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
+118
View File
@@ -79,4 +79,122 @@ public class HtitTests
Assert.Equal(100.0, htit.Last.Value);
}
[Fact]
public void Htit_Calc_IsNew_AcceptsParameter()
{
var htit = new Htit();
htit.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
Assert.Equal(100, htit.Last.Value);
}
[Fact]
public void Htit_Reset_ClearsState()
{
var htit = new Htit();
htit.Update(new TValue(DateTime.UtcNow, 100));
htit.Update(new TValue(DateTime.UtcNow, 110));
htit.Reset();
Assert.Equal(0, htit.Last.Value);
Assert.False(htit.IsHot);
}
[Fact]
public void Htit_IterativeCorrections_RestoreToOriginalState()
{
var htit = new Htit();
var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
// Feed 20 new values (needs > 12 for warmup)
TValue lastInput = default;
for (int i = 0; i < 20; i++)
{
var bar = gbm.Next(isNew: true);
lastInput = new TValue(bar.Time, bar.Close);
htit.Update(lastInput, isNew: true);
}
// Remember state after 20 values
double valueAfterTwenty = htit.Last.Value;
// Generate 9 corrections with isNew=false (different values)
for (int i = 0; i < 9; i++)
{
var bar = gbm.Next(isNew: false);
htit.Update(new TValue(bar.Time, bar.Close), isNew: false);
}
// Feed the remembered 20th input again with isNew=false
TValue finalValue = htit.Update(lastInput, isNew: false);
// Should match the original state after 20 values
Assert.Equal(valueAfterTwenty, finalValue.Value, 1e-9);
}
[Fact]
public void Htit_SpanCalc_ValidatesInput()
{
double[] source = [1, 2, 3, 4, 5];
double[] wrongSizeOutput = new double[3];
Assert.Throws<ArgumentException>(() => Htit.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan()));
}
[Fact]
public void Htit_SpanCalc_HandlesNaN()
{
double[] source = [100, 110, double.NaN, 120, 130];
double[] output = new double[5];
Htit.Calculate(source.AsSpan(), output.AsSpan());
foreach (var val in output)
{
Assert.True(double.IsFinite(val));
}
}
[Fact]
public void Htit_AllModes_ProduceSameResult()
{
// Arrange
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 = Htit.Calculate(series);
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];
Htit.Calculate(spanInput, spanOutput);
double spanResult = spanOutput[^1];
// 3. Streaming Mode
var streamingInd = new Htit();
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 Htit(pubSource);
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);
}
}