using Xunit; namespace QuanTAlib.Tests; public class ReluTests { private const double Tolerance = 1e-10; [Fact] public void Constructor_SetsProperties() { var indicator = new Relu(); Assert.Equal("ReLU", indicator.Name); Assert.Equal(0, indicator.WarmupPeriod); Assert.True(indicator.IsHot); // Always hot (no warmup) } [Fact] public void Update_ReturnsRelu() { var indicator = new Relu(); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 5.0)); Assert.Equal(5.0, indicator.Last.Value, Tolerance); // max(0, 5) = 5 indicator.Update(new TValue(time.AddMinutes(1), -3.0)); Assert.Equal(0.0, indicator.Last.Value, Tolerance); // max(0, -3) = 0 indicator.Update(new TValue(time.AddMinutes(2), 0.0)); Assert.Equal(0.0, indicator.Last.Value, Tolerance); // max(0, 0) = 0 indicator.Update(new TValue(time.AddMinutes(3), 100.5)); Assert.Equal(100.5, indicator.Last.Value, Tolerance); // max(0, 100.5) = 100.5 } [Fact] public void Update_KnownValues() { var indicator = new Relu(); var time = DateTime.UtcNow; // Positive values pass through indicator.Update(new TValue(time, 10.0)); Assert.Equal(10.0, indicator.Last.Value, Tolerance); // Negative values become zero indicator.Update(new TValue(time.AddMinutes(1), -10.0)); Assert.Equal(0.0, indicator.Last.Value, Tolerance); // Zero stays zero indicator.Update(new TValue(time.AddMinutes(2), 0.0)); Assert.Equal(0.0, indicator.Last.Value, Tolerance); // Small positive value indicator.Update(new TValue(time.AddMinutes(3), 0.001)); Assert.Equal(0.001, indicator.Last.Value, Tolerance); } [Fact] public void Update_IsNewFalse_CorrectsPreviousValue() { var indicator = new Relu(); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 5.0)); indicator.Update(new TValue(time.AddMinutes(1), -2.0)); Assert.Equal(0.0, indicator.Last.Value, Tolerance); // Correct last value indicator.Update(new TValue(time.AddMinutes(1), 3.0), isNew: false); Assert.Equal(3.0, indicator.Last.Value, Tolerance); } [Fact] public void Update_IterativeCorrection_RestoresState() { var indicator = new Relu(); var time = DateTime.UtcNow; double[] values = { 5.0, -3.0, 2.5, -1.0, 0.0, 8.0, -5.0 }; // Process all values foreach (var v in values) { indicator.Update(new TValue(time, v)); time = time.AddMinutes(1); } double finalResult = indicator.Last.Value; // Reset and process with corrections indicator.Reset(); time = DateTime.UtcNow; foreach (var v in values) { // Submit wrong value first indicator.Update(new TValue(time, 999.0)); // Correct it indicator.Update(new TValue(time, v), isNew: false); time = time.AddMinutes(1); } Assert.Equal(finalResult, indicator.Last.Value, Tolerance); } [Fact] public void Update_NaN_UsesLastValidValue() { var indicator = new Relu(); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 7.0)); double beforeNaN = indicator.Last.Value; indicator.Update(new TValue(time.AddMinutes(1), double.NaN)); Assert.Equal(beforeNaN, indicator.Last.Value, Tolerance); } [Fact] public void Update_Infinity_UsesLastValidValue() { var indicator = new Relu(); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 3.5)); double beforeInf = indicator.Last.Value; indicator.Update(new TValue(time.AddMinutes(1), double.PositiveInfinity)); Assert.Equal(beforeInf, indicator.Last.Value, Tolerance); indicator.Update(new TValue(time.AddMinutes(2), double.NegativeInfinity)); Assert.Equal(beforeInf, indicator.Last.Value, Tolerance); } [Fact] public void Reset_ClearsState() { var indicator = new Relu(); var time = DateTime.UtcNow; for (int i = 0; i < 10; i++) { indicator.Update(new TValue(time.AddMinutes(i), i - 5)); } Assert.True(indicator.IsHot); indicator.Reset(); Assert.True(indicator.IsHot); // Still hot (no warmup) Assert.Equal(default, indicator.Last); } [Fact] public void Pub_EventFires() { var indicator = new Relu(); int eventCount = 0; indicator.Pub += (object? sender, in TValueEventArgs args) => eventCount++; indicator.Update(new TValue(DateTime.UtcNow, 5.0)); Assert.Equal(1, eventCount); } [Fact] public void Chaining_Constructor_Works() { var source = new TSeries(); var indicator = new Relu(source); source.Add(new TValue(DateTime.UtcNow, 5.0), true); Assert.Equal(5.0, indicator.Last.Value, Tolerance); source.Add(new TValue(DateTime.UtcNow.AddMinutes(1), -3.0), true); Assert.Equal(0.0, indicator.Last.Value, Tolerance); } [Fact] public void Calculate_TSeries_MatchesStreaming() { int count = 50; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42000); var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Use returns (which can be negative) for meaningful ReLU test var source = Change.Batch(bars.Close); // Streaming var streaming = new Relu(); var streamingResults = new List(); for (int i = 0; i < source.Count; i++) { streaming.Update(source[i]); streamingResults.Add(streaming.Last.Value); } // Batch var batch = Relu.Batch(source); // Compare all values for (int i = 0; i < source.Count; i++) { Assert.Equal(streamingResults[i], batch[i].Value, Tolerance); } } [Fact] public void Calculate_Span_MatchesTSeries() { int count = 50; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42001); var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var source = Change.Batch(bars.Close); // TSeries batch var batchResult = Relu.Batch(source); // Span calculation var values = source.Values.ToArray(); var output = new double[count]; Relu.Batch(values, output); for (int i = 0; i < source.Count; i++) { Assert.Equal(batchResult[i].Value, output[i], Tolerance); } } [Fact] public void Calculate_Span_ValidatesArguments() { Assert.Throws(() => { Span output = stackalloc double[10]; Relu.Batch(ReadOnlySpan.Empty, output); }); Assert.Throws(() => { ReadOnlySpan source = stackalloc double[10]; Span output = stackalloc double[5]; Relu.Batch(source, output); }); } [Fact] public void Relu_PositivePassthrough() { var indicator = new Relu(); var time = DateTime.UtcNow; // All positive values should pass through unchanged for (double v = 0.1; v <= 100.0; v += 10.0) { indicator.Update(new TValue(time, v)); Assert.Equal(v, indicator.Last.Value, Tolerance); time = time.AddMinutes(1); } } [Fact] public void Relu_NegativeBecomesZero() { var indicator = new Relu(); var time = DateTime.UtcNow; // All negative values should become zero for (double v = -0.1; v >= -100.0; v -= 10.0) { indicator.Update(new TValue(time, v)); Assert.Equal(0.0, indicator.Last.Value, Tolerance); time = time.AddMinutes(1); } } [Fact] public void Relu_AlwaysNonNegative() { var indicator = new Relu(); var time = DateTime.UtcNow; // ReLU output should always be >= 0 for (int i = -50; i <= 50; i++) { indicator.Update(new TValue(time.AddMinutes(i + 50), i)); Assert.True(indicator.Last.Value >= 0); } } }