using Xunit; namespace QuanTAlib.Tests; public sealed class ErTests { private const double Tolerance = 1e-9; // ───── A) Constructor validation ───── [Fact] public void Constructor_DefaultPeriod_IsValid() { var er = new Er(); Assert.Equal(10, er.Period); Assert.Equal("Er(10)", er.Name); } [Fact] public void Constructor_InvalidPeriod_Throws() { var ex = Assert.Throws(() => new Er(period: 0)); Assert.Equal("period", ex.ParamName); } [Fact] public void Constructor_NegativePeriod_Throws() { var ex = Assert.Throws(() => new Er(period: -5)); Assert.Equal("period", ex.ParamName); } [Fact] public void Constructor_CustomPeriod_SetsCorrectly() { var er = new Er(period: 20); Assert.Equal(20, er.Period); Assert.Equal("Er(20)", er.Name); } // ───── B) Basic calculation ───── [Fact] public void Update_ReturnsTValue() { var er = new Er(period: 5); var result = er.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.IsType(result); } [Fact] public void Update_Last_IsAccessible() { var er = new Er(period: 5); er.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.True(double.IsFinite(er.Last.Value)); } [Fact] public void Update_TrendingPrices_HighER() { var er = new Er(period: 10); for (int i = 0; i < 20; i++) { er.Update(new TValue(DateTime.UtcNow, 100.0 + i * 2)); } Assert.True(er.Last.Value > 0.8, "Strongly trending prices should produce high ER"); } [Fact] public void Update_ChoppyPrices_LowER() { var er = new Er(period: 10); for (int i = 0; i < 30; i++) { double price = 100.0 + (i % 2 == 0 ? 5.0 : -5.0); er.Update(new TValue(DateTime.UtcNow, price)); } Assert.True(er.Last.Value < 0.3, "Choppy prices should produce low ER"); } [Fact] public void Update_Output_ClampedTo01() { var er = new Er(period: 5); for (int i = 0; i < 20; i++) { var result = er.Update(new TValue(DateTime.UtcNow, 100.0 + i)); Assert.InRange(result.Value, 0.0, 1.0); } } // ───── C) State + bar correction ───── [Fact] public void Update_IsNew_False_RollsBack() { var er = new Er(period: 5); for (int i = 0; i < 12; i++) { er.Update(new TValue(DateTime.UtcNow, 100.0 + i), isNew: true); } er.Update(new TValue(DateTime.UtcNow, 105.0), isNew: false); var corrected = er.Last; er.Update(new TValue(DateTime.UtcNow, 105.0), isNew: false); var corrected2 = er.Last; Assert.Equal(corrected.Value, corrected2.Value, Tolerance); } [Fact] public void Update_IterativeCorrections_Restore() { var er = new Er(period: 5); double[] data = new double[15]; for (int i = 0; i < data.Length; i++) { data[i] = 100 + i * 2; } for (int i = 0; i < data.Length; i++) { er.Update(new TValue(DateTime.UtcNow, data[i]), isNew: true); } var baseline = er.Last.Value; er.Update(new TValue(DateTime.UtcNow, 999.0), isNew: false); er.Update(new TValue(DateTime.UtcNow, 888.0), isNew: false); er.Update(new TValue(DateTime.UtcNow, data[^1]), isNew: false); Assert.Equal(baseline, er.Last.Value, Tolerance); } [Fact] public void Reset_ClearsState() { var er = new Er(period: 5); for (int i = 0; i < 10; i++) { er.Update(new TValue(DateTime.UtcNow, 100.0 + i)); } er.Reset(); Assert.False(er.IsHot); Assert.Equal(0.0, er.Last.Value); } // ───── D) Warmup/convergence ───── [Fact] public void IsHot_FlipsWhenBufferFull() { int period = 10; var er = new Er(period); for (int i = 0; i < period; i++) { er.Update(new TValue(DateTime.UtcNow, 100.0 + i)); Assert.False(er.IsHot); } er.Update(new TValue(DateTime.UtcNow, 120.0)); Assert.True(er.IsHot); } [Fact] public void WarmupPeriod_MatchesPeriodPlusOne() { var er = new Er(period: 14); Assert.Equal(15, er.WarmupPeriod); } // ───── E) Robustness ───── [Fact] public void Update_NaN_UsesLastValid() { var er = new Er(period: 5); for (int i = 0; i < 10; i++) { er.Update(new TValue(DateTime.UtcNow, 100.0 + i)); } er.Update(new TValue(DateTime.UtcNow, double.NaN)); Assert.True(double.IsFinite(er.Last.Value)); } [Fact] public void Update_Infinity_UsesLastValid() { var er = new Er(period: 5); for (int i = 0; i < 10; i++) { er.Update(new TValue(DateTime.UtcNow, 100.0 + i)); } er.