namespace QuanTAlib.Tests; #pragma warning disable S2245 // Random is acceptable for simulation/testing purposes public class TemaTests { [Fact] public void Tema_Constructor_Period_ValidatesInput() { Assert.Throws(() => new Tema(0)); Assert.Throws(() => new Tema(-1)); var tema = new Tema(10); Assert.NotNull(tema); } [Fact] public void Tema_Constructor_Alpha_ValidatesInput() { Assert.Throws(() => new Tema(0.0)); Assert.Throws(() => new Tema(-0.1)); Assert.Throws(() => new Tema(1.1)); var tema = new Tema(0.5); Assert.NotNull(tema); } [Fact] public void Tema_Calc_ReturnsValue() { var tema = new Tema(10); Assert.Equal(0, tema.Last.Value); TValue result = tema.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(result.Value > 0); Assert.Equal(result.Value, tema.Last.Value); } [Fact] public void Tema_Calc_IsNew_AcceptsParameter() { var tema = new Tema(10); tema.Update(new TValue(DateTime.UtcNow, 100), isNew: true); double value1 = tema.Last.Value; tema.Update(new TValue(DateTime.UtcNow, 105), isNew: true); double value2 = tema.Last.Value; // Values should change with new bars Assert.NotEqual(value1, value2); } [Fact] public void Tema_Calc_IsNew_False_UpdatesValue() { var tema = new Tema(10); tema.Update(new TValue(DateTime.UtcNow, 100)); tema.Update(new TValue(DateTime.UtcNow, 110), isNew: true); double beforeUpdate = tema.Last.Value; tema.Update(new TValue(DateTime.UtcNow, 120), isNew: false); double afterUpdate = tema.Last.Value; // Update should change the value Assert.NotEqual(beforeUpdate, afterUpdate); } [Fact] public void Tema_Reset_ClearsState() { var tema = new Tema(10); tema.Update(new TValue(DateTime.UtcNow, 100)); tema.Update(new TValue(DateTime.UtcNow, 105)); double valueBefore = tema.Last.Value; tema.Reset(); Assert.Equal(0, tema.Last.Value); // After reset, should accept new values tema.Update(new TValue(DateTime.UtcNow, 50)); Assert.NotEqual(0, tema.Last.Value); Assert.NotEqual(valueBefore, tema.Last.Value); } [Fact] public void Tema_Properties_Accessible() { var tema = new Tema(10); Assert.Equal(0, tema.Last.Value); Assert.False(tema.IsHot); tema.Update(new TValue(DateTime.UtcNow, 100)); Assert.NotEqual(0, tema.Last.Value); } [Fact] public void Tema_IsHot_BecomesTrueAfterWarmup() { var tema = new Tema(10); // Initially IsHot should be false Assert.False(tema.IsHot); // TEMA needs more warmup than EMA due to triple smoothing int steps = 0; while (!tema.IsHot && steps < 1000) { tema.Update(new TValue(DateTime.UtcNow, 100)); steps++; } Assert.True(tema.IsHot); Assert.True(steps > 0); } [Fact] public void Tema_PeriodEquivalence_BothConstructorsWork() { int period = 20; double alpha = 2.0 / (period + 1); var temaPeriod = new Tema(period); var temaAlpha = new Tema(alpha); // Both should accept Calc calls and produce same result TValue result1 = temaPeriod.Update(new TValue(DateTime.UtcNow, 100)); TValue result2 = temaAlpha.Update(new TValue(DateTime.UtcNow, 100)); Assert.Equal(result1.Value, result2.Value, 1e-10); } [Fact] public void Tema_IterativeCorrections_RestoreToOriginalState() { var tema = new Tema(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); tema.Update(tenthInput, isNew: true); } // Remember TEMA state after 10 values double temaAfterTen = tema.Last.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); tema.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered 10th input again with isNew=false TValue finalTema = tema.Update(tenthInput, isNew: false); // TEMA should match the original state after 10 values Assert.Equal(temaAfterTen, finalTema.Value, 1e-10); } [Fact] public void Tema_BatchCalc_MatchesIterativeCalc() { var temaIterative = new Tema(10); var temaBatch = new Tema(10); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // Generate data var series = new TSeries(); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(bar.Time, bar.Close); } Assert.True(series.Count > 0); // Calculate iteratively var iterativeResults = new TSeries(); foreach (var item in series) { iterativeResults.Add(temaIterative.Update(item)); } // Calculate batch var batchResults = temaBatch.Update(series); // Compare Assert.Equal(iterativeResults.Count, batchResults.Count); for (int i = 0; i < iterativeResults.Count; i++) { Assert.Equal(iterativeResults[i].Value, batchResults[i].Value, 1e-10); Assert.Equal(iterativeResults[i].Time, batchResults[i].Time); } } [Fact] public void Tema_NaN_Input_UsesLastValidValue() { var tema = new Tema(10); // Feed some valid values tema.Update(new TValue(DateTime.UtcNow, 100)); tema.Update(new TValue(DateTime.UtcNow, 110)); // Feed NaN - should use last valid value (110) var resultAfterNaN = tema.Update(new TValue(DateTime.UtcNow, double.NaN)); // Result should be finite (not NaN) Assert.True(double.IsFinite(resultAfterNaN.Value)); Assert.NotEqual(0, resultAfterNaN.Value); } [Fact] public void Tema_SpanCalc_MatchesTSeriesCalc() { var series = new TSeries(); double[] source = new double[100]; double[] output = new double[100]; var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); source[i] = bar.Close; series.Add(bar.Time, bar.Close); } // Calculate with TSeries API var tseriesResult = Tema.Calculate(series, 10); // Calculate with Span API Tema.Calculate(source.AsSpan(), output.AsSpan(), 10); // Compare results for (int i = 0; i < 100; i++) { Assert.Equal(tseriesResult[i].Value, output[i], 1e-9); } } [Fact] public void Tema_SpanCalc_ZeroAllocation() { double[] source = new double[10000]; double[] output = new double[10000]; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42); for (int i = 0; i < source.Length; i++) source[i] = gbm.Next().Close; // Warm up Tema.Calculate(source.AsSpan(), output.AsSpan(), 100); // This test verifies the method runs without throwing Assert.True(double.IsFinite(output[^1])); } [Fact] public void Tema_AllModes_ProduceSameResult() { // Arrange 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 = Tema.Calculate(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]; Tema.Calculate(spanInput, spanOutput, period); double spanResult = spanOutput[^1]; // 3. Streaming Mode var streamingInd = new Tema(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 Tema(pubSource, period); for (int i = 0; i < series.Count; i++) { pubSource.Add(series[i]); } double eventingResult = eventingInd.Last.Value; // Assert Assert.Equal(expected, spanResult, precision: 9); Assert.Equal(expected, streamingResult, precision: 9); Assert.Equal(expected, eventingResult, precision: 9); } }