namespace QuanTAlib.Tests; public class RmseTests { [Fact] public void Constructor_ValidatesInput() { Assert.Throws(() => new Rmse(0)); Assert.Throws(() => new Rmse(-1)); var rmse = new Rmse(10); Assert.NotNull(rmse); } [Fact] public void Properties_Accessible() { var rmse = new Rmse(10); Assert.Equal(0, rmse.Last.Value); Assert.False(rmse.IsHot); Assert.Contains("Rmse", rmse.Name, StringComparison.Ordinal); rmse.Update(100, 105); Assert.NotEqual(0, rmse.Last.Value); } [Fact] public void IsHot_BecomesTrueWhenBufferFull() { const int period = 5; var rmse = new Rmse(period); for (int i = 0; i < period - 1; i++) { Assert.False(rmse.IsHot); rmse.Update(i * 10, i * 10 + 5); } rmse.Update((period - 1) * 10, (period - 1) * 10 + 5); Assert.True(rmse.IsHot); } [Fact] public void Rmse_CalculatesCorrectly() { var rmse = new Rmse(3); // (10 - 15)² = 25, RMSE = √25 = 5 var res1 = rmse.Update(10, 15); Assert.Equal(5.0, res1.Value, 10); // (20 - 30)² = 100, MSE = (25 + 100) / 2 = 62.5, RMSE = √62.5 var res2 = rmse.Update(20, 30); Assert.Equal(Math.Sqrt(62.5), res2.Value, 10); // (30 - 25)² = 25, MSE = (25 + 100 + 25) / 3 = 50, RMSE = √50 var res3 = rmse.Update(30, 25); Assert.Equal(Math.Sqrt(50.0), res3.Value, 10); } [Fact] public void Rmse_IsSqrtOfMse() { var rmse = new Rmse(5); var mse = new Mse(5); for (int i = 0; i < 20; i++) { rmse.Update(i * 10, i * 10 + 7); mse.Update(i * 10, i * 10 + 7); } Assert.Equal(Math.Sqrt(mse.Last.Value), rmse.Last.Value, 10); } [Fact] public void Rmse_PerfectPrediction_ReturnsZero() { var rmse = new Rmse(5); for (int i = 0; i < 10; i++) { rmse.Update(i * 10, i * 10); } Assert.Equal(0.0, rmse.Last.Value, 10); } [Fact] public void Rmse_ConstantError_ReturnsSameAsError() { var rmse = new Rmse(5); for (int i = 0; i < 10; i++) { rmse.Update(100, 110); // Constant error of 10 } // MSE = 100, RMSE = √100 = 10 (same as error because error is constant) Assert.Equal(10.0, rmse.Last.Value, 10); } [Fact] public void Calc_IsNew_False_UpdatesValue() { var rmse = new Rmse(10); rmse.Update(100, 110); rmse.Update(100, 120, isNew: true); double beforeUpdate = rmse.Last.Value; rmse.Update(100, 130, isNew: false); double afterUpdate = rmse.Last.Value; Assert.NotEqual(beforeUpdate, afterUpdate); } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var rmse = new Rmse(5); double tenthActual = 0; double tenthPredicted = 0; for (int i = 0; i < 10; i++) { tenthActual = i * 10; tenthPredicted = i * 10 + 5; rmse.Update(tenthActual, tenthPredicted); } double stateAfterTen = rmse.Last.Value; for (int i = 0; i < 5; i++) { rmse.Update(100 + i, 200 + i, isNew: false); } rmse.Update(tenthActual, tenthPredicted, isNew: false); Assert.Equal(stateAfterTen, rmse.Last.Value, 10); } [Fact] public void Reset_ClearsState() { var rmse = new Rmse(5); for (int i = 0; i < 10; i++) { rmse.Update(i * 10, i * 10 + 5); } Assert.True(rmse.IsHot); rmse.Reset(); Assert.False(rmse.IsHot); Assert.Equal(0, rmse.Last.Value); } [Fact] public void NaN_Input_UsesLastValidValue() { var rmse = new Rmse(5); rmse.Update(100, 110); rmse.Update(110, 120); var result = rmse.Update(double.NaN, double.NaN); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Rmse_Throws_On_Single_Input() { var rmse = new Rmse(10); Assert.Throws(() => rmse.Update(new TValue(DateTime.UtcNow, 1))); Assert.Throws(() => rmse.Update(new TSeries())); Assert.Throws(() => rmse.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; } var rmse = new Rmse(period); var streamingResults = new double[count]; for (int i = 0; i < count; i++) { streamingResults[i] = rmse.Update(actual[i], predicted[i]).Value; } double[] batchResults = new double[count]; Rmse.Batch(actual, predicted, batchResults, period); 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]; Assert.Throws(() => Rmse.Batch(actual.AsSpan(), predicted.AsSpan(), output.AsSpan(), 0)); Assert.Throws(() => Rmse.Batch(actual.AsSpan(), predicted.AsSpan(), new double[3].AsSpan(), 3)); } [Fact] public void Calculate_Works() { var actual = new TSeries(); var predicted = new TSeries(); var now = DateTime.UtcNow; for (int i = 0; i < 10; i++) { actual.Add(now.AddMinutes(i), i * 10); predicted.Add(now.AddMinutes(i), i * 10 + 5); } var results = Rmse.Batch(actual, predicted, 3); Assert.Equal(10, results.Count); // All errors are 5, MSE = 25, RMSE = 5 Assert.Equal(5.0, results.Last.Value, 10); } }