feat(tests): add comprehensive tests for LinReg, StdDev, Variance, and Mama indicators; enhance Pwma constructor with null check; improve coverage path mappings in Qodana configuration

This commit is contained in:
Miha Kralj
2025-12-26 11:50:18 -08:00
parent 86e2934f1b
commit c2bc665ecf
10 changed files with 475 additions and 9 deletions
+80
View File
@@ -129,4 +129,84 @@ public class SkewTests
Assert.Equal(streamingResults[i], batchResult.Values[i], precision: 10);
}
}
[Fact]
public void Update_CalculatesCorrectly_Population()
{
// Test data: 1, 2, 3
// Mean = 2
// Variance (Pop) = ((1-2)^2 + (2-2)^2 + (3-2)^2) / 3 = 2/3
// StdDev (Pop) = sqrt(2/3)
// M3 (Pop) = ((1-2)^3 + (2-2)^3 + (3-2)^3) / 3 = 0
// Skew (Pop) = 0
var skew = new Skew(3, isPopulation: true);
skew.Update(new TValue(DateTime.UtcNow, 1));
skew.Update(new TValue(DateTime.UtcNow, 2));
var result = skew.Update(new TValue(DateTime.UtcNow, 3));
Assert.Equal(0, result.Value, precision: 10);
}
[Fact]
public void Update_HandlesConstantValues_ZeroVariance()
{
var skew = new Skew(5);
for (int i = 0; i < 5; i++)
{
var result = skew.Update(new TValue(DateTime.UtcNow, 10));
Assert.Equal(0, result.Value); // Skew is undefined or 0 for constant values
}
}
[Fact]
public void Update_HandlesNaN()
{
var skew = new Skew(5);
skew.Update(new TValue(DateTime.UtcNow, 1));
skew.Update(new TValue(DateTime.UtcNow, 2));
skew.Update(new TValue(DateTime.UtcNow, double.NaN)); // Should be treated as 0 or handled gracefully
var result = skew.Last.Value;
Assert.True(double.IsNaN(result) || result == 0);
}
[Fact]
public void Resync_DoesNotDrift()
{
// Run for > 1000 updates to trigger Resync
var skew = new Skew(10);
var random = new Random(123);
for (int i = 0; i < 1100; i++)
{
skew.Update(new TValue(DateTime.UtcNow, random.NextDouble() * 100));
}
Assert.True(double.IsFinite(skew.Last.Value));
}
[Fact]
public void Batch_LargeDataset_Simd()
{
// Create large dataset to trigger SIMD path (>= 256)
int count = 1000;
var data = new double[count];
for (int i = 0; i < count; i++) data[i] = (double)i;
var series = new TSeries(new System.Collections.Generic.List<long>(new long[count]), new System.Collections.Generic.List<double>(data));
// Batch calculation
var batchResult = Skew.Calculate(series, 10);
// Verify last value against streaming
var skew = new Skew(10);
double lastStreaming = 0;
foreach (var val in data)
{
lastStreaming = skew.Update(new TValue(DateTime.UtcNow, val)).Value;
}
Assert.Equal(lastStreaming, batchResult.Last.Value, precision: 10);
}
}