test tolerances updated

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");
     }