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https://github.com/mihakralj/QuanTAlib.git
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style patterns
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@@ -447,7 +447,9 @@ public class RemaTests
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var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42);
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for (int i = 0; i < source.Length; i++)
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{
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source[i] = gbm.Next().Close;
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}
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// Warm up
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Rema.Batch(source.AsSpan(), output.AsSpan(), 100);
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@@ -491,7 +493,10 @@ public class RemaTests
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// Verify against a fresh REMA fed with same data
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var verifyRema = new Rema(5);
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foreach (var val in history) verifyRema.Update(new TValue(DateTime.UtcNow, val));
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foreach (var val in history)
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{
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verifyRema.Update(new TValue(DateTime.UtcNow, val));
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}
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Assert.Equal(verifyRema.Last.Value, rema.Last.Value, 1e-10);
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Assert.Equal(verifyRema.IsHot, rema.IsHot);
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@@ -511,7 +516,10 @@ public class RemaTests
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rema.Prime(history);
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var verifyRema = new Rema(5);
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foreach (var val in history) verifyRema.Update(new TValue(DateTime.UtcNow, val));
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foreach (var val in history)
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{
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verifyRema.Update(new TValue(DateTime.UtcNow, val));
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}
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Assert.Equal(verifyRema.Last.Value, rema.Last.Value, 1e-10);
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}
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@@ -531,7 +539,10 @@ public class RemaTests
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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 <= 20; i++) series.Add(DateTime.UtcNow, i * 10);
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for (int i = 1; i <= 20; i++)
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{
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series.Add(DateTime.UtcNow, i * 10);
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}
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var (results, indicator) = Rema.Calculate(series, 5);
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@@ -640,14 +651,20 @@ public class RemaTests
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// 3. Streaming Mode
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var streamingInd = new Rema(period, lambda);
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for (int i = 0; i < series.Count; i++)
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{
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streamingInd.Update(series[i]);
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}
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double streamingResult = streamingInd.Last.Value;
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// 4. Eventing Mode
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var pubSource = new TSeries();
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var eventingInd = new Rema(pubSource, period, lambda);
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for (int i = 0; i < series.Count; i++)
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{
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pubSource.Add(series[i]);
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}
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double eventingResult = eventingInd.Last.Value;
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Assert.Equal(expected, spanResult, precision: 9);
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