gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-05 12:37:43 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: update Ema and EmaVector tests to use DateTime.UtcNow for consistency

Browse Source
This commit is contained in:
Miha Kralj
2025-11-29 16:54:15 -08:00
parent 2b4e8e3fc3
commit 622e4c8ae6
2 changed files with 64 additions and 64 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/averages/ema/Ema.Tests.cs
+36 -36
View File
@@ -34,7 +34,7 @@ public class EmaTests
Assert.Equal(0, ema.Value.Value);
TValue result = ema.Update(new TValue(DateTime.Now, 100));
TValue result = ema.Update(new TValue(DateTime.UtcNow, 100));
Assert.True(result.Value > 0);
Assert.Equal(result.Value, ema.Value.Value);
@@ -45,10 +45,10 @@ public class EmaTests
{
var ema = new Ema(10);
ema.Update(new TValue(DateTime.Now, 100), isNew: true);
ema.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
double value1 = ema.Value;
ema.Update(new TValue(DateTime.Now, 105), isNew: true);
ema.Update(new TValue(DateTime.UtcNow, 105), isNew: true);
double value2 = ema.Value;
// Values should change with new bars
@@ -60,11 +60,11 @@ public class EmaTests
{
var ema = new Ema(10);
ema.Update(new TValue(DateTime.Now, 100));
ema.Update(new TValue(DateTime.Now, 110), isNew: true);
ema.Update(new TValue(DateTime.UtcNow, 100));
ema.Update(new TValue(DateTime.UtcNow, 110), isNew: true);
double beforeUpdate = ema.Value;
ema.Update(new TValue(DateTime.Now, 120), isNew: false);
ema.Update(new TValue(DateTime.UtcNow, 120), isNew: false);
double afterUpdate = ema.Value;
// Update should change the value
@@ -76,8 +76,8 @@ public class EmaTests
{
var ema = new Ema(10);
ema.Update(new TValue(DateTime.Now, 100));
ema.Update(new TValue(DateTime.Now, 105));
ema.Update(new TValue(DateTime.UtcNow, 100));
ema.Update(new TValue(DateTime.UtcNow, 105));
double valueBefore = ema.Value;
ema.Reset();
@@ -85,7 +85,7 @@ public class EmaTests
Assert.Equal(0, ema.Value.Value);
// After reset, should accept new values
ema.Update(new TValue(DateTime.Now, 50));
ema.Update(new TValue(DateTime.UtcNow, 50));
Assert.NotEqual(0, ema.Value.Value);
Assert.NotEqual(valueBefore, ema.Value.Value);
}
@@ -98,7 +98,7 @@ public class EmaTests
Assert.Equal(0, ema.Value.Value);
Assert.False(ema.IsHot);
ema.Update(new TValue(DateTime.Now, 100));
ema.Update(new TValue(DateTime.UtcNow, 100));
Assert.NotEqual(0, ema.Value.Value);
}
@@ -124,7 +124,7 @@ public class EmaTests
int steps = 0;
while (!ema.IsHot && steps < 1000)
{
ema.Update(new TValue(DateTime.Now, 100));
ema.Update(new TValue(DateTime.UtcNow, 100));
steps++;
}
@@ -142,8 +142,8 @@ public class EmaTests
var emaAlpha = new Ema(alpha);
// Both should accept Calc calls and produce same result
TValue result1 = emaPeriod.Update(new TValue(DateTime.Now, 100));
TValue result2 = emaAlpha.Update(new TValue(DateTime.Now, 100));
TValue result1 = emaPeriod.Update(new TValue(DateTime.UtcNow, 100));
TValue result2 = emaAlpha.Update(new TValue(DateTime.UtcNow, 100));
Assert.Equal(result1.Value, result2.Value, 1e-10);
}
@@ -218,7 +218,7 @@ public class EmaTests
public void Ema_Result_ImplicitConversionToDouble()
{
var ema = new Ema(10);
ema.Update(new TValue(DateTime.Now, 100));
ema.Update(new TValue(DateTime.UtcNow, 100));
