namespace QuanTAlib.Tests; public class TrimaVectorTests { [Fact] public void Initialization_WithPeriods_Works() { int[] periods = { 5, 10, 20 }; var trimaVector = new TrimaVector(periods); var res = trimaVector.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.Equal(3, res.Length); Assert.Equal(100.0, res[0].Value, 1e-9); Assert.Equal(100.0, res[1].Value, 1e-9); Assert.Equal(100.0, res[2].Value, 1e-9); } [Fact] public void Initialization_WithZeroPeriod_ThrowsArgumentException() { int[] periods = { 10, 0, 20 }; Assert.Throws(() => new TrimaVector(periods)); } [Fact] public void Initialization_WithNegativePeriod_ThrowsArgumentException() { int[] periods = { 10, -5, 20 }; Assert.Throws(() => new TrimaVector(periods)); } [Fact] public void Calc_Streaming_MatchesSingleTrima() { int[] periods = { 5, 10, 20 }; var trimaVector = new TrimaVector(periods); var trimaSingles = periods.Select(p => new Trima(p)).ToArray(); var values = new double[] { 10, 20, 30, 40, 50, 40, 30, 20, 10 }; var time = DateTime.UtcNow; foreach (var val in values) { var tVal = new TValue(time, val); var multiRes = trimaVector.Update(tVal); for (int i = 0; i < periods.Length; i++) { var singleRes = trimaSingles[i].Update(tVal); Assert.Equal(singleRes.Value, multiRes[i].Value, 1e-9); Assert.Equal(singleRes.Time, multiRes[i].Time); } time = time.AddMinutes(1); } } [Fact] public void Calc_Series_MatchesSingleTrima() { int[] periods = { 5, 10, 20 }; var trimaVector = new TrimaVector(periods); int len = 100; var t = new System.Collections.Generic.List(len); var v = new System.Collections.Generic.List(len); var now = DateTime.UtcNow; for (int i = 0; i < len; i++) { t.Add(now.AddMinutes(i).Ticks); v.Add(Math.Sin(i * 0.1) * 100); } var series = new TSeries(t, v); var multiRes = trimaVector.Calculate(series); // Reset and recalculate for comparison var trimaSingles = periods.Select(p => new Trima(p)).ToArray(); for (int j = 0; j < len; j++) { var tVal = new TValue(new DateTime(t[j], DateTimeKind.Utc), v[j]); for (int i = 0; i < periods.Length; i++) { var singleRes = trimaSingles[i].Update(tVal); Assert.Equal(singleRes.Value, multiRes[i].Values[j], 1e-8); } } } [Fact] public void Calc_Series_MatchesStreaming() { int[] periods = { 5, 10, 20 }; var trimaVectorBatch = new TrimaVector(periods); var trimaVectorStream = new TrimaVector(periods); int len = 100; var t = new System.Collections.Generic.List(len); var v = new System.Collections.Generic.List(len); var now = DateTime.UtcNow; for (int i = 0; i < len; i++) { t.Add(now.AddMinutes(i).Ticks); v.Add(Math.Sin(i * 0.1) * 100); } var series = new TSeries(t, v); var batchRes = trimaVectorBatch.Calculate(series); for (int i = 0; i < len; i++) { var tVal = new TValue(new DateTime(t[i], DateTimeKind.Utc), v[i]); var streamRes = trimaVectorStream.Update(tVal); for (int j = 0; j < periods.Length; j++) { Assert.Equal(batchRes[j].Values[i], streamRes[j].Value, 1e-9); } } } [Fact] public void Calculate_Static_MatchesInstanceMethod() { int[] periods = { 5, 10, 20 }; int len = 50; var t = new System.Collections.Generic.List(len); var v = new System.Collections.Generic.List(len); var now = DateTime.UtcNow; for (int i = 0; i < len; i++) { t.Add(now.AddMinutes(i).Ticks); v.Add(Math.Sin(i * 0.1) * 100); } var series = new TSeries(t, v); var instanceTrima = new TrimaVector(periods); var instanceRes = instanceTrima.Calculate(series); var staticRes = TrimaVector.Calculate(series, periods); for (int i = 0; i < periods.Length; i++) { Assert.Equal(instanceRes[i].Count, staticRes[i].Count); for (int j = 0; j < len; j++) { Assert.Equal(instanceRes[i].Values[j], staticRes[i].Values[j], 1e-9); } } } [Fact] public void Reset_ClearsState() { int[] periods = { 10 }; var trimaVector = new TrimaVector(periods); trimaVector.Update(new TValue(DateTime.UtcNow, 100.0)); trimaVector.Update(new TValue(DateTime.UtcNow, 200.0)); trimaVector.Reset(); var res = trimaVector.Update(new TValue(DateTime.UtcNow, 50.0)); Assert.Equal(50.0, res[0].Value, 1e-9); } [Fact] public void Update_NaN_Input_UsesLastValidValue() { int[] periods = { 10, 20 }; var trimaVector = new TrimaVector(periods); trimaVector.Update(new TValue(DateTime.UtcNow, 100.0)); trimaVector.Update(new TValue(DateTime.UtcNow, 110.0)); var resultAfterNaN = trimaVector.Update(new TValue(DateTime.UtcNow, double.NaN)); foreach (var result in resultAfterNaN) { Assert.True(double.IsFinite(result.Value), $"Expected finite value but got {result.Value}"); } } [Fact] public void Update_Infinity_Input_UsesLastValidValue() { int[] periods = { 10, 20 }; var trimaVector = new TrimaVector(periods); trimaVector.Update(new TValue(DateTime.UtcNow, 100.0)); trimaVector.Update(new TValue(DateTime.UtcNow, 110.0)); var resultAfterPosInf = trimaVector.