test: setup common stability and robustness properties tracking

2026-08-19 02:58:05 +00:00 · 2026-02-27 12:50:05 -08:00
parent 4ab3a7fb53
commit 769a923a24
287 changed files with 1314 additions and 867 deletions
@@ -0,0 +1,81 @@
+using System;
+using System.Linq;
+using Xunit;
+using QuanTAlib;
+
+namespace QuanTAlib.Tests.Core;
+
+/// <summary>
+/// Tests verifying the structural stability of indicators across the repository.
+/// </summary>
+public class IndicatorPropertiesTests
+{
+    [Fact]
+    public void Sma_ShouldNotProduceNaN_WithValidInputs()
+    {
+        var sma = new Sma(period: 10);
+        var random = new Random(42);
+        
+        for (int i = 0; i < 100; i++)
+        {
+            double price = (random.Next(1, 1000000) / 10.0);
+            sma.Update(new TValue(DateTime.Today.AddDays(i), price));
+            
+            // Only check for NaN after warmup
+            if (i >= sma.WarmupPeriod && double.IsNaN(sma.Last.Value))
+            {
+                Assert.Fail($"Produced NaN at index {i}");
+            }
+        }
+    }
+
+    [Fact]
+    public void Ema_ShouldNotProduceNaN_WithValidInputs()
+    {
+        var ema = new Ema(period: 10);
+        var random = new Random(42);
+        
+        for (int i = 0; i < 100; i++)
+        {
+            double price = (random.Next(1, 1000000) / 10.0);
+            ema.Update(new TValue(DateTime.Today.AddDays(i), price));
+            
+            // Only check for NaN after warmup
+            if (i >= ema.WarmupPeriod && double.IsNaN(ema.Last.Value))
+            {
+                Assert.Fail($"Produced NaN at index {i}");
+            }
+        }
+    }
+
+    [Fact]
+    public void Indicator_ShouldRecoverFromNaN_WhenReset()
+    {
+        var ema = new Ema(period: 10);
+        
+        // Feed valid value
+        ema.Update(new TValue(DateTime.Today.AddDays(1), 100));
+        
+        // Feed NaN, which should corrupt state
+        ema.Update(new TValue(DateTime.Today.AddDays(2), double.NaN));
+
+        // Let's actually ensure it is corrupted depending on implementation
+        // Some robust implementations might discard NaN internally, so we don't assert it strictly
+        // We just ensure it recovers properly.
+
+        // Reset should clear the corrupted state
+        ema.Reset();
+        
+        // Feed valid value again
+        ema.Update(new TValue(DateTime.Today.AddDays(3), 100));
+        
+        // Wait for Warmup
+        for (int i = 4; i < 3 + ema.WarmupPeriod; i++) {
+             ema.Update(new TValue(DateTime.Today.AddDays(i), 100));
+        }
+        
+        // Verify recovery after warmup
+        Assert.False(double.IsNaN(ema.Last.Value));
+        Assert.Equal(100, Math.Round(ema.Last.Value, 5));
+    }
+}