namespace QuanTAlib.Tests; public class T3Tests { [Fact] public void BasicCalculation_DoesNotCrash() { var t3 = new T3(5, 0.7); var gbm = new GBM(); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { t3.Update(new TValue(bars[i].Time, bars[i].Close)); } Assert.True(double.IsFinite(t3.Last.Value)); } [Fact] public void IsNew_Consistency() { var t3 = new T3(5, 0.7); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed first 99 for (int i = 0; i < 99; i++) { t3.Update(new TValue(bars[i].Time, bars[i].Close)); } // Update with 100th point (isNew=true) t3.Update(new TValue(bars[99].Time, bars[99].Close), true); // Update with modified 100th point (isNew=false) var val2 = t3.Update(new TValue(bars[99].Time, bars[99].Close + 1.0), false); // Create new instance and feed up to modified var t3_2 = new T3(5, 0.7); for (int i = 0; i < 99; i++) { t3_2.Update(new TValue(bars[i].Time, bars[i].Close)); } var val3 = t3_2.Update(new TValue(bars[99].Time, bars[99].Close + 1.0), true); Assert.Equal(val3.Value, val2.Value, 1e-9); } [Fact] public void Reset_Works() { var t3 = new T3(5, 0.7); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { t3.Update(new TValue(bars[i].Time, bars[i].Close)); } t3.Reset(); Assert.Equal(0, t3.Last.Value); Assert.False(t3.IsHot); // Feed again for (int i = 0; i < bars.Count; i++) { t3.Update(new TValue(bars[i].Time, bars[i].Close)); } Assert.True(double.IsFinite(t3.Last.Value)); } [Fact] public void TSeries_Update_Matches_Streaming() { var t3 = new T3(5, 0.7); var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var streamingResults = new List(); for (int i = 0; i < series.Count; i++) { streamingResults.Add(t3.Update(series[i]).Value); } var t3_2 = new T3(5, 0.7); var seriesResults = t3_2.Update(series); Assert.Equal(streamingResults.Count, seriesResults.Count); for (int i = 0; i < seriesResults.Count; i++) { Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9); } } [Fact] public void BatchCalculate_Matches_Streaming() { var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var t3 = new T3(5, 0.7); var streamingResults = new List(); for (int i = 0; i < series.Count; i++) { streamingResults.Add(t3.Update(series[i]).Value); } var batchResults = T3.Batch(series, 5, 0.7); Assert.Equal(streamingResults.Count, batchResults.Count); for (int i = 0; i < batchResults.Count; i++) { Assert.Equal(streamingResults[i], batchResults.Values[i], 1e-9); } } [Fact] public void BatchCalculateSpan_Matches_Streaming() { var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var t3 = new T3(5, 0.7); var streamingResults = new List(); for (int i = 0; i < series.Count; i++) { streamingResults.Add(t3.Update(series[i]).Value); } var spanResults = new double[series.Count]; T3.Batch(series.Values, spanResults, 5, 0.7); for (int i = 0; i < spanResults.Length; i++) { Assert.Equal(streamingResults[i], spanResults[i], 1e-9); } } [Fact] public void Chainability_Works() { var t3 = new T3(5, 0.7); var gbm = new GBM(); var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // Test TSeries chain var result = t3.Update(series); Assert.NotNull(result); Assert.IsType(result); // Test TValue chain var result2 = t3.Update(series[0]); Assert.IsType(result2); } [Fact] public void Constructor_InvalidParameters_ThrowsArgumentException() { Assert.Throws(() => new T3(0)); Assert.Throws(() => new T3(-1)); } [Fact] public void Constructor_InvalidVFactor_NaN_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new T3(5, double.NaN)); Assert.Equal("vfactor", ex.ParamName); } [Fact] public void Constructor_InvalidVFactor_PositiveInfinity_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new T3(5, double.PositiveInfinity)); Assert.Equal("vfactor", ex.ParamName); } [Fact] public void Constructor_InvalidVFactor_NegativeInfinity_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new T3(5, double.NegativeInfinity)); Assert.Equal("vfactor", ex.ParamName); } [Fact] public void Constructor_InvalidVFactor_Zero_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new T3(5, 0.0)); Assert.Equal("vfactor", ex.ParamName); } [Fact] public void Constructor_InvalidVFactor_Negative_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new T3(5, -0.5)); Assert.Equal("vfactor", ex.ParamName); } [Fact] public void Constructor_InvalidVFactor_GreaterThanOne_ThrowsArgumentOutOfRangeException() { var ex = Assert.Throws(() => new T3(5, 1.5)); Assert.Equal("vfactor", ex.ParamName); } [Fact] public void Constructor_ValidVFactor_EdgeCases_DoesNotThrow() { // Smallest valid value just above 0 var t3_1 = new T3(5, 0.001); Assert.NotNull(t3_1); // Valid value of 1.0 (edge case) var t3_2 = new T3(5, 1.0); Assert.NotNull(t3_2); // Typical valid values var t3_3 = new T3(5, 0.5); Assert.NotNull(t3_3); var t3_4 = new T3(5, 0.7); Assert.NotNull(t3_4); } [Fact] public void BatchSpan_InvalidVFactor_NaN_ThrowsArgumentOutOfRangeException() { var input = new double[10]; var output = new double[10]; var ex = Assert.Throws(() => T3.Batch(input, output, 5, double.NaN)); Assert.Equal("vfactor", ex.ParamName); } [Fact] public void BatchSpan_InvalidVFactor_Infinity_ThrowsArgumentOutOfRangeException() { var input = new double[10]; var output = new double[10]; var ex = Assert.Throws(() => T3.Batch(input, output, 5, double.PositiveInfinity)); Assert.Equal("vfactor", ex.ParamName); } [Fact] public void BatchSpan_InvalidVFactor_OutOfRange_ThrowsArgumentOutOfRangeException() { var input = new double[10]; var output = new double[10]; var ex1 = Assert.Throws(() => T3.Batch(input, output, 5, 0.0)); Assert.Equal("vfactor", ex1.ParamName); var ex2 = Assert.Throws(() => T3.Batch(input, output, 5, -0.5)); Assert.Equal("vfactor", ex2.ParamName); var ex3 = Assert.Throws(() => T3.Batch(input, output, 5, 1.5)); Assert.Equal("vfactor", ex3.ParamName); } private class TestPublisher : ITValuePublisher { public event TValuePublishedHandler? Pub; public int SubscriberCount => Pub?.GetInvocationList().Length ?? 0; } [Fact] public void Constructor_SubscribesToSource() { var source = new TestPublisher(); _ = new T3(source, 5); Assert.Equal(1, source.SubscriberCount); } [Fact] public void Dispose_UnsubscribesFromSource() { var source = new TestPublisher(); var t3 = new T3(source, 5); Assert.Equal(1, source.SubscriberCount); t3.Dispose(); Assert.Equal(0, source.SubscriberCount); } [Fact] public void Dispose_CanBeCalledMultipleTimes() { var source = new TestPublisher(); var t3 = new T3(source, 5); t3.Dispose(); #pragma warning disable S3966 // Objects should not be disposed more than once t3.Dispose(); #pragma warning restore S3966 // Objects should not be disposed more than once Assert.Equal(0, source.SubscriberCount); } [Fact] public void Dispose_DoesNothing_WhenNoSource() { var t3 = new T3(5); var exception = Record.Exception(() => t3.Dispose()); Assert.Null(exception); } }