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 +1,220 @@
+namespace QuanTAlib;
+
+public class AdoscTests
+{
+    private readonly GBM _gbm;
+    private readonly TBarSeries _bars;
+
+    public AdoscTests()
+    {
+        _gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
+        _bars = _gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+    }
+
+    [Fact]
+    public void Constructor_ValidatesInput()
+    {
+        Assert.Throws<ArgumentException>(() => new Adosc(fastPeriod: 0));
+        Assert.Throws<ArgumentException>(() => new Adosc(slowPeriod: 0));
+        Assert.Throws<ArgumentException>(() => new Adosc(fastPeriod: 10, slowPeriod: 5));
+    }
+
+    [Fact]
+    public void Calc_ReturnsValue()
+    {
+        var adosc = new Adosc(3, 10);
+        var result = adosc.Update(_bars[0]);
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Properties_Accessible()
+    {
+        var adosc = new Adosc(3, 10);
+        Assert.Equal("Adosc(3,10)", adosc.Name);
+        Assert.False(adosc.IsHot);
+        Assert.Equal(10, adosc.WarmupPeriod);
+    }
+
+    [Fact]
+    public void Calc_IsNew_AcceptsParameter()
+    {
+        var adosc = new Adosc(3, 10);
+        adosc.Update(_bars[0], isNew: true);
+        adosc.Update(_bars[1], isNew: true);
+        Assert.NotEqual(adosc.Last.Time, _bars[0].Time);
+    }
+
+    [Fact]
+    public void Calc_IsNew_False_UpdatesValue()
+    {
+        var adosc = new Adosc(3, 10);
+        adosc.Update(_bars[0], isNew: true);
+        var firstResult = adosc.Last.Value;
+
+        var modifiedBar = new TBar(_bars[0].Time, _bars[0].Open, _bars[0].High, _bars[0].Low, _bars[0].Close * 1.1, _bars[0].Volume);
+        adosc.Update(modifiedBar, isNew: false);
+
+        Assert.NotEqual(firstResult, adosc.Last.Value);
+    }
+
+    [Fact]
+    public void Reset_ClearsState()
+    {
+        var adosc = new Adosc(3, 10);
+        adosc.Update(_bars[0]);
+        adosc.Reset();
+        Assert.False(adosc.IsHot);
+        Assert.Equal(0, adosc.Last.Value);
+    }
+
+    [Fact]
+    public void IsHot_BecomesTrueWhenBufferFull()
+    {
+        var adosc = new Adosc(3, 10);
+        for (int i = 0; i < 20; i++)
+        {
+            adosc.Update(_bars[i]);
+        }
+        Assert.True(adosc.IsHot);
+    }
+
+    [Fact]
+    public void AllModes_ProduceSameResult()
+    {
+        var adosc = new Adosc(3, 10);
+        var batchResult = Adosc.Batch(_bars, 3, 10);
+
+        var streamResult = new List<double>();
+        foreach (var bar in _bars)
+        {
+            streamResult.Add(adosc.Update(bar).Value);
+        }
+
+        var spanOutput = new double[_bars.Count];
+        Adosc.Calculate(_bars.High.Values, _bars.Low.Values, _bars.Close.Values, _bars.Volume.Values, spanOutput, 3, 10);
+
+        for (int i = 0; i < _bars.Count; i++)
+        {
+            Assert.Equal(batchResult[i].Value, streamResult[i], 1e-9);
+            Assert.Equal(batchResult[i].Value, spanOutput[i], 1e-6);
+        }
+    }
+
+    [Fact]
+    public void NaN_Input_UsesLastValidValue()
+    {
+        var adosc = new Adosc(3, 10);
+
+        // Feed some valid data
+        for (int i = 0; i < 15; i++)
+        {
+            adosc.Update(_bars[i]);
+        }
+
+        // Create a bar with NaN close
+        var nanBar = new TBar(_bars[15].Time, _bars[15].Open, _bars[15].High, _bars[15].Low, double.NaN, _bars[15].Volume);
+        var result = adosc.Update(nanBar);
+
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Infinity_Input_UsesLastValidValue()
+    {
+        var adosc = new Adosc(3, 10);
+
+        // Feed some valid data
+        for (int i = 0; i < 15; i++)
+        {
+            adosc.Update(_bars[i]);
+        }
+
+        // Create a bar with Infinity close
+        var infBar = new TBar(_bars[15].Time, _bars[15].Open, _bars[15].High, _bars[15].Low, double.PositiveInfinity, _bars[15].Volume);
+        var result = adosc.Update(infBar);
+
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void IterativeCorrections_RestoreToOriginalState()
+    {
+        var adosc = new Adosc(3, 10);
+
+        // Feed 20 bars
+        TBar bar20 = default;
+        for (int i = 0; i < 20; i++)
+        {
+            bar20 = _bars[i];
+            adosc.Update(bar20, isNew: true);
+        }
+
+        // Remember state after 20 bars
+        double stateAfter20 = adosc.Last.Value;
+
+        // Apply 5 corrections with different values
+        for (int i = 0; i < 5; i++)
+        {
+            var correctedBar = new TBar(bar20.Time, bar20.Open * (1 + i * 0.01), bar20.High * (1 + i * 0.01),
+                bar20.Low * (1 + i * 0.01), bar20.Close * (1 + i * 0.01), bar20.Volume);
+            adosc.Update(correctedBar, isNew: false);
+        }
+
+        // Restore original bar
+        adosc.Update(bar20, isNew: false);
+
+        Assert.Equal(stateAfter20, adosc.Last.Value, 1e-10);
+    }
+
+    [Fact]
+    public void SpanBatch_CalculatesValidOutput()
+    {
+        double[] high = [100, 101, 102, 103, 104];
+        double[] low = [98, 99, 100, 101, 102];
+        double[] close = [99, 100, 101, 102, 103];
+        double[] volume = [1000, 1100, 1200, 1300, 1400];
+        double[] output = new double[5];
+
+        Adosc.Calculate(high, low, close, volume, output, 3, 5);
+
+        // Verify output is finite
+        for (int i = 0; i < output.Length; i++)
+        {
+            Assert.True(double.IsFinite(output[i]), $"Output at index {i} should be finite");
+        }
+    }
+
+    [Fact]
+    public void SpanBatch_MatchesTSeriesBatch()
+    {
+        var batchResult = Adosc.Batch(_bars, 3, 10);
+
+        var spanOutput = new double[_bars.Count];
+        Adosc.Calculate(_bars.High.Values, _bars.Low.Values, _bars.Close.Values, _bars.Volume.Values, spanOutput, 3, 10);
+
+        for (int i = 0; i < _bars.Count; i++)
+        {
+            Assert.Equal(batchResult[i].Value, spanOutput[i], 1e-6);
+        }
+    }
+
+    [Fact]
+    public void BatchCalc_MatchesIterativeCalc()
+    {
+        var iterativeAdosc = new Adosc(3, 10);
+        var iterativeResults = new List<double>();
+
+        foreach (var bar in _bars)
+        {
+            iterativeResults.Add(iterativeAdosc.Update(bar).Value);
+        }
+
+        var batchResult = Adosc.Batch(_bars, 3, 10);
+
+        for (int i = 0; i < _bars.Count; i++)
+        {
+            Assert.Equal(iterativeResults[i], batchResult[i].Value, 1e-10);
+        }
+    }
+}