Test completeness

This commit is contained in:
Miha Kralj
2025-12-14 21:55:40 -08:00
parent f761cc5712
commit a67ad65fa5
35 changed files with 2437 additions and 1405 deletions
+152
View File
@@ -59,6 +59,7 @@ public class AlmaTests
// Streaming
var streamingResults = new TSeries();
Assert.True(series.Count > 0);
foreach (var item in series)
{
streamingResults.Add(almaStreaming.Update(item));
@@ -178,4 +179,155 @@ public class AlmaTests
Assert.Equal(0, alma.Last.Value);
Assert.False(alma.IsHot);
}
[Fact]
public void Alma_FirstValue_ReturnsExpected()
{
var alma = new Alma(10);
TValue result = alma.Update(new TValue(DateTime.UtcNow, 100));
Assert.Equal(100.0, result.Value, 1e-9);
}
[Fact]
public void Alma_Properties_Accessible()
{
var alma = new Alma(10);
Assert.False(alma.IsHot);
Assert.Equal(0, alma.Last.Value);
}
[Fact]
public void Alma_Calc_IsNew_AcceptsParameter()
{
var alma = new Alma(10);
alma.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
Assert.Equal(100, alma.Last.Value);
}
[Fact]
public void Alma_IterativeCorrections_RestoreToOriginalState()
{
var alma = new Alma(10);
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
// Feed 10 new values
TValue tenthInput = default;
for (int i = 0; i < 10; i++)
{
var bar = gbm.Next(isNew: true);
tenthInput = new TValue(bar.Time, bar.Close);
alma.Update(tenthInput, isNew: true);
}
// Remember state after 10 values
double valueAfterTen = alma.Last.Value;
// Generate 9 corrections with isNew=false (different values)
for (int i = 0; i < 9; i++)
{
var bar = gbm.Next(isNew: false);
alma.Update(new TValue(bar.Time, bar.Close), isNew: false);
}
// Feed the remembered 10th input again with isNew=false
TValue finalValue = alma.Update(tenthInput, isNew: false);
// Should match the original state after 10 values
Assert.Equal(valueAfterTen, finalValue.Value, 1e-9);
}
[Fact]
public void Alma_Infinity_Input_UsesLastValidValue()
{
var alma = new Alma(10);
alma.Update(new TValue(DateTime.UtcNow, 100));
alma.Update(new TValue(DateTime.UtcNow, 110));
var resultPosInf = alma.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
Assert.True(double.IsFinite(resultPosInf.Value));
var resultNegInf = alma.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity));
Assert.True(double.IsFinite(resultNegInf.Value));
}
[Fact]
public void Alma_MultipleNaN_ContinuesWithLastValid()
{
var alma = new Alma(10);
alma.Update(new TValue(DateTime.UtcNow, 100));
var r1 = alma.Update(new TValue(DateTime.UtcNow, double.NaN));
var r2 = alma.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.True(double.IsFinite(r1.Value));
Assert.True(double.IsFinite(r2.Value));
}
[Fact]
public void Alma_AllModes_ProduceSameResult()
{
// Arrange
int period = 10;
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var series = bars.Close;
// 1. Batch Mode
var batchSeries = Alma.Calculate(series, period);
double expected = batchSeries.Last.Value;
// 2. Span Mode
var tValues = series.Values.ToArray();
var spanInput = new ReadOnlySpan<double>(tValues);
var spanOutput = new double[tValues.Length];
Alma.Calculate(spanInput, spanOutput, period);
double spanResult = spanOutput[^1];
// 3. Streaming Mode
var streamingInd = new Alma(period);
for (int i = 0; i < series.Count; i++)
{
streamingInd.Update(series[i]);
}
double streamingResult = streamingInd.Last.Value;
// 4. Eventing Mode
var pubSource = new TSeries();
var eventingInd = new Alma(pubSource, period);
for (int i = 0; i < series.Count; i++)
{
pubSource.Add(series[i]);
}
double eventingResult = eventingInd.Last.Value;
// Assert
Assert.Equal(expected, spanResult, 1e-9);
Assert.Equal(expected, streamingResult, 1e-9);
Assert.Equal(expected, eventingResult, 1e-9);
}
[Fact]
public void Alma_SpanCalc_ValidatesInput()
{
double[] source = [1, 2, 3, 4, 5];
double[] output = new double[5];
double[] wrongSizeOutput = new double[3];
Assert.Throws<ArgumentException>(() => Alma.Calculate(source.AsSpan(), output.AsSpan(), 0));
Assert.Throws<ArgumentException>(() => Alma.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan(), 3));
}
[Fact]
public void Alma_SpanCalc_HandlesNaN()
{
double[] source = [100, 110, double.NaN, 120, 130];
double[] output = new double[5];
Alma.Calculate(source.AsSpan(), output.AsSpan(), 3);
foreach (var val in output)
{
Assert.True(double.IsFinite(val));
}
}
}