, skip: length, tolerance: ValidationHelper.DefaultTolerance);
         }
 
         _output.WriteLine("Bessel validated internally: Span vs TSeries are consistent.");

lib/trends/conv/Conv.Validation.Tests.cs

@@ -70,7 +70,7 @@ public class ConvValidationTests : IDisposable
 
             if (i >= period) // Skip warmup
             {
-                Assert.Equal(smaVal.Value, convVal.Value, 1e-4);
+                Assert.Equal(smaVal.Value, convVal.Value, ValidationHelper.DefaultTolerance);
             }
         }
     }
@@ -92,7 +92,7 @@ public class ConvValidationTests : IDisposable
 
             if (i >= period) // Skip warmup
             {
-                Assert.Equal(wmaVal.Value, convVal.Value, 1e-4);
+                Assert.Equal(wmaVal.Value, convVal.Value, ValidationHelper.DefaultTolerance);
             }
         }
     }
@@ -133,7 +133,7 @@ public class ConvValidationTests : IDisposable
 
             if (i >= period) // Skip warmup
             {
-                Assert.Equal(trimaVal.Value, convVal.Value, 1e-4);
+                Assert.Equal(trimaVal.Value, convVal.Value, ValidationHelper.DefaultTolerance);
             }
         }
     }
@@ -209,6 +209,6 @@ public class ConvValidationTests : IDisposable
         var conv = new Conv(kernel);
         var result = conv.Update(_testData.Data);
 
-        ValidationHelper.VerifyData(result, ooplesWma, (s) => s, skip: period, tolerance: 1e-4);
+        ValidationHelper.VerifyData(result, ooplesWma, (s) => s, skip: period, tolerance: ValidationHelper.OoplesTolerance);
     }
 }

lib/trends/dema/Dema.Validation.Tests.cs

@@ -182,7 +182,7 @@ public class DemaValidationTests : IDisposable
                 // Compare
                 // Note: There might be tiny differences due to floating point operations order
                 // or internal state handling optimization in Dema class vs composed Ema classes.
-                Assert.Equal(ooplesVal, qVal.Value, 1e-9);
+                Assert.Equal(ooplesVal, qVal.Value, ValidationHelper.DefaultTolerance);
             }
         }
         _output.WriteLine("DEMA validated successfully against Ooples logic (2*EMA - EMA(EMA))");

lib/trends/dwma/Dwma.Validation.Tests.cs

@@ -57,7 +57,7 @@ public class DwmaValidationTests : IDisposable
             var wma1Val = wma1.Update(val);
             var wma2Val = wma2.Update(wma1Val);
             
-            Assert.Equal(wma2Val.Value, dwmaVal.Value, 1e-9);
+            Assert.Equal(wma2Val.Value, dwmaVal.Value, ValidationHelper.DefaultTolerance);
         }
     }
 
@@ -84,7 +84,7 @@ public class DwmaValidationTests : IDisposable
             var w1 = wma1.Update(val);
             var w2 = wma2.Update(w1);
             
-            Assert.Equal(w2.Value, qVal.Value, 1e-9);
+            Assert.Equal(w2.Value, qVal.Value, ValidationHelper.DefaultTolerance);
         }
     }
 
@@ -115,7 +115,7 @@ public class DwmaValidationTests : IDisposable
             var tResult = outputs2[0];
             int totalLookback = lookback1 + lookback2;
 
-            ValidationHelper.VerifyData(qResult, tResult, totalLookback, tolerance: 1e-6);
+            ValidationHelper.VerifyData(qResult, tResult, totalLookback, tolerance: ValidationHelper.TulipTolerance);
         }
         _output.WriteLine("DWMA validated against Tulip (Chained WMA)");
     }
@@ -143,7 +143,7 @@ public class DwmaValidationTests : IDisposable
                 .ToArray();
 
             int totalLookback = (period - 1) * 2;
-            ValidationHelper.VerifyData(qResult, wma2Results, totalLookback, tolerance: 1e-6);
+            ValidationHelper.VerifyData(qResult, wma2Results, totalLookback, tolerance: ValidationHelper.SkenderTolerance);
         }
         _output.WriteLine("DWMA validated against Skender (Chained WMA)");
     }
@@ -174,7 +174,7 @@ public class DwmaValidationTests : IDisposable
             Assert.Equal(Core.RetCode.Success, retCode2);
 
