mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-26 14:28:05 +00:00
refactoring
This commit is contained in:
Miha Kralj
+97
-19
@@ -331,7 +331,7 @@ public class SmaTests
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}
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[Fact]
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public void Sma_StaticCalculate_Works()
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public void Sma_StaticBatch_Works()
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{
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var series = new TSeries();
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series.Add(DateTime.UtcNow.Ticks, 10);
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@@ -340,7 +340,7 @@ public class SmaTests
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series.Add(DateTime.UtcNow.Ticks + 3, 40);
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series.Add(DateTime.UtcNow.Ticks + 4, 50);
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var results = Sma.Calculate(series, 3);
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var results = Sma.Batch(series, 3);
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Assert.Equal(5, results.Count);
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// SMA(3) for last value: (30+40+50)/3 = 40
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@@ -360,22 +360,22 @@ public class SmaTests
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// ============== Span API Tests ==============
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[Fact]
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public void Sma_SpanCalc_ValidatesInput()
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public void Sma_SpanBatch_ValidatesInput()
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{
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double[] source = [1, 2, 3, 4, 5];
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double[] output = new double[5];
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double[] wrongSizeOutput = new double[3];
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// Period must be > 0
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Assert.Throws<ArgumentException>(() => Sma.Calculate(source.AsSpan(), output.AsSpan(), 0));
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Assert.Throws<ArgumentException>(() => Sma.Calculate(source.AsSpan(), output.AsSpan(), -1));
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Assert.Throws<ArgumentException>(() => Sma.Batch(source.AsSpan(), output.AsSpan(), 0));
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Assert.Throws<ArgumentException>(() => Sma.Batch(source.AsSpan(), output.AsSpan(), -1));
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// Output must be same length as source
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Assert.Throws<ArgumentException>(() => Sma.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan(), 3));
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Assert.Throws<ArgumentException>(() => Sma.Batch(source.AsSpan(), wrongSizeOutput.AsSpan(), 3));
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}
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[Fact]
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public void Sma_SpanCalc_MatchesTSeriesCalc()
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public void Sma_SpanBatch_MatchesTSeriesBatch()
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{
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var series = new TSeries();
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double[] source = new double[100];
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@@ -390,10 +390,10 @@ public class SmaTests
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}
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// Calculate with TSeries API
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var tseriesResult = Sma.Calculate(series, 10);
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var tseriesResult = Sma.Batch(series, 10);
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// Calculate with Span API
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Sma.Calculate(source.AsSpan(), output.AsSpan(), 10);
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Sma.Batch(source.AsSpan(), output.AsSpan(), 10);
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// Compare results
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for (int i = 0; i < 100; i++)
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@@ -403,12 +403,12 @@ public class SmaTests
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}
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[Fact]
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public void Sma_SpanCalc_CalculatesCorrectly()
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public void Sma_SpanBatch_CalculatesCorrectly()
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{
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double[] source = [10, 20, 30, 40, 50];
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double[] output = new double[5];
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Sma.Calculate(source.AsSpan(), output.AsSpan(), 3);
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Sma.Batch(source.AsSpan(), output.AsSpan(), 3);
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// SMA(3) warmup: 10, (10+20)/2=15, (10+20+30)/3=20, then sliding: (20+30+40)/3=30, (30+40+50)/3=40
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Assert.Equal(10.0, output[0], 1e-10);
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@@ -419,7 +419,7 @@ public class SmaTests
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}
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[Fact]
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public void Sma_SpanCalc_ZeroAllocation()
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public void Sma_SpanBatch_ZeroAllocation()
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{
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double[] source = new double[10000];
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@@ -429,7 +429,7 @@ public class SmaTests
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source[i] = gbm.Next().Close;
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// Warm up
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Sma.Calculate(source.AsSpan(), output.AsSpan(), 100);
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Sma.Batch(source.AsSpan(), output.AsSpan(), 100);
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// This test verifies the method runs without throwing
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// (allocation is measured by BenchmarkDotNet, not unit tests)
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@@ -437,12 +437,12 @@ public class SmaTests
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}
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[Fact]
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public void Sma_SpanCalc_HandlesNaN()
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public void Sma_SpanBatch_HandlesNaN()
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{
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double[] source = [100, 110, double.NaN, 120, 130];
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double[] output = new double[5];
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Sma.Calculate(source.AsSpan(), output.AsSpan(), 3);
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Sma.Batch(source.AsSpan(), output.AsSpan(), 3);
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// All outputs should be finite
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foreach (var val in output)
