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Test completeness
This commit is contained in:
Miha Kralj
+162
-120
@@ -1,131 +1,173 @@
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using Xunit;
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using System;
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using System.Collections.Generic;
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using Xunit;
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namespace QuanTAlib.Tests;
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namespace QuanTAlib;
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public class T3Tests
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{
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[Fact]
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public void T3_Constructor_Period_ValidatesInput()
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public void BasicCalculation_DoesNotCrash()
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{
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var t3 = new T3(5, 0.7);
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var gbm = new GBM();
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var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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t3.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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Assert.True(double.IsFinite(t3.Last.Value));
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}
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[Fact]
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public void IsNew_Consistency()
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{
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var t3 = new T3(5, 0.7);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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// Feed first 99
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for (int i = 0; i < 99; i++)
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{
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t3.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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// Update with 100th point (isNew=true)
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t3.Update(new TValue(bars[99].Time, bars[99].Close), true);
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// Update with modified 100th point (isNew=false)
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var val2 = t3.Update(new TValue(bars[99].Time, bars[99].Close + 1.0), false);
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// Create new instance and feed up to modified
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var t3_2 = new T3(5, 0.7);
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for (int i = 0; i < 99; i++)
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{
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t3_2.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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var val3 = t3_2.Update(new TValue(bars[99].Time, bars[99].Close + 1.0), true);
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Assert.Equal(val3.Value, val2.Value, 1e-9);
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}
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[Fact]
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public void Reset_Works()
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{
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var t3 = new T3(5, 0.7);
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var gbm = new GBM();
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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for (int i = 0; i < bars.Count; i++)
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{
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t3.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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t3.Reset();
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Assert.Equal(0, t3.Last.Value);
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Assert.False(t3.IsHot);
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// Feed again
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for (int i = 0; i < bars.Count; i++)
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{
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t3.Update(new TValue(bars[i].Time, bars[i].Close));
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}
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Assert.True(double.IsFinite(t3.Last.Value));
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}
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[Fact]
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public void TSeries_Update_Matches_Streaming()
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{
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var t3 = new T3(5, 0.7);
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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var streamingResults = new List<double>();
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for (int i = 0; i < series.Count; i++)
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{
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streamingResults.Add(t3.Update(series[i]).Value);
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}
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var t3_2 = new T3(5, 0.7);
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var seriesResults = t3_2.Update(series);
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Assert.Equal(streamingResults.Count, seriesResults.Count);
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for (int i = 0; i < seriesResults.Count; i++)
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{
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Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9);
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}
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}
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[Fact]
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public void StaticCalculate_Matches_Streaming()
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{
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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var t3 = new T3(5, 0.7);
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var streamingResults = new List<double>();
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for (int i = 0; i < series.Count; i++)
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{
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streamingResults.Add(t3.Update(series[i]).Value);
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}
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var staticResults = T3.Calculate(series, 5, 0.7);
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Assert.Equal(streamingResults.Count, staticResults.Count);
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for (int i = 0; i < staticResults.Count; i++)
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{
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Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9);
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}
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}
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[Fact]
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public void StaticCalculateSpan_Matches_Streaming()
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{
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var gbm = new GBM();
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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var t3 = new T3(5, 0.7);
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var streamingResults = new List<double>();
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for (int i = 0; i < series.Count; i++)
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{
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streamingResults.Add(t3.Update(series[i]).Value);
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}
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var spanResults = new double[series.Count];
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T3.Calculate(series.Values, spanResults, 5, 0.7);
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for (int i = 0; i < spanResults.Length; i++)
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{
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Assert.Equal(streamingResults[i], spanResults[i], 1e-9);
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}
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}
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[Fact]
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public void Chainability_Works()
