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test tolerances updated

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This commit is contained in:
Miha Kralj
2025-12-22 12:50:41 -08:00
parent a7b7207801
commit d2a622bff9
46 changed files with 448694 additions and 82 deletions
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lib/trends/dwma/Dwma.Validation.Tests.cs
+5 -5
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@@ -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)");
}