SIMD Refactor: Merge simd-dev into dev (#55)

Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
2026-08-24 05:28:05 +00:00 · 2026-01-18 19:02:03 -08:00
parent 5bcdf8d614
commit 86fe32a682
1750 changed files with 198235 additions and 80539 deletions
@@ -0,0 +1,232 @@
+
+namespace QuanTAlib;
+
+public class DmxTests
+{
+    [Fact]
+    public void Constructor_InvalidParameters_ThrowsException()
+    {
+        // Dmx delegates to Jma which throws ArgumentOutOfRangeException (subclass of ArgumentException)
+        var ex1 = Assert.ThrowsAny<ArgumentException>(() => new Dmx(0));
+        Assert.Contains("period", ex1.Message, StringComparison.OrdinalIgnoreCase);
+
+        var ex2 = Assert.ThrowsAny<ArgumentException>(() => new Dmx(-1));
+        Assert.Contains("period", ex2.Message, StringComparison.OrdinalIgnoreCase);
+    }
+
+    [Fact]
+    public void BasicCalculation_DoesNotCrash()
+    {
+        var dmx = new Dmx(14);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        for (int i = 0; i < bars.Count; i++)
+        {
+            dmx.Update(bars[i]);
+        }
+
+        Assert.True(double.IsFinite(dmx.Last.Value));
+    }
+
+    [Fact]
+    public void IsNew_Consistency()
+    {
+        var dmx = new Dmx(14);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        // Feed first 99
+        for (int i = 0; i < 99; i++)
+        {
+            dmx.Update(bars[i]);
+        }
+
+        // Update with 100th point (isNew=true)
+        dmx.Update(bars[99], true);
+
+        // Update with modified 100th point (isNew=false)
+        var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
+        var val2 = dmx.Update(modifiedBar, false);
+
+        // Create new instance and feed up to modified
+        var dmx2 = new Dmx(14);
+        for (int i = 0; i < 99; i++)
+        {
+            dmx2.Update(bars[i]);
+        }
+        var val3 = dmx2.Update(modifiedBar, true);
+
+        Assert.Equal(val3.Value, val2.Value, 1e-9);
+    }
+
+    [Fact]
+    public void IterativeCorrections_RestoreToOriginalState()
+    {
+        var dmx = new Dmx(14);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        for (int i = 0; i < 50; i++)
+            dmx.Update(bars[i]);
+
+        var originalValue = dmx.Last;
+
+        for (int m = 0; m < 5; m++)
+        {
+            var modified = new TBar(bars[49].Time, bars[49].Open, bars[49].High + m, bars[49].Low - m, bars[49].Close, bars[49].Volume);
+            dmx.Update(modified, isNew: false);
+        }
+
+        var restored = dmx.Update(bars[49], isNew: false);
+        Assert.Equal(originalValue.Value, restored.Value, 9);
+    }
+
+    [Fact]
+    public void Reset_Works()
+    {
+        var dmx = new Dmx(14);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        for (int i = 0; i < bars.Count; i++)
+        {
+            dmx.Update(bars[i]);
+        }
+
+        dmx.Reset();
+        Assert.Equal(0, dmx.Last.Value);
+
+        // Feed again
+        for (int i = 0; i < bars.Count; i++)
+        {
+            dmx.Update(bars[i]);
+        }
+
+        Assert.True(double.IsFinite(dmx.Last.Value));
+    }
+
+    [Fact]
+    public void NaN_Input_UsesLastValidValue()
+    {
+        var dmx = new Dmx(14);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        for (int i = 0; i < 30; i++)
+            dmx.Update(bars[i]);
+
+        var nanBar = new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, 100);
+        var result = dmx.Update(nanBar);
+
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Infinity_Input_UsesLastValidValue()
+    {
+        var dmx = new Dmx(14);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        for (int i = 0; i < 30; i++)
+            dmx.Update(bars[i]);
+
+        var infBar = new TBar(DateTime.UtcNow, double.PositiveInfinity, double.PositiveInfinity, 0, 100, 100);
+        var result = dmx.Update(infBar);
+
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void AllModes_ProduceSameResult()
+    {
+        var gbm = new GBM(seed: 123);
+        var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        // 1. Batch Mode
+        var batchResult = Dmx.Batch(bars, 14);
+        double expected = batchResult.Last.Value;
+
+        // 2. Streaming Mode
+        var streamDmx = new Dmx(14);
+        for (int i = 0; i < bars.Count; i++)
+            streamDmx.Update(bars[i]);
+        double streamResult = streamDmx.Last.Value;
+
+        Assert.Equal(expected, streamResult, 9);
+    }
+
+    [Fact]
+    public void TBarSeries_Update_Matches_Streaming()
+    {
+        var dmx = new Dmx(14);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        var streamingResults = new List<double>();
+        for (int i = 0; i < bars.Count; i++)
+        {
+            streamingResults.Add(dmx.Update(bars[i]).Value);
+        }
+
+        var dmx2 = new Dmx(14);
+        var seriesResults = dmx2.Update(bars);
+
+        Assert.Equal(streamingResults.Count, seriesResults.Count);
+        for (int i = 0; i < seriesResults.Count; i++)
+        {
+            Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9);
+        }
+    }
+
+    [Fact]
+    public void FirstBar_Handling()
+    {
+        var dmx = new Dmx(14);
+        var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000);
+
+        // First bar should produce 0 DMX because DM+ and DM- are 0
+        var result = dmx.Update(bar);
+
+        Assert.Equal(0, result.Value);
+    }
+
+    [Fact]
+    public void StaticBatch_Matches_Streaming()
+    {
+        var gbm = new GBM();
+        var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        var dmx = new Dmx(14);
+        var streamingResults = new List<double>();
+        for (int i = 0; i < bars.Count; i++)
+        {
+            streamingResults.Add(dmx.Update(bars[i]).Value);
+        }
+
+        var staticResults = Dmx.Batch(bars, 14);
+
+        Assert.Equal(streamingResults.Count, staticResults.Count);
+        for (int i = 0; i < streamingResults.Count; i++)
+        {
+            Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9);
+        }
+    }
+
+    [Fact]
+    public void Chainability_Works()
+    {
+        var dmx = new Dmx(14);
+        var sma = new Sma(dmx, 10);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        for (int i = 0; i < bars.Count; i++)
+        {
+            dmx.Update(bars[i]);
+        }
+
+        Assert.True(Math.Abs(sma.Last.Value) > 1e-14);
+    }
+}