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feat(tests): enhance tests with GBM for noise generation and improve tolerance for MAMA validation

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feat(trends): implement IDisposable in Bessel and Conv classes to manage event subscriptions
fix(trends): add validation for period and parameters in Kama and MGDI calculations
fix(trends): clamp logarithmic calculations in JMA to avoid -Infinity
This commit is contained in:
Miha Kralj
2025-12-25 20:18:14 -08:00
parent df598c810d
commit ac8b2dbb3f
20 changed files with 281 additions and 187 deletions
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lib/trends/ema/Ema.Tests.cs
+3 -3
View File
@@ -384,9 +384,9 @@ public class EmaTests
double[] output = new double[5];
// Alpha must be > 0 and <= 1
Assert.Throws<ArgumentException>(() => Ema.Batch(source.AsSpan(), output.AsSpan(), 0.0));
Assert.Throws<ArgumentException>(() => Ema.Batch(source.AsSpan(), output.AsSpan(), -0.1));
Assert.Throws<ArgumentException>(() => Ema.Batch(source.AsSpan(), output.AsSpan(), 1.1));
Assert.Throws<ArgumentOutOfRangeException>(() => Ema.Batch(source.AsSpan(), output.AsSpan(), 0.0));
Assert.Throws<ArgumentOutOfRangeException>(() => Ema.Batch(source.AsSpan(), output.AsSpan(), -0.1));
Assert.Throws<ArgumentOutOfRangeException>(() => Ema.Batch(source.AsSpan(), output.AsSpan(), 1.1));
}
[Fact]
lib/trends/ema/Ema.cs
+3 -3
View File
@@ -83,7 +83,7 @@ public sealed class Ema : AbstractBase
public Ema(double alpha)
{
if (alpha <= 0 || alpha > 1)
throw new ArgumentException("Alpha must be between 0 and 1", nameof(alpha));
throw new ArgumentException("Alpha must be greater than 0 and at most 1", nameof(alpha));
_alpha = alpha;
_decay = 1.0 - alpha;
@@ -364,9 +364,9 @@ public sealed class Ema : AbstractBase
public static void Batch(ReadOnlySpan<double> source, Span<double> output, double alpha)
{
if (source.Length != output.Length)
throw new ArgumentException("Source and output must have the same length");
throw new ArgumentException("Source and output must have the same length", nameof(source));
if (alpha <= 0 || alpha > 1)
throw new ArgumentException("Alpha must be between 0 and 1", nameof(alpha));
throw new ArgumentOutOfRangeException(nameof(alpha), "Alpha must be > 0 and <= 1");
if (source.Length == 0) return;