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity)); foreach (var result in resultAfterPosInf) { Assert.True(double.IsFinite(result.Value)); } var resultAfterNegInf = trimaVector.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity)); foreach (var result in resultAfterNegInf) { Assert.True(double.IsFinite(result.Value)); } } [Fact] public void Update_MultipleNaN_ContinuesWithLastValid() { int[] periods = { 5, 10 }; var trimaVector = new TrimaVector(periods); trimaVector.Update(new TValue(DateTime.UtcNow, 100.0)); trimaVector.Update(new TValue(DateTime.UtcNow, 110.0)); trimaVector.Update(new TValue(DateTime.UtcNow, 120.0)); var r1 = trimaVector.Update(new TValue(DateTime.UtcNow, double.NaN)); var r2 = trimaVector.Update(new TValue(DateTime.UtcNow, double.NaN)); var r3 = trimaVector.Update(new TValue(DateTime.UtcNow, double.NaN)); foreach (var result in r1) Assert.True(double.IsFinite(result.Value)); foreach (var result in r2) Assert.True(double.IsFinite(result.Value)); foreach (var result in r3) Assert.True(double.IsFinite(result.Value)); } [Fact] public void Calculate_Series_HandlesNaN() { int[] periods = { 5, 10 }; var trimaVector = new TrimaVector(periods); var t = new System.Collections.Generic.List(); var v = new System.Collections.Generic.List(); var now = DateTime.UtcNow; t.Add(now.Ticks); v.Add(100.0); t.Add(now.AddMinutes(1).Ticks); v.Add(110.0); t.Add(now.AddMinutes(2).Ticks); v.Add(double.NaN); t.Add(now.AddMinutes(3).Ticks); v.Add(120.0); t.Add(now.AddMinutes(4).Ticks); v.Add(double.PositiveInfinity); t.Add(now.AddMinutes(5).Ticks); v.Add(130.0); var series = new TSeries(t, v); var results = trimaVector.Calculate(series); foreach (var periodResults in results) { foreach (var val in periodResults.Values) { Assert.True(double.IsFinite(val), $"Expected finite value but got {val}"); } } } [Fact] public void Reset_ClearsLastValidValue() { int[] periods = { 10 }; var trimaVector = new TrimaVector(periods); trimaVector.Update(new TValue(DateTime.UtcNow, 100.0)); trimaVector.Update(new TValue(DateTime.UtcNow, double.NaN)); trimaVector.Reset(); var result = trimaVector.Update(new TValue(DateTime.UtcNow, 50.0)); Assert.Equal(50.0, result[0].Value, 1e-9); } [Fact] public void NaN_Handling_MatchesSingleTrima() { int[] periods = { 5, 10, 20 }; var trimaVector = new TrimaVector(periods); var trimaSingles = periods.Select(p => new Trima(p)).ToArray(); var values = new double[] { 10, 20, double.NaN, 40, double.PositiveInfinity, 60, 70 }; var time = DateTime.UtcNow; foreach (var val in values) { var tVal = new TValue(time, val); var multiRes = trimaVector.Update(tVal); for (int i = 0; i < periods.Length; i++) { var singleRes = trimaSingles[i].Update(tVal); Assert.Equal(singleRes.Value, multiRes[i].Value, 1e-9); } time = time.AddMinutes(1); } } [Fact] public void Values_Property_UpdatesAfterUpdate() { int[] periods = { 5, 10 }; var trimaVector = new TrimaVector(periods); var result = trimaVector.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.Equal(result[0].Value, trimaVector.Values[0].Value); Assert.Equal(result[1].Value, trimaVector.Values[1].Value); } [Fact] public void Values_Property_UpdatesAfterCalculate() { int[] periods = { 5, 10 }; var trimaVector = new TrimaVector(periods); var t = new System.Collections.Generic.List { 100, 200, 300 }; var v = new System.Collections.Generic.List { 10.0, 20.0, 30.0 }; var series = new TSeries(t, v); var results = trimaVector.Calculate(series); Assert.Equal(results[0].Last.Value, trimaVector.Values[0].Value, 1e-9); Assert.Equal(results[1].Last.Value, trimaVector.Values[1].Value, 1e-9); } [Fact] public void Update_BarCorrection_WorksCorrectly() { int[] periods = { 3 }; var trimaVector = new TrimaVector(periods); // TRIMA(3) = SMA(SMA(3, 2), 2) // p1 = 3/2 + 1 = 2 // p2 = (3+1)/2 = 2 // SMA1(2): 10 -> 10 // SMA2(2): 10 -> 10 trimaVector.Update(new TValue(DateTime.UtcNow, 10.0), isNew: true); // SMA1(2): 10, 20 -> 15 // SMA2(2): 10, 15 -> 12.5 trimaVector.Update(new TValue(DateTime.UtcNow, 20.0), isNew: true); // SMA1(2): 20, 30 -> 25 // SMA2(2): 15, 25 -> 20 trimaVector.Update(new TValue(DateTime.UtcNow, 30.0), isNew: true); var res1 = trimaVector.Values[0].Value; Assert.Equal(20.0, res1, 1e-9); // Correct the last bar: 30 -> 60 // SMA1(2): 20, 60 -> 40 // SMA2(2): 15, 40 -> 27.5 var res2 = trimaVector.Update(new TValue(DateTime.UtcNow, 60.0), isNew: false); Assert.Equal(27.5, res2[0].Value, 1e-9); } }