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity)); Assert.True(double.IsFinite(er.Last.Value)); } [Fact] public void Update_BatchNaN_RemainsFinite() { var er = new Er(period: 5); for (int i = 0; i < 3; i++) { er.Update(new TValue(DateTime.UtcNow, double.NaN)); } Assert.True(double.IsFinite(er.Last.Value)); } // ───── F) Consistency (4 modes match) ───── [Fact] public void AllModes_ProduceSameResults() { int period = 10; var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); TSeries source = bars.Close; // 1. Streaming var streaming = new Er(period); var streamResults = new double[source.Count]; for (int i = 0; i < source.Count; i++) { streamResults[i] = streaming.Update(source[i]).Value; } // 2. Batch TSeries TSeries batchSeries = Er.Batch(source, period); // 3. Batch Span var spanOutput = new double[source.Count]; Er.Batch(source.Values, spanOutput, period); // 4. Event-driven var eventSource = new TSeries(); var eventIndicator = new Er(eventSource, period); var eventResults = new double[source.Count]; for (int i = 0; i < source.Count; i++) { eventSource.Add(source[i]); eventResults[i] = eventIndicator.Last.Value; } // Compare all modes for (int i = 0; i < source.Count; i++) { Assert.Equal(streamResults[i], batchSeries.Values[i], Tolerance); Assert.Equal(streamResults[i], spanOutput[i], Tolerance); Assert.Equal(streamResults[i], eventResults[i], Tolerance); } } // ───── G) Span API tests ───── [Fact] public void Batch_Span_MismatchedLength_Throws() { var src = new double[10]; var output = new double[5]; var ex = Assert.Throws(() => Er.Batch(src, output, 5)); Assert.Equal("output", ex.ParamName); } [Fact] public void Batch_Span_InvalidPeriod_Throws() { var src = new double[10]; var output = new double[10]; var ex = Assert.Throws(() => Er.Batch(src, output, 0)); Assert.Equal("period", ex.ParamName); } [Fact] public void Batch_Span_Empty_NoException() { var src = ReadOnlySpan.Empty; var output = Span.Empty; Er.Batch(src, output, 5); Assert.True(true); // S2699: assertion confirms no-exception completion } [Fact] public void Batch_Span_MatchesTSeries() { var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); TSeries source = bars.Close; TSeries batchSeries = Er.Batch(source, 10); var spanOutput = new double[source.Count]; Er.Batch(source.Values, spanOutput, 10); for (int i = 0; i < source.Count; i++) { Assert.Equal(batchSeries.Values[i], spanOutput[i], Tolerance); } } [Fact] public void Batch_Span_NaN_Handled() { double[] src = [100, double.NaN, 102, 103, 104, 105, 106, 107, 108, 109]; var output = new double[src.Length]; Er.Batch(src, output, 5); for (int i = 0; i < output.Length; i++) { Assert.True(double.IsFinite(output[i])); } } // ───── H) Chainability ───── [Fact] public void Pub_Fires_OnUpdate() { var er = new Er(period: 5); int fireCount = 0; er.Pub += (object? _, in TValueEventArgs _) => fireCount++; er.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.Equal(1, fireCount); } [Fact] public void EventBased_Chaining_Works() { var source = new TSeries(); var er = new Er(source, period: 5); source.Add(new TValue(DateTime.UtcNow, 100.0)); Assert.True(double.IsFinite(er.Last.Value)); } }