Convolution Indicator (CONV) with customizable kernel support

lib/trends/conv/Conv.Tests.cs

@@ -0,0 +1,123 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using Xunit;
+
+namespace QuanTAlib;
+
+public class ConvTests
+{
+    [Fact]
+    public void Constructor_EmptyKernel_ThrowsArgumentException()
+    {
+        Assert.Throws<ArgumentException>(() => new Conv(Array.Empty<double>()));
+        Assert.Throws<ArgumentException>(() => new Conv(null!));
+    }
+
+    [Fact]
+    public void BasicCalculation_MatchesExpected()
+    {
+        // Kernel: [0.5, 1.0]
+        // Data: [1, 2, 3, 4]
+        // 1: 1*1.0 = 1.0 (partial)
+        // 2: 1*0.5 + 2*1.0 = 2.5
+        // 3: 2*0.5 + 3*1.0 = 4.0
+        // 4: 3*0.5 + 4*1.0 = 5.5
+        
+        var kernel = new double[] { 0.5, 1.0 };
+        var conv = new Conv(kernel);
+        
+        var result1 = conv.Update(new TValue(DateTime.UtcNow, 1));
+        Assert.Equal(1.0, result1.Value);
+        
+        var result2 = conv.Update(new TValue(DateTime.UtcNow, 2));
+        Assert.Equal(2.5, result2.Value);
+        
+        var result3 = conv.Update(new TValue(DateTime.UtcNow, 3));
+        Assert.Equal(4.0, result3.Value);
+        
+        var result4 = conv.Update(new TValue(DateTime.UtcNow, 4));
+        Assert.Equal(5.5, result4.Value);
+    }
+
+    [Fact]
+    public void BarCorrection_UpdatesCorrectly()
+    {
+        var kernel = new double[] { 0.5, 1.0 };
+        var conv = new Conv(kernel);
+        
+        // 1
+        conv.Update(new TValue(DateTime.UtcNow, 1));
+        
+        // 2 (isNew=true) -> 2.5
+        var res1 = conv.Update(new TValue(DateTime.UtcNow, 2), isNew: true);
+        Assert.Equal(2.5, res1.Value);
+        
+        // Update 2 to 3 (isNew=false)
+        // Buffer was [1, 2]. Now [1, 3].
+        // 1*0.5 + 3*1.0 = 3.5
+        var res2 = conv.Update(new TValue(DateTime.UtcNow, 3), isNew: false);
+        Assert.Equal(3.5, res2.Value);
+        
+        // New bar 4 (isNew=true)
+        // Buffer was [1, 3]. New bar 4. Buffer becomes [3, 4].
+        // 3*0.5 + 4*1.0 = 1.5 + 4 = 5.5
+        var res3 = conv.Update(new TValue(DateTime.UtcNow, 4), isNew: true);
+        Assert.Equal(5.5, res3.Value);
+    }
+
+    [Fact]
+    public void NanHandling_UsesLastValid()
+    {
+        var kernel = new double[] { 1.0, 1.0 }; // Sum of last 2
+        var conv = new Conv(kernel);
+        
+        // 1 -> 1
+        conv.Update(new TValue(DateTime.UtcNow, 1));
+        
+        // NaN -> treated as 1. Buffer: [1, 1]. Result: 2.
+        var res = conv.Update(new TValue(DateTime.UtcNow, double.NaN));
+        Assert.Equal(2.0, res.Value);
+        
+        // 2 -> Buffer: [1, 2]. Result: 3.
+        res = conv.Update(new TValue(DateTime.UtcNow, 2));
+        Assert.Equal(3.0, res.Value);
+    }
+
+    [Fact]
+    public void StaticCalculate_MatchesObjectApi()
+    {
+        var kernel = new double[] { 0.5, 1.0 };
+        var source = new TSeries();
+        source.Add(new TValue(DateTime.UtcNow, 1));
+        source.Add(new TValue(DateTime.UtcNow, 2));
+        source.Add(new TValue(DateTime.UtcNow, 3));
+        source.Add(new TValue(DateTime.UtcNow, 4));
+        
+        var result = Conv.Calculate(source, kernel);
+        
+        Assert.Equal(1.0, result.Values[0]);
+        Assert.Equal(2.5, result.Values[1]);
+        Assert.Equal(4.0, result.Values[2]);
+        Assert.Equal(5.5, result.Values[3]);
+    }
+    
+    [Fact]
+    public void Reset_ClearsState()
+    {
+        var kernel = new double[] { 1.0, 1.0 };
+        var conv = new Conv(kernel);
+        
+        conv.Update(new TValue(DateTime.UtcNow, 1));
+        conv.Update(new TValue(DateTime.UtcNow, 2));
+        Assert.True(conv.IsHot);
+        
+        conv.Reset();
+        Assert.False(conv.IsHot);
+        Assert.Equal(0, conv.Last.Value);
+        
+        // Should behave as new
+        var res = conv.Update(new TValue(DateTime.UtcNow, 1));
+        Assert.Equal(1.0, res.Value);
+    }
+}