// This should compile and work because TValue has implicit conversion to double
double result = ema.Value;
@@ -232,12 +232,12 @@ public class EmaTests
var ema = new Ema(10);
// Feed some valid values
ema.Update(new TValue(DateTime.Now, 100));
ema.Update(new TValue(DateTime.Now, 110));
ema.Update(new TValue(DateTime.UtcNow, 100));
ema.Update(new TValue(DateTime.UtcNow, 110));
double valueBeforeNaN = ema.Value;
// Feed NaN - should use last valid value (110)
var resultAfterNaN = ema.Update(new TValue(DateTime.Now, double.NaN));
var resultAfterNaN = ema.Update(new TValue(DateTime.UtcNow, double.NaN));
// Result should be finite (not NaN)
Assert.True(double.IsFinite(resultAfterNaN.Value));
@@ -251,15 +251,15 @@ public class EmaTests
var ema = new Ema(10);
// Feed some valid values
ema.Update(new TValue(DateTime.Now, 100));
ema.Update(new TValue(DateTime.Now, 110));
ema.Update(new TValue(DateTime.UtcNow, 100));
ema.Update(new TValue(DateTime.UtcNow, 110));
// Feed positive infinity - should use last valid value
var resultAfterPosInf = ema.Update(new TValue(DateTime.Now, double.PositiveInfinity));
var resultAfterPosInf = ema.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
Assert.True(double.IsFinite(resultAfterPosInf.Value));
// Feed negative infinity - should use last valid value
var resultAfterNegInf = ema.Update(new TValue(DateTime.Now, double.NegativeInfinity));
var resultAfterNegInf = ema.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity));
Assert.True(double.IsFinite(resultAfterNegInf.Value));
}
@@ -269,14 +269,14 @@ public class EmaTests
var ema = new Ema(10);
// Feed valid values
ema.Update(new TValue(DateTime.Now, 100));
ema.Update(new TValue(DateTime.Now, 110));
ema.Update(new TValue(DateTime.Now, 120));
ema.Update(new TValue(DateTime.UtcNow, 100));
ema.Update(new TValue(DateTime.UtcNow, 110));
ema.Update(new TValue(DateTime.UtcNow, 120));
// Feed multiple NaN values
var r1 = ema.Update(new TValue(DateTime.Now, double.NaN));
var r2 = ema.Update(new TValue(DateTime.Now, double.NaN));
var r3 = ema.Update(new TValue(DateTime.Now, double.NaN));
var r1 = ema.Update(new TValue(DateTime.UtcNow, double.NaN));
var r2 = ema.Update(new TValue(DateTime.UtcNow, double.NaN));
var r3 = ema.Update(new TValue(DateTime.UtcNow, double.NaN));
// All results should be finite
Assert.True(double.IsFinite(r1.Value));
@@ -295,12 +295,12 @@ public class EmaTests
// Create series with NaN values interspersed
var series = new TSeries();
series.Add(DateTime.Now.Ticks, 100);
series.Add(DateTime.Now.Ticks + 1, 110);
series.Add(DateTime.Now.Ticks + 2, double.NaN);
series.Add(DateTime.Now.Ticks + 3, 120);
series.Add(DateTime.Now.Ticks + 4, double.PositiveInfinity);
series.Add(DateTime.Now.Ticks + 5, 130);
series.Add(DateTime.UtcNow.Ticks, 100);
series.Add(DateTime.UtcNow.Ticks + 1, 110);
series.Add(DateTime.UtcNow.Ticks + 2, double.NaN);
series.Add(DateTime.UtcNow.Ticks + 3, 120);
series.Add(DateTime.UtcNow.Ticks + 4, double.PositiveInfinity);
series.Add(DateTime.UtcNow.Ticks + 5, 130);
var results = ema.Update(series);
@@ -317,14 +317,14 @@ public class EmaTests
var ema = new Ema(10);
// Feed values including NaN
ema.Update(new TValue(DateTime.Now, 100));
ema.Update(new TValue(DateTime.Now, double.NaN));
ema.Update(new TValue(DateTime.UtcNow, 100));
