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https://github.com/mihakralj/QuanTAlib.git
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Refactor and expand unit tests for TBarSeries, TSeries, and TValue classes
- Enhanced TBarSeriesTests with additional constructors, methods, and assertions for better coverage. - Improved TSeriesTests to include new constructors, methods, and edge cases. - Expanded TValueTests to cover constructors, implicit conversions, equality checks, and hash codes. - Updated project file to target .NET 10.0 and include internal visibility for tests. - Added Codacy configuration for code quality checks.
This commit is contained in:
Miha Kralj
@@ -86,7 +86,7 @@ public class EmaValidationTests : IDisposable
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var qResult = ema.Update(_data);
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// Calculate TA-Lib EMA
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var retCode = TALib.Functions.Ema(tData, 0..^0, output, out var outRange, period);
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var retCode = TALib.Functions.Ema<double>(tData, 0..^0, output, out var outRange, period);
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// Check success
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Assert.Equal(Core.RetCode.Success, retCode);
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@@ -1,4 +1,3 @@
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using System;
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using System.Runtime.CompilerServices;
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using System.Runtime.InteropServices;
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+382
-280
@@ -1,280 +1,382 @@
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using System;
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using System.Linq;
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using Xunit;
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using QuanTAlib;
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namespace QuanTAlib.Tests;
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public class EmaVectorTests
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{
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[Fact]
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public void Initialization_WithPeriods_SetsCorrectAlphas()
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{
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int[] periods = { 10, 20 };
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var emaVector = new EmaVector(periods);
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// We can't check private fields directly, but we can check results after 1 step
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// Alpha = 2 / (P + 1)
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// P=10 -> A=2/11
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// P=20 -> A=2/21
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var res = emaVector.Update(new TValue(DateTime.Now, 100.0));
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// First value should be 100.0 due to compensation
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Assert.Equal(100.0, res[0].Value, 1e-9);
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Assert.Equal(100.0, res[1].Value, 1e-9);
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}
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[Fact]
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public void Calc_Streaming_MatchesSingleEma()
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{
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int[] periods = { 5, 10, 20 };
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var emaVector = new EmaVector(periods);
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var emaSingles = periods.Select(p => new Ema(p)).ToArray();
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var values = new double[] { 10, 20, 30, 40, 50, 40, 30, 20, 10 };
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var time = DateTime.Now;
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foreach (var val in values)
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{
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var tVal = new TValue(time, val);
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var multiRes = emaVector.Update(tVal);
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for (int i = 0; i < periods.Length; i++)
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{
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var singleRes = emaSingles[i].Update(tVal);
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Assert.Equal(singleRes.Value, multiRes[i].Value, 1e-9);
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Assert.Equal(singleRes.Time, multiRes[i].Time);
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}
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time = time.AddMinutes(1);
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}
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}
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[Fact]
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public void Calc_Series_MatchesSingleEma()
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{
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int[] periods = { 5, 10, 20 };
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var emaVector = new EmaVector(periods);
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var emaSingles = periods.Select(p => new Ema(p)).ToArray();
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int len = 100;
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var t = new System.Collections.Generic.List<long>(len);
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var v = new System.Collections.Generic.List<double>(len);
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var now = DateTime.Now;
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for (int i = 0; i < len; i++)
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{
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t.Add(now.AddMinutes(i).Ticks);
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v.Add(Math.Sin(i * 0.1) * 100);
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}