             int totalLookback = (period - 1) * 2;
-            ValidationHelper.VerifyData(qResult, dwmaOutput, totalLookback, tolerance: 1e-6);
+            ValidationHelper.VerifyData(qResult, dwmaOutput, totalLookback, tolerance: ValidationHelper.TalibTolerance);
         }
         _output.WriteLine("DWMA validated against TA-Lib (Chained WMA)");
     }

lib/trends/ema/Ema.Validation.Tests.cs

@@ -306,7 +306,7 @@ public class EmaValidationTests : IDisposable
             var oValues = oResult.OutputValues.Values.First();
 
             // Compare
-            ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: 5e-4);
+            ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("EMA validated successfully against Ooples");
     }

lib/trends/hma/Hma.Validation.Tests.cs

@@ -54,7 +54,7 @@ public class HmaValidationTests : IDisposable
             var sResult = _testData.SkenderQuotes.GetHma(period).ToList();
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResult, sResult, (s) => s.Hma, tolerance: 1e-5);
+            ValidationHelper.VerifyData(qResult, sResult, (s) => s.Hma, tolerance: ValidationHelper.SkenderTolerance);
         }
         _output.WriteLine("HMA Batch(TSeries) validated successfully against Skender");
     }
@@ -101,7 +101,7 @@ public class HmaValidationTests : IDisposable
             var tResult = outputs[0];
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: 1e-5);
+            ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: ValidationHelper.TulipTolerance);
         }
         _output.WriteLine("HMA Batch(TSeries) validated successfully against Tulip");
     }
@@ -148,7 +148,7 @@ public class HmaValidationTests : IDisposable
             var sResult = _testData.SkenderQuotes.GetHma(period).ToList();
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qOutput, sResult, (s) => s.Hma, tolerance: 1e-5);
+            ValidationHelper.VerifyData(qOutput, sResult, (s) => s.Hma, tolerance: ValidationHelper.SkenderTolerance);
         }
         _output.WriteLine("HMA Span validated successfully against Skender");
     }

lib/trends/htit/Htit.Validation.Tests.cs

@@ -55,7 +55,7 @@ public class HtitValidationTests : IDisposable
             {
                 double talibValue = output[i - outRange.Start.Value];
                 double quantalibValue = quantalibResults.Values[i];
-                Assert.Equal(talibValue, quantalibValue, 1e-6);
+                Assert.Equal(talibValue, quantalibValue, ValidationHelper.TalibTolerance);
             }
         }
     }
@@ -85,7 +85,7 @@ public class HtitValidationTests : IDisposable
                 // The divergence in Skender is likely due to implementation details or smoothing differences.
                 double diff = Math.Abs(skenderValue - quantalibValue);
                 double relError = diff / skenderValue;
-                Assert.True(relError < 0.005, $"Relative error {relError} too high at index {i}");
+                Assert.True(relError < ValidationHelper.RelativeTolerance, $"Relative error {relError} too high at index {i}");
             }
         }
     }
@@ -116,7 +116,7 @@ public class HtitValidationTests : IDisposable
                 // Skender implementation differs slightly (~0.32%) from TA-Lib/QuanTAlib
                 double diff = Math.Abs(skenderValue - quantalibValue);
                 double relError = diff / skenderValue;
-                Assert.True(relError < 0.005, $"Relative error {relError} too high at index {i}");
+                Assert.True(relError < ValidationHelper.RelativeTolerance, $"Relative error {relError} too high at index {i}");
             }
         }
     }
@@ -156,7 +156,7 @@ public class HtitValidationTests : IDisposable
             // QuanTAlib matches TA-Lib (reference) with 1e-6 precision.
             double diff = Math.Abs(ooplesValue - quantalibValue);
             double relError = diff / ooplesValue;
-            Assert.True(relError < 0.003, $"Relative error {relError} too high at index {i}");
+            Assert.True(relError < ValidationHelper.RelativeTolerance, $"Relative error {relError} too high at index {i}");
         }
     }
 }

lib/trends/kama/Kama.Validation.Tests.cs

@@ -120,7 +120,7 @@ public class KamaValidationTests
             var oValues = oResult.OutputValues["Kama"];
 
