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
+103
View File
@@ -129,4 +129,107 @@ public class ConvTests
var res = conv.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.True(double.IsNaN(res.Value));
}
[Fact]
public void IterativeCorrections_RestoreToOriginalState()
{
double[] kernel = [0.5, 1.0];
var conv = new Conv(kernel);
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);
conv.Update(tenthInput, isNew: true);
}
// Remember state after 10 values
double valueAfterTen = conv.Last.Value;
// Generate 9 corrections with isNew=false (different values)
for (int i = 0; i < 9; i++)
{
var bar = gbm.Next(isNew: false);
conv.Update(new TValue(bar.Time, bar.Close), isNew: false);
}
// Feed the remembered 10th input again with isNew=false
TValue finalValue = conv.Update(tenthInput, isNew: false);
// Should match the original state after 10 values
Assert.Equal(valueAfterTen, finalValue.Value, 1e-9);
}
[Fact]
public void AllModes_ProduceSameResult()
{
// Arrange
double[] kernel = [0.1, 0.2, 0.3, 0.4];
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 = Conv.Calculate(series, kernel);
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];
Conv.Calculate(spanInput, spanOutput, kernel);
double spanResult = spanOutput[^1];
// 3. Streaming Mode
var streamingInd = new Conv(kernel);
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 Conv(pubSource, kernel);
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 SpanCalc_ValidatesInput()
{
double[] source = [1, 2, 3, 4, 5];
double[] output = new double[5];
double[] wrongSizeOutput = new double[3];
double[] kernel = [0.5, 0.5];
Assert.Throws<ArgumentException>(() => Conv.Calculate(source.AsSpan(), output.AsSpan(), Array.Empty<double>()));
Assert.Throws<ArgumentException>(() => Conv.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan(), kernel));
}
[Fact]
public void SpanCalc_HandlesNaN()
{
double[] source = [100, 110, double.NaN, 120, 130];
double[] output = new double[5];
double[] kernel = [0.5, 0.5];
Conv.Calculate(source.AsSpan(), output.AsSpan(), kernel);
foreach (var val in output)
{
Assert.True(double.IsFinite(val));
}
}
}