namespace QuanTAlib.Tests; public class AccelTests { [Fact] public void Properties_Accessible() { var accel = new Accel(); Assert.Equal(0, accel.Last.Value); Assert.False(accel.IsHot); Assert.Contains("Accel", accel.Name, StringComparison.Ordinal); Assert.Equal(3, accel.WarmupPeriod); } [Fact] public void Calc_IsNew_False_UpdatesValue() { var accel = new Accel(); accel.Update(new TValue(DateTime.UtcNow, 10)); accel.Update(new TValue(DateTime.UtcNow, 20)); accel.Update(new TValue(DateTime.UtcNow, 30)); double valueBefore = accel.Last.Value; // Update with isNew=false should change the result accel.Update(new TValue(DateTime.UtcNow, 100), isNew: false); double valueAfter = accel.Last.Value; Assert.NotEqual(valueBefore, valueAfter); } [Fact] public void NaN_Input_UsesLastValidValue() { var accel = new Accel(); accel.Update(new TValue(DateTime.UtcNow, 10)); accel.Update(new TValue(DateTime.UtcNow, 20)); accel.Update(new TValue(DateTime.UtcNow, 30)); var result = accel.Update(new TValue(DateTime.UtcNow, double.NaN)); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var accel = new Accel(); accel.Update(new TValue(DateTime.UtcNow, 10)); accel.Update(new TValue(DateTime.UtcNow, 20)); accel.Update(new TValue(DateTime.UtcNow, 30)); var resultPosInf = accel.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity)); Assert.True(double.IsFinite(resultPosInf.Value)); var resultNegInf = accel.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity)); Assert.True(double.IsFinite(resultNegInf.Value)); } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var accel = new Accel(); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); // Feed 10 new values TValue tenthInput = default; for (int i = 0; i < 10; i++) { var bar = gbm.Next(isNew: true); tenthInput = new TValue(bar.Time, bar.Close); accel.Update(tenthInput, isNew: true); } // Remember state after 10 values double stateAfterTen = accel.Last.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); accel.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered 10th input again with isNew=false TValue finalResult = accel.Update(tenthInput, isNew: false); // State should match the original state after 10 values Assert.Equal(stateAfterTen, finalResult.Value, 1e-9); } [Fact] public void SpanBatch_ValidatesInput() { double[] source = [1, 2, 3, 4, 5]; double[] wrongSizeOutput = new double[3]; // Output must be same length as source Assert.Throws(() => Accel.Batch(source.AsSpan(), wrongSizeOutput.AsSpan())); } [Fact] public void AllModes_ProduceSameResult() { var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // 1. Batch Mode (static span) var tValues = series.Values.ToArray(); var batchOutput = new double[tValues.Length]; Accel.Batch(tValues, batchOutput); double expected = batchOutput[^1]; // 2. Streaming Mode var streamingInd = new Accel(); for (int i = 0; i < series.Count; i++) { streamingInd.Update(series[i]); } double streamingResult = streamingInd.Last.Value; // 3. TSeries Batch Mode var batchSeriesResult = Accel.Batch(series); double tseriesResult = batchSeriesResult.Last.Value; Assert.Equal(expected, streamingResult, precision: 9); Assert.Equal(expected, tseriesResult, precision: 9); } [Fact] public void Calculation_KnownValues() { // accel[i] = source[i] - 2*source[i-1] + source[i-2] // Data: 10, 20, 35, 40, 42 // slope[1] = 20-10 = 10 // slope[2] = 35-20 = 15 // slope[3] = 40-35 = 5 // slope[4] = 42-40 = 2 // accel[0] = 0 (insufficient history) // accel[1] = 0 (insufficient history) // accel[2] = 35 - 2*20 + 10 = 35 - 40 + 10 = 5 // accel[3] = 40 - 2*35 + 20 = 40 - 70 + 20 = -10 // accel[4] = 42 - 2*40 + 35 = 42 - 80 + 35 = -3 double[] data = [10, 20, 35, 40, 42]; double[] expected = [0, 0, 5, -10, -3]; var accel = new Accel(); for (int i = 0; i < data.Length; i++) { var result = accel.Update(new TValue(DateTime.UtcNow, data[i])); Assert.Equal(expected[i], result.Value, precision: 9); } } [Fact] public void IsHot_BecomesTrueAfterWarmup() { var accel = new Accel(); Assert.False(accel.IsHot); accel.Update(new TValue(DateTime.UtcNow, 10)); Assert.False(accel.IsHot); accel.Update(new TValue(DateTime.UtcNow, 20)); Assert.False(accel.IsHot); accel.Update(new TValue(DateTime.UtcNow, 30)); Assert.True(accel.IsHot); } [Fact] public void Reset_ClearsState() { var accel = new Accel(); for (int i = 0; i < 10; i++) { accel.Update(new TValue(DateTime.UtcNow, i)); } Assert.True(accel.IsHot); accel.Reset(); Assert.False(accel.IsHot); Assert.Equal(0, accel.Last.Value); } [Fact] public void Batch_Matches_Iterative() { int count = 1000; var data = new double[count]; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); for (int i = 0; i < count; i++) { data[i] = gbm.Next().Close; } // Iterative var accel = new Accel(); var iterativeResults = new double[count]; for (int i = 0; i < count; i++) { accel.Update(new TValue(DateTime.UtcNow, data[i])); iterativeResults[i] = accel.Last.Value; } // Batch var batchResults = new double[count]; Accel.Batch(data, batchResults); // Compare for (int i = 0; i < count; i++) { Assert.Equal(iterativeResults[i], batchResults[i], precision: 9); } } [Fact] public void Update_TSeries_Matches_Iterative() { int count = 1000; var data = new TSeries(); var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); for (int i = 0; i < count; i++) { var bar = gbm.Next(); data.Add(new TValue(bar.Time, bar.Close)); } // Iterative var accel = new Accel(); var iterativeResults = new double[count]; for (int i = 0; i < count; i++) { accel.Update(data[i]); iterativeResults[i] = accel.Last.Value; } // TSeries Batch var accelBatch = new Accel(); var batchSeries = accelBatch.Update(data); // Compare for (int i = 0; i < count; i++) { Assert.Equal(iterativeResults[i], batchSeries[i].Value, precision: 9); } } [Fact] public void EventSubscription_Works() { var source = new TSeries(); var accel = new Accel(source); source.Add(new TValue(DateTime.UtcNow, 10)); source.Add(new TValue(DateTime.UtcNow, 20)); source.Add(new TValue(DateTime.UtcNow, 35)); Assert.True(accel.IsHot); Assert.Equal(5, accel.Last.Value); // 35 - 2*20 + 10 = 5 } }