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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>
This commit is contained in:
Miha Kralj
co-authored by
Claude Opus 4.5
aider
Warp
Claude Opus 4.5
aider
Warp
parent
5bcdf8d614
commit
86fe32a682
@@ -0,0 +1,354 @@
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using Xunit;
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namespace QuanTAlib.Tests;
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public class SigmoidTests
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{
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private readonly GBM _gbm = new(1000, 0.05, 0.2, seed: 100);
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private const double Epsilon = 1e-10;
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// ═══════════════════════════════════════════════════════════════════════════════
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// Constructor Tests
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// ═══════════════════════════════════════════════════════════════════════════════
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[Fact]
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public void Constructor_WithDefaultParameters_SetsCorrectName()
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{
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var sigmoid = new Sigmoid();
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Assert.Equal("Sigmoid(1.00,0.00)", sigmoid.Name);
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}
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[Fact]
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public void Constructor_WithCustomParameters_SetsCorrectName()
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{
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var sigmoid = new Sigmoid(k: 0.5, x0: 100.0);
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Assert.Equal("Sigmoid(0.50,100.00)", sigmoid.Name);
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}
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[Fact]
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public void Constructor_WithZeroK_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new Sigmoid(k: 0));
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}
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[Fact]
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public void Constructor_WithNegativeK_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new Sigmoid(k: -1));
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}
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[Fact]
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public void Constructor_WarmupPeriod_IsZero()
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{
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var sigmoid = new Sigmoid();
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Assert.Equal(0, sigmoid.WarmupPeriod);
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}
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// ═══════════════════════════════════════════════════════════════════════════════
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// Basic Update Tests
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// ═══════════════════════════════════════════════════════════════════════════════
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[Fact]
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public void Update_ReturnsTValue()
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{
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var sigmoid = new Sigmoid();
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var input = new TValue(DateTime.UtcNow, 0.0);
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var result = sigmoid.Update(input);
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Assert.IsType<TValue>(result);
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}
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[Fact]
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public void Update_AtMidpoint_ReturnsHalf()
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{
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var sigmoid = new Sigmoid(k: 1.0, x0: 0.0);
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var input = new TValue(DateTime.UtcNow, 0.0);
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var result = sigmoid.Update(input);
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Assert.Equal(0.5, result.Value, Epsilon);
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}
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[Fact]
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public void Update_AtMidpointWithOffset_ReturnsHalf()
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{
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var sigmoid = new Sigmoid(k: 1.0, x0: 100.0);
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var input = new TValue(DateTime.UtcNow, 100.0);
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var result = sigmoid.Update(input);
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Assert.Equal(0.5, result.Value, Epsilon);
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}
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[Fact]
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public void Update_Last_IsUpdated()
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{
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var sigmoid = new Sigmoid();
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var input = new TValue(DateTime.UtcNow, 1.0);
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sigmoid.Update(input);
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Assert.Equal(input.Time, sigmoid.Last.Time);
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}
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[Fact]
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public void Update_IsHot_IsAlwaysTrue()
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{
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var sigmoid = new Sigmoid();
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Assert.True(sigmoid.IsHot);
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sigmoid.Update(new TValue(DateTime.UtcNow, 0.0));
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Assert.True(sigmoid.IsHot);
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}
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// ═══════════════════════════════════════════════════════════════════════════════
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// isNew State Management Tests
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// ═══════════════════════════════════════════════════════════════════════════════
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[Fact]
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public void Update_WithIsNewTrue_AdvancesState()
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{
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var sigmoid = new Sigmoid();
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var input1 = new TValue(DateTime.UtcNow, 1.0);
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var input2 = new TValue(DateTime.UtcNow.AddSeconds(1), 2.0);
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var result1 = sigmoid.Update(input1, isNew: true);
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var result2 = sigmoid.Update(input2, isNew: true);
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Assert.NotEqual(result1.Value, result2.Value);
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}
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[Fact]
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public void Update_WithIsNewFalse_ReplacesCurrentBar()
