using Xunit; namespace QuanTAlib.Tests; public class EdecayTests { private readonly TSeries _gbm; private const int TestPeriod = 5; private const int DataPoints = 100; public EdecayTests() { 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 edecay = new Edecay(TestPeriod); Assert.Equal($"Edecay({TestPeriod})", edecay.Name); Assert.Equal(1, edecay.WarmupPeriod); } [Fact] public void Constructor_WithZeroPeriod_ThrowsArgumentException() { var ex = Assert.Throws(() => new Edecay(0)); Assert.Equal("period", ex.ParamName); } [Fact] public void Constructor_WithNegativePeriod_ThrowsArgumentException() { var ex = Assert.Throws(() => new Edecay(-1)); Assert.Equal("period", ex.ParamName); } [Fact] public void Constructor_WithSource_SubscribesToEvents() { var source = new TSeries(DataPoints); var edecay = new Edecay(source, TestPeriod); Assert.NotNull(edecay); } #endregion #region Basic Calculation Tests [Fact] public void Update_FirstBar_ReturnsInputValue() { var edecay = new Edecay(TestPeriod); var tv = edecay.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.Equal(100.0, tv.Value); } [Fact] public void Update_DecayingValues_OutputDecaysExponentially() { var edecay = new Edecay(5); // scale = 4/5 = 0.8 var time = DateTime.UtcNow; // First bar at 1.0 edecay.Update(new TValue(time, 1.0), true); // Next bars at 0.0 — output should decay by ×0.8 per bar var tv1 = edecay.Update(new TValue(time.AddSeconds(1), 0.0), true); Assert.Equal(0.8, tv1.Value, 10); // 1.0 * 0.8 var tv2 = edecay.Update(new TValue(time.AddSeconds(2), 0.0), true); Assert.Equal(0.64, tv2.Value, 10); // 0.8 * 0.8 var tv3 = edecay.Update(new TValue(time.AddSeconds(3), 0.0), true); Assert.Equal(0.512, tv3.Value, 10); // 0.64 * 0.8 } [Fact] public void Update_RisingInput_FollowsInput() { var edecay = new Edecay(5); var time = DateTime.UtcNow; edecay.Update(new TValue(time, 100.0), true); var tv = edecay.Update(new TValue(time.AddSeconds(1), 105.0), true); Assert.Equal(105.0, tv.Value, 10); // input > decayed, so follows input } [Fact] public void Last_IsAccessible() { var edecay = new Edecay(TestPeriod); edecay.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.Equal(100.0, edecay.Last.Value, 10); } [Fact] public void IsHot_ReturnsFalseBeforeFirstBar() { var edecay = new Edecay(TestPeriod); Assert.False(edecay.IsHot); } [Fact] public void IsHot_ReturnsTrueAfterFirstBar() { var edecay = new Edecay(TestPeriod); edecay.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.True(edecay.IsHot); } [Fact] public void Name_IsAccessible() { var edecay = new Edecay(TestPeriod); Assert.Equal($"Edecay({TestPeriod})", edecay.Name); } #endregion #region State Management Tests [Fact] public void Update_WithIsNewTrue_AdvancesState() { var edecay = new Edecay(TestPeriod); var time = DateTime.UtcNow; edecay.Update(new TValue(time, 100.0), true); edecay.Update(new TValue(time.AddSeconds(1), 105.0), true); edecay.Update(new TValue(time.AddSeconds(2), 110.0), true); Assert.NotEqual(default, edecay.Last); } [Fact] public void Update_WithIsNewFalse_UpdatesCurrentState() { var edecay = new Edecay(5); // scale = 0.8 var time = DateTime.UtcNow; edecay.Update(new TValue(time, 1.0), true); var first = edecay.Update(new TValue(time.AddSeconds(1), 0.0), true); // Correct same bar with different value var corrected = edecay.Update(new TValue(time.AddSeconds(1), 0.5), false); // first: max(0.0, 1.0*0.8)=0.8 Assert.Equal(0.8, first.Value, 10); // corrected: max(0.5, 1.0*0.8)=0.8 Assert.Equal(0.8, corrected.Value, 10); } [Fact] public void Update_IterativeCorrections_RestoresPreviousState() { var edecay = new Edecay(5); var time = DateTime.UtcNow; edecay.Update(new TValue(time, 1.0), true); var baseline = edecay.Update(new TValue(time.AddSeconds(1), 0.5), true); // Make several corrections edecay.Update(new TValue(time.AddSeconds(1), 0.9), false); edecay.Update(new TValue(time.AddSeconds(1), 0.1), false); var restored = edecay.Update(new TValue(time.AddSeconds(1), 0.5), false); Assert.Equal(baseline.Value, restored.Value, 10); } [Fact] public void Reset_ClearsStateAndLastValidTracking() { var edecay = new Edecay(TestPeriod); var time = DateTime.UtcNow; for (int i = 0; i < 10; i++) { edecay.Update(new TValue(time.AddSeconds(i), 100.0 + i)); } edecay.Reset(); Assert.Equal(default, edecay.Last); Assert.False(edecay.IsHot); } #endregion #region Robustness Tests [Fact] public void Update_WithNaN_UsesLastValidValue() { var