mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 10:08:05 +00:00
Add Kahan-Babuška Summation Algorithm and Enhance Variance Indicator Tests
- Introduced a new `Sum` class implementing the Kahan-Babuška algorithm for high-precision rolling summation. - Added comprehensive documentation for the `Sum` class, detailing its mathematical foundation, performance profile, and use cases. - Refactored `VarianceIndicator` tests to improve clarity and coverage, including checks for different source types and the ability to change properties. - Enhanced `UsfIndicator` tests to validate initialization, processing of updates, and property changes. - Updated `UsfIndicator` implementation to simplify source handling and improve short name generation. - Modified Qodana configuration to exclude unused auto property accessor warnings.
This commit is contained in:
Miha Kralj
@@ -11,12 +11,12 @@ public abstract class AbstractBase : ITValuePublisher
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/// <summary>
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/// Display name for the indicator.
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/// </summary>
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public string Name { get; protected set; } = string.Empty;
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public string Name { get; protected init; } = string.Empty;
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/// <summary>
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/// Number of periods before the indicator is considered "hot" (valid).
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/// </summary>
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public int WarmupPeriod { get; protected set; }
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public int WarmupPeriod { get; protected init; }
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/// <summary>
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/// Current value of the indicator.
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@@ -0,0 +1,541 @@
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namespace QuanTAlib.Tests;
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public class TValueEventArgsTests
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{
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[Fact]
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public void Constructor_WithValueAndIsNew_SetsPropertiesCorrectly()
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{
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var tValue = new TValue(DateTime.UtcNow.Ticks, 123.45);
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bool isNew = true;
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var eventArgs = new TValueEventArgs { Value = tValue, IsNew = isNew };
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Assert.Equal(tValue, eventArgs.Value);
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Assert.True(eventArgs.IsNew);
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}
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[Fact]
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public void Constructor_Default_SetsDefaultValues()
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{
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var eventArgs = new TValueEventArgs();
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Assert.Equal(default(TValue), eventArgs.Value);
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Assert.False(eventArgs.IsNew);
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}
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[Fact]
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public void Constructor_WithNaNValue_PreservesNaN()
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{
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var tValue = new TValue(DateTime.UtcNow.Ticks, double.NaN);
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var eventArgs = new TValueEventArgs { Value = tValue, IsNew = false };
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Assert.True(double.IsNaN(eventArgs.Value.Value));
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}
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[Fact]
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public void Constructor_WithInfinityValue_PreservesInfinity()
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{
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var tValue = new TValue(DateTime.UtcNow.Ticks, double.PositiveInfinity);
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var eventArgs = new TValueEventArgs { Value = tValue, IsNew = true };
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Assert.True(double.IsPositiveInfinity(eventArgs.Value.Value));
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}
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[Fact]
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public void Equals_SameValues_ReturnsTrue()
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{
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var tValue = new TValue(12345, 100.0);
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var args1 = new TValueEventArgs { Value = tValue, IsNew = true };
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var args2 = new TValueEventArgs { Value = tValue, IsNew = true };
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Assert.True(args1.Equals(args2));
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}
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[Fact]
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public void Equals_DifferentValue_ReturnsFalse()
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{
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var tValue1 = new TValue(12345, 100.0);
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var tValue2 = new TValue(12345, 101.0);
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var args1 = new TValueEventArgs { Value = tValue1, IsNew = true };
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var args2 = new TValueEventArgs { Value = tValue2, IsNew = true };
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Assert.False(args1.Equals(args2));
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}
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[Fact]
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public void Equals_DifferentTime_ReturnsFalse()
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{
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var tValue1 = new TValue(12345, 100.0);
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var tValue2 = new TValue(12346, 100.0);
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var args1 = new TValueEventArgs { Value = tValue1, IsNew = true };
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var args2 = new TValueEventArgs { Value = tValue2, IsNew = true };
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Assert.False(args1.Equals(args2));
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}
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[Fact]