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{
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var sigmoid = new Sigmoid();
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var input1 = new TValue(DateTime.UtcNow, 1.0);
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var input2 = new TValue(DateTime.UtcNow, 2.0);
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sigmoid.Update(input1, isNew: true);
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var result = sigmoid.Update(input2, isNew: false);
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Assert.Equal(sigmoid.Last.Value, result.Value);
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}
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[Fact]
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public void Update_IterativeCorrections_RestoreState()
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{
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var sigmoid = new Sigmoid();
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// Initial value
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sigmoid.Update(new TValue(DateTime.UtcNow, 1.0), isNew: true);
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double afterFirst = sigmoid.Last.Value;
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// Multiple corrections (isNew = false)
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sigmoid.Update(new TValue(DateTime.UtcNow, 2.0), isNew: false);
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sigmoid.Update(new TValue(DateTime.UtcNow, 3.0), isNew: false);
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sigmoid.Update(new TValue(DateTime.UtcNow, 1.0), isNew: false);
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// Should restore to same state as after first update with same input
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Assert.Equal(afterFirst, sigmoid.Last.Value, Epsilon);
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}
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// ═══════════════════════════════════════════════════════════════════════════════
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// NaN/Infinity Handling Tests
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// ═══════════════════════════════════════════════════════════════════════════════
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[Fact]
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public void Update_NaN_UsesLastValidValue()
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{
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var sigmoid = new Sigmoid();
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sigmoid.Update(new TValue(DateTime.UtcNow, 1.0), isNew: true);
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double lastValid = sigmoid.Last.Value;
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var nanResult = sigmoid.Update(new TValue(DateTime.UtcNow.AddSeconds(1), double.NaN), isNew: true);
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Assert.Equal(lastValid, nanResult.Value);
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}
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[Fact]
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public void Update_PositiveInfinity_UsesLastValidValue()
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{
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var sigmoid = new Sigmoid();
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sigmoid.Update(new TValue(DateTime.UtcNow, 0.0), isNew: true);
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double lastValid = sigmoid.Last.Value;
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var infResult = sigmoid.Update(new TValue(DateTime.UtcNow.AddSeconds(1), double.PositiveInfinity), isNew: true);
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Assert.Equal(lastValid, infResult.Value);
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}
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[Fact]
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public void Update_NegativeInfinity_UsesLastValidValue()
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{
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var sigmoid = new Sigmoid();
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sigmoid.Update(new TValue(DateTime.UtcNow, 0.0), isNew: true);
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double lastValid = sigmoid.Last.Value;
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var infResult = sigmoid.Update(new TValue(DateTime.UtcNow.AddSeconds(1), double.NegativeInfinity), isNew: true);
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Assert.Equal(lastValid, infResult.Value);
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}
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// ═══════════════════════════════════════════════════════════════════════════════
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// Reset Tests
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// ═══════════════════════════════════════════════════════════════════════════════
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[Fact]
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public void Reset_ClearsState()
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{
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var sigmoid = new Sigmoid();
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sigmoid.Update(new TValue(DateTime.UtcNow, 1.0), isNew: true);
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sigmoid.Reset();
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Assert.Equal(default, sigmoid.Last);
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}
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// ═══════════════════════════════════════════════════════════════════════════════
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// TSeries Tests
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// ═══════════════════════════════════════════════════════════════════════════════
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[Fact]
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public void Update_TSeries_ReturnsCorrectLength()
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{
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var sigmoid = new Sigmoid();
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var series = new TSeries();
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for (int i = 0; i < 100; i++)
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series.Add(new TValue(DateTime.UtcNow.AddSeconds(i), i - 50), isNew: true);
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var result = sigmoid.Update(series);
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Assert.Equal(series.Count, result.Count);
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}
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[Fact]
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public void Calculate_TSeries_ReturnsCorrectLength()
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{
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var series = new TSeries();
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for (int i = 0; i < 100; i++)
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series.Add(new TValue(DateTime.UtcNow.AddSeconds(i), i - 50), isNew: true);
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var result = Sigmoid.Calculate(series);
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Assert.Equal(series.Count, result.Count);
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}
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// ═══════════════════════════════════════════════════════════════════════════════
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// Span API Tests
