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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/volume/adl/Adl.Validation.Tests.cs
+4 -4
View File
@@ -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
+3 -3
View File
@@ -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);
}
}