Refactor documentation to remove "Zero-Allocation Design" sections across various trend indicators and implement a PowerShell script for automated cleanup

- Updated mathematical foundations and performance profiles where necessary to maintain clarity and coherence.
2026-08-26 06:18:05 +00:00 · 2025-12-21 14:37:44 -08:00
parent 54c309e5cf
commit a7b7207801
65 changed files with 1766 additions and 482 deletions
@@ -0,0 +1,269 @@
+namespace QuanTAlib.Tests;
+
+#pragma warning disable S2245 // Random is acceptable for simulation/testing purposes
+public class BesselTests
+{
+    [Fact]
+    public void Bessel_Constructor_Length_ValidatesInput()
+    {
+        Assert.Throws<ArgumentException>(() => new Bessel(0));
+        Assert.Throws<ArgumentException>(() => new Bessel(-1));
+
+        var bessel = new Bessel(14);
+        Assert.NotNull(bessel);
+    }
+
+    [Fact]
+    public void Bessel_Calc_ReturnsValue()
+    {
+        var bessel = new Bessel(14);
+
+        Assert.Equal(0, bessel.Last.Value);
+
+        TValue result = bessel.Update(new TValue(DateTime.UtcNow, 100));
+
+        Assert.True(double.IsFinite(result.Value));
+        Assert.Equal(result.Value, bessel.Last.Value);
+    }
+
+    [Fact]
+    public void Bessel_Calc_IsNew_AcceptsParameter()
+    {
+        var bessel = new Bessel(14);
+
+        bessel.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
+        double value1 = bessel.Last.Value;
+
+        bessel.Update(new TValue(DateTime.UtcNow, 105), isNew: true);
+        double value2 = bessel.Last.Value;
+
+        // Values should change with new bars
+        Assert.NotEqual(value1, value2);
+    }
+
+    [Fact]
+    public void Bessel_Calc_IsNew_False_UpdatesValue()
+    {
+        var bessel = new Bessel(14);
+
+        bessel.Update(new TValue(DateTime.UtcNow, 100));
+        bessel.Update(new TValue(DateTime.UtcNow, 110), isNew: true);
+        double beforeUpdate = bessel.Last.Value;
+
+        bessel.Update(new TValue(DateTime.UtcNow, 120), isNew: false);
+        double afterUpdate = bessel.Last.Value;
+
+        // Update should change the value
+        Assert.NotEqual(beforeUpdate, afterUpdate);
+    }
+
+    [Fact]
+    public void Bessel_Reset_ClearsState()
+    {
+        var bessel = new Bessel(14);
+
+        bessel.Update(new TValue(DateTime.UtcNow, 100));
+        bessel.Update(new TValue(DateTime.UtcNow, 105));
+        double valueBefore = bessel.Last.Value;
+
+        bessel.Reset();
+
+        Assert.Equal(0, bessel.Last.Value);
+
+        // After reset, should accept new values
+        bessel.Update(new TValue(DateTime.UtcNow, 50));
+        Assert.NotEqual(0, bessel.Last.Value);
+        Assert.NotEqual(valueBefore, bessel.Last.Value);
+    }
+
+    [Fact]
+    public void Bessel_Properties_Accessible()
+    {
+        var bessel = new Bessel(14);
+
+        Assert.Equal(0, bessel.Last.Value);
+        Assert.False(bessel.IsHot);
+
+        bessel.Update(new TValue(DateTime.UtcNow, 100));
+
+        Assert.NotEqual(0, bessel.Last.Value);
+    }
+
+    [Fact]
+    public void Bessel_IsHot_BecomesTrueAfterWarmup()
+    {
+        int length = 14;
+        var bessel = new Bessel(length);
+
+        // Initially IsHot should be false
+        Assert.False(bessel.IsHot);
+
+        int steps = 0;
+        while (!bessel.IsHot && steps < 1000)
+        {
+            bessel.Update(new TValue(DateTime.UtcNow, 100));
+            steps++;
+        }
+
+        Assert.True(bessel.IsHot);
+        Assert.True(steps > 0);
+        Assert.Equal(length, steps); // WarmupPeriod is length
+    }
+
+    [Fact]
+    public void Bessel_IterativeCorrections_RestoreToOriginalState()
+    {
+        var bessel = new Bessel(14);
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
+
+        // Feed 14 new values
+        TValue lastInput = default;
+        for (int i = 0; i < 14; i++)
+        {
+            var bar = gbm.Next(isNew: true);
+            lastInput = new TValue(bar.Time, bar.Close);
+            bessel.Update(lastInput, isNew: true);
+        }
+
+        double valueAfterWarmup = bessel.Last.Value;
