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
+113
View File
@@ -99,4 +99,117 @@ public class DwmaTests
Assert.Equal(source.Count, staticResult.Count);
Assert.Equal(dwma.Last.Value, staticResult.Last.Value, 8);
}
[Fact]
public void IterativeCorrections_RestoreToOriginalState()
{
var dwma = new Dwma(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);
dwma.Update(tenthInput, isNew: true);
}
// Remember state after 10 values
double valueAfterTen = dwma.Last.Value;
// Generate 9 corrections with isNew=false (different values)
for (int i = 0; i < 9; i++)
{
var bar = gbm.Next(isNew: false);
dwma.Update(new TValue(bar.Time, bar.Close), isNew: false);
}
// Feed the remembered 10th input again with isNew=false
TValue finalValue = dwma.Update(tenthInput, isNew: false);
// Should match the original state after 10 values
Assert.Equal(valueAfterTen, finalValue.Value, 1e-9);
}
[Fact]
public void NaN_Input_UsesLastValidValue()
{
var dwma = new Dwma(5);
dwma.Update(new TValue(DateTime.UtcNow, 100));
dwma.Update(new TValue(DateTime.UtcNow, 110));
var resultAfterNaN = dwma.Update(new TValue(DateTime.UtcNow, double.NaN));
Assert.True(double.IsFinite(resultAfterNaN.Value));
Assert.NotEqual(0, resultAfterNaN.Value);
}
[Fact]
public void SpanCalc_ValidatesInput()
{
double[] source = [1, 2, 3, 4, 5];
double[] output = new double[5];
double[] wrongSizeOutput = new double[3];
Assert.Throws<ArgumentException>(() => Dwma.Calculate(source.AsSpan(), output.AsSpan(), 0));
Assert.Throws<ArgumentException>(() => Dwma.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan(), 3));
}
[Fact]
public void SpanCalc_HandlesNaN()
{
double[] source = [100, 110, double.NaN, 120, 130];
double[] output = new double[5];
Dwma.Calculate(source.AsSpan(), output.AsSpan(), 3);
foreach (var val in output)
{
Assert.True(double.IsFinite(val));
}
}
[Fact]
public void 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 = Dwma.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];
Dwma.Calculate(spanInput, spanOutput, period);
double spanResult = spanOutput[^1];
// 3. Streaming Mode
var streamingInd = new Dwma(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 Dwma(pubSource, period);
for (int i = 0; i < series.Count; i++)
{
pubSource.Add(series[i]);
}
double eventingResult = eventingInd.Last.Value;
// Assert
Assert.Equal(expected, spanResult, precision: 9);
Assert.Equal(expected, streamingResult, precision: 9);
Assert.Equal(expected, eventingResult, precision: 9);
}
}