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 05:48:06 +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 +1,138 @@
+namespace QuanTAlib.Tests;
+
+/// <summary>
+/// Validation tests for Slope using synthetic data with known mathematical results.
+/// </summary>
+public class SlopeValidationTests
+{
+    [Fact]
+    public void LinearSequence_ProducesConstantSlope()
+    {
+        // Linear sequence: 0, 2, 4, 6, 8, 10 (slope = 2)
+        double[] data = [0, 2, 4, 6, 8, 10];
+        double[] expected = [0, 2, 2, 2, 2, 2]; // First is 0 (no history), rest are 2
+
+        var slope = new Slope();
+        for (int i = 0; i < data.Length; i++)
+        {
+            var result = slope.Update(new TValue(DateTime.UtcNow, data[i]));
+            Assert.Equal(expected[i], result.Value, precision: 9);
+        }
+    }
+
+    [Fact]
+    public void ConstantSequence_ProducesZeroSlope()
+    {
+        // Constant sequence: 5, 5, 5, 5, 5 (slope = 0)
+        double[] data = [5, 5, 5, 5, 5];
+        double[] expected = [0, 0, 0, 0, 0];
+
+        var slope = new Slope();
+        for (int i = 0; i < data.Length; i++)
+        {
+            var result = slope.Update(new TValue(DateTime.UtcNow, data[i]));
+            Assert.Equal(expected[i], result.Value, precision: 9);
+        }
+    }
+
+    [Fact]
+    public void DecreasingSequence_ProducesNegativeSlope()
+    {
+        // Decreasing sequence: 10, 7, 4, 1, -2 (slope = -3)
+        double[] data = [10, 7, 4, 1, -2];
+        double[] expected = [0, -3, -3, -3, -3];
+
+        var slope = new Slope();
+        for (int i = 0; i < data.Length; i++)
+        {
+            var result = slope.Update(new TValue(DateTime.UtcNow, data[i]));
+            Assert.Equal(expected[i], result.Value, precision: 9);
+        }
+    }
+
+    [Fact]
+    public void QuadraticSequence_ProducesLinearSlope()
+    {
+        // Quadratic sequence: 0, 1, 4, 9, 16, 25 (x^2)
+        // Slope: n^2 - (n-1)^2 = 2n - 1 → 1, 3, 5, 7, 9
+        double[] data = [0, 1, 4, 9, 16, 25];
+        double[] expected = [0, 1, 3, 5, 7, 9];
+
+        var slope = new Slope();
+        for (int i = 0; i < data.Length; i++)
+        {
+            var result = slope.Update(new TValue(DateTime.UtcNow, data[i]));
+            Assert.Equal(expected[i], result.Value, precision: 9);
+        }
+    }
+
+    [Fact]
+    public void AlternatingSequence_ProducesAlternatingSlope()
+    {
+        // Alternating: 0, 10, 0, 10, 0
+        double[] data = [0, 10, 0, 10, 0];
+        double[] expected = [0, 10, -10, 10, -10];
+
+        var slope = new Slope();
+        for (int i = 0; i < data.Length; i++)
+        {
+            var result = slope.Update(new TValue(DateTime.UtcNow, data[i]));
+            Assert.Equal(expected[i], result.Value, precision: 9);
+        }
+    }
+
+    [Fact]
+    public void FibonacciSequence_ProducesCorrectSlope()
+    {
+        // Fibonacci: 1, 1, 2, 3, 5, 8, 13
+        // Slope: 0, 1, 1, 2, 3, 5
+        double[] data = [1, 1, 2, 3, 5, 8, 13];
+        double[] expected = [0, 0, 1, 1, 2, 3, 5];
+
+        var slope = new Slope();
+        for (int i = 0; i < data.Length; i++)
+        {
+            var result = slope.Update(new TValue(DateTime.UtcNow, data[i]));
+            Assert.Equal(expected[i], result.Value, precision: 9);
+        }
+    }
+
+    [Fact]
+    public void BatchCalculation_MatchesSyntheticData()
+    {
+        double[] data = [0, 2, 4, 6, 8, 10];
+        double[] expected = [0, 2, 2, 2, 2, 2];
+        double[] output = new double[data.Length];
+
+        Slope.Calculate(data, output);
+
+        for (int i = 0; i < data.Length; i++)
+        {
+            Assert.Equal(expected[i], output[i], precision: 9);
+        }
+    }
+
+    [Fact]
+    public void LargeLinearSequence_ProducesConstantSlope()
+    {
+        // Generate 1000 points with slope = 0.5
+        int count = 1000;
+        double[] data = new double[count];
+        for (int i = 0; i < count; i++)
+        {
+            data[i] = 100.0 + i * 0.5;
+        }
+
+        var slope = new Slope();
+        // First element - no previous value, slope = 0
+        slope.Update(new TValue(DateTime.UtcNow, data[0]));
+        Assert.Equal(0.0, slope.Last.Value, precision: 9);
+
+        // Rest should have constant slope of 0.5
+        for (int i = 1; i < count; i++)
+        {
+            slope.Update(new TValue(DateTime.UtcNow, data[i]));
+            Assert.Equal(0.5, slope.Last.Value, precision: 9);
+        }
+    }
+}