             // Compare
-            ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: 5e-4);
+            ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("KAMA validated successfully against Ooples");
     }

lib/trends/lsma/Lsma.Validation.Tests.cs

@@ -35,7 +35,7 @@ public class LsmaValidationTests
             var sResult = _testData.SkenderQuotes.GetEpma(period).ToList();
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResult, sResult, x => x.Epma, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qResult, sResult, x => x.Epma, tolerance: ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("LSMA Batch(TSeries) validated successfully against Skender");
     }
@@ -59,7 +59,7 @@ public class LsmaValidationTests
             var sResult = _testData.SkenderQuotes.GetEpma(period).ToList();
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResults, sResult, x => x.Epma, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qResults, sResult, x => x.Epma, tolerance: ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("LSMA Streaming validated successfully against Skender");
     }
@@ -79,7 +79,7 @@ public class LsmaValidationTests
             var sResult = _testData.SkenderQuotes.GetEpma(period).ToList();
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qOutput, sResult, x => x.Epma, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qOutput, sResult, x => x.Epma, tolerance: ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("LSMA Span validated successfully against Skender");
     }

lib/trends/mama/Mama.Validation.Tests.cs

@@ -111,8 +111,9 @@ public class MamaValidationTests
         var qResult = mama.Update(_testData.Data); // _testData.Data is Close prices
 
         // 3. Verify MAMA
-        // Tolerance increased to 30.0 due to high-precision constant updates in QuanTAlib
-        // Ooples implementation shows larger divergence (~26.3) likely due to different smoothing or constant handling
+        // Tolerance set to 30.0 due to significant divergence (~27.0) caused by:
+        // 1. Initialization: Ooples starts from 0, QuanTAlib warms up with Average.
+        // 2. Precision: Ooples uses 4-decimal constants, QuanTAlib uses exact fractions.
         ValidationHelper.VerifyData(qResult, oMama, x => x, skip: 100, tolerance: 30.0);
         
         // 4. Verify FAMA

lib/trends/mgdi/Mgdi.Validation.Tests.cs

@@ -53,7 +53,7 @@ public class MgdiValidationTests : IDisposable
 
             if (!double.IsNaN(skenderValue))
             {
-                Assert.Equal(skenderValue, quantalibValue, 1e-6);
+                Assert.Equal(skenderValue, quantalibValue, ValidationHelper.SkenderTolerance);
             }
         }
     }
@@ -81,7 +81,7 @@ public class MgdiValidationTests : IDisposable
 
             if (!double.IsNaN(skenderValue))
             {
-                Assert.Equal(skenderValue, quantalibValue, 1e-6);
+                Assert.Equal(skenderValue, quantalibValue, ValidationHelper.SkenderTolerance);
             }
         }
     }
@@ -120,7 +120,7 @@ public class MgdiValidationTests : IDisposable
             // We'll check for close correlation using relative error
             double diff = Math.Abs(ooplesValue - quantalibValue);
             double relError = diff / ooplesValue;
-            Assert.True(relError < 1e-9, $"Relative error {relError} too high at index {i}");
+            Assert.True(relError < ValidationHelper.OoplesTolerance, $"Relative error {relError} too high at index {i}");
         }
     }
 }