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var series = new TSeries(t, v);
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var multiRes = emaVector.Calculate(series);
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for (int i = 0; i < periods.Length; i++)
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{
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var singleRes = emaSingles[i].Update(series);
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Assert.Equal(singleRes.Count, multiRes[i].Count);
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for (int j = 0; j < len; j++)
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{
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Assert.Equal(singleRes.Values[j], multiRes[i].Values[j], 1e-8);
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}
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}
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}
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[Fact]
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public void Calc_Series_MatchesStreaming()
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{
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int[] periods = { 5, 10, 20 };
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var emaVectorBatch = new EmaVector(periods);
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var emaVectorStream = new EmaVector(periods);
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int len = 100;
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var t = new System.Collections.Generic.List<long>(len);
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var v = new System.Collections.Generic.List<double>(len);
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var now = DateTime.Now;
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for (int i = 0; i < len; i++)
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{
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t.Add(now.AddMinutes(i).Ticks);
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v.Add(Math.Sin(i * 0.1) * 100);
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}
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var series = new TSeries(t, v);
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// Batch calculation
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var batchRes = emaVectorBatch.Calculate(series);
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// Streaming calculation
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for (int i = 0; i < len; i++)
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{
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var tVal = new TValue(new DateTime(t[i]), v[i]);
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var streamRes = emaVectorStream.Update(tVal);
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for (int j = 0; j < periods.Length; j++)
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{
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Assert.Equal(batchRes[j].Values[i], streamRes[j].Value, 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 Reset_ClearsState()
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{
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int[] periods = { 10 };
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var emaVector = new EmaVector(periods);
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emaVector.Update(new TValue(DateTime.Now, 100.0));
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emaVector.Reset();
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// After reset, next calculation should treat it as first value (warmup)
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var res = emaVector.Update(new TValue(DateTime.Now, 200.0));
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Assert.Equal(200.0, res[0].Value, 1e-9);
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}
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[Fact]
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public void Update_NaN_Input_UsesLastValidValue()
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{
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int[] periods = { 10, 20 };
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var emaVector = new EmaVector(periods);
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// Feed some valid values
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emaVector.Update(new TValue(DateTime.Now, 100.0));
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emaVector.Update(new TValue(DateTime.Now, 110.0));
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// Feed NaN - should use last valid value (110)
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var resultAfterNaN = emaVector.Update(new TValue(DateTime.Now, double.NaN));
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// All results should be finite (not NaN)
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foreach (var result in resultAfterNaN)
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{
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Assert.True(double.IsFinite(result.Value), $"Expected finite value but got {result.Value}");
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}
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}
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[Fact]
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public void Update_Infinity_Input_UsesLastValidValue()
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{
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int[] periods = { 10, 20 };
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var emaVector = new EmaVector(periods);
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// Feed some valid values
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emaVector.Update(new TValue(DateTime.Now, 100.0));
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emaVector.Update(new TValue(DateTime.Now, 110.0));
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// Feed positive infinity - should use last valid value
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var resultAfterPosInf = emaVector.Update(new TValue(DateTime.Now, double.PositiveInfinity));
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foreach (var result in resultAfterPosInf)
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{