ema.Update(new TValue(DateTime.UtcNow, double.NaN));
// Reset
ema.Reset();
// After reset, first valid value should establish new baseline
var result = ema.Update(new TValue(DateTime.Now, 50));
var result = ema.Update(new TValue(DateTime.UtcNow, 50));
Assert.Equal(50.0, result.Value, 1e-10);
}
}
lib/averages/ema/EmaVector.Tests.cs
+28 -28
View File
@@ -13,7 +13,7 @@ public class EmaVectorTests
int[] periods = { 10, 20 };
var emaVector = new EmaVector(periods);
var res = emaVector.Update(new TValue(DateTime.Now, 100.0));
var res = emaVector.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Equal(100.0, res[0].Value, 1e-9);
Assert.Equal(100.0, res[1].Value, 1e-9);
@@ -25,7 +25,7 @@ public class EmaVectorTests
double[] alphas = { 0.1, 0.2, 0.5 };
var emaVector = new EmaVector(alphas);
var res = emaVector.Update(new TValue(DateTime.Now, 100.0));
var res = emaVector.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Equal(3, res.Length);
Assert.Equal(100.0, res[0].Value, 1e-9);
@@ -79,7 +79,7 @@ public class EmaVectorTests
double[] alphas = { 0.1, 1.0, 0.5 };
var emaVector = new EmaVector(alphas);
var res = emaVector.Update(new TValue(DateTime.Now, 100.0));
var res = emaVector.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Equal(3, res.Length);
}
@@ -92,7 +92,7 @@ public class EmaVectorTests
var emaSingles = periods.Select(p => new Ema(p)).ToArray();
var values = new double[] { 10, 20, 30, 40, 50, 40, 30, 20, 10 };
var time = DateTime.Now;
var time = DateTime.UtcNow;
foreach (var val in values)
{
@@ -120,7 +120,7 @@ public class EmaVectorTests
int len = 100;
var t = new System.Collections.Generic.List<long>(len);
var v = new System.Collections.Generic.List<double>(len);
var now = DateTime.Now;
var now = DateTime.UtcNow;
for (int i = 0; i < len; i++)
{
@@ -154,7 +154,7 @@ public class EmaVectorTests
int len = 100;
var t = new System.Collections.Generic.List<long>(len);
var v = new System.Collections.Generic.List<double>(len);
var now = DateTime.Now;
var now = DateTime.UtcNow;
for (int i = 0; i < len; i++)
{
@@ -186,7 +186,7 @@ public class EmaVectorTests
int len = 50;
var t = new System.Collections.Generic.List<long>(len);
var v = new System.Collections.Generic.List<double>(len);
var now = DateTime.Now;
var now = DateTime.UtcNow;
for (int i = 0; i < len; i++)
{
@@ -217,10 +217,10 @@ public class EmaVectorTests
int[] periods = { 10 };
var emaVector = new EmaVector(periods);
emaVector.Update(new TValue(DateTime.Now, 100.0));
emaVector.Update(new TValue(DateTime.UtcNow, 100.0));
emaVector.Reset();
var res = emaVector.Update(new TValue(DateTime.Now, 200.0));
var res = emaVector.Update(new TValue(DateTime.UtcNow, 200.0));
Assert.Equal(200.0, res[0].Value, 1e-9);
}
@@ -231,10 +231,10 @@ public class EmaVectorTests
int[] periods = { 10, 20 };
var emaVector = new EmaVector(periods);
emaVector.Update(new TValue(DateTime.Now, 100.0));
emaVector.Update(new TValue(DateTime.Now, 110.0));
emaVector.Update(new TValue(DateTime.UtcNow, 100.0));
emaVector.Update(new TValue(DateTime.UtcNow, 110.0));
var resultAfterNaN = emaVector.Update(new TValue(DateTime.Now, double.NaN));
var resultAfterNaN = emaVector.Update(new TValue(DateTime.UtcNow, double.NaN));
foreach (var result in resultAfterNaN)
{
@@ -248,16 +248,16 @@ public class EmaVectorTests
