using Xunit; namespace QuanTAlib.Tests; public class LineartransTests { private readonly GBM _gbm = new(sigma: 0.5, mu: 0.0, seed: 42); [Fact] public void Lineartrans_Constructor_DefaultParameters() { var linear = new Lineartrans(); Assert.Equal("Lineartrans(1,0)", linear.Name); Assert.Equal(0, linear.WarmupPeriod); Assert.True(linear.IsHot); } [Fact] public void Lineartrans_Constructor_CustomParameters() { var linear = new Lineartrans(slope: 2.5, intercept: -10.0); Assert.Equal("Lineartrans(2.5,-10)", linear.Name); } [Fact] public void Lineartrans_Constructor_InvalidSlope_ThrowsException() { Assert.Throws(() => new Lineartrans(slope: double.NaN)); Assert.Throws(() => new Lineartrans(slope: double.PositiveInfinity)); Assert.Throws(() => new Lineartrans(slope: double.NegativeInfinity)); } [Fact] public void Lineartrans_Constructor_InvalidIntercept_ThrowsException() { Assert.Throws(() => new Lineartrans(slope: 1.0, intercept: double.NaN)); Assert.Throws(() => new Lineartrans(slope: 1.0, intercept: double.PositiveInfinity)); } [Fact] public void Lineartrans_Identity_ReturnsInputValue() { var linear = new Lineartrans(slope: 1.0, intercept: 0.0); var input = new TValue(DateTime.UtcNow, 100.0); var result = linear.Update(input); Assert.Equal(100.0, result.Value, 1e-10); } [Fact] public void Lineartrans_ScaleOnly_MultipliesValue() { var linear = new Lineartrans(slope: 2.0, intercept: 0.0); var input = new TValue(DateTime.UtcNow, 50.0); var result = linear.Update(input); Assert.Equal(100.0, result.Value, 1e-10); } [Fact] public void Lineartrans_OffsetOnly_AddsValue() { var linear = new Lineartrans(slope: 1.0, intercept: 25.0); var input = new TValue(DateTime.UtcNow, 75.0); var result = linear.Update(input); Assert.Equal(100.0, result.Value, 1e-10); } [Fact] public void Lineartrans_ScaleAndOffset_AppliesBoth() { var linear = new Lineartrans(slope: 2.0, intercept: 10.0); var input = new TValue(DateTime.UtcNow, 45.0); var result = linear.Update(input); // 2 * 45 + 10 = 100 Assert.Equal(100.0, result.Value, 1e-10); } [Fact] public void Lineartrans_NegativeSlope_InvertsValue() { var linear = new Lineartrans(slope: -1.0, intercept: 0.0); var input = new TValue(DateTime.UtcNow, 50.0); var result = linear.Update(input); Assert.Equal(-50.0, result.Value, 1e-10); } [Fact] public void Lineartrans_ZeroSlope_ReturnsIntercept() { var linear = new Lineartrans(slope: 0.0, intercept: 42.0); var input = new TValue(DateTime.UtcNow, 999.0); var result = linear.Update(input); Assert.Equal(42.0, result.Value, 1e-10); } [Fact] public void Lineartrans_Update_HandlesNaN() { var linear = new Lineartrans(slope: 2.0, intercept: 5.0); // First valid value var valid = new TValue(DateTime.UtcNow, 10.0); var result1 = linear.Update(valid); Assert.Equal(25.0, result1.Value, 1e-10); // 2*10+5 // NaN should return last valid var nan = new TValue(DateTime.UtcNow.AddSeconds(1), double.NaN); var result2 = linear.Update(nan); Assert.Equal(25.0, result2.Value, 1e-10); } [Fact] public void Lineartrans_Update_HandlesInfinity() { var linear = new Lineartrans(slope: 2.0, intercept: 5.0); var valid = new TValue(DateTime.UtcNow, 10.0); linear.Update(valid); var inf = new TValue(DateTime.UtcNow.AddSeconds(1), double.PositiveInfinity); var result = linear.Update(inf); Assert.Equal(25.0, result.Value, 1e-10); // Last valid } [Fact] public void Lineartrans_IsNew_True_AdvancesState() { var linear = new Lineartrans(slope: 2.0, intercept: 0.0); var time = DateTime.UtcNow; var result1 = linear.Update(new TValue(time, 10.0), isNew: true); Assert.Equal(20.0, result1.Value, 1e-10); var result2 = linear.Update(new TValue(time.AddSeconds(1), 20.0), isNew: true); Assert.Equal(40.0, result2.Value, 1e-10); } [Fact] public void Lineartrans_IsNew_False_CorrectsSameBar() { var linear = new Lineartrans(slope: 