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
+101
View File
@@ -160,6 +160,107 @@ public class DemaTests
Assert.Equal(val.Value, output[i], 1e-9);
}
}
[Fact]
public void Dema_Constructor_ValidatesInput()
{
Assert.Throws<ArgumentException>(() => new Dema(0));
Assert.Throws<ArgumentException>(() => new Dema(-1));
Assert.Throws<ArgumentException>(() => new Dema(0.0));
Assert.Throws<ArgumentException>(() => new Dema(1.1));
}
[Fact]
public void Dema_Calc_IsNew_AcceptsParameter()
{
var dema = new Dema(10);
dema.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
Assert.Equal(100, dema.Last.Value);
}
[Fact]
public void Dema_Reset_ClearsState()
{
var dema = new Dema(10);
dema.Update(new TValue(DateTime.UtcNow, 100));
dema.Update(new TValue(DateTime.UtcNow, 110));
dema.Reset();
Assert.Equal(0, dema.Last.Value);
Assert.False(dema.IsHot);
}
[Fact]
public void Dema_IterativeCorrections_RestoreToOriginalState()
{
var dema = new Dema(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);
dema.Update(tenthInput, isNew: true);
}
// Remember state after 10 values
double valueAfterTen = dema.Last.Value;
// Generate 9 corrections with isNew=false (different values)
for (int i = 0; i < 9; i++)
{
var bar = gbm.Next(isNew: false);
dema.Update(new TValue(bar.Time, bar.Close), isNew: false);
}
// Feed the remembered 10th input again with isNew=false
TValue finalValue = dema.Update(tenthInput, isNew: false);
// Should match the original state after 10 values
Assert.Equal(valueAfterTen, finalValue.Value, 1e-9);
}
[Fact]
public void Dema_NaN_Input_UsesLastValidValue()
{
var dema = new Dema(10);
dema.Update(new TValue(DateTime.UtcNow, 100));
dema.Update(new TValue(DateTime.UtcNow, 110));
var resultAfterNaN = dema.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.True(double.IsFinite(resultAfterNaN.Value));
Assert.NotEqual(0, resultAfterNaN.Value);
}
[Fact]
public void Dema_SpanCalc_ValidatesInput()
{
double[] source = [1, 2, 3, 4, 5];
double[] output = new double[5];
double[] wrongSizeOutput = new double[3];
Assert.Throws<ArgumentException>(() => Dema.Calculate(source.AsSpan(), output.AsSpan(), 0));
Assert.Throws<ArgumentException>(() => Dema.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan(), 3));
}
[Fact]
public void Dema_SpanCalc_HandlesNaN()
{
double[] source = [100, 110, double.NaN, 120, 130];
double[] output = new double[5];
Dema.Calculate(source.AsSpan(), output.AsSpan(), 3);
foreach (var val in output)
{
Assert.True(double.IsFinite(val));
}
}
[Fact]
public void Dema_AllModes_ProduceSameResult()
{