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public void Equals_DifferentIsNew_ReturnsFalse()
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{
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var tValue = new TValue(12345, 100.0);
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var args1 = new TValueEventArgs { Value = tValue, IsNew = true };
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var args2 = new TValueEventArgs { Value = tValue, IsNew = false };
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Assert.False(args1.Equals(args2));
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}
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[Fact]
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public void Equals_Object_SameTValueEventArgs_ReturnsTrue()
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{
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var tValue = new TValue(12345, 100.0);
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var args1 = new TValueEventArgs { Value = tValue, IsNew = true };
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object args2 = new TValueEventArgs { Value = tValue, IsNew = true };
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Assert.True(args1.Equals(args2));
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}
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[Fact]
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public void Equals_Object_DifferentType_ReturnsFalse()
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{
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var args = new TValueEventArgs { Value = new TValue(12345, 100.0), IsNew = true };
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object other = "not a TValueEventArgs";
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Assert.False(args.Equals(other));
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}
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[Fact]
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public void Equals_Object_Null_ReturnsFalse()
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{
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var args = new TValueEventArgs { Value = new TValue(12345, 100.0), IsNew = true };
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Assert.False(args.Equals(null));
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}
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[Fact]
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public void GetHashCode_SameValues_ReturnsSameHashCode()
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{
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var tValue = new TValue(12345, 100.0);
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var args1 = new TValueEventArgs { Value = tValue, IsNew = true };
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var args2 = new TValueEventArgs { Value = tValue, IsNew = true };
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Assert.Equal(args1.GetHashCode(), args2.GetHashCode());
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}
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[Fact]
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public void GetHashCode_DifferentValues_ReturnsDifferentHashCode()
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{
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var tValue1 = new TValue(12345, 100.0);
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var tValue2 = new TValue(12346, 100.0);
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var args1 = new TValueEventArgs { Value = tValue1, IsNew = true };
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var args2 = new TValueEventArgs { Value = tValue2, IsNew = true };
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Assert.NotEqual(args1.GetHashCode(), args2.GetHashCode());
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}
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[Fact]
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public void GetHashCode_DifferentIsNew_ReturnsDifferentHashCode()
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{
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var tValue = new TValue(12345, 100.0);
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var args1 = new TValueEventArgs { Value = tValue, IsNew = true };
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var args2 = new TValueEventArgs { Value = tValue, IsNew = false };
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Assert.NotEqual(args1.GetHashCode(), args2.GetHashCode());
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}
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[Fact]
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public void EqualityOperator_SameValues_ReturnsTrue()
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{
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var tValue = new TValue(12345, 100.0);
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var args1 = new TValueEventArgs { Value = tValue, IsNew = true };
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var args2 = new TValueEventArgs { Value = tValue, IsNew = true };
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Assert.True(args1 == args2);
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}
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[Fact]
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public void EqualityOperator_DifferentValues_ReturnsFalse()
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{
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var tValue1 = new TValue(12345, 100.0);
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var tValue2 = new TValue(12346, 100.0);
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var args1 = new TValueEventArgs { Value = tValue1, IsNew = true };
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var args2 = new TValueEventArgs { Value = tValue2, IsNew = true };
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Assert.False(args1 == args2);
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}
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[Fact]
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public void InequalityOperator_SameValues_ReturnsFalse()
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{
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var tValue = new TValue(12345, 100.0);
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var args1 = new TValueEventArgs { Value = tValue, IsNew = true };
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var args2 = new TValueEventArgs { Value = tValue, IsNew = true };
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Assert.False(args1 != args2);
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}
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[Fact]
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public void InequalityOperator_DifferentValues_ReturnsTrue()
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{
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var tValue1 = new TValue(12345, 100.0);
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var tValue2 = new TValue(12346, 100.0);
