using Xunit; namespace QuanTAlib.Tests; public class RocpTests { private readonly TSeries _gbm; private const int TestPeriod = 9; private const int DataPoints = 100; public RocpTests() { var gbm = new GBM(startPrice: 100, mu: 0.0, sigma: 0.5, seed: 42); var bars = gbm.Fetch(DataPoints, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); _gbm = bars.Close; } #region Constructor Tests [Fact] public void Constructor_WithValidPeriod_SetsProperties() { var rocp = new Rocp(TestPeriod); Assert.Equal($"Rocp({TestPeriod})", rocp.Name); Assert.Equal(TestPeriod + 1, rocp.WarmupPeriod); } [Fact] public void Constructor_WithZeroPeriod_ThrowsArgumentException() { var ex = Assert.Throws(() => new Rocp(0)); Assert.Equal("period", ex.ParamName); } [Fact] public void Constructor_WithNegativePeriod_ThrowsArgumentException() { var ex = Assert.Throws(() => new Rocp(-1)); Assert.Equal("period", ex.ParamName); } [Fact] public void Constructor_WithSource_SubscribesToEvents() { var source = new TSeries(DataPoints); var rocp = new Rocp(source, TestPeriod); Assert.NotNull(rocp); } #endregion #region Basic Calculation Tests [Fact] public void Update_ReturnsCorrectValue() { var rocp = new Rocp(TestPeriod); var tv = rocp.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.Equal(0.0, tv.Value); } [Fact] public void Update_FirstValues_ReturnsZero() { var rocp = new Rocp(TestPeriod); for (int i = 0; i < TestPeriod; i++) { var tv = rocp.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i)); Assert.Equal(0.0, tv.Value); } } [Fact] public void Update_AfterWarmup_ReturnsPercentage() { var rocp = new Rocp(2); // period=2 var values = new double[] { 100, 102, 105, 103, 110 }; for (int i = 0; i < values.Length; i++) { var tv = rocp.Update(new TValue(DateTime.UtcNow.AddSeconds(i), values[i]), true); if (i < 2) { Assert.Equal(0.0, tv.Value); // warmup period } else { // percentage: 100 * (current - past) / past double expected = 100.0 * (values[i] - values[i - 2]) / values[i - 2]; Assert.Equal(expected, tv.Value, 10); } } } [Fact] public void Last_IsAccessible() { var rocp = new Rocp(TestPeriod); rocp.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.Equal(0.0, rocp.Last.Value); } [Fact] public void IsHot_ReturnsFalseDuringWarmup() { var rocp = new Rocp(TestPeriod); for (int i = 0; i < TestPeriod; i++) { rocp.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i)); Assert.False(rocp.IsHot); } } [Fact] public void IsHot_ReturnsTrueAfterWarmup() { var rocp = new Rocp(TestPeriod); for (int i = 0; i <= TestPeriod; i++) { rocp.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i)); } Assert.True(rocp.IsHot); } [Fact] public void Name_IsAccessible() { var rocp = new Rocp(TestPeriod); Assert.Equal($"Rocp({TestPeriod})", rocp.Name); } #endregion #region State Management Tests [Fact] public void Update_WithIsNewTrue_AdvancesState() { var rocp = new Rocp(TestPeriod); var time = DateTime.UtcNow; rocp.Update(new TValue(time, 100.0), true); rocp.Update(new TValue(time.AddSeconds(1), 105.0), true); rocp.Update(new TValue(time.AddSeconds(2), 110.0), true); Assert.NotEqual(default, rocp.Last); } [Fact] public void Update_WithIsNewFalse_UpdatesCurrentState() { var rocp = new Rocp(2); var time = DateTime.UtcNow; // Warmup rocp.Update(new TValue(time, 100.0), true); rocp.Update(new TValue(time.AddSeconds(1), 102.0), true); var first = rocp.Update(new TValue(time.AddSeconds(2), 105.0), true); // Update same bar with different value var corrected = rocp.Update(new TValue(time.AddSeconds(2), 110.0), false); Assert.NotEqual(first.Value, corrected.Value); // first: 100 * (105-100)/100 = 5% // corrected: 100 * (110-100)/100 = 