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>
2026-08-25 13:58:04 +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 +1,156 @@
+using Xunit;
+
+namespace QuanTAlib.Tests;
+
+/// <summary>
+/// LOGTRANS validation tests - validates against Math.Log (standard library)
+/// No external TA libraries implement LOG directly, so we validate against .NET Math.
+/// </summary>
+public class LogtransValidationTests
+{
+    private const double Tolerance = 1e-14;  // Very tight - should match exactly
+
+    [Fact]
+    public void Logtrans_Batch_MatchesMathLog()
+    {
+        int count = 100;
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 30000);
+        var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var source = bars.Close;
+
+        var result = Logtrans.Calculate(source);
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            double expected = Math.Log(source[i].Value);
+            Assert.Equal(expected, result[i].Value, Tolerance);
+        }
+    }
+
+    [Fact]
+    public void Logtrans_Streaming_MatchesMathLog()
+    {
+        int count = 100;
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 30001);
+        var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var source = bars.Close;
+
+        var indicator = new Logtrans();
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            indicator.Update(source[i]);
+            double expected = Math.Log(source[i].Value);
+            Assert.Equal(expected, indicator.Last.Value, Tolerance);
+        }
+    }
+
+    [Fact]
+    public void Logtrans_Span_MatchesMathLog()
+    {
+        int count = 100;
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 30002);
+        var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var source = bars.Close;
+
+        var values = source.Values.ToArray();
+        var output = new double[count];
+        Logtrans.Calculate(values, output);
+
+        for (int i = 0; i < count; i++)
+        {
+            double expected = Math.Log(values[i]);
+            Assert.Equal(expected, output[i], Tolerance);
+        }
+    }
+
+    [Fact]
+    public void Logtrans_KnownIdentities()
+    {
+        var indicator = new Logtrans();
+        var time = DateTime.UtcNow;
+
+        // ln(1) = 0
+        indicator.Update(new TValue(time, 1.0));
+        Assert.Equal(0.0, indicator.Last.Value, Tolerance);
+
+        // ln(e) = 1
+        indicator.Update(new TValue(time.AddMinutes(1), Math.E));
+        Assert.Equal(1.0, indicator.Last.Value, Tolerance);
+
+        // ln(e^n) = n
+        for (int n = 2; n <= 5; n++)
+        {
+            indicator.Update(new TValue(time.AddMinutes(n), Math.Pow(Math.E, n)));
+            Assert.Equal(n, indicator.Last.Value, Tolerance);
+        }
+    }
+
+    [Fact]
+    public void Logtrans_ProductRule()
+    {
+        // ln(a*b) = ln(a) + ln(b)
+        double a = 2.5;
+        double b = 3.7;
+
+        var indicator = new Logtrans();
+        var time = DateTime.UtcNow;
+
+        indicator.Update(new TValue(time, a));
+        double lnA = indicator.Last.Value;
+
+        indicator.Reset();
+        indicator.Update(new TValue(time, b));
+        double lnB = indicator.Last.Value;
+
+        indicator.Reset();
+        indicator.Update(new TValue(time, a * b));
+        double lnAB = indicator.Last.Value;
+
+        Assert.Equal(lnA + lnB, lnAB, Tolerance);
+    }
+
+    [Fact]
+    public void Logtrans_QuotientRule()
+    {
+        // ln(a/b) = ln(a) - ln(b)
+        double a = 10.0;
+        double b = 2.5;
+
+        var indicator = new Logtrans();
+        var time = DateTime.UtcNow;
+
+        indicator.Update(new TValue(time, a));
+        double lnA = indicator.Last.Value;
+
+        indicator.Reset();
+        indicator.Update(new TValue(time, b));
+        double lnB = indicator.Last.Value;
+
+        indicator.Reset();
+        indicator.Update(new TValue(time, a / b));
+        double lnADivB = indicator.Last.Value;
+
+        Assert.Equal(lnA - lnB, lnADivB, Tolerance);
+    }
+
+    [Fact]
+    public void Logtrans_PowerRule()
+    {
+        // ln(a^n) = n * ln(a)
+        double a = 3.0;
+        int n = 4;
+
+        var indicator = new Logtrans();
+        var time = DateTime.UtcNow;
+
+        indicator.Update(new TValue(time, a));
+        double lnA = indicator.Last.Value;
+
+        indicator.Reset();
+        indicator.Update(new TValue(time, Math.Pow(a, n)));
+        double lnAPowN = indicator.Last.Value;
+
+        Assert.Equal(n * lnA, lnAPowN, Tolerance);
+    }
+}