using System; using System.Collections.Generic; using System.Linq; using Xunit; using QuanTAlib; namespace QuanTAlib.Tests; public class HtitTests { private readonly GBM _gbm; public HtitTests() { _gbm = new GBM(); } [Fact] public void IsHot_BecomesTrue_AfterWarmup() { var htit = new Htit(); for (int i = 0; i < 12; i++) { Assert.False(htit.IsHot); htit.Update(new TValue(DateTime.UtcNow.Ticks, 100.0)); } Assert.True(htit.IsHot); } [Fact] public void Update_Matches_Calculate() { var htit = new Htit(); var data = _gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)).Close; var series = data; var resultSeries = htit.Update(series); // Reset and calculate streaming htit.Reset(); var streamingResults = new List(); foreach (var item in data) { streamingResults.Add(htit.Update(item).Value); } for (int i = 0; i < resultSeries.Count; i++) { Assert.Equal(resultSeries.Values[i], streamingResults[i], 1e-9); } } [Fact] public void Calculate_Span_Matches_Update() { var htit = new Htit(); var data = _gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)).Close; var series = data; var resultSeries = htit.Update(series); var spanInput = data.Values.ToArray(); var spanOutput = new double[spanInput.Length]; Htit.Calculate(spanInput, spanOutput); for (int i = 0; i < resultSeries.Count; i++) { Assert.Equal(resultSeries.Values[i], spanOutput[i], 1e-9); } } [Fact] public void Handles_NaN() { var htit = new Htit(); htit.Update(new TValue(DateTime.UtcNow.Ticks, 100.0)); htit.Update(new TValue(DateTime.UtcNow.Ticks, double.NaN)); Assert.Equal(100.0, htit.Last.Value); } [Fact] public void Htit_Calc_IsNew_AcceptsParameter() { var htit = new Htit(); htit.Update(new TValue(DateTime.UtcNow, 100), isNew: true); Assert.Equal(100, htit.Last.Value); } [Fact] public void Htit_Reset_ClearsState() { var htit = new Htit(); htit.Update(new TValue(DateTime.UtcNow, 100)); htit.Update(new TValue(DateTime.UtcNow, 110)); htit.Reset(); Assert.Equal(0, htit.Last.Value); Assert.False(htit.IsHot); } [Fact] public void Htit_IterativeCorrections_RestoreToOriginalState() { var htit = new Htit(); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // Feed 20 new values (needs > 12 for warmup) TValue lastInput = default; for (int i = 0; i < 20; i++) { var bar = gbm.Next(isNew: true); lastInput = new TValue(bar.Time, bar.Close); htit.Update(lastInput, isNew: true); } // Remember state after 20 values double valueAfterTwenty = htit.Last.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); htit.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered 20th input again with isNew=false TValue finalValue = htit.Update(lastInput, isNew: false); // Should match the original state after 20 values Assert.Equal(valueAfterTwenty, finalValue.Value, 1e-9); } [Fact] public void Htit_SpanCalc_ValidatesInput() { double[] source = [1, 2, 3, 4, 5]; double[] wrongSizeOutput = new double[3]; Assert.Throws(() => Htit.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan())); } [Fact] public void Htit_SpanCalc_HandlesNaN() { double[] source = [100, 110, double.NaN, 120, 130]; double[] output = new double[5]; Htit.Calculate(source.AsSpan(), output.AsSpan()); foreach (var val in output) { Assert.True(double.IsFinite(val)); } } [Fact] public void Htit_AllModes_ProduceSameResult() { // Arrange 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 = Htit.Batch(series); double expected = batchSeries.Last.Value; // 2. Span Mode var tValues = series.Values.ToArray(); var spanInput = new ReadOnlySpan(tValues); var spanOutput = new double[tValues.Length]; Htit.Calculate(spanInput, spanOutput); double spanResult = spanOutput[^1]; // 3. Streaming Mode var streamingInd = new Htit(); 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 Htit(pubSource); 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); } }