namespace QuanTAlib.Tests; public class AlmaTests { [Fact] public void Alma_Constructor_ValidatesInput() { var ex1 = Assert.Throws(() => new Alma(0)); Assert.Equal("period", ex1.ParamName); var ex2 = Assert.Throws(() => new Alma(10, sigma: 0)); Assert.Equal("sigma", ex2.ParamName); var ex3 = Assert.Throws(() => new Alma(10, offset: -0.1)); Assert.Equal("offset", ex3.ParamName); var ex4 = Assert.Throws(() => new Alma(10, offset: 1.1)); Assert.Equal("offset", ex4.ParamName); var alma = new Alma(10); Assert.NotNull(alma); } [Fact] public void Alma_Calc_ReturnsValue() { var alma = new Alma(10); TValue result = alma.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(result.Value > 0); } [Fact] public void Alma_IsHot_BecomesTrueWhenBufferFull() { var alma = new Alma(5); Assert.False(alma.IsHot); for (int i = 0; i < 4; i++) { alma.Update(new TValue(DateTime.UtcNow, 100)); Assert.False(alma.IsHot); } alma.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(alma.IsHot); } [Fact] public void Alma_StreamingMatchesBatch() { var almaStreaming = new Alma(10); var almaBatch = new Alma(10); var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42); var series = new TSeries(); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(new TValue(bar.Time, bar.Close)); } // Streaming var streamingResults = new TSeries(); Assert.True(series.Count > 0); foreach (var item in series) { streamingResults.Add(almaStreaming.Update(item)); } // Batch var batchResults = almaBatch.Update(series); Assert.Equal(streamingResults.Count, batchResults.Count); for (int i = 0; i < batchResults.Count; i++) { Assert.Equal(streamingResults[i].Value, batchResults[i].Value, 1e-9); } } [Fact] public void Alma_StaticCalculate_MatchesInstance() { var series = new TSeries(); var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(bar.Time, bar.Close); } var instanceResults = new Alma(10).Update(series); var staticResults = Alma.Batch(series, 10); for (int i = 0; i < instanceResults.Count; i++) { Assert.Equal(instanceResults[i].Value, staticResults[i].Value, 1e-9); } } [Fact] public void Alma_SpanCalculate_MatchesSeries() { var series = new TSeries(); var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(bar.Time, bar.Close); } var seriesResults = Alma.Batch(series, 10); double[] input = series.Values.ToArray(); double[] output = new double[input.Length]; Alma.Batch(input.AsSpan(), output.AsSpan(), 10); for (int i = 0; i < input.Length; i++) { Assert.Equal(seriesResults[i].Value, output[i], 1e-9); } } [Fact] public void Alma_Update_IsNewFalse_CorrectsValue() { var alma = new Alma(10); var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42); // Feed initial data for (int i = 0; i < 20; i++) { var bar = gbm.Next(isNew: true); alma.Update(new TValue(bar.Time, bar.Close), isNew: true); } // Update with isNew=false (correction) var newBar = gbm.Next(isNew: true); alma.Update(new TValue(newBar.Time, newBar.Close), isNew: true); double valueAfterCommit = alma.Last.Value; // Now update the SAME bar with a different value alma.Update(new TValue(newBar.Time, newBar.Close + 10.0), isNew: false); double valueAfterCorrection = alma.Last.Value; Assert.NotEqual(valueAfterCommit, valueAfterCorrection); // Now restore original value alma.Update(new TValue(newBar.Time, newBar.Close), isNew: false); Assert.Equal(valueAfterCommit, alma.Last.Value, 1e-9); } [Fact] public void Alma_NaN_Input_UsesLastValidValue() { var alma = new Alma(5); alma.Update(new TValue(DateTime.UtcNow, 100)); alma.Update(new TValue(DateTime.UtcNow, 110)); var resultAfterNaN = alma.Update(new TValue(DateTime.UtcNow, double.NaN)); Assert.True(double.IsFinite(resultAfterNaN.Value)); Assert.NotEqual(0, resultAfterNaN.Value); } [Fact] public void