using System; using System.Linq; using Xunit; namespace QuanTAlib.Tests; public class KamaTests { [Fact] public void Kama_Constructor_ValidatesInput() { Assert.Throws(() => new Kama(0)); Assert.Throws(() => new Kama(10, fastPeriod: 0)); Assert.Throws(() => new Kama(10, slowPeriod: 0)); Assert.Throws(() => new Kama(10, fastPeriod: 10, slowPeriod: 5)); var kama = new Kama(10); Assert.NotNull(kama); } [Fact] public void Kama_Calc_ReturnsValue() { var kama = new Kama(10); TValue result = kama.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(result.Value > 0); } [Fact] public void Kama_IsHot_BecomesTrueWhenBufferFull() { // Buffer size is period + 1 var kama = new Kama(5); Assert.False(kama.IsHot); for (int i = 0; i < 5; i++) { kama.Update(new TValue(DateTime.UtcNow, 100)); Assert.False(kama.IsHot); } kama.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(kama.IsHot); } [Fact] public void Kama_StreamingMatchesBatch() { var kamaStreaming = new Kama(10); var kamaBatch = new Kama(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(bar.Time, bar.Close); } // Streaming var streamingResults = new TSeries(); foreach (var item in series) { streamingResults.Add(kamaStreaming.Update(item)); } // Batch var batchResults = kamaBatch.Update(series); Assert.Equal(streamingResults.Count, batchResults.Count); for (int i = 0; i < streamingResults.Count; i++) { Assert.Equal(streamingResults[i].Value, batchResults[i].Value, 1e-9); } } [Fact] public void Kama_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 Kama(10).Update(series); var staticResults = new double[series.Count]; Kama.Calculate(series.Values.ToArray().AsSpan(), staticResults.AsSpan(), 10); for (int i = 0; i < instanceResults.Count; i++) { Assert.Equal(instanceResults[i].Value, staticResults[i], 1e-9); } } [Fact] public void Kama_Update_IsNewFalse_CorrectsValue() { var kama = new Kama(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); kama.Update(new TValue(bar.Time, bar.Close), isNew: true); } // Update with isNew=false (correction) var newBar = gbm.Next(isNew: true); kama.Update(new TValue(newBar.Time, newBar.Close), isNew: true); double valueAfterCommit = kama.Last.Value; // Now update the SAME bar with a different value kama.Update(new TValue(newBar.Time, newBar.Close + 10.0), isNew: false); double valueAfterCorrection = kama.Last.Value; Assert.NotEqual(valueAfterCommit, valueAfterCorrection); // Now restore original value kama.Update(new TValue(newBar.Time, newBar.Close), isNew: false); Assert.Equal(valueAfterCommit, kama.Last.Value, 1e-9); } [Fact] public void Kama_NaN_Input_UsesLastValidValue() { var kama = new Kama(5); kama.Update(new TValue(DateTime.UtcNow, 100)); kama.Update(new TValue(DateTime.UtcNow, 110)); var resultAfterNaN = kama.Update(new TValue(DateTime.UtcNow, double.NaN)); Assert.True(double.IsFinite(resultAfterNaN.Value)); Assert.NotEqual(0, resultAfterNaN.Value); } [Fact] public void Kama_Reset_ClearsState() { var kama = new Kama(10); kama.Update(new TValue(DateTime.UtcNow, 100)); kama.Update(new TValue(DateTime.UtcNow, 110)); Assert.True(kama.Last.Value > 0); kama.Reset(); Assert.Equal(0, kama.Last.Value); Assert.False(kama.IsHot); } [Fact] public void Kama_FlatLine_ReturnsSameValue() { var kama = new Kama(10); for (int i = 0; i < 20; i++) { kama.Update(new TValue(DateTime.UtcNow, 100)); } Assert.Equal(100, kama.Last.Value); } }