using System; using Xunit; namespace QuanTAlib.Tests; public class SkewTests { [Fact] public void Constructor_ValidatesPeriod() { Assert.Throws(() => new Skew(2)); var skew = new Skew(3); Assert.NotNull(skew); } [Fact] public void Update_CalculatesCorrectly_Sample() { // Test data: 1, 2, 3, 4, 5 // Mean = 3 // Variance (Sample) = 2.5 // StdDev (Sample) = 1.58113883 // Skewness (Sample) = 0 (Symmetric) var skew = new Skew(5, isPopulation: false); skew.Update(new TValue(DateTime.UtcNow, 1)); skew.Update(new TValue(DateTime.UtcNow, 2)); skew.Update(new TValue(DateTime.UtcNow, 3)); skew.Update(new TValue(DateTime.UtcNow, 4)); var result = skew.Update(new TValue(DateTime.UtcNow, 5)); Assert.Equal(0, result.Value, precision: 10); } [Fact] public void Update_CalculatesCorrectly_PositiveSkew() { // Test data: 1, 1, 1, 10 // Mean = 3.25 // Skewness should be positive (right tail) var skew = new Skew(4, isPopulation: false); skew.Update(new TValue(DateTime.UtcNow, 1)); skew.Update(new TValue(DateTime.UtcNow, 1)); skew.Update(new TValue(DateTime.UtcNow, 1)); var result = skew.Update(new TValue(DateTime.UtcNow, 10)); Assert.True(result.Value > 0); } [Fact] public void Update_CalculatesCorrectly_NegativeSkew() { // Test data: 10, 10, 10, 1 // Mean = 7.75 // Skewness should be negative (left tail) var skew = new Skew(4, isPopulation: false); skew.Update(new TValue(DateTime.UtcNow, 10)); skew.Update(new TValue(DateTime.UtcNow, 10)); skew.Update(new TValue(DateTime.UtcNow, 10)); var result = skew.Update(new TValue(DateTime.UtcNow, 1)); Assert.True(result.Value < 0); } [Fact] public void Update_HandlesUpdates_IsNewFalse() { var skew = new Skew(5); // 1, 2, 3, 4 skew.Update(new TValue(DateTime.UtcNow, 1)); skew.Update(new TValue(DateTime.UtcNow, 2)); skew.Update(new TValue(DateTime.UtcNow, 3)); skew.Update(new TValue(DateTime.UtcNow, 4)); // Add 5 skew.Update(new TValue(DateTime.UtcNow, 5), isNew: true); // Update 5 to 10 var res2 = skew.Update(new TValue(DateTime.UtcNow, 10), isNew: false); // Expected: Skew of 1, 2, 3, 4, 10 var expectedSkew = new Skew(5); expectedSkew.Update(new TValue(DateTime.UtcNow, 1)); expectedSkew.Update(new TValue(DateTime.UtcNow, 2)); expectedSkew.Update(new TValue(DateTime.UtcNow, 3)); expectedSkew.Update(new TValue(DateTime.UtcNow, 4)); var expected = expectedSkew.Update(new TValue(DateTime.UtcNow, 10)); Assert.Equal(expected.Value, res2.Value, precision: 10); } [Fact] public void Reset_ClearsState() { var skew = new Skew(5); for (int i = 0; i < 5; i++) skew.Update(new TValue(DateTime.UtcNow, i)); skew.Reset(); Assert.False(skew.IsHot); // Should behave like new skew.Update(new TValue(DateTime.UtcNow, 1)); Assert.Equal(0, skew.Last.Value); // Not enough data } [Fact] public void Batch_Matches_Streaming() { var data = new double[] { 1, 2, 3, 4, 5, 10, 1, 2, 3 }; int period = 5; // Streaming var skew = new Skew(period); var streamingResults = new System.Collections.Generic.List(); foreach (var val in data) { streamingResults.Add(skew.Update(new TValue(DateTime.UtcNow, val)).Value); } // Batch var series = new TSeries(new System.Collections.Generic.List(new long[data.Length]), new System.Collections.Generic.List(data)); var batchResult = Skew.Calculate(series, period); for (int i = 0; i < data.Length; i++) { Assert.Equal(streamingResults[i], batchResult.Values[i], precision: 10); } } }