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

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
2026-08-25 05:48:06 +00:00 · 2025-12-25 20:18:14 -08:00
parent df598c810d
commit ac8b2dbb3f
20 changed files with 281 additions and 187 deletions
@@ -0,0 +1,45 @@
+using System;
+using Xunit;
+using QuanTAlib;
+
+namespace QuanTAlib.Tests;
+
+public class JmaZeroDivTests
+{
+    [Fact]
+    public void Period1_DoesNotProduceInfinityOrNaN()
+    {
+        // Arrange
+        var jma = new Jma(period: 1);
+        double[] values = { 100, 101, 102, 101, 100 };
+
+        // Act & Assert
+        foreach (var v in values)
+        {
+            var result = jma.Update(new TValue(DateTime.UtcNow, v));
+            Assert.False(double.IsNaN(result.Value), $"JMA(1) produced NaN for input {v}");
+            Assert.False(double.IsInfinity(result.Value), $"JMA(1) produced Infinity for input {v}");
+            // For period 1, JMA should ideally track price very closely
+            Assert.Equal(v, result.Value, precision: 1);
+        }
+    }
+
+    [Fact]
+    public void Period1_LogValuesAreFinite()
+    {
+        // This test inspects private fields via reflection or just checks behavior
+        // Since we can't easily access private fields, we'll rely on the calculation logic check
+        // If the fix is applied, we shouldn't see -Infinity in internal calculations if we could see them.
+        // But we can check if the output is exactly the input, which implies adapt=0 (if logic holds).
+        
+        var jma = new Jma(period: 1);
+        var result = jma.Update(new TValue(DateTime.UtcNow, 100));
+        Assert.Equal(100, result.Value);
+        
+        result = jma.Update(new TValue(DateTime.UtcNow, 200));
+        // If adapt is 0 (due to -Infinity log), bands snap to price.
+        // If JMA(1) is identity, result should be 200.
+        // With clamping, adapt is slightly non-zero (approx 1e-12), so result is very close to 200.
+        Assert.Equal(200, result.Value, precision: 8);
+    }
+}