lib/trends/pwma/Pwma.Comparison.Tests.cs

@@ -0,0 +1,77 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using Xunit;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+public class PwmaComparisonTests
+{
+    private readonly ITestOutputHelper _output;
+
+    public PwmaComparisonTests(ITestOutputHelper output)
+    {
+        _output = output;
+    }
+
+    [Fact]
+    public void Compare_O1_vs_Naive()
+    {
+        int period = 50;
+        int count = 5000;
+        var random = new Random(123);
+        var data = new List<double>();
+        for (int i = 0; i < count; i++) data.Add(random.NextDouble() * 100);
+
+        // 1. QuanTAlib O(1)
+        var pwma = new Pwma(period);
+        var qResults = new List<double>();
+        foreach (var val in data)
+        {
+            qResults.Add(pwma.Update(new TValue(DateTime.UtcNow, val)).Value);
+        }
+
+        // 2. Naive O(N)
+        var nResults = new List<double>();
+        for (int i = 0; i < count; i++)
+        {
+            if (i < period - 1)
+            {
+                // Warmup logic matching QuanTAlib
+                double sumSq = 0;
+                double wSum = 0;
+                for (int j = 0; j <= i; j++)
+                {
+                    double weight = (j + 1) * (j + 1);
+                    wSum += data[j] * weight;
+                    sumSq += weight;
+                }
+                nResults.Add(wSum / sumSq);
+            }
+            else
+            {
+                double sumSq = 0;
+                double wSum = 0;
+                for (int j = 0; j < period; j++)
+                {
+                    double weight = (j + 1) * (j + 1);
+                    wSum += data[i - period + 1 + j] * weight;
+                    sumSq += weight;
+                }
+                nResults.Add(wSum / sumSq);
+            }
+        }
+
+        // Compare
+        double maxDiff = 0;
+        for (int i = 0; i < count; i++)
+        {
+            double diff = Math.Abs(qResults[i] - nResults[i]);
+            if (diff > maxDiff) maxDiff = diff;
+        }
+
+        _output.WriteLine($"Max Difference between O(1) and Naive O(N): {maxDiff:F10}");
+        Assert.True(maxDiff < 1e-9, $"O(1) implementation diverged too much: {maxDiff}");
+    }
+}

lib/trends/pwma/Pwma.Validation.Tests.cs

@@ -47,7 +47,7 @@ public class PwmaValidationTests
             var oValues = oResult.OutputValues["Pwma"];
 
             // Compare
-            ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: 1e-3);
+            ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: 2e-4);
         }
         _output.WriteLine("PWMA validated successfully against Ooples");
     }

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

@@ -60,7 +60,7 @@ public class RmaValidationTests : IDisposable
         int skip = period * 30;
 
         int itemsToVerify = _testData.Data.Count - skip;
-        ValidationHelper.VerifyData(quantalibResults, skenderResults, (s) => s.Smma, skip: itemsToVerify, tolerance: 1e-4);
+        ValidationHelper.VerifyData(quantalibResults, skenderResults, (s) => s.Smma, skip: itemsToVerify, tolerance: ValidationHelper.OoplesTolerance);
     }
 
     [Fact]
@@ -93,6 +93,6 @@ public class RmaValidationTests : IDisposable
         int skip = period * 30;
         int itemsToVerify = _testData.Data.Count - skip;
         
-        ValidationHelper.VerifyData(qResult, oValues, (s) => s, skip: itemsToVerify, tolerance: 5e-4);
+        ValidationHelper.VerifyData(qResult, oValues, (s) => s, skip: itemsToVerify, tolerance: ValidationHelper.OoplesTolerance);
     }
 }

lib/trends/sma/Sma.Validation.Tests.cs

@@ -309,7 +309,7 @@ public class SmaValidationTests : IDisposable
             var sResult = Calculations.CalculateSimpleMovingAverage(stockData, period).OutputValues.Values.First();
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResult, sResult, (s) => s, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qResult, sResult, (s) => s, 100, ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("SMA Batch(TSeries) validated successfully against Ooples");
     }

lib/trends/ssf/Ssf.Validation.Tests.cs

@@ -63,7 +63,7 @@ public class SsfValidationTests : IDisposable
             // We use a looser tolerance (10.0) because our implementation uses high-precision constants (Math.Sqrt(2) * Math.PI)
             // whereas Ooples likely uses the approximation (1.414 * 3.14159) found in some reference implementations.
             // This difference in constants causes a divergence in values.
-            ValidationHelper.VerifyData(qResult, oValues, (s) => s, skip: period, tolerance: 10.0);
+            ValidationHelper.VerifyData(qResult, oValues, (s) => s, skip: period, tolerance: ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("SSF validated successfully against Ooples");
     }

lib/trends/super/Super.Validation.Tests.cs

@@ -60,16 +60,16 @@ public class SuperValidationTests : IDisposable
                 continue;
             }
 
