using System; using System.Linq; using Xunit; using QuanTAlib; namespace QuanTAlib.Tests; public class EmaVectorTests { [Fact] public void Initialization_WithPeriods_SetsCorrectAlphas() { int[] periods = { 10, 20 }; var emaVector = new EmaVector(periods); var res = emaVector.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.Equal(100.0, res[0].Value, 1e-9); Assert.Equal(100.0, res[1].Value, 1e-9); } [Fact] public void Initialization_WithAlphas_Works() { double[] alphas = { 0.1, 0.2, 0.5 }; var emaVector = new EmaVector(alphas); var res = emaVector.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 EmaVector(periods)); } [Fact] public void Initialization_WithNegativePeriod_ThrowsArgumentException() { int[] periods = { 10, -5, 20 }; Assert.Throws(() => new EmaVector(periods)); } [Fact] public void Initialization_WithZeroAlpha_ThrowsArgumentException() { double[] alphas = { 0.1, 0.0, 0.5 }; Assert.Throws(() => new EmaVector(alphas)); } [Fact] public void Initialization_WithNegativeAlpha_ThrowsArgumentException() { double[] alphas = { 0.1, -0.1, 0.5 }; Assert.Throws(() => new EmaVector(alphas)); } [Fact] public void Initialization_WithAlphaGreaterThanOne_ThrowsArgumentException() { double[] alphas = { 0.1, 1.5, 0.5 }; Assert.Throws(() => new EmaVector(alphas)); } [Fact] public void Initialization_WithAlphaEqualToOne_Works() { double[] alphas = { 0.1, 1.0, 0.5 }; var emaVector = new EmaVector(alphas); var res = emaVector.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.Equal(3, res.Length); } [Fact] public void Calc_Streaming_MatchesSingleEma() { int[] periods = { 5, 10, 20 }; var emaVector = new EmaVector(periods); var emaSingles = periods.Select(p => new Ema(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 = emaVector.Update(tVal); for (int i = 0; i < periods.Length; i++) { var singleRes = emaSingles[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_MatchesSingleEma() { int[] periods = { 5, 10, 20 }; var emaVector = new EmaVector(periods); var emaSingles = periods.Select(p => new Ema(p)).ToArray(); 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 = emaVector.Calculate(series); for (int i = 0; i < periods.Length; i++) { var singleRes = emaSingles[i].Update(series); Assert.Equal(singleRes.Count, multiRes[i].Count); for (int j = 0; j < len; j++) { Assert.Equal(singleRes.Values[j], multiRes[i].Values[j], 1e-8); } } } [Fact] public void Calc_Series_MatchesStreaming() { int[] periods = { 5, 10, 20 }; var emaVectorBatch = new EmaVector(periods); var emaVectorStream = new EmaVector(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 = emaVectorBatch.Calculate(series); for (int i = 0; i < len; i++) { var tVal = new TValue(new DateTime(t[i]), v[i]); var streamRes = emaVectorStream.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 instanceEma = new EmaVector(periods); var instanceRes = instanceEma.Calculate(series); var staticRes = EmaVector.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 emaVector = new EmaVector(periods); emaVector.Update(new TValue(DateTime.UtcNow, 100.0)); emaVector.Reset(); var res = emaVector.Update(new TValue(DateTime.UtcNow, 200.0)); Assert.Equal(200.0, res[0].Value, 1e-9); } [Fact] public void Update_NaN_Input_UsesLastValidValue() { int[] periods = { 10, 20 }; var emaVector = new EmaVector(periods); emaVector.Update(new TValue(DateTime.UtcNow, 100.0)); emaVector.Update(new TValue(DateTime.UtcNow, 110.0)); var resultAfterNaN = emaVector.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 emaVector = new EmaVector(periods); emaVector.Update(new TValue(DateTime.UtcNow, 100.0)); emaVector.Update(new TValue(DateTime.UtcNow, 110.0)); var resultAfterPosInf = emaVector.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity)); foreach (var result in resultAfterPosInf) { Assert.True(double.IsFinite(result.Value)); } var resultAfterNegInf = emaVector.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 emaVector = new EmaVector(periods); emaVector.Update(new TValue(DateTime.UtcNow, 100.0)); emaVector.Update(new TValue(DateTime.UtcNow, 110.0)); emaVector.Update(new TValue(DateTime.UtcNow, 120.0)); var r1 = emaVector.Update(new TValue(DateTime.UtcNow, double.NaN)); var r2 = emaVector.Update(new TValue(DateTime.UtcNow, double.NaN)); var r3 = emaVector.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 emaVector = new EmaVector(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 = emaVector.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 emaVector = new EmaVector(periods); emaVector.Update(new TValue(DateTime.UtcNow, 100.0)); emaVector.Update(new TValue(DateTime.UtcNow, double.NaN)); emaVector.Reset(); var result = emaVector.Update(new TValue(DateTime.UtcNow, 50.0)); Assert.Equal(50.0, result[0].Value, 1e-9); } [Fact] public void NaN_Handling_MatchesSingleEma() { int[] periods = { 5, 10, 20 }; var emaVector = new EmaVector(periods); var emaSingles = periods.Select(p => new Ema(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 = emaVector.Update(tVal); for (int i = 0; i < periods.Length; i++) { var singleRes = emaSingles[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 emaVector = new EmaVector(periods); var result = emaVector.Update(new TValue(DateTime.UtcNow, 100.0)); Assert.Equal(result[0].Value, emaVector.Values[0].Value); Assert.Equal(result[1].Value, emaVector.Values[1].Value); } [Fact] public void Values_Property_UpdatesAfterCalculate() { int[] periods = { 5, 10 }; var emaVector = new EmaVector(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 = emaVector.Calculate(series); Assert.Equal(results[0].Last.Value, emaVector.Values[0].Value, 1e-9); Assert.Equal(results[1].Last.Value, emaVector.Values[1].Value, 1e-9); } }