using Xunit; using System.Security.Cryptography; namespace QuanTAlib.Tests; public class UpdateTests { private readonly RandomNumberGenerator rng = RandomNumberGenerator.Create(); private const int RandomUpdates = 100; private const double ReferenceValue = 100.0; private const int precision = 8; private double GetRandomDouble() { byte[] bytes = new byte[8]; rng.GetBytes(bytes); return ((double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue * 200) - 100; // Range: -100 to 100 } [Fact] public void Huberloss_Update() { var indicator = new Huber(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Mae_Update() { var indicator = new Mae(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Mapd_Update() { var indicator = new Mapd(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Mape_Update() { var indicator = new Mape(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Mase_Update() { var indicator = new Mase(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Mda_Update() { var indicator = new Mda(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Me_Update() { var indicator = new Me(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Mpe_Update() { var indicator = new Mpe(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Mse_Update() { var indicator = new Mse(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Msle_Update() { var indicator = new Msle(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Rae_Update() { var indicator = new Rae(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Rmse_Update() { var indicator = new Rmse(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Rmsle_Update() { var indicator = new Rmsle(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Rse_Update() { var indicator = new Rse(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Smape_Update() { var indicator = new Smape(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } [Fact] public void Rsquared_Update() { var indicator = new Rsquared(period: 14); double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true)); for (int i = 0; i < RandomUpdates; i++) { indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false)); } double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false)); Assert.Equal(initialValue, finalValue, precision); } }