10% Assert.Equal(5.0, first.Value, 10); Assert.Equal(10.0, corrected.Value, 10); } [Fact] public void Update_IterativeCorrections_RestoresPreviousState() { var rocp = new Rocp(2); var time = DateTime.UtcNow; rocp.Update(new TValue(time, 100.0), true); rocp.Update(new TValue(time.AddSeconds(1), 102.0), true); var baseline = rocp.Update(new TValue(time.AddSeconds(2), 105.0), true); rocp.Update(new TValue(time.AddSeconds(2), 110.0), false); rocp.Update(new TValue(time.AddSeconds(2), 115.0), false); var restored = rocp.Update(new TValue(time.AddSeconds(2), 105.0), false); Assert.Equal(baseline.Value, restored.Value, 10); } [Fact] public void Reset_ClearsStateAndLastValidTracking() { var rocp = new Rocp(TestPeriod); var time = DateTime.UtcNow; for (int i = 0; i <= TestPeriod; i++) { rocp.Update(new TValue(time.AddSeconds(i), 100.0 + i)); } rocp.Reset(); Assert.Equal(default, rocp.Last); Assert.False(rocp.IsHot); } #endregion #region Robustness Tests [Fact] public void Update_WithNaN_UsesLastValidValue() { var rocp = new Rocp(2); var time = DateTime.UtcNow; rocp.Update(new TValue(time, 100.0), true); rocp.Update(new TValue(time.AddSeconds(1), 102.0), true); _ = rocp.Update(new TValue(time.AddSeconds(2), 105.0), true); var afterNaN = rocp.Update(new TValue(time.AddSeconds(3), double.NaN), true); // NaN uses last valid (105), so: 100 * (105-102)/102 ≈ 2.94% Assert.True(double.IsFinite(afterNaN.Value)); Assert.Equal(100.0 * (105.0 - 102.0) / 102.0, afterNaN.Value, 10); } [Fact] public void Update_WithInfinity_UsesLastValidValue() { var rocp = new Rocp(2); var time = DateTime.UtcNow; rocp.Update(new TValue(time, 100.0), true); rocp.Update(new TValue(time.AddSeconds(1), 102.0), true); rocp.Update(new TValue(time.AddSeconds(2), 105.0), true); var afterInf = rocp.Update(new TValue(time.AddSeconds(3), double.PositiveInfinity), true); Assert.True(double.IsFinite(afterInf.Value)); } [Fact] public void Update_BatchNaN_HandlesSafely() { var rocp = new Rocp(TestPeriod); var time = DateTime.UtcNow; for (int i = 0; i < 20; i++) { var value = i % 3 == 0 ? double.NaN : 100.0 + i; var tv = rocp.Update(new TValue(time.AddSeconds(i), value), true); Assert.True(double.IsFinite(tv.Value)); } } [Fact] public void Update_WithZeroPastValue_ReturnsZero() { var rocp = new Rocp(2); var time = DateTime.UtcNow; rocp.Update(new TValue(time, 0.0), true); rocp.Update(new TValue(time.AddSeconds(1), 50.0), true); var result = rocp.Update(new TValue(time.AddSeconds(2), 100.0), true); // Division by zero: returns 0.0 as safe default Assert.Equal(0.0, result.Value); } #endregion #region Consistency Tests (All 4 modes must match) [Fact] public void AllModes_ProduceSameResults() { // Mode 1: Batch via TSeries var batchResult = Rocp.Batch(_gbm, TestPeriod); // Mode 2: Streaming var streamingRocp = new Rocp(TestPeriod); var streamingResult = new TSeries(DataPoints); for (int i = 0; i < _gbm.Count; i++) { var tv = streamingRocp.Update(new TValue(_gbm[i].Time, _gbm[i].Value), true); streamingResult.Add(tv, true); } // Mode 3: Span-based Span spanOutput = stackalloc double[DataPoints]; Rocp.Batch(_gbm.Values, spanOutput, TestPeriod); // Mode 4: Event-driven var eventRocp = new Rocp(TestPeriod); var eventResult = new TSeries(DataPoints); eventRocp.Pub += (object? _, in TValueEventArgs e) => eventResult.Add(e.Value, e.IsNew); for (int i = 0; i < _gbm.Count; i++) { eventRocp.Update(new TValue(_gbm[i].Time, _gbm[i].Value), true); } int compareCount = Math.Min(100, DataPoints); for (int i = DataPoints - compareCount; i < DataPoints; i++) { Assert.Equal(batchResult[i].Value, streamingResult[i].Value, 10); Assert.Equal(batchResult[i].Value, spanOutput[i], 