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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/wma/Wma.Validation.Tests.cs
+10 -10
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@@ -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");
}