-            Assert.Equal((double)skenderResults[i].SuperTrend!, results[i], 1e-7);
+            Assert.Equal((double)skenderResults[i].SuperTrend!, results[i], ValidationHelper.SkenderTolerance);
 
             if (skenderResults[i].UpperBand != null)
             {
-                Assert.Equal((double)skenderResults[i].UpperBand!, upper[i], 1e-7);
+                Assert.Equal((double)skenderResults[i].UpperBand!, upper[i], ValidationHelper.SkenderTolerance);
             }
 
             if (skenderResults[i].LowerBand != null)
             {
-                Assert.Equal((double)skenderResults[i].LowerBand!, lower[i], 1e-7);
+                Assert.Equal((double)skenderResults[i].LowerBand!, lower[i], ValidationHelper.SkenderTolerance);
             }
         }
     }

lib/trends/t3/T3.Validation.Tests.cs

@@ -157,7 +157,7 @@ public class T3ValidationTests
             var oValues = oResult.OutputValues["T3"];
 
             // Compare
-            ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: 1e-3);
+            ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("T3 validated successfully against Ooples");
     }

lib/trends/trima/Trima.Validation.Tests.cs

@@ -75,7 +75,7 @@ public class TrimaValidationTests
             int lookback = TALib.Functions.TrimaLookback(period);
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResult, output, outRange, lookback, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qResult, output, outRange, lookback, tolerance: ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("TRIMA Batch(TSeries) validated successfully against TA-Lib");
     }
@@ -109,7 +109,7 @@ public class TrimaValidationTests
             var tResult = outputs[0];
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("TRIMA Batch(TSeries) validated successfully against Tulip");
     }
@@ -135,7 +135,7 @@ public class TrimaValidationTests
             int lookback = TALib.Functions.TrimaLookback(period);
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback, tolerance: ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("TRIMA Span validated successfully against TA-Lib");
     }

lib/trends/wma/Wma.Validation.Tests.cs

@@ -37,7 +37,7 @@ public class WmaValidationTests
             var sResult = _testData.SkenderQuotes.GetWma(period).ToList();
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResult, sResult, x => x.Wma, tolerance: 1e-5);
+            ValidationHelper.VerifyData(qResult, sResult, x => x.Wma, tolerance: ValidationHelper.SkenderTolerance);
         }
         _output.WriteLine("WMA Batch(TSeries) validated successfully against Skender");
     }
@@ -61,7 +61,7 @@ public class WmaValidationTests
             var sResult = _testData.SkenderQuotes.GetWma(period).ToList();
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResults, sResult, x => x.Wma, tolerance: 1e-5);
+            ValidationHelper.VerifyData(qResults, sResult, x => x.Wma, tolerance: ValidationHelper.SkenderTolerance);
         }
         _output.WriteLine("WMA Streaming validated successfully against Skender");
     }
@@ -81,7 +81,7 @@ public class WmaValidationTests
             var sResult = _testData.SkenderQuotes.GetWma(period).ToList();
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qOutput, sResult, x => x.Wma, tolerance: 1e-5);
+            ValidationHelper.VerifyData(qOutput, sResult, x => x.Wma, tolerance: ValidationHelper.SkenderTolerance);
         }
         _output.WriteLine("WMA Span validated successfully against Skender");
     }
@@ -107,7 +107,7 @@ public class WmaValidationTests
             int lookback = TALib.Functions.WmaLookback(period);
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResult, output, outRange, lookback, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qResult, output, outRange, lookback, tolerance: ValidationHelper.TalibTolerance);
         }
         _output.WriteLine("WMA Batch(TSeries) validated successfully against TA-Lib");
     }
@@ -137,7 +137,7 @@ public class WmaValidationTests
             int lookback = TALib.Functions.WmaLookback(period);
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResults, output, outRange, lookback, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qResults, output, outRange, lookback, tolerance: ValidationHelper.TalibTolerance);
         }
         _output.WriteLine("WMA Streaming validated successfully against TA-Lib");
     }
@@ -163,7 +163,7 @@ public class WmaValidationTests
             int lookback = TALib.Functions.WmaLookback(period);
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback, tolerance: ValidationHelper.TalibTolerance);
         }
         _output.WriteLine("WMA Span validated successfully against TA-Lib");
     }
@@ -190,7 +190,7 @@ public class WmaValidationTests
             var tResult = outputs[0];
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: ValidationHelper.TulipTolerance);
         }
         _output.WriteLine("WMA Batch(TSeries) validated successfully against Tulip");
     }
@@ -221,7 +221,7 @@ public class WmaValidationTests
             var tResult = outputs[0];
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qResults, tResult, lookback, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qResults, tResult, lookback, tolerance: ValidationHelper.TulipTolerance);
         }
         _output.WriteLine("WMA Streaming validated successfully against Tulip");
     }
@@ -248,7 +248,7 @@ public class WmaValidationTests
             var tResult = outputs[0];
 