Alma_Reset_ClearsState() { var alma = new Alma(10); alma.Update(new TValue(DateTime.UtcNow, 100)); alma.Update(new TValue(DateTime.UtcNow, 110)); Assert.True(alma.Last.Value > 0); alma.Reset(); Assert.Equal(0, alma.Last.Value); Assert.False(alma.IsHot); } [Fact] public void Alma_FirstValue_ReturnsExpected() { var alma = new Alma(10); TValue result = alma.Update(new TValue(DateTime.UtcNow, 100)); Assert.Equal(100.0, result.Value, 1e-9); } [Fact] public void Alma_Properties_Accessible() { var alma = new Alma(10); Assert.False(alma.IsHot); Assert.Equal(0, alma.Last.Value); } [Fact] public void Alma_Calc_IsNew_AcceptsParameter() { var alma = new Alma(10); alma.Update(new TValue(DateTime.UtcNow, 100), isNew: true); Assert.Equal(100, alma.Last.Value); } [Fact] public void Alma_IterativeCorrections_RestoreToOriginalState() { var alma = new Alma(10); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // 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); alma.Update(tenthInput, isNew: true); } // Remember state after 10 values double valueAfterTen = alma.Last.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); alma.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered 10th input again with isNew=false TValue finalValue = alma.Update(tenthInput, isNew: false); // Should match the original state after 10 values Assert.Equal(valueAfterTen, finalValue.Value, 1e-9); } [Fact] public void Alma_Infinity_Input_UsesLastValidValue() { var alma = new Alma(10); alma.Update(new TValue(DateTime.UtcNow, 100)); alma.Update(new TValue(DateTime.UtcNow, 110)); var resultPosInf = alma.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity)); Assert.True(double.IsFinite(resultPosInf.Value)); var resultNegInf = alma.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity)); Assert.True(double.IsFinite(resultNegInf.Value)); } [Fact] public void Alma_MultipleNaN_ContinuesWithLastValid() { var alma = new Alma(10); alma.Update(new TValue(DateTime.UtcNow, 100)); var r1 = alma.Update(new TValue(DateTime.UtcNow, double.NaN)); var r2 = alma.Update(new TValue(DateTime.UtcNow, double.NaN)); Assert.True(double.IsFinite(r1.Value)); Assert.True(double.IsFinite(r2.Value)); } [Fact] public void Alma_AllModes_ProduceSameResult() { // Arrange const int period = 10; 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 = Alma.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]; Alma.Batch(spanInput, spanOutput, period); double spanResult = spanOutput[^1]; // 3. Streaming Mode var streamingInd = new Alma(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 Alma(pubSource, period); for (int i = 0; i < series.Count; i++) { pubSource.Add(series[i]); } double eventingResult = eventingInd.Last.Value; // Assert Assert.Equal(expected, spanResult, 1e-9); Assert.Equal(expected, streamingResult, 1e-9); Assert.Equal(expected, eventingResult, 1e-9); } [Fact] public void Alma_SpanCalc_ValidatesInput() { double[] source = [1, 2, 3, 4, 5]; double[] output = new double[5]; double[] wrongSizeOutput = new double[3]; Assert.Throws(() => Alma.Batch(source.AsSpan(), output.AsSpan(), 0)); Assert.Throws(() => Alma.Batch(source.AsSpan(), output.AsSpan(), 3, sigma: 0)); Assert.Throws(() => Alma.Batch(source.AsSpan(), output.AsSpan(), 3, sigma: -1)); Assert.Throws(() => Alma.Batch(source.AsSpan(), output.AsSpan(), 3, offset: -0.1)); Assert.Throws(() => Alma.Batch(source.AsSpan(), output.AsSpan(), 3, offset: 1.1)); Assert.Throws(() => Alma.Batch(source.AsSpan(), wrongSizeOutput.AsSpan(), 3)); } [Fact] public void Alma_SpanCalc_HandlesNaN() { double[] source = [100, 110, double.NaN, 120, 130]; double[] output = new double[5]; Alma.Batch(source.AsSpan(), output.AsSpan(), 3); foreach (var val in output) { Assert.True(double.IsFinite(val)); } } }