10); Assert.Equal(batchResult[i].Value, eventResult[i].Value, 10); } } #endregion #region Span API Tests [Fact] public void Calculate_Span_ValidatesEmptySource() { var ex = Assert.Throws(() => { ReadOnlySpan empty = []; Span output = stackalloc double[1]; Rocp.Batch(empty, output, TestPeriod); }); Assert.Equal("source", ex.ParamName); } [Fact] public void Calculate_Span_ValidatesOutputLength() { var ex = Assert.Throws(() => { ReadOnlySpan source = stackalloc double[] { 1, 2, 3, 4, 5 }; Span output = stackalloc double[3]; Rocp.Batch(source, output, TestPeriod); }); Assert.Equal("output", ex.ParamName); } [Fact] public void Calculate_Span_ValidatesPeriod() { var ex = Assert.Throws(() => { ReadOnlySpan source = stackalloc double[] { 1, 2, 3, 4, 5 }; Span output = stackalloc double[5]; Rocp.Batch(source, output, 0); }); Assert.Equal("period", ex.ParamName); } [Fact] public void Calculate_Span_MatchesTSeries() { var batchResult = Rocp.Batch(_gbm, TestPeriod); Span spanOutput = stackalloc double[DataPoints]; Rocp.Batch(_gbm.Values, spanOutput, TestPeriod); for (int i = 0; i < DataPoints; i++) { Assert.Equal(batchResult[i].Value, spanOutput[i], 10); } } [Fact] public void Calculate_Span_LargeData_NoStackOverflow() { int largeSize = 10000; double[] source = new double[largeSize]; double[] output = new double[largeSize]; for (int i = 0; i < largeSize; i++) { source[i] = 100.0 + i * 0.1; } Rocp.Batch(source, output, TestPeriod); Assert.Equal(largeSize, output.Length); } #endregion #region Chainability Tests [Fact] public void Pub_FiresOnUpdate() { var rocp = new Rocp(TestPeriod); bool eventFired = false; rocp.Pub += (object? _, in TValueEventArgs e) => eventFired = true; rocp.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.True(eventFired); } [Fact] public void EventBasedChaining_Works() { var source = new TSeries(10); var rocp = new Rocp(source, 2); var results = new List(); rocp.Pub += (object? _, in TValueEventArgs e) => results.Add(e.Value.Value); for (int i = 0; i < 10; i++) { source.Add(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i), true); } Assert.Equal(10, results.Count); } #endregion #region Mathematical Properties Tests [Fact] public void Update_TenPercentIncrease_ReturnsTen() { var rocp = new Rocp(1); var time = DateTime.UtcNow; rocp.Update(new TValue(time, 100.0), true); var result = rocp.Update(new TValue(time.AddSeconds(1), 110.0), true); // 100 * (110 - 100) / 100 = 10% Assert.Equal(10.0, result.Value, 10); } [Fact] public void Update_TenPercentDecrease_ReturnsNegativeTen() { var rocp = new Rocp(1); var time = DateTime.UtcNow; rocp.Update(new TValue(time, 100.0), true); var result = rocp.Update(new TValue(time.AddSeconds(1), 90.0), true); // 100 * (90 - 100) / 100 = -10% Assert.Equal(-10.0, result.Value, 10); } [Fact] public void Update_PriceDoubled_Returns100() { var rocp = new Rocp(1); var time = DateTime.UtcNow; rocp.Update(new TValue(time, 50.0), true); var result = rocp.Update(new TValue(time.AddSeconds(1), 100.0), true); // 100 * (100 - 50) / 50 = 100% Assert.Equal(100.0, result.Value, 10); } [Fact] public void Update_PriceHalved_ReturnsNegative50() { var rocp = new Rocp(1); var time = DateTime.UtcNow; rocp.Update(new TValue(time, 100.0), true); var result = rocp.Update(new TValue(time.AddSeconds(1), 50.0), true); // 100 * (50 - 100) / 100 = -50% Assert.Equal(-50.0, result.Value, 10); } [Fact] public void Update_NoChange_ReturnsZero() { var rocp = new Rocp(1); var time = DateTime.UtcNow; rocp.Update(new TValue(time, 100.0), true); var result = rocp.Update(new TValue(time.AddSeconds(1), 100.0), true); Assert.Equal(0.0, result.Value, 10); } #endregion }