using System; using Xunit; namespace QuanTAlib; public class RsxTests { private readonly GBM _gbm; public RsxTests() { _gbm = new GBM(); } [Fact] public void Constructor_InvalidPeriod_ThrowsArgumentException() { Assert.Throws(() => new Rsx(0)); Assert.Throws(() => new Rsx(-1)); } [Fact] public void Update_ValidInput_ReturnsValidRsx() { var rsx = new Rsx(14); var result = rsx.Update(new TValue(DateTime.UtcNow, 100)); Assert.InRange(result.Value, 0, 100); } [Fact] public void Update_NaN_UsesLastValidValue() { var rsx = new Rsx(14); rsx.Update(new TValue(DateTime.UtcNow, 100)); var result = rsx.Update(new TValue(DateTime.UtcNow, double.NaN)); // Should not be NaN Assert.False(double.IsNaN(result.Value)); Assert.InRange(result.Value, 0, 100); } [Fact] public void Update_IsNew_Consistency() { var rsx = new Rsx(14); var time = DateTime.UtcNow; // Update with isNew=true var val1 = rsx.Update(new TValue(time, 100), true); // Update with isNew=false (same time, different value) rsx.Update(new TValue(time, 105), false); // Update with isNew=false (same time, original value) - should match val1 if state rollback works // Note: RSX is highly sensitive to path, so exact match might be tricky if intermediate states drift, // but for a single step rollback it should be very close. var val3 = rsx.Update(new TValue(time, 100), false); Assert.Equal(val1.Value, val3.Value, 1e-9); } [Fact] public void Calculate_Span_Matches_Update() { int period = 14; int count = 100; var bars = _gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var rsx = new Rsx(period); var resultSeries = rsx.Update(series); var spanInput = series.Values.ToArray(); var spanOutput = new double[count]; Rsx.Calculate(spanInput, spanOutput, period); for (int i = 0; i < count; i++) { Assert.Equal(resultSeries.Values[i], spanOutput[i], 1e-9); } } [Fact] public void Reset_ClearsState() { var rsx = new Rsx(14); rsx.Update(new TValue(DateTime.UtcNow, 100)); rsx.Reset(); // After reset, it should behave like a new instance // RSX initializes with 0 filters. // If we feed it the same value, it should produce the same initial output. // However, RSX output depends on change (v8), so first value sets LastF8 but v8=0. var val1 = rsx.Update(new TValue(DateTime.UtcNow, 100)); Assert.Equal(50.0, val1.Value); // Neutral start } [Fact] public void Chain_Works() { var rsx = new Rsx(14); var rsx2 = new Rsx(rsx, 14); var result = rsx2.Update(new TValue(DateTime.UtcNow, 100)); Assert.False(double.IsNaN(result.Value)); } }