namespace QuanTAlib; public class MedianTests { [Fact] public void Constructor_ValidatesInput() { Assert.Throws(() => new Median(0)); Assert.Throws(() => new Median(-1)); } [Fact] public void Properties_Accessible() { var median = new Median(5); Assert.Equal(0, median.Last.Value); Assert.False(median.IsHot); Assert.Contains("Median", median.Name, StringComparison.Ordinal); } [Fact] public void IsHot_BecomesTrueWhenBufferFull() { var median = new Median(5); Assert.False(median.IsHot); for (int i = 1; i <= 4; i++) { median.Update(new TValue(DateTime.UtcNow, i * 10)); Assert.False(median.IsHot); } median.Update(new TValue(DateTime.UtcNow, 50)); Assert.True(median.IsHot); } [Fact] public void Reset_ClearsState() { var median = new Median(5); for (int i = 0; i < 10; i++) { median.Update(new TValue(DateTime.UtcNow, i * 10)); } Assert.True(median.IsHot); median.Reset(); Assert.False(median.IsHot); Assert.Equal(0, median.Last.Value); // After reset, should accept new values var result = median.Update(new TValue(DateTime.UtcNow, 50)); Assert.Equal(50, result.Value); } [Fact] public void NaN_Input_UsesLastValidValue() { var median = new Median(3); median.Update(new TValue(DateTime.UtcNow, 10)); median.Update(new TValue(DateTime.UtcNow, 20)); var result = median.Update(new TValue(DateTime.UtcNow, double.NaN)); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var median = new Median(3); median.Update(new TValue(DateTime.UtcNow, 10)); median.Update(new TValue(DateTime.UtcNow, 20)); var resultPosInf = median.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity)); Assert.True(double.IsFinite(resultPosInf.Value)); var resultNegInf = median.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity)); Assert.True(double.IsFinite(resultNegInf.Value)); } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var median = new Median(5); 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); median.Update(tenthInput, isNew: true); } // Remember state after 10 values double stateAfterTen = median.Last.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); median.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered 10th input again with isNew=false TValue finalResult = median.Update(tenthInput, isNew: false); // State should match the original state after 10 values Assert.Equal(stateAfterTen, finalResult.Value, 1e-10); } [Fact] public void Median_OddPeriod_ReturnsMiddleValue() { // Arrange var median = new Median(3); // Act median.Update(new TValue(DateTime.MinValue, 10)); median.Update(new TValue(DateTime.MinValue, 30)); var result = median.Update(new TValue(DateTime.MinValue, 20)); // Assert // Window: [10, 30, 20] -> Sorted: [10, 20, 30] -> Median: 20 Assert.Equal(20, result.Value); } [Fact] public void Median_EvenPeriod_ReturnsAverageOfMiddleValues() { // Arrange var median = new Median(4); // Act median.Update(new TValue(DateTime.MinValue, 10)); median.Update(new TValue(DateTime.MinValue, 40)); median.Update(new TValue(DateTime.MinValue, 20)); var result = median.Update(new TValue(DateTime.MinValue, 30)); // Assert // Window: [10, 40, 20, 30] -> Sorted: [10, 20, 30, 40] -> Median: (20 + 30) / 2 = 25 Assert.Equal(25, result.Value); } [Fact] public void Median_UpdatesWithIsNewFalse_Correctly() { // Arrange var median = new Median(3); // Act median.Update(new TValue(DateTime.MinValue, 10)); median.Update(new TValue(DateTime.MinValue, 20)); // Update with 30 (isNew=true) var r1 = median.Update(new TValue(DateTime.MinValue, 30)); // Window: [10, 20, 30] -> Median 20 Assert.Equal(20, r1.Value); // Update with 40 (isNew=false) -> Replaces 30 with 40 var r2 = median.Update(new TValue(DateTime.MinValue, 40), isNew: false); // Window: [10, 20, 40] -> Median 20 Assert.Equal(20, r2.Value); // Update with 5 (isNew=false) -> Replaces 40 with 5 var r3 = median.Update(new TValue(DateTime.MinValue, 5), isNew: false); // Window: [10, 20, 5] -> Sorted [5, 10, 20] -> Median 10 Assert.Equal(10, r3.Value); } [Fact] public void Median_Batch_Matches_Streaming() { // Arrange const int period = 5; var source = new TSeries(); var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); source.Add(new TValue(bar.Time, bar.Close)); } // Act var medianBatch = Median.Batch(source, period); var medianStream = new Median(period); var streamResults = new List(); foreach (var val in source) { streamResults.Add(medianStream.Update(val).Value); } // Assert for (int i = 0; i < source.Count; i++) { Assert.Equal(medianBatch.Values[i], streamResults[i], 1e-9); } } [Fact] public void AllModes_ProduceSameResult() { int period = 5; 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 var batchSeries = Median.Batch(series, period); double expected = batchSeries.Last.Value; // 2. Span Mode var tValues = series.Values.ToArray(); var spanInput = new ReadOnlySpan(tValues); var spanOutput = new double[tValues.Length]; Median.Batch(spanInput, spanOutput, period); double spanResult = spanOutput[^1]; // 3. Streaming Mode var streamingInd = new Median(period); for (int i = 0; i < series.Count; i++) { streamingInd.Update(series[i]); } double streamingResult = streamingInd.Last.Value; // 4. Eventing Mode var pubSource = new TSeries(); var eventingInd = new Median(pubSource, period); for (int i = 0; i < series.Count; i++) { pubSource.Add(series[i]); } double eventingResult = eventingInd.Last.Value; Assert.Equal(expected, spanResult, precision: 9); Assert.Equal(expected, streamingResult, precision: 9); Assert.Equal(expected, eventingResult, precision: 9); } [Fact] public void SpanBatch_ValidatesInput() { double[] source = [1, 2, 3, 4, 5]; double[] output = new double[5]; double[] wrongSizeOutput = new double[3]; // Period must be > 0 Assert.Throws(() => Median.Batch(source.AsSpan(), output.AsSpan(), 0)); // Output must be same length as source Assert.Throws(() => Median.Batch(source.AsSpan(), wrongSizeOutput.AsSpan(), 3)); } [Fact] public void Median_StaticBatch_Matches_ClassBatch() { // Arrange int period = 5; double[] data = new double[20]; for (int i = 0; i < data.Length; i++) { data[i] = i; } // Act double[] output = new double[data.Length]; Median.Batch(data, output, period); var series = new TSeries(); for (int i = 0; i < data.Length; i++) { series.Add(new TValue(DateTime.MinValue, data[i])); } var batchSeries = Median.Batch(series, period); // Assert for (int i = 0; i < data.Length; i++) { Assert.Equal(batchSeries.Values[i], output[i], 1e-9); } } }