+
+        // Generate corrections with isNew=false (different values)
+        for (int i = 0; i < 13; i++)
+        {
+            var bar = gbm.Next(isNew: false);
+            bessel.Update(new TValue(bar.Time, bar.Close), isNew: false);
+        }
+
+        // Feed the remembered last input again with isNew=false
+        TValue finalValue = bessel.Update(lastInput, isNew: false);
+
+        Assert.Equal(valueAfterWarmup, finalValue.Value, 1e-10);
+    }
+
+    [Fact]
+    public void Bessel_BatchCalc_MatchesIterativeCalc()
+    {
+        var besselIterative = new Bessel(14);
+        var besselBatch = new Bessel(14);
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
+
+        var series = new TSeries();
+        for (int i = 0; i < 100; i++)
+        {
+            var bar = gbm.Next(isNew: true);
+            series.Add(bar.Time, bar.Close);
+        }
+
+        Assert.True(series.Count > 0);
+
+        var iterativeResults = new TSeries();
+        foreach (var item in series)
+        {
+            iterativeResults.Add(besselIterative.Update(item));
+        }
+
+        var batchResults = besselBatch.Update(series);
+
+        Assert.Equal(iterativeResults.Count, batchResults.Count);
+        for (int i = 0; i < iterativeResults.Count; i++)
+        {
+            Assert.Equal(iterativeResults[i].Value, batchResults[i].Value, 1e-10);
+            Assert.Equal(iterativeResults[i].Time, batchResults[i].Time);
+        }
+    }
+
+    [Fact]
+    public void Bessel_NaN_Input_UsesLastValidValue()
+    {
+        var bessel = new Bessel(14);
+
+        bessel.Update(new TValue(DateTime.UtcNow, 100));
+        bessel.Update(new TValue(DateTime.UtcNow, 110));
+
+        var resultAfterNaN = bessel.Update(new TValue(DateTime.UtcNow, double.NaN));
+
+        Assert.True(double.IsFinite(resultAfterNaN.Value));
+        Assert.NotEqual(0, resultAfterNaN.Value);
+    }
+
+    [Fact]
+    public void Bessel_Infinity_Input_UsesLastValidValue()
+    {
+        var bessel = new Bessel(14);
+
+        bessel.Update(new TValue(DateTime.UtcNow, 100));
+        bessel.Update(new TValue(DateTime.UtcNow, 110));
+
+        var resultAfterPosInf = bessel.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
+        Assert.True(double.IsFinite(resultAfterPosInf.Value));
+
+        var resultAfterNegInf = bessel.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity));
+        Assert.True(double.IsFinite(resultAfterNegInf.Value));
+    }
+
+    [Fact]
+    public void Bessel_SpanBatch_MatchesTSeriesBatch()
+    {
+        var series = new TSeries();
+        double[] source = new double[100];
+        double[] output = new double[100];
+
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
+        for (int i = 0; i < 100; i++)
+        {
+            var bar = gbm.Next(isNew: true);
+            source[i] = bar.Close;
+            series.Add(bar.Time, bar.Close);
+        }
+
+        var tseriesResult = Bessel.Calculate(series, 14).Results;
+
+        Bessel.Calculate(source.AsSpan(), output.AsSpan(), 14);
+
+        for (int i = 0; i < 100; i++)
+        {
+            Assert.Equal(tseriesResult[i].Value, output[i], 1e-9);
+        }
+    }
+
+    [Fact]
+    public void Bessel_AllModes_ProduceSameResult()
+    {
+        int length = 14;
+        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 = Bessel.Calculate(series, length).Results;
+        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];
+        Bessel.Calculate(spanInput, spanOutput, length);
+        double spanResult = spanOutput[^1];
+
+        // 3. Streaming Mode
+        var streamingInd = new Bessel(length);
+        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 Bessel(pubSource, length);
+        for (int i = 0; i < series.Count; i++)
+        {
+            pubSource.Add(series[i]);
+        }
+        double eventingResult = eventingInd.Last.Value;
+
+        Assert.Equal(expected, spanResult, precision: 9);
+        Assert.Equal(expected, streamingResult, precision: 9);
+        Assert.Equal(expected, eventingResult, precision: 9);
+    }
+}