using Xunit; namespace QuanTAlib.Tests; public class TrimaTests { [Fact] public void Trima_Constructor_ValidatesInput() { Assert.Throws(() => new Trima(0)); Assert.Throws(() => new Trima(-1)); var trima = new Trima(10); Assert.NotNull(trima); } [Fact] public void Trima_Calc_ReturnsValue() { var trima = new Trima(10); Assert.Equal(0, trima.Last.Value); TValue result = trima.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(result.Value > 0); Assert.Equal(result.Value, trima.Last.Value); } [Fact] public void Trima_CalculatesCorrectAverage_Period4() { // Period 4 -> weights [1, 2, 2, 1], sum 6 var trima = new Trima(4); trima.Update(new TValue(DateTime.UtcNow, 10)); trima.Update(new TValue(DateTime.UtcNow, 20)); trima.Update(new TValue(DateTime.UtcNow, 30)); var r1 = trima.Update(new TValue(DateTime.UtcNow, 40)); // (1*10 + 2*20 + 2*30 + 1*40) / 6 = 150 / 6 = 25 Assert.Equal(25.0, r1.Value, 1e-10); var r2 = trima.Update(new TValue(DateTime.UtcNow, 50)); // (1*20 + 2*30 + 2*40 + 1*50) / 6 = 210 / 6 = 35 Assert.Equal(35.0, r2.Value, 1e-10); } [Fact] public void Trima_CalculatesCorrectAverage_Period5() { // Period 5 -> weights [1, 2, 3, 2, 1], sum 9 var trima = new Trima(5); trima.Update(new TValue(DateTime.UtcNow, 10)); trima.Update(new TValue(DateTime.UtcNow, 20)); trima.Update(new TValue(DateTime.UtcNow, 30)); trima.Update(new TValue(DateTime.UtcNow, 40)); var r1 = trima.Update(new TValue(DateTime.UtcNow, 50)); // (1*10 + 2*20 + 3*30 + 2*40 + 1*50) / 9 = (10 + 40 + 90 + 80 + 50) / 9 = 270 / 9 = 30 Assert.Equal(30.0, r1.Value, 1e-10); } [Fact] public void Trima_IsHot_BecomesTrueWhenPeriodFilled() { var trima = new Trima(4); Assert.False(trima.IsHot); trima.Update(new TValue(DateTime.UtcNow, 10)); // 1 Assert.False(trima.IsHot); trima.Update(new TValue(DateTime.UtcNow, 20)); // 2 Assert.False(trima.IsHot); trima.Update(new TValue(DateTime.UtcNow, 30)); // 3 Assert.False(trima.IsHot); trima.Update(new TValue(DateTime.UtcNow, 40)); // 4 Assert.True(trima.IsHot); } [Fact] public void Trima_Update_IsNew_False_UpdatesValue() { var trima = new Trima(4); trima.Update(new TValue(DateTime.UtcNow, 10)); trima.Update(new TValue(DateTime.UtcNow, 20)); trima.Update(new TValue(DateTime.UtcNow, 30)); // Update with 40 double val1 = trima.Update(new TValue(DateTime.UtcNow, 40), isNew: true).Value; // Expected: 25 (as calculated above) Assert.Equal(25.0, val1, 1e-10); // Correct last value to 100 (was 40) // New window: 10, 20, 30, 100 // Weights: 1, 2, 2, 1 // (10 + 40 + 60 + 100) / 6 = 210 / 6 = 35 double val2 = trima.Update(new TValue(DateTime.UtcNow, 100), isNew: false).Value; Assert.Equal(35.0, val2, 1e-10); } [Fact] public void Trima_Reset_ClearsState() { var trima = new Trima(5); trima.Update(new TValue(DateTime.UtcNow, 100)); trima.Update(new TValue(DateTime.UtcNow, 105)); trima.Reset(); Assert.Equal(0, trima.Last.Value); Assert.False(trima.IsHot); // After reset, should accept new values trima.Update(new TValue(DateTime.UtcNow, 50)); Assert.NotEqual(0, trima.Last.Value); } [Fact] public void Trima_NaN_Input_UsesLastValidValue() { var trima = new Trima(5); trima.Update(new TValue(DateTime.UtcNow, 100)); trima.Update(new TValue(DateTime.UtcNow, 110)); // Feed NaN - should use last valid value (110) var resultAfterNaN = trima.Update(new TValue(DateTime.UtcNow, double.NaN)); Assert.True(double.IsFinite(resultAfterNaN.Value)); } [Fact] public void Trima_BatchCalc_MatchesIterativeCalc() { var trimaIterative = new Trima(10); var trimaBatch = new Trima(10); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); // 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); } // Calculate iteratively var iterativeResults = new TSeries(); #pragma warning disable S4158 // Collection is known to be empty foreach (var item in series) { iterativeResults.Add(trimaIterative.Update(item)); } #pragma warning restore S4158 // Calculate batch var batchResults = trimaBatch.Update(series); // Compare Assert.Equal(iterativeResults.Count, batchResults.Count); #pragma warning disable S2583 // Condition always evaluates to false for (int i = 0; i < iterativeResults.Count; i++) { Assert.Equal(iterativeResults[i].Value, batchResults[i].Value, 1e-10); } #pragma warning restore S2583 } [Fact] public void Trima_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 = Trima.Calculate(series, 10); // Calculate with Span API Trima.Calculate(source.AsSpan(), output.AsSpan(), 10); // Compare results for (int i = 0; i < 100; i++) { Assert.Equal(tseriesResult[i].Value, output[i], 1e-10); } } [Fact] public void Trima_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 = Trima.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]; Trima.Calculate(spanInput, spanOutput, period); double spanResult = spanOutput[^1]; // 3. Streaming Mode var streamingInd = new Trima(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 Trima(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); } }