mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-24 05:28:05 +00:00
feat(validation): add input validation for Bilateral and Blma constructors; enhance Butter and Mgdi calculations with NaN handling
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@@ -24,7 +24,7 @@ public class ButterTests
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{
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var source = new double[10];
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var destination = new double[5];
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Assert.Throws<ArgumentOutOfRangeException>(() => Butter.Calculate(source, destination, 5));
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Assert.Throws<ArgumentOutOfRangeException>(() => Butter.Calculate(source, destination, 5, double.NaN));
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}
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[Fact]
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@@ -59,6 +59,14 @@ public class ButterTests
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Assert.Equal(100, result.Value);
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}
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[Fact]
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public void Initial_NaN_Input_ReturnsNaN()
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{
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var butter = new Butter(10);
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var result = butter.Update(new TValue(DateTime.UtcNow, double.NaN));
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Assert.True(double.IsNaN(result.Value));
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}
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[Fact]
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public void AllModes_ProduceSameResult()
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{
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@@ -74,7 +82,7 @@ public class ButterTests
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var tValues = series.Values.ToArray();
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var spanInput = new ReadOnlySpan<double>(tValues);
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var spanOutput = new double[tValues.Length];
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Butter.Calculate(spanInput, spanOutput, period);
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Butter.Calculate(spanInput, spanOutput, period, double.NaN);
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double spanResult = spanOutput[^1];
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// 3. Streaming Mode
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@@ -68,6 +68,7 @@ public sealed class Butter : AbstractBase
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{
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_state = new State();
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_p_state = new State();
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Last = new TValue(0, double.NaN);
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}
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public override void Reset()
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@@ -97,6 +98,7 @@ public sealed class Butter : AbstractBase
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if (double.IsNaN(input.Value) || double.IsInfinity(input.Value))
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{
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// Return Last (initialized to NaN) if no valid input has been seen yet
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return Last;
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}
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@@ -126,7 +128,7 @@ public sealed class Butter : AbstractBase
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{
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var result = new TSeries();
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Span<double> output = new double[source.Count];
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Calculate(source.Values, output, _period);
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Calculate(source.Values, output, _period, double.NaN);
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for (int i = 0; i < source.Count; i++)
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{
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@@ -148,7 +150,7 @@ public sealed class Butter : AbstractBase
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return result;
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}
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public static void Calculate(ReadOnlySpan<double> source, Span<double> destination, int period)
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public static void Calculate(ReadOnlySpan<double> source, Span<double> destination, int period, double initialLast)
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{
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if (period < 2)
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{
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@@ -183,7 +185,7 @@ public sealed class Butter : AbstractBase
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double x = source[i];
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if (double.IsNaN(x) || double.IsInfinity(x))
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{
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destination[i] = i > 0 ? destination[i - 1] : 0;
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destination[i] = i > 0 ? destination[i - 1] : initialLast;
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continue;
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}
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double y = i < 2
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