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
+79
View File
@@ -99,4 +99,83 @@ public class MamaTests
Assert.Equal(result1[25 + i].Value, result2[i].Value, 6);
}
}
[Fact]
public void IsHot_BecomesTrueAfterWarmup()
{
var mama = new Mama();
// MAMA needs 6 bars to warmup (Index > 6)
for (int i = 0; i < 6; i++)
{
mama.Update(new TValue(DateTime.UtcNow, 100));
Assert.False(mama.IsHot);
}
mama.Update(new TValue(DateTime.UtcNow, 100));
Assert.True(mama.IsHot);
}
[Fact]
public void Reset_ClearsState()
{
var mama = new Mama();
for (int i = 0; i < 10; i++)
{
mama.Update(new TValue(DateTime.UtcNow, 100));
}
Assert.True(mama.IsHot);
mama.Reset();
Assert.False(mama.IsHot);
Assert.True(double.IsNaN(mama.Last.Value));
}
[Fact]
public void Update_BarCorrection_UpdatesCorrectly()
{
var mama = new Mama();
// Warmup
for (int i = 0; i < 10; i++)
{
mama.Update(new TValue(DateTime.UtcNow, 100));
}
// New bar
var result1 = mama.Update(new TValue(DateTime.UtcNow, 110));
// Update same bar with different value
var result2 = mama.Update(new TValue(DateTime.UtcNow, 120), isNew: false);
Assert.NotEqual(result1.Value, result2.Value);
// Verify internal state by adding next bar
var result3 = mama.Update(new TValue(DateTime.UtcNow, 130));
Assert.True(double.IsFinite(result3.Value));
}
[Fact]
public void Calculate_StaticMethod_MatchesObjectInstance()
{
var source = new TSeries();
var gbm = new GBM(startPrice: 100, seed: 42);
for (int i = 0; i < 50; i++)
{
var bar = gbm.Next();
source.Add(bar.C);
}
var mama = new Mama();
var series1 = mama.Update(source);
var series2 = Mama.Calculate(source);
Assert.Equal(series1.Count, series2.Count);
for (int i = 0; i < source.Count; i++)
{
Assert.Equal(series1[i].Value, series2[i].Value, 1e-9);
}
}
}
+11
View File
@@ -61,6 +61,11 @@ public sealed class Mama : ITValuePublisher
}
public void Init()
{
Reset();
}
public void Reset()
{
_state = default;
_state.Mama = double.NaN;
@@ -214,6 +219,12 @@ public sealed class Mama : ITValuePublisher
return new TSeries(t, v);
}
public static TSeries Calculate(TSeries source, double fastLimit = 0.5, double slowLimit = 0.05)
{
var mama = new Mama(fastLimit, slowLimit);
return mama.Update(source);
}
public static void Calculate(ReadOnlySpan<double> source, Span<double> output, double fastLimit = 0.5, double slowLimit = 0.05)
{
var mama = new Mama(fastLimit, slowLimit);