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var args1 = new TValueEventArgs { Value = tValue1, IsNew = true };
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var args2 = new TValueEventArgs { Value = tValue2, IsNew = true };
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Assert.True(args1 != args2);
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}
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[Fact]
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public void Equals_WithNaN_BothNaN_ReturnsTrue()
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{
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var tValue1 = new TValue(12345, double.NaN);
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var tValue2 = new TValue(12345, double.NaN);
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var args1 = new TValueEventArgs { Value = tValue1, IsNew = true };
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var args2 = new TValueEventArgs { Value = tValue2, IsNew = true };
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Assert.True(args1.Equals(args2));
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}
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[Fact]
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public void GetHashCode_WithNaN_DoesNotThrow()
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{
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var tValue = new TValue(12345, double.NaN);
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var args = new TValueEventArgs { Value = tValue, IsNew = true };
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var hash = args.GetHashCode();
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Assert.True(hash != 0 || hash == 0); // Just verify it doesn't throw
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}
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[Fact]
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public void Constructor_WithZeroTime_Allowed()
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{
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var tValue = new TValue(0, 100.0);
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var args = new TValueEventArgs { Value = tValue, IsNew = false };
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Assert.Equal(0, args.Value.Time);
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Assert.Equal(100.0, args.Value.Value);
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Assert.False(args.IsNew);
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}
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[Fact]
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public void Constructor_WithNegativeTime_Allowed()
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{
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var tValue = new TValue(-12345, 100.0);
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var args = new TValueEventArgs { Value = tValue, IsNew = true };
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Assert.Equal(-12345, args.Value.Time);
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Assert.Equal(100.0, args.Value.Value);
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Assert.True(args.IsNew);
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}
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[Fact]
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public void Constructor_WithMaxLongTime_Allowed()
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{
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var tValue = new TValue(long.MaxValue, 100.0);
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var args = new TValueEventArgs { Value = tValue, IsNew = false };
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Assert.Equal(long.MaxValue, args.Value.Time);
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Assert.Equal(100.0, args.Value.Value);
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Assert.False(args.IsNew);
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}
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[Fact]
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public void Constructor_WithMaxDoubleValue_Allowed()
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{
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var tValue = new TValue(DateTime.UtcNow.Ticks, double.MaxValue);
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var args = new TValueEventArgs { Value = tValue, IsNew = true };
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Assert.Equal(double.MaxValue, args.Value.Value);
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Assert.True(args.IsNew);
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}
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[Fact]
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public void Constructor_WithMinDoubleValue_Allowed()
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{
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var tValue = new TValue(DateTime.UtcNow.Ticks, double.MinValue);
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var args = new TValueEventArgs { Value = tValue, IsNew = false };
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Assert.Equal(double.MinValue, args.Value.Value);
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Assert.False(args.IsNew);
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}
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[Fact]
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public void Constructor_WithEpsilonValue_Allowed()
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{
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var tValue = new TValue(DateTime.UtcNow.Ticks, double.Epsilon);
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var args = new TValueEventArgs { Value = tValue, IsNew = true };
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Assert.Equal(double.Epsilon, args.Value.Value);
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Assert.True(args.IsNew);
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}
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}
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public class TValuePublishedHandlerTests
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{
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private class MockPublisher : ITValuePublisher
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{
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#pragma warning disable CS0067 // Event is never used - intentional for delegate testing
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public event TValuePublishedHandler? Pub;
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#pragma warning restore CS0067
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}
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[Fact]
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public void Delegate_CanBeAssigned()
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{
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TValuePublishedHandler handler = (_, in _) => { };