2.0, intercept: 0.0); var time = DateTime.UtcNow; var result1 = linear.Update(new TValue(time, 10.0), isNew: true); Assert.Equal(20.0, result1.Value, 1e-10); // Correct the same bar var result2 = linear.Update(new TValue(time, 15.0), isNew: false); Assert.Equal(30.0, result2.Value, 1e-10); // Correct again var result3 = linear.Update(new TValue(time, 12.0), isNew: false); Assert.Equal(24.0, result3.Value, 1e-10); } [Fact] public void Lineartrans_Reset_ClearsState() { var linear = new Lineartrans(slope: 2.0, intercept: 5.0); linear.Update(new TValue(DateTime.UtcNow, 10.0)); Assert.Equal(25.0, linear.Last.Value, 1e-10); linear.Reset(); Assert.Equal(0.0, linear.Last.Value); } [Fact] public void Lineartrans_TSeries_Update() { var linear = new Lineartrans(slope: 2.0, intercept: 10.0); var series = new TSeries(); var time = DateTime.UtcNow; for (int i = 0; i < 5; i++) series.Add(new TValue(time.AddSeconds(i), i * 10.0), true); var result = linear.Update(series); Assert.Equal(5, result.Count); Assert.Equal(10.0, result[0].Value, 1e-10); // 2*0+10 Assert.Equal(30.0, result[1].Value, 1e-10); // 2*10+10 Assert.Equal(50.0, result[2].Value, 1e-10); // 2*20+10 Assert.Equal(70.0, result[3].Value, 1e-10); // 2*30+10 Assert.Equal(90.0, result[4].Value, 1e-10); // 2*40+10 } [Fact] public void Lineartrans_Static_Calculate_TSeries() { var series = new TSeries(); var time = DateTime.UtcNow; for (int i = 0; i < 3; i++) series.Add(new TValue(time.AddSeconds(i), 10.0 * (i + 1)), true); var result = Lineartrans.Calculate(series, slope: 0.5, intercept: 5.0); Assert.Equal(3, result.Count); Assert.Equal(10.0, result[0].Value, 1e-10); // 0.5*10+5 Assert.Equal(15.0, result[1].Value, 1e-10); // 0.5*20+5 Assert.Equal(20.0, result[2].Value, 1e-10); // 0.5*30+5 } [Fact] public void Lineartrans_Static_Calculate_Span() { double[] source = [10.0, 20.0, 30.0, 40.0, 50.0]; double[] output = new double[5]; Lineartrans.Calculate(source, output, slope: 2.0, intercept: -5.0); Assert.Equal(15.0, output[0], 1e-10); // 2*10-5 Assert.Equal(35.0, output[1], 1e-10); // 2*20-5 Assert.Equal(55.0, output[2], 1e-10); // 2*30-5 Assert.Equal(75.0, output[3], 1e-10); // 2*40-5 Assert.Equal(95.0, output[4], 1e-10); // 2*50-5 } [Fact] public void Lineartrans_Static_Calculate_Span_ValidationErrors() { double[] source = [1.0, 2.0, 3.0]; double[] output = new double[3]; Assert.Throws(() => Lineartrans.Calculate([], output)); Assert.Throws(() => Lineartrans.Calculate(source, new double[2])); Assert.Throws(() => Lineartrans.Calculate(source, output, slope: double.NaN)); Assert.Throws(() => Lineartrans.Calculate(source, output, intercept: double.PositiveInfinity)); } [Fact] public void Lineartrans_Chaining_Constructor() { var source = new TSeries(); var linear = new Lineartrans(source, slope: 3.0, intercept: 1.0); bool eventFired = false; linear.Pub += (object? _, in TValueEventArgs _) => eventFired = true; source.Add(new TValue(DateTime.UtcNow, 10.0), true); Assert.True(eventFired); Assert.Equal(31.0, linear.Last.Value, 1e-10); // 3*10+1 } [Fact] public void Lineartrans_Batch_Stream_Span_Consistency() { var bars = _gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; double slope = 1.5; double intercept = -20.0; // Batch var batchResult = Lineartrans.Calculate(series, slope, intercept); // Stream var streamIndicator = new Lineartrans(slope, intercept); var streamResult = new TSeries(); for (int i = 0; i < series.Count; i++) streamResult.Add(streamIndicator.Update(series[i], true), true); // Span var spanOutput = new double[series.Count]; Lineartrans.Calculate(series.Values, spanOutput, slope, intercept); // Compare last 50 values for (int i = 50; i < series.Count; i++) { Assert.Equal(batchResult[i].Value, streamResult[i].Value, 1e-10); Assert.Equal(batchResult[i].Value, spanOutput[i], 1e-10); } } }