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Assert.True(double.IsFinite(result.Value));
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}
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// Feed negative infinity - should use last valid value
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var resultAfterNegInf = emaVector.Update(new TValue(DateTime.Now, double.NegativeInfinity));
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foreach (var result in resultAfterNegInf)
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{
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Assert.True(double.IsFinite(result.Value));
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}
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}
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[Fact]
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public void Update_MultipleNaN_ContinuesWithLastValid()
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{
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int[] periods = { 5, 10 };
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var emaVector = new EmaVector(periods);
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// Feed valid values
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emaVector.Update(new TValue(DateTime.Now, 100.0));
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emaVector.Update(new TValue(DateTime.Now, 110.0));
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emaVector.Update(new TValue(DateTime.Now, 120.0));
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// Feed multiple NaN values
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var r1 = emaVector.Update(new TValue(DateTime.Now, double.NaN));
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var r2 = emaVector.Update(new TValue(DateTime.Now, double.NaN));
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var r3 = emaVector.Update(new TValue(DateTime.Now, double.NaN));
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// All results should be finite
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foreach (var result in r1) Assert.True(double.IsFinite(result.Value));
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foreach (var result in r2) Assert.True(double.IsFinite(result.Value));
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foreach (var result in r3) Assert.True(double.IsFinite(result.Value));
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}
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[Fact]
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public void Calculate_Series_HandlesNaN()
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{
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int[] periods = { 5, 10 };
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var emaVector = new EmaVector(periods);
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// Create series with NaN values interspersed
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var t = new System.Collections.Generic.List<long>();
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var v = new System.Collections.Generic.List<double>();
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var now = DateTime.Now;
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t.Add(now.Ticks); v.Add(100.0);
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t.Add(now.AddMinutes(1).Ticks); v.Add(110.0);
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t.Add(now.AddMinutes(2).Ticks); v.Add(double.NaN);
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t.Add(now.AddMinutes(3).Ticks); v.Add(120.0);
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t.Add(now.AddMinutes(4).Ticks); v.Add(double.PositiveInfinity);
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t.Add(now.AddMinutes(5).Ticks); v.Add(130.0);
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var series = new TSeries(t, v);
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var results = emaVector.Calculate(series);
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// All results should be finite for all periods
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foreach (var periodResults in results)
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{
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foreach (var val in periodResults.Values)
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{
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Assert.True(double.IsFinite(val), $"Expected finite value but got {val}");
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}
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}
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}
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[Fact]
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public void Reset_ClearsLastValidValue()
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{
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int[] periods = { 10 };
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var emaVector = new EmaVector(periods);
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// Feed values including NaN
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emaVector.Update(new TValue(DateTime.Now, 100.0));
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emaVector.Update(new TValue(DateTime.Now, double.NaN));
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// Reset
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emaVector.Reset();
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// After reset, first valid value should establish new baseline
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var result = emaVector.Update(new TValue(DateTime.Now, 50.0));
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Assert.Equal(50.0, result[0].Value, 1e-9);
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}
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[Fact]
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public void NaN_Handling_MatchesSingleEma()
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{
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int[] periods = { 5, 10, 20 };
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var emaVector = new EmaVector(periods);
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var emaSingles = periods.Select(p => new Ema(p)).ToArray();
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// Data with NaN values
