namespace QuanTAlib.Tests; public class MapeTests { [Fact] public void Constructor_ValidatesInput() { Assert.Throws(() => new Mape(0)); Assert.Throws(() => new Mape(-1)); var mape = new Mape(10); Assert.NotNull(mape); } [Fact] public void Properties_Accessible() { var mape = new Mape(10); Assert.Equal(0, mape.Last.Value); Assert.False(mape.IsHot); Assert.Contains("Mape", mape.Name, StringComparison.Ordinal); mape.Update(100, 105); Assert.NotEqual(0, mape.Last.Value); } [Fact] public void IsHot_BecomesTrueWhenBufferFull() { const int period = 5; var mape = new Mape(period); for (int i = 0; i < period - 1; i++) { Assert.False(mape.IsHot, $"IsHot should be false at index {i}"); mape.Update(100 + i, 105 + i); } mape.Update(104, 109); Assert.True(mape.IsHot, "IsHot should be true after period updates"); } [Fact] public void Mape_CalculatesCorrectly() { var mape = new Mape(3); // |100 - 110| / 100 * 100 = 10% var res1 = mape.Update(100, 110); Assert.Equal(10.0, res1.Value, 10); // |200 - 220| / 200 * 100 = 10%, Mean = (10 + 10) / 2 = 10% var res2 = mape.Update(200, 220); Assert.Equal(10.0, res2.Value, 10); // |50 - 60| / 50 * 100 = 20%, Mean = (10 + 10 + 20) / 3 = 13.333% var res3 = mape.Update(50, 60); Assert.Equal(40.0 / 3.0, res3.Value, 10); } [Fact] public void Mape_PerfectPrediction_ReturnsZero() { var mape = new Mape(5); for (int i = 1; i <= 10; i++) { mape.Update(i * 10, i * 10); // Perfect prediction } Assert.Equal(0.0, mape.Last.Value, 10); } [Fact] public void Mape_ConstantPercentageError() { var mape = new Mape(5); // 10% error consistently for (int i = 1; i <= 10; i++) { mape.Update(100, 110); // |100-110|/100 * 100 = 10% } Assert.Equal(10.0, mape.Last.Value, 10); } [Fact] public void Mape_ScaleIndependent() { var mape1 = new Mape(3); var mape2 = new Mape(3); // Small scale: 10% error mape1.Update(10, 11); mape1.Update(10, 11); mape1.Update(10, 11); // Large scale: 10% error mape2.Update(1000, 1100); mape2.Update(1000, 1100); mape2.Update(1000, 1100); Assert.Equal(mape1.Last.Value, mape2.Last.Value, 10); } [Fact] public void Calc_IsNew_AcceptsParameter() { var mape = new Mape(10); mape.Update(100, 110, isNew: true); double value1 = mape.Last.Value; mape.Update(100, 120, isNew: true); double value2 = mape.Last.Value; Assert.NotEqual(value1, value2); } [Fact] public void Calc_IsNew_False_UpdatesValue() { var mape = new Mape(10); mape.Update(100, 110); mape.Update(100, 120, isNew: true); double beforeUpdate = mape.Last.Value; mape.Update(100, 130, isNew: false); double afterUpdate = mape.Last.Value; Assert.NotEqual(beforeUpdate, afterUpdate); } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var mape = new Mape(5); double tenthActual = 0; double tenthPredicted = 0; // Feed 10 updates for (int i = 1; i <= 10; i++) { tenthActual = i * 10; tenthPredicted = i * 10 + 5; mape.Update(tenthActual, tenthPredicted); } double stateAfterTen = mape.Last.Value; // Apply 5 corrections with isNew=false for (int i = 0; i < 5; i++) { mape.Update(100 + i, 200 + i, isNew: false); } // Restore to original values mape.Update(tenthActual, tenthPredicted, isNew: false); Assert.Equal(stateAfterTen, mape.Last.Value, 10); } [Fact] public void Reset_ClearsState() { var mape = new Mape(5); for (int i = 1; i <= 10; i++) { mape.Update(i * 10, i * 10 + 5); } Assert.True(mape.IsHot); mape.Reset(); Assert.False(mape.IsHot); Assert.Equal(0, mape.Last.Value); } [Fact] public void NaN_Input_UsesLastValidValue() { var mape = new Mape(5); mape.Update(100, 110); mape.Update(110, 120); mape.Update(120, 130); var result = mape.Update(double.NaN, double.NaN); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var mape = new Mape(5); mape.Update(100, 110); mape.Update(110, 120); var result = mape.Update(double.PositiveInfinity, double.NegativeInfinity); Assert.True(double.IsFinite(result.Value)); } [Fact] public void MultipleNaN_ContinuesWithLastValid() { var mape = new Mape(5); mape.Update(100, 110); mape.Update(110, 120); mape.Update(120, 130); var r1 = mape.Update(double.NaN, double.NaN); var r2 = mape.Update(double.NaN, double.NaN); var r3 = mape.Update(double.NaN, double.NaN); Assert.True(double.IsFinite(r1.Value)); Assert.True(double.IsFinite(r2.Value)); Assert.True(double.IsFinite(r3.Value)); } [Fact] public void Mape_Throws_On_Single_Input() { var mape = new Mape(10); Assert.Throws(() => mape.Update(new TValue(DateTime.UtcNow, 1))); Assert.Throws(() => mape.Update(new TSeries())); Assert.Throws(() => mape.Prime([1, 2, 3])); } [Fact] public void BatchSpan_MatchesStreaming() { int period = 5; int count = 100; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); double[] actual = new double[count]; double[] predicted = new double[count]; for (int i = 0; i < count; i++) { var bar = gbm.Next(); actual[i] = bar.Close; predicted[i] = bar.Close * 1.05 + 2; // Offset prediction } // Streaming var mape = new Mape(period); var streamingResults = new double[count]; for (int i = 0; i < count; i++) { streamingResults[i] = mape.Update(actual[i], predicted[i]).Value; } // Batch double[] batchResults = new double[count]; Mape.Batch(actual, predicted, batchResults, period); // Compare for (int i = 0; i < count; i++) { Assert.Equal(streamingResults[i], batchResults[i], 9); } } [Fact] public void BatchSpan_ValidatesInput() { double[] actual = [1, 2, 3, 4, 5]; double[] predicted = [1, 2, 3, 4, 5]; double[] output = new double[5]; double[] wrongSizeOutput = new double[3]; double[] wrongSizePredicted = new double[3]; // Period must be > 0 Assert.Throws(() => Mape.Batch(actual.AsSpan(), predicted.AsSpan(), output.AsSpan(), 0)); Assert.Throws(() => Mape.Batch(actual.AsSpan(), predicted.AsSpan(), output.AsSpan(), -1)); // Output must be same length as source Assert.Throws(() => Mape.Batch(actual.AsSpan(), predicted.AsSpan(), wrongSizeOutput.AsSpan(), 3)); // Predicted must be same length as actual Assert.Throws(() => Mape.Batch(actual.AsSpan(), wrongSizePredicted.AsSpan(), output.AsSpan(), 3)); } [Fact] public void Calculate_Works() { var actual = new TSeries(); var predicted = new TSeries(); var now = DateTime.UtcNow; for (int i = 1; i <= 10; i++) { actual.Add(now.AddMinutes(i), 100); predicted.Add(now.AddMinutes(i), 110); // 10% error } var results = Mape.Batch(actual, predicted, 3); Assert.Equal(10, results.Count); Assert.Equal(10.0, results.Last.Value, 10); } [Fact] public void Calculate_ValidatesMismatchedLengths() { var actual = new TSeries(); var predicted = new TSeries(); for (int i = 0; i < 10; i++) { actual.Add(DateTime.UtcNow, i + 1); } for (int i = 0; i < 5; i++) { predicted.Add(DateTime.UtcNow, i + 1); } Assert.Throws(() => Mape.Batch(actual, predicted, 3)); } [Fact] public void BatchSpan_HandlesNaN() { double[] actual = [100, 110, double.NaN, 130, 140]; double[] predicted = [105, 115, 125, double.NaN, 145]; double[] output = new double[5]; Mape.Batch(actual, predicted, output, 3); foreach (var val in output) { Assert.True(double.IsFinite(val), $"Expected finite value but got {val}"); } } [Fact] public void Mape_Resync_Works() { var mape = new Mape(5); // Force many updates to trigger resync (ResyncInterval = 1000) for (int i = 0; i < 1100; i++) { mape.Update(100, 110); // 10% error } // After resync, result should still be correct Assert.Equal(10.0, mape.Last.Value, 10); } [Fact] public void Mape_ZeroActual_HandlesGracefully() { var mape = new Mape(3); mape.Update(100, 110); mape.Update(100, 110); // Zero actual should not cause division by zero var result = mape.Update(0, 10); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Mape_Asymmetric_PenalizesUnderPredictionMore() { var mape1 = new Mape(1); var mape2 = new Mape(1); // Under-prediction: actual=100, predicted=50 // |100-50|/100 * 100 = 50% var underPrediction = mape1.Update(100, 50); // Over-prediction: actual=50, predicted=100 // |50-100|/50 * 100 = 100% var overPrediction = mape2.Update(50, 100); // Over-prediction should have higher MAPE due to smaller denominator Assert.True(overPrediction.Value > underPrediction.Value); } }