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); // We can't check private fields directly, but we can check results after 1 step // Alpha = 2 / (P + 1) // P=10 -> A=2/11 // P=20 -> A=2/21 var res = emaVector.Update(new TValue(DateTime.Now, 100.0)); // First value should be 100.0 due to compensation Assert.Equal(100.0, res[0].Value, 1e-9); Assert.Equal(100.0, res[1].Value, 1e-9); } [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.Now; 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.Now; 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.Now; 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); // Batch calculation var batchRes = emaVectorBatch.Calculate(series); // Streaming calculation 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 Reset_ClearsState() { int[] periods = { 10 }; var emaVector = new EmaVector(periods); emaVector.Update(new TValue(DateTime.Now, 100.0)); emaVector.Reset(); // After reset, next calculation should treat it as first value (warmup) var res = emaVector.Update(new TValue(DateTime.Now, 200.0)); Assert.Equal(200.0, res[0].Value, 1e-9); } }