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var values = new double[] { 10, 20, double.NaN, 40, double.PositiveInfinity, 60, 70 };
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var time = DateTime.Now;
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foreach (var val in values)
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{
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var tVal = new TValue(time, val);
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var multiRes = emaVector.Update(tVal);
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for (int i = 0; i < periods.Length; i++)
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{
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var singleRes = emaSingles[i].Update(tVal);
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Assert.Equal(singleRes.Value, multiRes[i].Value, 1e-9);
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}
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time = time.AddMinutes(1);
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}
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}
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}
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using System;
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using System.Linq;
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using Xunit;
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using QuanTAlib;
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namespace QuanTAlib.Tests;
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public class EmaVectorTests
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{
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[Fact]
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public void Initialization_WithPeriods_SetsCorrectAlphas()
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{
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int[] periods = { 10, 20 };
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var emaVector = new EmaVector(periods);
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var res = emaVector.Update(new TValue(DateTime.Now, 100.0));
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Assert.Equal(100.0, res[0].Value, 1e-9);
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Assert.Equal(100.0, res[1].Value, 1e-9);
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}
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[Fact]
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public void Initialization_WithAlphas_Works()
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{
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double[] alphas = { 0.1, 0.2, 0.5 };
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var emaVector = new EmaVector(alphas);
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var res = emaVector.Update(new TValue(DateTime.Now, 100.0));
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Assert.Equal(3, res.Length);
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Assert.Equal(100.0, res[0].Value, 1e-9);
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Assert.Equal(100.0, res[1].Value, 1e-9);
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Assert.Equal(100.0, res[2].Value, 1e-9);
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}
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[Fact]
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public void Initialization_WithZeroPeriod_ThrowsArgumentException()
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{
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int[] periods = { 10, 0, 20 };
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Assert.Throws<ArgumentException>(() => new EmaVector(periods));
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}
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[Fact]
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public void Initialization_WithNegativePeriod_ThrowsArgumentException()
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{
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int[] periods = { 10, -5, 20 };
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Assert.Throws<ArgumentException>(() => new EmaVector(periods));
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}
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[Fact]
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public void Initialization_WithZeroAlpha_ThrowsArgumentException()
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{
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double[] alphas = { 0.1, 0.0, 0.5 };
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Assert.Throws<ArgumentException>(() => new EmaVector(alphas));
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}
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[Fact]
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public void Initialization_WithNegativeAlpha_ThrowsArgumentException()
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{
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double[] alphas = { 0.1, -0.1, 0.5 };
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Assert.Throws<ArgumentException>(() => new EmaVector(alphas));
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}
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[Fact]
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public void Initialization_WithAlphaGreaterThanOne_ThrowsArgumentException()
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{
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double[] alphas = { 0.1, 1.5, 0.5 };
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Assert.Throws<ArgumentException>(() => new EmaVector(alphas));
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}
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[Fact]
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public void Initialization_WithAlphaEqualToOne_Works()
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{
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double[] alphas = { 0.1, 1.0, 0.5 };
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var emaVector = new EmaVector(alphas);
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var res = emaVector.Update(new TValue(DateTime.Now, 100.0));
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Assert.Equal(3, res.Length);
