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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>
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co-authored by
Claude Opus 4.5
aider
Warp
parent
5bcdf8d614
commit
86fe32a682
@@ -0,0 +1,186 @@
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namespace QuanTAlib;
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public class SuperTests
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{
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[Fact]
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public void BasicCalculation_DoesNotCrash()
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{
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var super = new Super(10, 3.0);
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var gbm = new GBM();
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var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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super.Update(bars[i]);
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}
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Assert.True(double.IsFinite(super.Last.Value));
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}
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[Fact]
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public void IsNew_Consistency()
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{
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var super = new Super(10, 3.0);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Feed first 99
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for (int i = 0; i < 99; i++)
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{
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super.Update(bars[i]);
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}
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// Update with 100th point (isNew=true)
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super.Update(bars[99], true);
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// Update with modified 100th point (isNew=false)
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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);
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var val2 = super.Update(modifiedBar, false);
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// Create new instance and feed up to modified
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var super2 = new Super(10, 3.0);
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for (int i = 0; i < 99; i++)
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{
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super2.Update(bars[i]);
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}
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var val3 = super2.Update(modifiedBar, true);
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Assert.Equal(val3.Value, val2.Value, 1e-9);
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Assert.Equal(super2.UpperBand.Value, super.UpperBand.Value, 1e-9);
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Assert.Equal(super2.LowerBand.Value, super.LowerBand.Value, 1e-9);
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Assert.Equal(super2.IsBullish, super.IsBullish);
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}
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[Fact]
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public void Reset_Works()
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{
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var super = new Super(10, 3.0);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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super.Update(bars[i]);
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}
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super.Reset();
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Assert.Equal(0, super.Last.Value);
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Assert.False(super.IsHot);
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// Feed again
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for (int i = 0; i < bars.Count; i++)
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{
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super.Update(bars[i]);
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}
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Assert.True(double.IsFinite(super.Last.Value));
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}
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[Fact]
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public void TBarSeries_Update_Matches_Streaming()
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{
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var super = new Super(10, 3.0);
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var streamingResults = new List<double>();
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for (int i = 0; i < bars.Count; i++)
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{
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streamingResults.Add(super.Update(bars[i]).Value);
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}
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var super2 = new Super(10, 3.0);
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var seriesResults = super2.Update(bars);
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Assert.Equal(streamingResults.Count, seriesResults.Count);
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for (int i = 0; i < seriesResults.Count; i++)
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{
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// Handle NaN comparison
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if (double.IsNaN(streamingResults[i]))
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{
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Assert.True(double.IsNaN(seriesResults.Values[i]));
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}
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else
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{
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Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9);
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}
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}
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}
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[Fact]
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public void Warmup_Handling()
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{
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var super = new Super(10, 3.0);
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var gbm = new GBM();
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var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// First 10 bars should be NaN
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for (int i = 0; i < 10; i++)
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{
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var result = super.Update(bars[i]);
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Assert.True(double.IsNaN(result.Value), $"Bar {i} should be NaN");
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Assert.False(super.IsHot);
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}
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// 11th bar (index 10) should be valid
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var result11 = super.Update(bars[10]);
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Assert.True(double.IsFinite(result11.Value), "Bar 10 should be finite");
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Assert.True(super.IsHot);
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}
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[Fact]
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public void Constructor_InvalidParameters_ThrowsArgumentOutOfRangeException()
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{
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Assert.Throws<ArgumentOutOfRangeException>(() => new Super(0, 3.0));
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Assert.Throws<ArgumentOutOfRangeException>(() => new Super(-1, 3.0));
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Assert.Throws<ArgumentOutOfRangeException>(() => new Super(10, 0));
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Assert.Throws<ArgumentOutOfRangeException>(() => new Super(10, -1.0));
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}
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[Fact]
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public void StaticBatch_Matches_Streaming()
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{
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var super = new Super(10, 3.0);
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var streamingResults = new List<double>();
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for (int i = 0; i < bars.Count; i++)
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{
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streamingResults.Add(super.Update(bars[i]).Value);
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}
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var staticResults = Super.Batch(bars, 10, 3.0);
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Assert.Equal(streamingResults.Count, staticResults.Count);
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for (int i = 0; i < staticResults.Count; i++)
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{
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if (double.IsNaN(streamingResults[i]))
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{
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Assert.True(double.IsNaN(staticResults.Values[i]));
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}
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else
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{
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Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9);
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}
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}
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}
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[Fact]
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public void Chainability_Works()
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{
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var super = new Super(10, 3.0);
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var gbm = new GBM();
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var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Test TBarSeries chain
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var result = super.Update(bars);
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Assert.NotNull(result);
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Assert.IsType<TSeries>(result);
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// Test TBar chain (returns TValue)
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var result2 = super.Update(bars[0]);
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Assert.IsType<TValue>(result2);
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}
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}
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