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test: setup common stability and robustness properties tracking

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This commit is contained in:
Miha Kralj
2026-02-27 12:50:05 -08:00
parent 4ab3a7fb53
commit 769a923a24
287 changed files with 1314 additions and 867 deletions
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lib/statistics/correlation/Correlation.Tests.cs
+27 -23
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@@ -119,31 +119,33 @@ public class CorrelationTests
[Fact]
public void Update_IterativeCorrections_Restore()
{
var indicator = new Correlation(5);
var corrected = new Correlation(5);
var direct = new Correlation(5);
// Feed initial data
// Feed identical initial state
for (int i = 0; i < 8; i++)
{
double x = 100.0 + i;
double y = 200.0 + (i * 2);
indicator.Update(x, y, true);
corrected.Update(x, y, true);
direct.Update(x, y, true);
}
// Add new bar
indicator.Update(108.0, 216.0, true);
// Target final value for the current bar
const double finalX = 108.0;
const double finalY = 216.0;
// Make multiple corrections
for (int j = 0; j < 5; j++)
{
double x = 108.0 + (j * 0.1);
double y = 216.0 + (j * 0.2);
_ = indicator.Update(x, y, false);
}
// Correction path: new bar, several rewrites, final rewrite back to target
corrected.Update(finalX, finalY, true);
corrected.Update(finalX + 1.0, finalY + 2.0, false);
corrected.Update(finalX - 0.5, finalY - 1.0, false);
corrected.Update(finalX + 0.25, finalY + 0.5, false);
corrected.Update(finalX, finalY, false);
// Final correction back to original values
indicator.Update(108.0, 216.0, false);
// Direct path: same initial state + one new bar with final value
direct.Update(finalX, finalY, true);
Assert.True(double.IsFinite(indicator.Last.Value));
Assert.Equal(direct.Last.Value, corrected.Last.Value, 1e-12);
}
[Fact]
@@ -159,9 +161,9 @@ public class CorrelationTests
_ = indicator.Last.Value;
// Add NaN - should use last valid value
// Add NaN - should use last valid value, result must be finite
var result = indicator.Update(double.NaN, double.NaN, true);
Assert.True(double.IsFinite(result.Value) || double.IsNaN(result.Value));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
@@ -175,9 +177,9 @@ public class CorrelationTests
indicator.Update(100.0 + i, 200.0 + i, true);
}
// Add Infinity - should use last valid value
// Add Infinity - should use last valid value, result must be finite
var result = indicator.Update(double.PositiveInfinity, double.NegativeInfinity, true);
Assert.True(double.IsFinite(result.Value) || double.IsNaN(result.Value));
Assert.True(double.IsFinite(result.Value));
}
[Fact]
@@ -189,11 +191,13 @@ public class CorrelationTests
}
[Fact]
public void IsHot_AtLeastTwoValues_ReturnsTrue()
public void IsHot_AtPeriod_ReturnsTrue()
{
var indicator = new Correlation(10);
indicator.Update(100.0, 200.0, true);
indicator.Update(101.0, 201.0, true);
for (int i = 0; i < 10; i++)
{
indicator.Update(100.0 + i, 200.0 + i, true);
}
Assert.True(indicator.IsHot);
}
@@ -385,4 +389,4 @@ public class CorrelationTests
}
}
}
}
}