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}
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[Fact]
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public void Calc_Streaming_MatchesSingleEma()
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{
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int[] periods = { 5, 10, 20 };
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var emaVector = new EmaVector(periods);
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var emaSingles = periods.Select(p => new Ema(p)).ToArray();
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var values = new double[] { 10, 20, 30, 40, 50, 40, 30, 20, 10 };
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var time = DateTime.Now;
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foreach (var val in values)
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{
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var tVal = new TValue(time, val);
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var multiRes = emaVector.Update(tVal);
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for (int i = 0; i < periods.Length; i++)
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{
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var singleRes = emaSingles[i].Update(tVal);
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Assert.Equal(singleRes.Value, multiRes[i].Value, 1e-9);
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Assert.Equal(singleRes.Time, multiRes[i].Time);
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}
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time = time.AddMinutes(1);
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}
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}
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[Fact]
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public void Calc_Series_MatchesSingleEma()
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{
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int[] periods = { 5, 10, 20 };
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var emaVector = new EmaVector(periods);
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var emaSingles = periods.Select(p => new Ema(p)).ToArray();
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int len = 100;
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var t = new System.Collections.Generic.List<long>(len);
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var v = new System.Collections.Generic.List<double>(len);
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var now = DateTime.Now;
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for (int i = 0; i < len; i++)
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{
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t.Add(now.AddMinutes(i).Ticks);
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v.Add(Math.Sin(i * 0.1) * 100);
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}
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var series = new TSeries(t, v);
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var multiRes = emaVector.Calculate(series);
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for (int i = 0; i < periods.Length; i++)
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{
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var singleRes = emaSingles[i].Update(series);
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Assert.Equal(singleRes.Count, multiRes[i].Count);
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for (int j = 0; j < len; j++)
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{
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Assert.Equal(singleRes.Values[j], multiRes[i].Values[j], 1e-8);
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}
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}
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}
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[Fact]
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public void Calc_Series_MatchesStreaming()
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{
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int[] periods = { 5, 10, 20 };
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var emaVectorBatch = new EmaVector(periods);
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var emaVectorStream = new EmaVector(periods);
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int len = 100;
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var t = new System.Collections.Generic.List<long>(len);
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var v = new System.Collections.Generic.List<double>(len);
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var now = DateTime.Now;
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for (int i = 0; i < len; i++)
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{
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t.Add(now.AddMinutes(i).Ticks);
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v.Add(Math.Sin(i * 0.1) * 100);
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}
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var series = new TSeries(t, v);
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var batchRes = emaVectorBatch.Calculate(series);
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for (int i = 0; i < len; i++)
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{
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var tVal = new TValue(new DateTime(t[i]), v[i]);
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var streamRes = emaVectorStream.Update(tVal);
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for (int j = 0; j < periods.Length; j++)
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{
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Assert.Equal(batchRes[j].Values[i], streamRes[j].Value, 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 Calculate_Static_MatchesInstanceMethod()
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{
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int[] periods = { 5, 10, 20 };
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int len = 50;
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var t = new System.Collections.Generic.List<long>(len);
