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Miha Kralj
2024-10-08 17:58:02 -07:00
parent 00b5bf3242
commit 14ec3cd2b0
11 changed files with 204 additions and 156 deletions
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Tests/test_eventing.cs
+51 -46
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@@ -1,4 +1,5 @@
using Xunit;
using System.Security.Cryptography;
namespace QuanTAlib;
@@ -7,8 +8,8 @@ public class EventingTests
[Fact]
public void VerifyEventBasedCalculations()
{
// Create a random number generator with a fixed seed for reproducibility
var random = new Random(42);
// Create a cryptographically secure random number generator
using var rng = RandomNumberGenerator.Create();
// Create an input series to hold our random values
var input = new TSeries();
@@ -16,59 +17,63 @@ public class EventingTests
// Create a list of indicator pairs (direct calculation and event-based)
var indicators = new List<(AbstractBase Direct, AbstractBase EventBased)>
{
(new Afirma(p,p,Afirma.WindowType.BlackmanHarris), new Afirma(input, p,p,Afirma.WindowType.BlackmanHarris)),
(new Alma(p), new Alma(input, p)),
(new Convolution([1,2,3,2,1]), new Convolution(input, [1,2,3,2,1])),
(new Dema(p), new Dema(input, p)),
(new Dsma(p), new Dsma(input, p)),
(new Dwma(p), new Dwma(input, p)),
(new Ema(p), new Ema(input, p)),
(new Epma(p), new Epma(input, p)),
(new Frama(p), new Frama(input, p)),
(new Fwma(p), new Fwma(input, p)),
(new Gma(p), new Gma(input, p)),
(new Hma(p), new Hma(input, p)),
(new Htit(), new Htit(input)),
(new Hwma(p), new Hwma(input, p)),
(new Jma(p), new Jma(input, p)),
(new Kama(p), new Kama(input, p)),
(new Ltma(gamma: 0.2), new Ltma(input, gamma: 0.2)),
(new Maaf(p), new Maaf(input, p)),
(new Mama(p), new Mama(input, p)),
(new Mgdi(p), new Mgdi(input, p)),
(new Mma(p), new Mma(input, p)),
(new Qema(k1: 0.2, k2: 0.2, k3: 0.2, k4: 0.2), new Qema(input, k1: 0.2, k2: 0.2, k3: 0.2, k4: 0.2)),
(new Rema(p), new Rema(input, p)),
(new Rma(p), new Rma(input, p)),
(new Sma(p), new Sma(input, p)),
(new Wma(p), new Wma(input, p)),
(new Rma(p), new Rma(input, p)),
(new Tema(p), new Tema(input, p)),
(new Kama(2, 30, 6), new Kama(input, 2, 30, 6)),
(new Zlema(p), new Zlema(input, p))
};
{
(new Afirma(p,p,Afirma.WindowType.BlackmanHarris), new Afirma(input, p,p,Afirma.WindowType.BlackmanHarris)),
(new Alma(p), new Alma(input, p)),
(new Convolution([1,2,3,2,1]), new Convolution(input, [1,2,3,2,1])),
(new Dema(p), new Dema(input, p)),
(new Dsma(p), new Dsma(input, p)),
(new Dwma(p), new Dwma(input, p)),
(new Ema(p), new Ema(input, p)),
(new Epma(p), new Epma(input, p)),
(new Frama(p), new Frama(input, p)),
(new Fwma(p), new Fwma(input, p)),
(new Gma(p), new Gma(input, p)),
(new Hma(p), new Hma(input, p)),
(new Htit(), new Htit(input)),
(new Hwma(p), new Hwma(input, p)),
(new Jma(p), new Jma(input, p)),
(new Kama(p), new Kama(input, p)),
(new Ltma(gamma: 0.2), new Ltma(input, gamma: 0.2)),
(new Maaf(p), new Maaf(input, p)),
(new Mama(p), new Mama(input, p)),
(new Mgdi(p), new Mgdi(input, p)),
(new Mma(p), new Mma(input, p)),
(new Qema(k1: 0.2, k2: 0.2, k3: 0.2, k4: 0.2), new Qema(input, k1: 0.2, k2: 0.2, k3: 0.2, k4: 0.2)),
(new Rema(p), new Rema(input, p)),
(new Rma(p), new Rma(input, p)),
(new Sma(p), new Sma(input, p)),
(new Wma(p), new Wma(input, p)),
(new Rma(p), new Rma(input, p)),
(new Tema(p), new Tema(input, p)),
(new Kama(2, 30, 6), new Kama(input, 2, 30, 6)),
(new Zlema(p), new Zlema(input, p))
};
// Generate 200 random values and feed them to both direct and event-based indicators
for (int i = 0; i< 200; i++)
for (int i = 0; i < 200; i++)
{
double randomValue = random.NextDouble() * 100;
input.Add(randomValue);
double randomValue = GetRandomDouble(rng) * 100;
input.Add(randomValue);
// Calculate direct indicators
foreach (var (direct, _) in indicators)
{
direct.Calc(randomValue);
}
}
}
// Compare the results of direct and event-based calculations
foreach (var (direct, eventBased) in indicators)
{
Assert.Equal(direct.Value, eventBased.Value, 9);
}
// Compare the results of direct and event-based calculations
foreach (var (direct, eventBased) in indicators)
{
Assert.Equal(direct.Value, eventBased.Value, 9);
}
}
private static double GetRandomDouble(RandomNumberGenerator rng)
{
byte[] bytes = new byte[8];
rng.GetBytes(bytes);
return (double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue;
}
}