using System; using Xunit; namespace QuanTAlib; public class RsxTests { private readonly GBM _gbm; public RsxTests() { _gbm = new GBM(); } [Fact] public void Constructor_InvalidPeriod_ThrowsArgumentException() { Assert.Throws(() => new Rsx(0)); Assert.Throws(() => new Rsx(-1)); } [Fact] public void BasicCalculation_DoesNotCrash() { var rsx = new Rsx(14); var result = rsx.Update(new TValue(DateTime.UtcNow, 100)); Assert.InRange(result.Value, 0, 100); } [Fact] public void Update_NaN_UsesLastValidValue() { var rsx = new Rsx(14); rsx.Update(new TValue(DateTime.UtcNow, 100)); var result = rsx.Update(new TValue(DateTime.UtcNow, double.NaN)); // Should not be NaN Assert.False(double.IsNaN(result.Value)); Assert.InRange(result.Value, 0, 100); } [Fact] public void IsNew_Consistency() { var rsx = new Rsx(14); var time = DateTime.UtcNow; // Update with isNew=true var val1 = rsx.Update(new TValue(time, 100), true); // Update with isNew=false (same time, different value) rsx.Update(new TValue(time, 105), false); // Update with isNew=false (same time, original value) - should match val1 if state rollback works var val3 = rsx.Update(new TValue(time, 100), false); Assert.Equal(val1.Value, val3.Value, 1e-9); } [Fact] public void StaticBatch_Matches_Streaming() { int period = 14; int count = 100; var bars = _gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var rsx = new Rsx(period); var streamingResults = new List(); for (int i = 0; i < count; i++) { streamingResults.Add(rsx.Update(new TValue(series.Times[i], series.Values[i])).Value); } var staticResults = Rsx.Batch(series, period); Assert.Equal(streamingResults.Count, staticResults.Count); for (int i = 0; i < count; i++) { Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9); } } [Fact] public void SpanBatch_Matches_Streaming() { int period = 14; int count = 100; var bars = _gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var rsx = new Rsx(period); var streamingResults = new List(); for (int i = 0; i < count; i++) { streamingResults.Add(rsx.Update(new TValue(series.Times[i], series.Values[i])).Value); } var spanInput = series.Values.ToArray(); var spanOutput = new double[count]; Rsx.Batch(spanInput, spanOutput, period); for (int i = 0; i < count; i++) { Assert.Equal(streamingResults[i], spanOutput[i], 1e-9); } } [Fact] public void Reset_Works() { var rsx = new Rsx(14); rsx.Update(new TValue(DateTime.UtcNow, 100)); rsx.Reset(); // After reset, it should behave like a new instance var val1 = rsx.Update(new TValue(DateTime.UtcNow, 100)); Assert.Equal(50.0, val1.Value); // Neutral start } [Fact] public void Chainability_Works() { var rsx = new Rsx(14); var rsx2 = new Rsx(rsx, 14); var result = rsx2.Update(new TValue(DateTime.UtcNow, 100)); Assert.False(double.IsNaN(result.Value)); } }