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var v = new System.Collections.Generic.List<double>(len);
|
||||
var now = DateTime.Now;
|
||||
|
||||
for (int i = 0; i < len; i++)
|
||||
{
|
||||
t.Add(now.AddMinutes(i).Ticks);
|
||||
v.Add(Math.Sin(i * 0.1) * 100);
|
||||
}
|
||||
|
||||
var series = new TSeries(t, v);
|
||||
|
||||
var instanceEma = new EmaVector(periods);
|
||||
var instanceRes = instanceEma.Calculate(series);
|
||||
|
||||
var staticRes = EmaVector.Calculate(series, periods);
|
||||
|
||||
for (int i = 0; i < periods.Length; i++)
|
||||
{
|
||||
Assert.Equal(instanceRes[i].Count, staticRes[i].Count);
|
||||
for (int j = 0; j < len; j++)
|
||||
{
|
||||
Assert.Equal(instanceRes[i].Values[j], staticRes[i].Values[j], 1e-9);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Reset_ClearsState()
|
||||
{
|
||||
int[] periods = { 10 };
|
||||
var emaVector = new EmaVector(periods);
|
||||
|
||||
emaVector.Update(new TValue(DateTime.Now, 100.0));
|
||||
emaVector.Reset();
|
||||
|
||||
var res = emaVector.Update(new TValue(DateTime.Now, 200.0));
|
||||
|
||||
Assert.Equal(200.0, res[0].Value, 1e-9);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Update_NaN_Input_UsesLastValidValue()
|
||||
{
|
||||
int[] periods = { 10, 20 };
|
||||
var emaVector = new EmaVector(periods);
|
||||
|
||||
emaVector.Update(new TValue(DateTime.Now, 100.0));
|
||||
emaVector.Update(new TValue(DateTime.Now, 110.0));
|
||||
|
||||
var resultAfterNaN = emaVector.Update(new TValue(DateTime.Now, double.NaN));
|
||||
|
||||
foreach (var result in resultAfterNaN)
|
||||
{
|
||||
Assert.True(double.IsFinite(result.Value), $"Expected finite value but got {result.Value}");
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Update_Infinity_Input_UsesLastValidValue()
|
||||
{
|
||||
int[] periods = { 10, 20 };
|
||||
var emaVector = new EmaVector(periods);
|
||||
|
||||
emaVector.Update(new TValue(DateTime.Now, 100.0));
|
||||
emaVector.Update(new TValue(DateTime.Now, 110.0));
|
||||
|
||||
var resultAfterPosInf = emaVector.Update(new TValue(DateTime.Now, double.PositiveInfinity));
|
||||
foreach (var result in resultAfterPosInf)
|
||||
{
|
||||
Assert.True(double.IsFinite(result.Value));
|
||||
}
|
||||
|
||||
var resultAfterNegInf = emaVector.Update(new TValue(DateTime.Now, double.NegativeInfinity));
|
||||
foreach (var result in resultAfterNegInf)
|
||||
{
|
||||
Assert.True(double.IsFinite(result.Value));
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Update_MultipleNaN_ContinuesWithLastValid()
|
||||
{
|
||||
int[] periods = { 5, 10 };
|
||||
var emaVector = new EmaVector(periods);
|
||||
|
||||
emaVector.Update(new TValue(DateTime.Now, 100.0));
|
||||
emaVector.Update(new TValue(DateTime.Now, 110.0));
|
||||
emaVector.Update(new TValue(DateTime.Now, 120.0));
|
||||
|
||||
var r1 = emaVector.Update(new TValue(DateTime.Now, double.NaN));
|
||||
var r2 = emaVector.Update(new TValue(DateTime.Now, double.NaN));
|
||||
var r3 = emaVector.Update(new TValue(DateTime.Now, double.NaN));
|
||||
|
||||
foreach (var result in r1) Assert.True(double.IsFinite(result.Value));
|
||||
foreach (var result in r2) Assert.True(double.IsFinite(result.Value));
|
||||
foreach (var result in r3) Assert.True(double.IsFinite(result.Value));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Calculate_Series_HandlesNaN()
|
||||
{
|
||||
int[] periods = { 5, 10 };
|
||||
var emaVector = new EmaVector(periods);
|
||||
|
||||
var t = new System.Collections.Generic.List<long>();
|
||||
var v = new System.Collections.Generic.List<double>();
|
||||
var now = DateTime.Now;
|
||||
|
||||
t.Add(now.Ticks); v.Add(100.0);
|
||||
t.Add(now.AddMinutes(1).Ticks); v.Add(110.0);
|
||||
t.Add(now.AddMinutes(2).Ticks); v.Add(double.NaN);
|
||||
t.Add(now.AddMinutes(3).Ticks); v.Add(120.0);
|
||||
t.Add(now.AddMinutes(4).Ticks); v.Add(double.PositiveInfinity);
|
||||
t.Add(now.AddMinutes(5).Ticks); v.Add(130.0);
|
||||
|
||||
var series = new TSeries(t, v);
|
||||
var results = emaVector.Calculate(series);
|
||||
|
||||
foreach (var periodResults in results)
|
||||
{
|
||||
foreach (var val in periodResults.Values)
|
||||
{
|
||||
Assert.True(double.IsFinite(val), $"Expected finite value but got {val}");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Reset_ClearsLastValidValue()
|
||||
{
|
||||
int[] periods = { 10 };
|
||||
var emaVector = new EmaVector(periods);
|
||||
|
||||
emaVector.Update(new TValue(DateTime.Now, 100.0));
|
||||
emaVector.Update(new TValue(DateTime.Now, double.NaN));
|
||||
|
||||
emaVector.Reset();
|
||||
|
||||
var result = emaVector.Update(new TValue(DateTime.Now, 50.0));
|
||||
Assert.Equal(50.0, result[0].Value, 1e-9);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void NaN_Handling_MatchesSingleEma()
|
||||
{
|
||||
int[] periods = { 5, 10, 20 };
|
||||
var emaVector = new EmaVector(periods);
|
||||
var emaSingles = periods.Select(p => new Ema(p)).ToArray();
|
||||
|
||||
var values = new double[] { 10, 20, double.NaN, 40, double.PositiveInfinity, 60, 70 };
|
||||
var time = DateTime.Now;
|
||||
|
||||
foreach (var val in values)
|
||||
{
|
||||
var tVal = new TValue(time, val);
|
||||
var multiRes = emaVector.Update(tVal);
|
||||
|
||||
for (int i = 0; i < periods.Length; i++)
|
||||
{
|
||||
var singleRes = emaSingles[i].Update(tVal);
|
||||
Assert.Equal(singleRes.Value, multiRes[i].Value, 1e-9);
|
||||
}
|
||||
|
||||
time = time.AddMinutes(1);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Values_Property_UpdatesAfterUpdate()
|
||||
{
|
||||
int[] periods = { 5, 10 };
|
||||
var emaVector = new EmaVector(periods);
|
||||
|
||||
var result = emaVector.Update(new TValue(DateTime.Now, 100.0));
|
||||
|
||||
Assert.Equal(result[0].Value, emaVector.Values[0].Value);
|
||||
Assert.Equal(result[1].Value, emaVector.Values[1].Value);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Values_Property_UpdatesAfterCalculate()
|
||||
{
|
||||
int[] periods = { 5, 10 };
|
||||
var emaVector = new EmaVector(periods);
|
||||
|
||||
var t = new System.Collections.Generic.List<long> { 100, 200, 300 };
|
||||
var v = new System.Collections.Generic.List<double> { 10.0, 20.0, 30.0 };
|
||||
var series = new TSeries(t, v);
|
||||
|
||||
var results = emaVector.Calculate(series);
|
||||
|
||||
Assert.Equal(results[0].Last.Value, emaVector.Values[0].Value, 1e-9);
|
||||
Assert.Equal(results[1].Last.Value, emaVector.Values[1].Value, 1e-9);
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user