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feat(validation): add input validation for Bilateral and Blma constructors; enhance Butter and Mgdi calculations with NaN handling

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Miha Kralj
2025-12-25 20:53:56 -08:00
parent ac8b2dbb3f
commit 0d077c24d8
15 changed files with 195 additions and 66 deletions
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lib/trends/jma/Jma.Tests.cs
+19
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@@ -237,6 +237,25 @@ public class JmaTests
Assert.NotEqual(jmaPhase0.Last.Value, jmaPhaseMinus100.Last.Value);
}
[Fact]
public void Jma_Power_AffectsResult()
{
var series = new TSeries();
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
for (int i = 0; i < 100; i++)
{
var bar = gbm.Next(isNew: true);
series.Add(bar.Time, bar.Close);
}
var jmaPowerDefault = Jma.Batch(series, 10, power: 0.45);
var jmaPower1 = Jma.Batch(series, 10, power: 1.0);
var jmaPower2 = Jma.Batch(series, 10, power: 2.0);
Assert.NotEqual(jmaPowerDefault.Last.Value, jmaPower1.Last.Value);
Assert.NotEqual(jmaPowerDefault.Last.Value, jmaPower2.Last.Value);
}
[Fact]
public void Jma_SpanCalc_HandlesNaN()