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Assert.NotNull(handler);
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}
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[Fact]
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public void Delegate_CanBeInvoked()
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{
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bool wasCalled = false;
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TValuePublishedHandler handler = (object? sender, in TValueEventArgs args) => wasCalled = true;
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var args = new TValueEventArgs { Value = new TValue(12345, 100.0), IsNew = true };
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handler(null, args);
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Assert.True(wasCalled);
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}
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[Fact]
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public void Delegate_ReceivesCorrectArguments()
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{
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object? receivedSender = null;
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TValueEventArgs receivedArgs = default;
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TValuePublishedHandler handler = (object? sender, in TValueEventArgs args) =>
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{
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receivedSender = sender;
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receivedArgs = args;
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};
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var publisher = new MockPublisher();
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var expectedArgs = new TValueEventArgs { Value = new TValue(12345, 100.0), IsNew = true };
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handler(publisher, expectedArgs);
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Assert.Equal(publisher, receivedSender);
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Assert.Equal(expectedArgs, receivedArgs);
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}
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[Fact]
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public void Delegate_CanBeNull()
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{
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TValuePublishedHandler? handler = null;
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var exception = Record.Exception(() => handler?.Invoke(null, new TValueEventArgs()));
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Assert.Null(exception);
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}
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}
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public class ITValuePublisherTests
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{
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private class MockPublisher : ITValuePublisher
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{
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public event TValuePublishedHandler? Pub;
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public void RaiseEvent(TValue value, bool isNew = true)
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{
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Pub?.Invoke(this, new TValueEventArgs { Value = value, IsNew = isNew });
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}
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}
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[Fact]
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public void Interface_CanBeImplemented()
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{
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ITValuePublisher publisher = new MockPublisher();
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Assert.NotNull(publisher);
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}
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[Fact]
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public void Pub_Event_CanBeSubscribed()
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{
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var publisher = new MockPublisher();
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bool eventRaised = false;
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publisher.Pub += (object? sender, in TValueEventArgs args) => eventRaised = true;
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publisher.RaiseEvent(new TValue(12345, 100.0));
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Assert.True(eventRaised);
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}
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[Fact]
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public void Pub_Event_CanBeUnsubscribed()
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{
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var publisher = new MockPublisher();
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bool eventRaised = false;
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TValuePublishedHandler handler = (object? sender, in TValueEventArgs args) => eventRaised = true;
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publisher.Pub += handler;
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publisher.RaiseEvent(new TValue(12345, 100.0));
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Assert.True(eventRaised);
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eventRaised = false;
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publisher.Pub -= handler;
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publisher.RaiseEvent(new TValue(12346, 101.0));
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Assert.False(eventRaised);
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}
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[Fact]
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public void Pub_Event_MultipleSubscribers_AllReceiveEvent()
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{
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var publisher = new MockPublisher();
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bool event1Raised = false;
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bool event2Raised = false;
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publisher.Pub += (object? sender, in TValueEventArgs args) => event1Raised = true;
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publisher.Pub += (object? sender, in TValueEventArgs args) => event2Raised = true;
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publisher.RaiseEvent(new TValue(12345, 100.0));
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Assert.True(event1Raised);
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Assert.True(event2Raised);
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}
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[Fact]
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public void Pub_Event_NoSubscribers_DoesNotThrow()