int[] periods = { 10, 20 };
var emaVector = new EmaVector(periods);
emaVector.Update(new TValue(DateTime.Now, 100.0));
emaVector.Update(new TValue(DateTime.Now, 110.0));
emaVector.Update(new TValue(DateTime.UtcNow, 100.0));
emaVector.Update(new TValue(DateTime.UtcNow, 110.0));
var resultAfterPosInf = emaVector.Update(new TValue(DateTime.Now, double.PositiveInfinity));
var resultAfterPosInf = emaVector.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
foreach (var result in resultAfterPosInf)
{
Assert.True(double.IsFinite(result.Value));
}
var resultAfterNegInf = emaVector.Update(new TValue(DateTime.Now, double.NegativeInfinity));
var resultAfterNegInf = emaVector.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity));
foreach (var result in resultAfterNegInf)
{
Assert.True(double.IsFinite(result.Value));
@@ -270,13 +270,13 @@ public class EmaVectorTests
int[] periods = { 5, 10 };
var emaVector = new EmaVector(periods);
emaVector.Update(new TValue(DateTime.Now, 100.0));
emaVector.Update(new TValue(DateTime.Now, 110.0));
emaVector.Update(new TValue(DateTime.Now, 120.0));
emaVector.Update(new TValue(DateTime.UtcNow, 100.0));
emaVector.Update(new TValue(DateTime.UtcNow, 110.0));
emaVector.Update(new TValue(DateTime.UtcNow, 120.0));
var r1 = emaVector.Update(new TValue(DateTime.Now, double.NaN));
var r2 = emaVector.Update(new TValue(DateTime.Now, double.NaN));
var r3 = emaVector.Update(new TValue(DateTime.Now, double.NaN));
var r1 = emaVector.Update(new TValue(DateTime.UtcNow, double.NaN));
var r2 = emaVector.Update(new TValue(DateTime.UtcNow, double.NaN));
var r3 = emaVector.Update(new TValue(DateTime.UtcNow, double.NaN));
foreach (var result in r1) Assert.True(double.IsFinite(result.Value));
foreach (var result in r2) Assert.True(double.IsFinite(result.Value));
@@ -291,7 +291,7 @@ public class EmaVectorTests
var t = new System.Collections.Generic.List<long>();
var v = new System.Collections.Generic.List<double>();
var now = DateTime.Now;
var now = DateTime.UtcNow;
t.Add(now.Ticks); v.Add(100.0);
t.Add(now.AddMinutes(1).Ticks); v.Add(110.0);
@@ -318,12 +318,12 @@ public class EmaVectorTests
int[] periods = { 10 };
var emaVector = new EmaVector(periods);
emaVector.Update(new TValue(DateTime.Now, 100.0));
emaVector.Update(new TValue(DateTime.Now, double.NaN));
emaVector.Update(new TValue(DateTime.UtcNow, 100.0));
emaVector.Update(new TValue(DateTime.UtcNow, double.NaN));
emaVector.Reset();
var result = emaVector.Update(new TValue(DateTime.Now, 50.0));
var result = emaVector.Update(new TValue(DateTime.UtcNow, 50.0));
Assert.Equal(50.0, result[0].Value, 1e-9);
}
@@ -335,7 +335,7 @@ public class EmaVectorTests
var emaSingles = periods.Select(p => new Ema(p)).ToArray();
var values = new double[] { 10, 20, double.NaN, 40, double.PositiveInfinity, 60, 70 };
var time = DateTime.Now;
var time = DateTime.UtcNow;
foreach (var val in values)
{
@@ -358,7 +358,7 @@ public class EmaVectorTests
int[] periods = { 5, 10 };
var emaVector = new EmaVector(periods);
var result = emaVector.Update(new TValue(DateTime.Now, 100.0));
var result = emaVector.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.Equal(result[0].Value, emaVector.Values[0].Value);
Assert.Equal(result[1].Value, emaVector.Values[1].Value);