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https://github.com/mihakralj/QuanTAlib.git
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Test completeness
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@@ -160,6 +160,107 @@ public class DemaTests
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Assert.Equal(val.Value, output[i], 1e-9);
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}
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}
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[Fact]
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public void Dema_Constructor_ValidatesInput()
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{
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Assert.Throws<ArgumentException>(() => new Dema(0));
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Assert.Throws<ArgumentException>(() => new Dema(-1));
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Assert.Throws<ArgumentException>(() => new Dema(0.0));
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Assert.Throws<ArgumentException>(() => new Dema(1.1));
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}
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[Fact]
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public void Dema_Calc_IsNew_AcceptsParameter()
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{
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var dema = new Dema(10);
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dema.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
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Assert.Equal(100, dema.Last.Value);
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}
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[Fact]
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public void Dema_Reset_ClearsState()
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{
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var dema = new Dema(10);
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dema.Update(new TValue(DateTime.UtcNow, 100));
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dema.Update(new TValue(DateTime.UtcNow, 110));
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dema.Reset();
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Assert.Equal(0, dema.Last.Value);
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Assert.False(dema.IsHot);
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}
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[Fact]
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public void Dema_IterativeCorrections_RestoreToOriginalState()
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{
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var dema = new Dema(10);
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var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
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// Feed 10 new values
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TValue tenthInput = default;
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for (int i = 0; i < 10; i++)
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{
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var bar = gbm.Next(isNew: true);
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tenthInput = new TValue(bar.Time, bar.Close);
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dema.Update(tenthInput, isNew: true);
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}
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// Remember state after 10 values
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double valueAfterTen = dema.Last.Value;
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// Generate 9 corrections with isNew=false (different values)
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for (int i = 0; i < 9; i++)
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{
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var bar = gbm.Next(isNew: false);
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dema.Update(new TValue(bar.Time, bar.Close), isNew: false);
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}
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// Feed the remembered 10th input again with isNew=false
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TValue finalValue = dema.Update(tenthInput, isNew: false);
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// Should match the original state after 10 values
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Assert.Equal(valueAfterTen, finalValue.Value, 1e-9);
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}
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[Fact]
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public void Dema_NaN_Input_UsesLastValidValue()
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{
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var dema = new Dema(10);
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dema.Update(new TValue(DateTime.UtcNow, 100));
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dema.Update(new TValue(DateTime.UtcNow, 110));
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var resultAfterNaN = dema.Update(new TValue(DateTime.UtcNow, double.NaN));
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Assert.True(double.IsFinite(resultAfterNaN.Value));
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Assert.NotEqual(0, resultAfterNaN.Value);
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}
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[Fact]
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public void Dema_SpanCalc_ValidatesInput()
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{
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double[] source = [1, 2, 3, 4, 5];
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double[] output = new double[5];
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double[] wrongSizeOutput = new double[3];
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Assert.Throws<ArgumentException>(() => Dema.Calculate(source.AsSpan(), output.AsSpan(), 0));
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Assert.Throws<ArgumentException>(() => Dema.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan(), 3));
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}
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[Fact]
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public void Dema_SpanCalc_HandlesNaN()
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{
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double[] source = [100, 110, double.NaN, 120, 130];
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double[] output = new double[5];
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Dema.Calculate(source.AsSpan(), output.AsSpan(), 3);
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foreach (var val in output)
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{
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Assert.True(double.IsFinite(val));
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}
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}
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[Fact]
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public void Dema_AllModes_ProduceSameResult()
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{
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