             // Compare last 100 records
-            ValidationHelper.VerifyData(qOutput, tResult, lookback, tolerance: 1e-4);
+            ValidationHelper.VerifyData(qOutput, tResult, lookback, tolerance: ValidationHelper.TulipTolerance);
         }
         _output.WriteLine("WMA Span validated successfully against Tulip");
     }
@@ -281,7 +281,7 @@ public class WmaValidationTests
             var oValues = oResult.OutputValues["Wma"];
 
             // Compare
-            ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: 5e-4);
+            ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: ValidationHelper.OoplesTolerance);
         }
         _output.WriteLine("WMA validated successfully against Ooples");
     }

lib/volume/adl/Adl.Validation.Tests.cs

@@ -32,7 +32,7 @@ public class AdlValidationTests
             quantalibValues.Add(adl.Update(bar).Value);
         }
 
-        ValidationHelper.VerifyData(quantalibValues.ToArray(), skenderValues, 0, 100, 1e-7);
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), skenderValues, 0, 100, ValidationHelper.SkenderTolerance);
     }
 
     [Fact]
@@ -56,7 +56,7 @@ public class AdlValidationTests
             quantalibValues.Add(adl.Update(bar).Value);
         }
 
-        ValidationHelper.VerifyData(quantalibValues.ToArray(), talibValues, outRange, 0, 100, 1e-9);
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), talibValues, outRange, 0, 100, ValidationHelper.TalibTolerance);
     }
 
     [Fact]
@@ -84,7 +84,7 @@ public class AdlValidationTests
             quantalibValues.Add(adl.Update(bar).Value);
         }
 
-        ValidationHelper.VerifyData(quantalibValues.ToArray(), tulipValues, 0, 100, 1e-9);
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), tulipValues, 0, 100, ValidationHelper.TulipTolerance);
     }
 
     [Fact]
@@ -113,6 +113,6 @@ public class AdlValidationTests
             quantalibValues.Add(adl.Update(bar).Value);
         }
 
-        ValidationHelper.VerifyData(quantalibValues.ToArray(), oValues.ToArray(), 0, 100, 1e-2);
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), oValues.ToArray(), 0, 100, ValidationHelper.OoplesTolerance);
     }
 }

lib/volume/adosc/Adosc.Validation.Tests.cs

@@ -167,7 +167,7 @@ public class AdoscValidationTests : IDisposable
         // 1. Batch Mode
         var adosc = new Adosc(fastPeriod, slowPeriod);
         var result = adosc.Update(_testData.Bars);
-        ValidationHelper.VerifyData(result, output, lookback: 0, tolerance: 1e-3);
+        ValidationHelper.VerifyData(result, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
 
         // 2. Streaming Mode
         var adoscStream = new Adosc(fastPeriod, slowPeriod);
@@ -176,7 +176,7 @@ public class AdoscValidationTests : IDisposable
         {
             streamResults.Add(adoscStream.Update(bar).Value);
         }
-        ValidationHelper.VerifyData(streamResults, output, lookback: 0, tolerance: 1e-3);
+        ValidationHelper.VerifyData(streamResults, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
 
         // 3. Span Mode
         double[] high = _testData.Bars.High.Values.ToArray();
@@ -185,6 +185,6 @@ public class AdoscValidationTests : IDisposable
         double[] volume = _testData.Bars.Volume.Values.ToArray();
         double[] spanOutput = new double[close.Length];
         Adosc.Calculate(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
-        ValidationHelper.VerifyData(spanOutput, output, lookback: 0, tolerance: 1e-3);
+        ValidationHelper.VerifyData(spanOutput, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
     }
 }