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{
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var t3 = new T3(5, 0.7);
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var gbm = new GBM();
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var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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// Test TSeries chain
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var result = t3.Update(series);
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Assert.NotNull(result);
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Assert.IsType<TSeries>(result);
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// Test TValue chain
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var result2 = t3.Update(series[0]);
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Assert.IsType<TValue>(result2);
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}
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[Fact]
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public void Constructor_InvalidParameters_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new T3(0));
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Assert.Throws<ArgumentException>(() => new T3(-1));
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var t3 = new T3(10);
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Assert.NotNull(t3);
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}
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[Fact]
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public void T3_ConstantInput_ConvergesToInput()
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{
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var t3 = new T3(5, 0.7);
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double input = 100.0;
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// Feed enough values for T3 to converge (it has 6 cascaded EMAs)
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for(int i = 0; i < 100; i++)
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{
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t3.Update(new TValue(DateTime.UtcNow, input));
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}
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Assert.Equal(input, t3.Last.Value, 1e-9);
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}
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[Fact]
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public void T3_Parameters_AffectResult()
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{
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// Different volume factors should produce different results for changing data
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var t3_low_v = new T3(10, 0.1);
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var t3_high_v = new T3(10, 0.9);
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var series = new TSeries();
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series.Add(DateTime.UtcNow, 100);
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series.Add(DateTime.UtcNow.AddMinutes(1), 110);
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series.Add(DateTime.UtcNow.AddMinutes(2), 120);
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t3_low_v.Update(series);
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t3_high_v.Update(series);
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Assert.NotEqual(t3_low_v.Last.Value, t3_high_v.Last.Value);
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}
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[Fact]
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public void T3_Reset_ResetsState()
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{
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var t3 = new T3(10);
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t3.Update(new TValue(DateTime.UtcNow, 100));
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t3.Update(new TValue(DateTime.UtcNow, 110));
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Assert.True(t3.IsHot);
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Assert.NotEqual(0, t3.Last.Value);
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t3.Reset();
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Assert.False(t3.IsHot);
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Assert.Equal(0, t3.Last.Value);
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// Should accept new data as if fresh
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t3.Update(new TValue(DateTime.UtcNow, 50));
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Assert.Equal(50, t3.Last.Value, 1e-9); // First value logic: output = input
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}
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[Fact]
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public void T3_Eventing_Works()
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{
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var source = new TSeries();
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var t3 = new T3(source, 10);
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double lastVal = 0;
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t3.Pub += (v) => lastVal = v.Value;
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source.Add(new TValue(DateTime.UtcNow, 100));
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Assert.Equal(100, lastVal, 1e-9);
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source.Add(new TValue(DateTime.UtcNow, 110));
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Assert.NotEqual(100, lastVal);
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Assert.NotEqual(0, lastVal);
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}
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[Fact]
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public void T3_SpanTests()
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{
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var series = new TSeries();
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int count = 100;
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for(int i=0; i<count; i++)
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series.Add(DateTime.UtcNow.AddMinutes(i), 100 + i);
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var t3 = new T3(10);
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var resSeries = t3.Update(series);
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var resSpan = new double[count];
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// Correctly use Span.CopyTo
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T3.Calculate(series, 10).Values.CopyTo(resSpan.AsSpan());
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// Check last values match
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Assert.Equal(resSeries.Last.Value, resSpan[count-1], 1e-9);
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}
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[Fact]
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public void T3_BarCorrection_WithNaN_RestoresPreviousValidValue()
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{
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var t3 = new T3(10);
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var time = DateTime.UtcNow;
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// Step 1: Update with valid value
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t3.Update(new TValue(time, 100), isNew: true);
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// Step 2: Update with another valid value
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t3.Update(new TValue(time.AddMinutes(1), 200), isNew: true);
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double valAfter200 = t3.Last.Value;
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// Step 3: Correct with NaN (should use 100)
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t3.Update(new TValue(time.AddMinutes(1), double.NaN), isNew: false);
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double valAfterNaN = t3.Last.Value;
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// Step 4: Correct with 100 (should match NaN result)
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t3.Update(new TValue(time.AddMinutes(1), 100), isNew: false);
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double valAfter100 = t3.Last.Value;
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Assert.NotEqual(valAfter200, valAfterNaN); // Should not be the same as 200
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Assert.Equal(valAfter100, valAfterNaN, 1e-9); // Should be the same as using 100
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}
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}
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