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// ═══════════════════════════════════════════════════════════════════════════════
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[Fact]
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public void Calculate_Span_EmptySource_ThrowsArgumentException()
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{
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double[] output = new double[10];
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Assert.Throws<ArgumentException>(() => Sigmoid.Calculate(ReadOnlySpan<double>.Empty, output.AsSpan()));
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}
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[Fact]
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public void Calculate_Span_OutputTooSmall_ThrowsArgumentException()
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{
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double[] source = [1, 2, 3, 4, 5];
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double[] output = new double[3];
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Assert.Throws<ArgumentException>(() => Sigmoid.Calculate(source.AsSpan(), output.AsSpan()));
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}
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[Fact]
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public void Calculate_Span_InvalidK_ThrowsArgumentException()
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{
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double[] source = [1, 2, 3, 4, 5];
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double[] output = new double[5];
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Assert.Throws<ArgumentException>(() => Sigmoid.Calculate(source.AsSpan(), output.AsSpan(), k: 0));
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}
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[Fact]
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public void Calculate_Span_MatchesStreaming()
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{
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double[] source = new double[100];
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var rng = new Random(42);
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for (int i = 0; i < source.Length; i++)
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source[i] = rng.NextDouble() * 200 - 100;
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double[] spanOutput = new double[source.Length];
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Sigmoid.Calculate(source.AsSpan(), spanOutput.AsSpan());
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var sigmoid = new Sigmoid();
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double[] streamOutput = new double[source.Length];
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for (int i = 0; i < source.Length; i++)
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streamOutput[i] = sigmoid.Update(new TValue(DateTime.UtcNow.AddSeconds(i), source[i]), true).Value;
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for (int i = 0; i < source.Length; i++)
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Assert.Equal(streamOutput[i], spanOutput[i], Epsilon);
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}
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[Fact]
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public void Calculate_Span_HandlesNaN()
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{
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double[] source = [1.0, double.NaN, 2.0];
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double[] output = new double[3];
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Sigmoid.Calculate(source.AsSpan(), output.AsSpan());
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Assert.True(double.IsFinite(output[0]));
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Assert.True(double.IsFinite(output[1])); // NaN replaced with last valid
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Assert.True(double.IsFinite(output[2]));
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}
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// ═══════════════════════════════════════════════════════════════════════════════
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// Chaining Tests
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// ═══════════════════════════════════════════════════════════════════════════════
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[Fact]
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public void Chaining_PublishesEvents()
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{
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var source = new TSeries();
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var sigmoid = new Sigmoid(source);
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int eventCount = 0;
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sigmoid.Pub += (_, in _) => eventCount++;
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for (int i = 0; i < 10; i++)
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source.Add(new TValue(DateTime.UtcNow.AddSeconds(i), i), isNew: true);
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Assert.Equal(10, eventCount);
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}
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// ═══════════════════════════════════════════════════════════════════════════════
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// Steepness Parameter Tests
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// ═══════════════════════════════════════════════════════════════════════════════
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[Fact]
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public void Update_HigherK_CreatesSteeperTransition()
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{
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var sigmoidLow = new Sigmoid(k: 0.5);
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var sigmoidHigh = new Sigmoid(k: 5.0);
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// At x=1, higher k should give value closer to 1
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var resultLow = sigmoidLow.Update(new TValue(DateTime.UtcNow, 1.0));
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var resultHigh = sigmoidHigh.Update(new TValue(DateTime.UtcNow, 1.0));
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Assert.True(resultHigh.Value > resultLow.Value);
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}
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[Fact]
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public void Update_DifferentX0_ShiftsMidpoint()
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{
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var sigmoid0 = new Sigmoid(k: 1.0, x0: 0.0);
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var sigmoid100 = new Sigmoid(k: 1.0, x0: 100.0);
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// At x=0, sigmoid with x0=0 should be 0.5
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var result0 = sigmoid0.Update(new TValue(DateTime.UtcNow, 0.0));
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// At x=100, sigmoid with x0=100 should be 0.5
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var result100 = sigmoid100.Update(new TValue(DateTime.UtcNow, 100.0));
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Assert.Equal(0.5, result0.Value, Epsilon);
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Assert.Equal(0.5, result100.Value, Epsilon);
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}
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}
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