refactor: clean up Ema and EmaVector tests for consistency, update TValue equality check

This commit is contained in:
Miha Kralj
2025-11-29 17:30:20 -08:00
parent ce77bc9c85
commit 8f6142cfc0
6 changed files with 113 additions and 100 deletions
+18 -19
View File
@@ -15,7 +15,6 @@ public class EmaValidationTests
private readonly TBarSeries _bars;
private readonly TSeries _data;
private readonly List<Quote> _skenderQuotes;
private readonly Random _rnd = new(42);
private readonly ITestOutputHelper _output;
public EmaValidationTests(ITestOutputHelper output)
@@ -25,7 +24,7 @@ public class EmaValidationTests
// 1. Generate 1000 records using GBM feed
var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2);
_bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// 2. Extract Close TSeries
_data = _bars.Close;
@@ -35,7 +34,7 @@ public class EmaValidationTests
{
_skenderQuotes.Add(new Quote
{
Date = new DateTime(_bars.Open.Times[i]),
Date = new DateTime(_bars.Open.Times[i], DateTimeKind.Utc),
Open = (decimal)_bars.Open[i].Value,
High = (decimal)_bars.High[i].Value,
Low = (decimal)_bars.Low[i].Value,
@@ -60,7 +59,7 @@ public class EmaValidationTests
var sResult = _skenderQuotes.GetEma(period).ToList();
// Compare last 100 records
VerifyData(qResult, sResult, period);
VerifyData(qResult, sResult);
}
_output.WriteLine("EMA validated successfully against Skender");
}
@@ -82,15 +81,15 @@ public class EmaValidationTests
// Calculate TA-Lib EMA
var retCode = TALib.Functions.Ema<double>(tData, 0..^0, output, out var outRange, period);
// Check success
Assert.Equal(Core.RetCode.Success, retCode);
// TA-Lib skips the lookback period, so output[0] corresponds to input[lookback]
int lookback = TALib.Functions.EmaLookback(period);
// Compare last 100 records
VerifyData_Talib(qResult, output, outRange, lookback, period);
VerifyData_Talib(qResult, output, outRange, lookback);
}
_output.WriteLine("EMA validated successfully against TA-Lib");
}
@@ -114,21 +113,21 @@ public class EmaValidationTests
double[][] inputs = { tData };
double[] options = { (double)period };
double[][] outputs = { new double[tData.Length] };
emaIndicator.Run(inputs, options, outputs);
var tResult = outputs[0];
// Compare last 100 records
VerifyData(qResult, tResult.ToList(), period);
VerifyData(qResult, tResult.ToList());
}
_output.WriteLine("EMA validated successfully against Tulip");
}
private void VerifyData(TSeries qSeries, List<double> tSeries, int period)
private static void VerifyData(TSeries qSeries, List<double> tSeries)
{
// Ensure we have enough data
Assert.Equal(qSeries.Count, tSeries.Count);
int count = qSeries.Count;
int skip = count - 100; // Last 100 records
@@ -136,17 +135,17 @@ public class EmaValidationTests
{
double qValue = qSeries[i].Value;
double tValue = tSeries[i];
if (tValue == 0) continue;
if (Math.Abs(tValue) < 1e-10) continue;
Assert.Equal(tValue, qValue, 1e-6);
}
}
private void VerifyData(TSeries qSeries, List<EmaResult> sSeries, int period)
private static void VerifyData(TSeries qSeries, List<EmaResult> sSeries)
{
// Ensure we have enough data
Assert.Equal(qSeries.Count, sSeries.Count);
int count = qSeries.Count;
int skip = count - 100; // Last 100 records
@@ -163,24 +162,24 @@ public class EmaValidationTests
}
}
private void VerifyData_Talib(TSeries qSeries, double[] tOutput, Range outRange, int lookback, int period)
private static void VerifyData_Talib(TSeries qSeries, double[] tOutput, Range outRange, int lookback)
{
int count = qSeries.Count;
int skip = count - 100; // Last 100 records
// outRange.End.Value is the number of elements written to tOutput
int validCount = outRange.End.Value - outRange.Start.Value;
for (int i = skip; i < count; i++)
{
double qValue = qSeries[i].Value;
// Calculate index in tOutput
// If i < lookback, we don't have a value from TA-Lib
if (i < lookback) continue;
int tIndex = i - lookback;
// Check if tIndex is within valid range
if (tIndex >= validCount) continue;