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{
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var publisher = new MockPublisher();
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var exception = Record.Exception(() => publisher.RaiseEvent(new TValue(12345, 100.0)));
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Assert.Null(exception);
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}
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[Fact]
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public void Pub_Event_ReceivesCorrectSender()
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{
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var publisher = new MockPublisher();
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object? receivedSender = null;
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publisher.Pub += (object? sender, in TValueEventArgs args) => receivedSender = sender;
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publisher.RaiseEvent(new TValue(12345, 100.0));
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Assert.Equal(publisher, receivedSender);
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}
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[Fact]
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public void Pub_Event_ReceivesCorrectEventArgs()
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{
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var publisher = new MockPublisher();
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TValueEventArgs receivedArgs = default;
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publisher.Pub += (object? sender, in TValueEventArgs args) => receivedArgs = args;
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var expectedValue = new TValue(12345, 100.0);
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publisher.RaiseEvent(expectedValue, isNew: true);
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Assert.Equal(expectedValue, receivedArgs.Value);
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Assert.True(receivedArgs.IsNew);
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}
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[Fact]
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public void Pub_Event_IsNew_False_ReceivedCorrectly()
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{
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var publisher = new MockPublisher();
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TValueEventArgs receivedArgs = default;
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publisher.Pub += (object? sender, in TValueEventArgs args) => receivedArgs = args;
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var expectedValue = new TValue(12345, 100.0);
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publisher.RaiseEvent(expectedValue, isNew: false);
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Assert.Equal(expectedValue, receivedArgs.Value);
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Assert.False(receivedArgs.IsNew);
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}
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[Fact]
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public void Pub_Event_HandlerThrows_ExceptionPropagates()
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{
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var publisher = new MockPublisher();
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publisher.Pub += (object? sender, in TValueEventArgs args) =>
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{
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throw new InvalidOperationException("Test exception");
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};
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Assert.Throws<InvalidOperationException>(() =>
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publisher.RaiseEvent(new TValue(12345, 100.0)));
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}
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[Fact]
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public void Pub_Event_HandlerWithNaNValue_ReceivesNaN()
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{
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var publisher = new MockPublisher();
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double receivedValue = 0;
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||||
publisher.Pub += (object? sender, in TValueEventArgs args) => receivedValue = args.Value.Value;
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publisher.RaiseEvent(new TValue(12345, double.NaN));
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Assert.True(double.IsNaN(receivedValue));
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}
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[Fact]
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public void Pub_Event_HandlerWithInfinityValue_ReceivesInfinity()
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{
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var publisher = new MockPublisher();
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double receivedValue = 0;
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|
||||
publisher.Pub += (object? sender, in TValueEventArgs args) => receivedValue = args.Value.Value;
|
||||
|
||||
publisher.RaiseEvent(new TValue(12345, double.PositiveInfinity));
|
||||
|
||||
Assert.True(double.IsPositiveInfinity(receivedValue));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Pub_Event_MultipleEvents_AllReceived()
|
||||
{
|
||||
var publisher = new MockPublisher();
|
||||
var receivedValues = new List<double>();
|
||||
|
||||
publisher.Pub += (object? sender, in TValueEventArgs args) => receivedValues.Add(args.Value.Value);
|
||||
|
||||
publisher.RaiseEvent(new TValue(12345, 100.0));
|
||||
publisher.RaiseEvent(new TValue(12346, 200.0));
|
||||
publisher.RaiseEvent(new TValue(12347, 300.0));
|
||||
|
||||
Assert.Equal(3, receivedValues.Count);
|
||||
Assert.Equal(100.0, receivedValues[0]);
|
||||
Assert.Equal(200.0, receivedValues[1]);
|
||||
Assert.Equal(300.0, receivedValues[2]);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Pub_Event_SubscribeUnsubscribeMultipleTimes_Works()
|
||||
{
|
||||
var publisher = new MockPublisher();
|
||||
int callCount = 0;
|
||||
|
||||
TValuePublishedHandler handler = (object? sender, in TValueEventArgs args) => callCount++;
|
||||
|
||||
// Subscribe multiple times
|
||||
publisher.Pub += handler;
|
||||
publisher.Pub += handler;
|
||||
|
||||
publisher.RaiseEvent(new TValue(12345, 100.0));
|
||||
Assert.Equal(2, callCount); // Called twice
|
||||
|
||||
callCount = 0;
|
||||
// Unsubscribe once
|
||||
publisher.Pub -= handler;
|
||||
|
||||
publisher.RaiseEvent(new TValue(12346, 200.0));
|
||||
Assert.Equal(1, callCount); // Called once
|
||||
|
||||
callCount = 0;
|
||||
// Unsubscribe remaining
|
||||
publisher.Pub -= handler;
|
||||
|
||||
publisher.RaiseEvent(new TValue(12347, 300.0));
|
||||
Assert.Equal(0, callCount); // Not called
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user