edecay = new Edecay(5); var time = DateTime.UtcNow; edecay.Update(new TValue(time, 1.0), true); var afterNaN = edecay.Update(new TValue(time.AddSeconds(1), double.NaN), true); Assert.True(double.IsFinite(afterNaN.Value)); // NaN uses last valid (1.0), so max(1.0, 1.0*0.8)=1.0 Assert.Equal(1.0, afterNaN.Value, 10); } [Fact] public void Update_WithInfinity_UsesLastValidValue() { var edecay = new Edecay(5); var time = DateTime.UtcNow; edecay.Update(new TValue(time, 1.0), true); var afterInf = edecay.Update(new TValue(time.AddSeconds(1), double.PositiveInfinity), true); Assert.True(double.IsFinite(afterInf.Value)); } [Fact] public void Update_BatchNaN_HandlesSafely() { var edecay = new Edecay(TestPeriod); var time = DateTime.UtcNow; for (int i = 0; i < 20; i++) { var value = i % 3 == 0 ? double.NaN : 100.0 + i; var tv = edecay.Update(new TValue(time.AddSeconds(i), value), true); Assert.True(double.IsFinite(tv.Value)); } } #endregion #region Consistency Tests (All 4 modes must match) [Fact] public void AllModes_ProduceSameResults() { // Mode 1: Batch via TSeries var batchResult = Edecay.Batch(_gbm, TestPeriod); // Mode 2: Streaming var streamingEdecay = new Edecay(TestPeriod); var streamingResult = new TSeries(DataPoints); for (int i = 0; i < _gbm.Count; i++) { var tv = streamingEdecay.Update(new TValue(_gbm[i].Time, _gbm[i].Value), true); streamingResult.Add(tv, true); } // Mode 3: Span-based Span spanOutput = stackalloc double[DataPoints]; Edecay.Batch(_gbm.Values, spanOutput, TestPeriod); // Mode 4: Event-driven var eventEdecay = new Edecay(TestPeriod); var eventResult = new TSeries(DataPoints); eventEdecay.Pub += (object? _, in TValueEventArgs e) => eventResult.Add(e.Value, e.IsNew); for (int i = 0; i < _gbm.Count; i++) { eventEdecay.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]; Edecay.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]; // too short Edecay.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]; Edecay.Batch(source, output, 0); }); Assert.Equal("period", ex.ParamName); } [Fact] public void Calculate_Span_MatchesTSeries() { var batchResult = Edecay.Batch(_gbm, TestPeriod); Span spanOutput = stackalloc double[DataPoints]; Edecay.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); } Edecay.Batch(source, output, TestPeriod); Assert.Equal(largeSize, output.Length); } #endregion #region Chainability Tests [Fact] public void Pub_FiresOnUpdate() { var edecay = new Edecay(TestPeriod); bool eventFired = false; edecay.Pub += (object? _, in TValueEventArgs e) => eventFired = true; edecay.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.True(eventFired); } [Fact] public void EventBasedChaining_Works() { var source = new TSeries(10); var edecay = new Edecay(source, 2); var results = new List(); edecay.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 Edecay-Specific Tests [Fact] public void Edecay_Period1_DecaysToZero() { var edecay = new Edecay(1); // scale = 0/1 = 0.0 var time = DateTime.UtcNow; edecay.Update(new TValue(time, 5.0), true); var tv = edecay.Update(new TValue(time.AddSeconds(1), 0.0), true); // max(0.0, 5.0*0.0) = 0.0 Assert.Equal(0.0, tv.Value, 10); } [Fact] public void Edecay_ConstantInput_OutputEqualsInput() { var edecay = new Edecay(5); var time = DateTime.UtcNow; for (int i = 0; i < 20; i++) { var tv = edecay.Update(new TValue(time.AddSeconds(i), 100.0), true); Assert.Equal(100.0, tv.Value, 10); } } [Fact] public void Edecay_OutputNeverBelowInput() { var edecay = new Edecay(10); var time = DateTime.UtcNow; var rng = new Random(42); for (int i = 0; i < 100; i++) { double input = rng.NextDouble() * 200; var tv = edecay.Update(new TValue(time.AddSeconds(i), input), true); Assert.True(tv.Value >= input || Math.Abs(tv.Value - input) < 1e-10, $"Output {tv.Value} should be >= input {input}"); } } [Fact] public void Edecay_DiffersFromLinearDecay() { var edecay = new Edecay(5); // scale = 0.8 var decay = new Decay(5); // scale = 0.2 var time = DateTime.UtcNow; // Start both at 100 edecay.Update(new TValue(time, 100.0), true); decay.Update(new TValue(time, 100.0), true); // Feed 0.0 and compare var e1 = edecay.Update(new TValue(time.AddSeconds(1), 0.0), true); var d1 = decay.Update(new TValue(time.AddSeconds(1), 0.0), true); // Edecay: max(0, 100*0.8) = 80 // Decay: max(0, 100-0.2) = 99.8 Assert.Equal(80.0, e1.Value, 10); Assert.Equal(99.8, d1.Value, 10); Assert.NotEqual(e1.Value, d1.Value); } #endregion }