using Xunit; namespace QuanTAlib.Tests; #pragma warning disable S2245 // Random is acceptable for simulation/testing purposes public class DemaTests { [Fact] public void Dema_Matches_ManualCalculation() { // Arrange int period = 10; var dema = new Dema(period); var ema1 = new Ema(period); var ema2 = new Ema(period); var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); // Act & Assert for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); var tVal = new TValue(bar.Time, bar.Close); var dVal = dema.Update(tVal); var e1Val = ema1.Update(tVal); var e2Val = ema2.Update(e1Val); double expected = 2 * e1Val.Value - e2Val.Value; Assert.Equal(expected, dVal.Value, 1e-9); } } [Fact] public void StaticCalculate_Matches_ObjectUpdate() { // Arrange int period = 10; var source = new TSeries(); var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); source.Add(new TValue(bar.Time, bar.Close)); } // Act var demaSeries = Dema.Calculate(source, period); var demaObj = new Dema(period); // Assert for (int i = 0; i < source.Count; i++) { var val = demaObj.Update(source[i]); Assert.Equal(val.Value, demaSeries[i].Value, 1e-9); } } [Fact] public void ZeroAllocCalculate_Matches_ObjectUpdate() { // Arrange int period = 10; int count = 100; var source = new double[count]; var output = new double[count]; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); for (int i = 0; i < count; i++) { source[i] = gbm.Next().Close; } // Act Dema.Calculate(source, output, period); var demaObj = new Dema(period); // Assert for (int i = 0; i < count; i++) { var val = demaObj.Update(new TValue(DateTime.UtcNow, source[i])); Assert.Equal(val.Value, output[i], 1e-9); } } [Fact] public void Alpha_Constructor_Matches_Period_Constructor() { // Arrange int period = 10; double alpha = 2.0 / (period + 1); var demaPeriod = new Dema(period); var demaAlpha = new Dema(alpha); var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); // Act & Assert for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); var tVal = new TValue(bar.Time, bar.Close); var pVal = demaPeriod.Update(tVal); var aVal = demaAlpha.Update(tVal); Assert.Equal(pVal.Value, aVal.Value, 1e-9); } } [Fact] public void Alpha_Constructor_Sets_WarmupPeriod() { int period = 10; double alpha = 2.0 / (period + 1); var dema = new Dema(alpha); Assert.Equal(period, dema.WarmupPeriod); } [Fact] public void StaticCalculate_Alpha_Matches_ObjectUpdate() { // Arrange double alpha = 0.15; var source = new TSeries(); var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); source.Add(new TValue(bar.Time, bar.Close)); } // Act var demaSeries = Dema.Calculate(source, alpha); var demaObj = new Dema(alpha); // Assert for (int i = 0; i < source.Count; i++) { var val = demaObj.Update(source[i]); Assert.Equal(val.Value, demaSeries[i].Value, 1e-9); } } [Fact] public void ZeroAllocCalculate_Alpha_Matches_ObjectUpdate() { // Arrange double alpha = 0.15; int count = 100; var source = new double[count]; var output = new double[count]; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); for (int i = 0; i < count; i++) { source[i] = gbm.Next().Close; } // Act Dema.Calculate(source, output, alpha); var demaObj = new Dema(alpha); // Assert for (int i = 0; i < count; i++) { var val = demaObj.Update(new TValue(DateTime.UtcNow, source[i])); Assert.Equal(val.Value, output[i], 1e-9); } } [Fact] public void Dema_Constructor_ValidatesInput() { Assert.Throws(() => new Dema(0)); Assert.Throws(() => new Dema(-1)); Assert.Throws(() => new Dema(0.0)); Assert.Throws(() => new Dema(1.1)); } [Fact] public void Dema_Calc_IsNew_AcceptsParameter() { var dema = new Dema(10); dema.Update(new TValue(DateTime.UtcNow, 100), isNew: true); Assert.Equal(100, dema.Last.Value); } [Fact] public void Dema_Reset_ClearsState() { var dema = new Dema(10); dema.Update(new TValue(DateTime.UtcNow, 100)); dema.Update(new TValue(DateTime.UtcNow, 110)); dema.Reset(); Assert.Equal(0, dema.Last.Value); Assert.False(dema.IsHot); } [Fact] public void Dema_IterativeCorrections_RestoreToOriginalState() { var dema = new Dema(10); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // 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); dema.Update(tenthInput, isNew: true); } // Remember state after 10 values double valueAfterTen = dema.Last.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); dema.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered 10th input again with isNew=false TValue finalValue = dema.Update(tenthInput, isNew: false); // Should match the original state after 10 values Assert.Equal(valueAfterTen, finalValue.Value, 1e-9); } [Fact] public void Dema_NaN_Input_UsesLastValidValue() { var dema = new Dema(10); dema.Update(new TValue(DateTime.UtcNow, 100)); dema.Update(new TValue(DateTime.UtcNow, 110)); var resultAfterNaN = dema.Update(new TValue(DateTime.UtcNow, double.NaN)); Assert.True(double.IsFinite(resultAfterNaN.Value)); Assert.NotEqual(0, resultAfterNaN.Value); } [Fact] public void Dema_SpanCalc_ValidatesInput() { double[] source = [1, 2, 3, 4, 5]; double[] output = new double[5]; double[] wrongSizeOutput = new double[3]; Assert.Throws(() => Dema.Calculate(source.AsSpan(), output.AsSpan(), 0)); Assert.Throws(() => Dema.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan(), 3)); } [Fact] public void Dema_SpanCalc_HandlesNaN() { double[] source = [100, 110, double.NaN, 120, 130]; double[] output = new double[5]; Dema.Calculate(source.AsSpan(), output.AsSpan(), 3); foreach (var val in output) { Assert.True(double.IsFinite(val)); } } [Fact] public void Dema_AllModes_ProduceSameResult() { // Arrange int period = 10; 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 var batchSeries = Dema.Calculate(series, period); double expected = batchSeries.Last.Value; // 2. Span Mode var tValues = series.Values.ToArray(); var spanInput = new ReadOnlySpan(tValues); var spanOutput = new double[tValues.Length]; Dema.Calculate(spanInput, spanOutput, period); double spanResult = spanOutput[^1]; // 3. Streaming Mode var streamingInd = new Dema(period); for (int i = 0; i < series.Count; i++) { streamingInd.Update(series[i]); } double streamingResult = streamingInd.Last.Value; // 4. Eventing Mode var pubSource = new TSeries(); var eventingInd = new Dema(pubSource, period); for (int i = 0; i < series.Count; i++) { pubSource.Add(series[i]); } double eventingResult = eventingInd.Last.Value; // Assert Assert.Equal(expected, spanResult, precision: 9); Assert.Equal(expected, streamingResult, precision: 9); Assert.Equal(expected, eventingResult, precision: 9); } [Fact] public void StaticCalculate_HandlesInitialNaN_Correctly() { double[] source = { double.NaN, double.NaN, 10.0, 11.0, 12.0 }; double[] output = new double[source.Length]; Dema.Calculate(source, output, 3); // We expect the first two outputs to be NaN because the input was NaN Assert.True(double.IsNaN(output[0]), $"Output[0] should be NaN, but was {output[0]}"); Assert.True(double.IsNaN(output[1]), $"Output[1] should be NaN, but was {output[1]}"); // The first valid value is 10.0. Assert.Equal(10.0, output[2], 1e-9); } }