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@@ -452,12 +452,12 @@ public class SmaTests
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}
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[Fact]
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public void Sma_SpanCalc_Period1_ReturnsInput()
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public void Sma_SpanBatch_Period1_ReturnsInput()
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{
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double[] source = [10, 20, 30, 40, 50];
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double[] output = new double[5];
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Sma.Calculate(source.AsSpan(), output.AsSpan(), 1);
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Sma.Batch(source.AsSpan(), output.AsSpan(), 1);
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for (int i = 0; i < source.Length; i++)
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{
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@@ -474,14 +474,14 @@ public class SmaTests
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var series = bars.Close;
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// 1. Batch Mode
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var batchSeries = Sma.Calculate(series, period);
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var batchSeries = Sma.Batch(series, period);
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double expected = batchSeries.Last.Value;
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// 2. Span Mode
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var tValues = series.Values.ToArray();
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var spanInput = new ReadOnlySpan<double>(tValues);
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var spanOutput = new double[tValues.Length];
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Sma.Calculate(spanInput, spanOutput, period);
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Sma.Batch(spanInput, spanOutput, period);
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double spanResult = spanOutput[^1];
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// 3. Streaming Mode
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@@ -516,4 +516,82 @@ public class SmaTests
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source.Add(new TValue(DateTime.UtcNow, 100));
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Assert.Equal(100, sma.Last.Value);
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}
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[Fact]
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public void WarmupPeriod_IsSetCorrectly()
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{
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var sma = new Sma(10);
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Assert.Equal(10, sma.WarmupPeriod);
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}
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[Fact]
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public void Prime_SetsStateCorrectly()
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{
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var sma = new Sma(5);
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double[] history = [10, 20, 30, 40, 50]; // SMA(5) = 30
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sma.Prime(history);
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Assert.True(sma.IsHot);
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Assert.Equal(30.0, sma.Last.Value, 1e-10);
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// Verify it continues correctly
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sma.Update(new TValue(DateTime.UtcNow, 60)); // 20,30,40,50,60 -> 40
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Assert.Equal(40.0, sma.Last.Value, 1e-10);
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}
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[Fact]
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public void Prime_WithInsufficientHistory_IsNotHot()
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{
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var sma = new Sma(10);
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double[] history = [10, 20, 30, 40, 50];
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sma.Prime(history);
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Assert.False(sma.IsHot);
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Assert.Equal(30.0, sma.Last.Value, 1e-10); // It still calculates what it can
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}
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[Fact]
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public void Prime_HandlesNaN_InHistory()
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{
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var sma = new Sma(3);
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double[] history = [10, 20, double.NaN, 40];
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// 10
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// 10, 20
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// 10, 20, 20 (NaN replaced by 20) -> Avg(10,20,20) = 16.666...
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// 20, 20, 40 -> Avg(20,20,40) = 26.666...
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sma.Prime(history);
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Assert.True(sma.IsHot);
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Assert.Equal(80.0 / 3.0, sma.Last.Value, 1e-9);
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}
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[Fact]
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public void Calculate_ReturnsCorrectResultsAndHotIndicator()
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{
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var series = new TSeries();
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for (int i = 1; i <= 10; i++) series.Add(DateTime.UtcNow, i * 10);
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// 10, 20, 30, 40, 50, 60, 70, 80, 90, 100
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// SMA(5)
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var (results, indicator) = Sma.Calculate(series, 5);
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// Check results
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Assert.Equal(10, results.Count);
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Assert.Equal(30.0, results[4].Value); // 5th element (index 4) is SMA(10..50) = 30
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Assert.Equal(80.0, results.Last.Value); // Last element is SMA(60..100) = 80
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// Check indicator state
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Assert.True(indicator.IsHot);
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Assert.Equal(80.0, indicator.Last.Value);
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Assert.Equal(5, indicator.WarmupPeriod);
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// Verify indicator continues correctly
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indicator.Update(new TValue(DateTime.UtcNow, 110));
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// Window was [60, 70, 80, 90, 100] -> Avg 80
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// New Window [70, 80, 90, 100, 110] -> Avg 90
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Assert.Equal(90.0, indicator.Last.Value);
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}
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}
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