using System; using System.Collections.Generic; using System.Linq; using OoplesFinance.StockIndicators; using OoplesFinance.StockIndicators.Models; using Xunit.Abstractions; namespace QuanTAlib.Tests; public class SsfValidationTests : IDisposable { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; public SsfValidationTests(ITestOutputHelper output) { _output = output; _testData = new ValidationTestData(); } public void Dispose() { Dispose(true); GC.SuppressFinalize(this); } protected virtual void Dispose(bool disposing) { if (disposing) { _testData.Dispose(); } } [Fact] public void Validate_Against_Ooples() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data for Ooples (List) var ooplesData = _testData.SkenderQuotes.Select(q => new TickerData { Date = q.Date, Close = (double)q.Close, High = (double)q.High, Low = (double)q.Low, Open = (double)q.Open, Volume = (double)q.Volume }).ToList(); foreach (var period in periods) { // Calculate QuanTAlib SSF var ssf = new Ssf(period); var qResult = ssf.Update(_testData.Data); // Calculate Ooples SSF var stockData = new StockData(ooplesData); var oResult = stockData.CalculateEhlersSuperSmootherFilter(period); var oValues = oResult.OutputValues.Values.First(); // Compare // 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: ValidationHelper.OoplesTolerance); } _output.WriteLine("SSF validated successfully against Ooples"); } }