using Xunit; namespace QuanTAlib.Tests; public class JerkTests { [Fact] public void Properties_Accessible() { var jerk = new Jerk(); Assert.Equal(0, jerk.Last.Value); Assert.False(jerk.IsHot); Assert.Contains("Jerk", jerk.Name, StringComparison.Ordinal); Assert.Equal(4, jerk.WarmupPeriod); } [Fact] public void Calc_IsNew_False_UpdatesValue() { var jerk = new Jerk(); jerk.Update(new TValue(DateTime.UtcNow, 10)); jerk.Update(new TValue(DateTime.UtcNow, 20)); jerk.Update(new TValue(DateTime.UtcNow, 30)); jerk.Update(new TValue(DateTime.UtcNow, 40)); double valueBefore = jerk.Last.Value; // Update with isNew=false should change the result jerk.Update(new TValue(DateTime.UtcNow, 100), isNew: false); double valueAfter = jerk.Last.Value; Assert.NotEqual(valueBefore, valueAfter); } [Fact] public void NaN_Input_UsesLastValidValue() { var jerk = new Jerk(); jerk.Update(new TValue(DateTime.UtcNow, 10)); jerk.Update(new TValue(DateTime.UtcNow, 20)); jerk.Update(new TValue(DateTime.UtcNow, 30)); jerk.Update(new TValue(DateTime.UtcNow, 40)); var result = jerk.Update(new TValue(DateTime.UtcNow, double.NaN)); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Infinity_Input_UsesLastValidValue() { var jerk = new Jerk(); jerk.Update(new TValue(DateTime.UtcNow, 10)); jerk.Update(new TValue(DateTime.UtcNow, 20)); jerk.Update(new TValue(DateTime.UtcNow, 30)); jerk.Update(new TValue(DateTime.UtcNow, 40)); var resultPosInf = jerk.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity)); Assert.True(double.IsFinite(resultPosInf.Value)); var resultNegInf = jerk.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity)); Assert.True(double.IsFinite(resultNegInf.Value)); } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var jerk = new Jerk(); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); // Feed 10 new values TValue tenthInput = default; for (int i = 0; i < 10; i++) { var bar = gbm.Next(isNew: true); tenthInput = new TValue(bar.Time, bar.Close); jerk.Update(tenthInput, isNew: true); } // Remember state after 10 values double stateAfterTen = jerk.Last.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); jerk.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered 10th input again with isNew=false TValue finalResult = jerk.Update(tenthInput, isNew: false); // State should match the original state after 10 values Assert.Equal(stateAfterTen, finalResult.Value, 1e-9); } [Fact] public void SpanBatch_ValidatesInput() { double[] source = [1, 2, 3, 4, 5]; double[] wrongSizeOutput = new double[3]; // Output must be same length as source Assert.Throws(() => Jerk.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan())); } [Fact] public void AllModes_ProduceSameResult() { 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 (static span) var tValues = series.Values.ToArray(); var batchOutput = new double[tValues.Length]; Jerk.Calculate(tValues, batchOutput); double expected = batchOutput[^1]; // 2. Streaming Mode var streamingInd = new Jerk(); for (int i = 0; i < series.Count; i++) { streamingInd.Update(series[i]); } double streamingResult = streamingInd.Last.Value; // 3. TSeries Batch Mode var batchSeriesResult = Jerk.Calculate(series); double tseriesResult = batchSeriesResult.Last.Value; Assert.Equal(expected, streamingResult, precision: 9); Assert.Equal(expected, tseriesResult, precision: 9); } [Fact] public void Calculation_KnownValues() { // jerk[i] = source[i] - 3*source[i-1] + 3*source[i-2] - source[i-3] // Data: 10, 20, 35, 40, 42, 50 // jerk[0] = 0 (insufficient history) // jerk[1] = 0 (insufficient history) // jerk[2] = 0 (insufficient history) // jerk[3] = 40 - 3*35 + 3*20 - 10 = 40 - 105 + 60 - 10 = -15 // jerk[4] = 42 - 3*40 + 3*35 - 20 = 42 - 120 + 105 - 20 = 7 // jerk[5] = 50 - 3*42 + 3*40 - 35 = 50 - 126 + 120 - 35 = 9 double[] data = [10, 20, 35, 40, 42, 50]; double[] expected = [0, 0, 0, -15, 7, 9]; var jerk = new Jerk(); for (int i = 0; i < data.Length; i++) { var result = jerk.Update(new TValue(DateTime.UtcNow, data[i])); Assert.Equal(expected[i], result.Value, precision: 9); } } [Fact] public void IsHot_BecomesTrueAfterWarmup() { var jerk = new Jerk(); Assert.False(jerk.IsHot); jerk.Update(new TValue(DateTime.UtcNow, 10)); Assert.False(jerk.IsHot); jerk.Update(new TValue(DateTime.UtcNow, 20)); Assert.False(jerk.IsHot); jerk.Update(new TValue(DateTime.UtcNow, 30)); Assert.False(jerk.IsHot); jerk.Update(new TValue(DateTime.UtcNow, 40)); Assert.True(jerk.IsHot); } [Fact] public void Reset_ClearsState() { var jerk = new Jerk(); for (int i = 0; i < 10; i++) { jerk.Update(new TValue(DateTime.UtcNow, i)); } Assert.True(jerk.IsHot); jerk.Reset(); Assert.False(jerk.IsHot); Assert.Equal(0, jerk.Last.Value); } [Fact] public void Batch_Matches_Iterative() { int count = 1000; var data = new double[count]; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); for (int i = 0; i < count; i++) { data[i] = gbm.Next().Close; } // Iterative var jerk = new Jerk(); var iterativeResults = new double[count]; for (int i = 0; i < count; i++) { jerk.Update(new TValue(DateTime.UtcNow, data[i])); iterativeResults[i] = jerk.Last.Value; } // Batch var batchResults = new double[count]; Jerk.Calculate(data, batchResults); // Compare for (int i = 0; i < count; i++) { Assert.Equal(iterativeResults[i], batchResults[i], precision: 9); } } [Fact] public void Update_TSeries_Matches_Iterative() { int count = 1000; var data = new TSeries(); var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); for (int i = 0; i < count; i++) { var bar = gbm.Next(); data.Add(new TValue(bar.Time, bar.Close)); } // Iterative var jerk = new Jerk(); var iterativeResults = new double[count]; for (int i = 0; i < count; i++) { jerk.Update(data[i]); iterativeResults[i] = jerk.Last.Value; } // TSeries Batch var jerkBatch = new Jerk(); var batchSeries = jerkBatch.Update(data); // Compare for (int i = 0; i < count; i++) { Assert.Equal(iterativeResults[i], batchSeries[i].Value, precision: 9); } } [Fact] public void EventSubscription_Works() { var source = new TSeries(); var jerk = new Jerk(source); source.Add(new TValue(DateTime.UtcNow, 10)); source.Add(new TValue(DateTime.UtcNow, 20)); source.Add(new TValue(DateTime.UtcNow, 35)); source.Add(new TValue(DateTime.UtcNow, 40)); Assert.True(jerk.IsHot); // jerk = 40 - 3*35 + 3*20 - 10 = 40 - 105 + 60 - 10 = -15 Assert.Equal(-15, jerk.Last.Value); } [Fact] public void DerivativeChain_MatchesDirectCalculation() { // Jerk should equal Accel of Slope // Also: Jerk[i] = Accel[i] - Accel[i-1] var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 456); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // Direct Jerk calculation var jerk = new Jerk(); var jerkResults = new double[series.Count]; for (int i = 0; i < series.Count; i++) { jerk.Update(series[i]); jerkResults[i] = jerk.Last.Value; } // Chain: Slope -> Accel (should match Jerk after accounting for warmup) var slope = new Slope(); var accel = new Accel(); var chainResults = new double[series.Count]; for (int i = 0; i < series.Count; i++) { var slopeVal = slope.Update(series[i]); var accelOfSlope = accel.Update(slopeVal); chainResults[i] = accelOfSlope.Value; } // Compare from index 3 onwards (when both have sufficient warmup) for (int i = 3; i < series.Count; i++) { Assert.Equal(jerkResults[i], chainResults[i], precision: 9); } } }