adding missing validations

2026-08-19 02:58:05 +00:00 · 2026-02-26 09:59:44 -08:00
parent 467a8c1cef
commit 9ab37c1200
231 changed files with 60015 additions and 302 deletions
@@ -0,0 +1,178 @@
+using Xunit;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+public sealed class ReflexValidationTests : IDisposable
+{
+    private readonly ITestOutputHelper _output;
+    private readonly ValidationTestData _testData;
+    private const int DefaultPeriod = 20;
+
+    public ReflexValidationTests(ITestOutputHelper output)
+    {
+        _output = output;
+        _testData = new ValidationTestData(5000);
+    }
+
+    public void Dispose()
+    {
+        _testData.Dispose();
+    }
+
+    // ========== Self-consistency Validation ==========
+
+    [Fact]
+    public void Reflex_BatchStreaming_Match()
+    {
+        // Streaming
+        var streaming = new Reflex(DefaultPeriod);
+        var streamResults = new List<double>(_testData.Data.Count);
+        for (int i = 0; i < _testData.Data.Count; i++)
+        {
+            TValue r = streaming.Update(_testData.Data[i], isNew: true);
+            streamResults.Add(r.Value);
+        }
+
+        // Batch
+        TSeries batchResults = Reflex.Batch(_testData.Data, DefaultPeriod);
+
+        int mismatchCount = 0;
+        double maxDiff = 0;
+        for (int i = 0; i < streamResults.Count; i++)
+        {
+            double diff = Math.Abs(streamResults[i] - batchResults[i].Value);
+            if (diff > 1e-10)
+            {
+                mismatchCount++;
+                maxDiff = Math.Max(maxDiff, diff);
+            }
+        }
+
+        _output.WriteLine($"Reflex({DefaultPeriod}) Batch vs Streaming: {mismatchCount} mismatches, max diff = {maxDiff:E3}");
+        Assert.Equal(0, mismatchCount);
+    }
+
+    [Fact]
+    public void Reflex_SpanBatch_MatchesStreaming()
+    {
+        // Streaming
+        var streaming = new Reflex(DefaultPeriod);
+        var streamResults = new List<double>(_testData.Data.Count);
+        for (int i = 0; i < _testData.Data.Count; i++)
+        {
+            TValue r = streaming.Update(_testData.Data[i], isNew: true);
+            streamResults.Add(r.Value);
+        }
+
+        // Span batch
+        double[] output = new double[_testData.Data.Count];
+        Reflex.Batch(_testData.Data.Values, output, DefaultPeriod);
+
+        int mismatchCount = 0;
+        double maxDiff = 0;
+        for (int i = 0; i < streamResults.Count; i++)
+        {
+            double diff = Math.Abs(streamResults[i] - output[i]);
+            if (diff > 1e-10)
+            {
+                mismatchCount++;
+                maxDiff = Math.Max(maxDiff, diff);
+            }
+        }
+
+        _output.WriteLine($"Reflex({DefaultPeriod}) Span vs Streaming: {mismatchCount} mismatches, max diff = {maxDiff:E3}");
+        Assert.Equal(0, mismatchCount);
+    }
+
+    [Fact]
+    public void Reflex_DifferentPeriods_ProduceDifferentResults()
+    {
+        TSeries result10 = Reflex.Batch(_testData.Data, 10);
+        TSeries result20 = Reflex.Batch(_testData.Data, 20);
+
+        int lastIdx = _testData.Data.Count - 1;
+        _output.WriteLine($"Reflex(10) last = {result10[lastIdx].Value:F6}");
+        _output.WriteLine($"Reflex(20) last = {result20[lastIdx].Value:F6}");
+
+        Assert.NotEqual(result10[lastIdx].Value, result20[lastIdx].Value);
+    }
+
+    [Fact]
+    public void Reflex_ConstantInput_ConvergesToZero()
+    {
+        var indicator = new Reflex(10);
+        double constantVal = 100.0;
+
+        double lastResult = double.NaN;
+        for (int i = 0; i < 1000; i++)
+        {
+            TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), constantVal));
+            lastResult = r.Value;
+        }
+
+        _output.WriteLine($"Reflex(10) constant input result after 1000 bars: {lastResult:E6}");
+        Assert.True(Math.Abs(lastResult) < 1e-6, $"Expected near-zero for constant input, got {lastResult}");
+    }
+
+    [Fact]
+    public void Reflex_Calculate_ReturnsHotIndicator()
+    {
+        (TSeries results, Reflex indicator) = Reflex.Calculate(_testData.Data, DefaultPeriod);
+
+        Assert.Equal(_testData.Data.Count, results.Count);
+        Assert.True(indicator.IsHot);
+
+        // Verify the indicator can continue streaming
+        TValue next = indicator.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
+        Assert.True(double.IsFinite(next.Value));
+
+        _output.WriteLine($"Reflex({DefaultPeriod}) Calculate: {results.Count} bars, last = {results[results.Count - 1].Value:F6}");
+    }
+
+    [Fact]
+    public void Reflex_BarCorrection_ProducesConsistentResults()
+    {
+        // Build reference: 100 bars then bar 101
+        var reference = new Reflex(DefaultPeriod);
+        for (int i = 0; i < 100; i++)
+        {
+            reference.Update(_testData.Data[i], isNew: true);
+        }
+        reference.Update(new TValue(DateTime.UtcNow, 50.0), isNew: true);
+        double referenceVal = reference.Last.Value;
+
+        // Build test: 100 bars, wrong bar 101, then correct bar 101
+        var test = new Reflex(DefaultPeriod);
+        for (int i = 0; i < 100; i++)
+        {
+            test.Update(_testData.Data[i], isNew: true);
+        }
+        test.Update(new TValue(DateTime.UtcNow, 999.0), isNew: true); // wrong
+        test.Update(new TValue(DateTime.UtcNow, 50.0), isNew: false); // correct
+        double testVal = test.Last.Value;
+
+        _output.WriteLine($"Reference: {referenceVal:F10}, Corrected: {testVal:F10}");
+        Assert.Equal(referenceVal, testVal, 1e-10);
+    }
+
+    [Fact]
+    public void Reflex_SubsetValidation_StableBehavior()
+    {
+        using var subset = _testData.CreateSubset(200);
+
+        TSeries results = Reflex.Batch(subset.Data, DefaultPeriod);
+
+        int nanCount = 0;
+        for (int i = 0; i < results.Count; i++)
+        {
+            if (!double.IsFinite(results[i].Value))
+            {
+                nanCount++;
+            }
+        }
+
+        _output.WriteLine($"Reflex({DefaultPeriod}) on 200-bar subset: {nanCount} non-finite values");
+        Assert.Equal(0, nanCount);
+    }
+}