namespace QuanTAlib.Tests; public class HmaTests { [Fact] public void Hma_Constructor_ValidatesInput() { Assert.Throws(() => new Hma(0)); Assert.Throws(() => new Hma(1)); // HMA requires period > 1 for sqrt(period) >= 1 var hma = new Hma(10); Assert.NotNull(hma); } [Fact] public void Hma_Calc_ReturnsValue() { var hma = new Hma(10); TValue result = hma.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(result.Value > 0); } [Fact] public void Hma_IsHot_BecomesTrue() { var hma = new Hma(9); // sqrt(9) = 3 // Full WMA needs 9 // Half WMA needs 4 // Sqrt WMA needs 3 // Pipeline: // 1. Full/Half produce valid values immediately (but with warmup ramp) // 2. Sqrt consumes them. // IsHot is defined as Full.IsHot && Sqrt.IsHot. // Full becomes hot after 9 updates. // Sqrt becomes hot after 3 updates. // So HMA should be hot after 9 + 3 - 1 = 11 updates. for (int i = 0; i < 10; i++) { hma.Update(new TValue(DateTime.UtcNow, 100)); Assert.False(hma.IsHot); } hma.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(hma.IsHot); } [Fact] public void Hma_StreamingMatchesBatch() { var hmaStreaming = new Hma(14); var hmaBatch = new Hma(14); var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42); var series = new TSeries(); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(bar.Time, bar.Close); } Assert.Equal(100, series.Count); // Streaming var streamingResults = new TSeries(); Assert.True(series.Count > 0); foreach (var item in series) { streamingResults.Add(hmaStreaming.Update(item)); } // Batch var batchResults = hmaBatch.Update(series); Assert.Equal(streamingResults.Count, batchResults.Count); for (int i = 0; i < series.Count; i++) { Assert.Equal(streamingResults[i].Value, batchResults[i].Value, 1e-9); } } [Fact] public void Hma_StaticCalculate_MatchesInstance() { var series = new TSeries(); var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(bar.Time, bar.Close); } var instanceResults = new Hma(14).Update(series); var staticResults = Hma.Batch(series, 14); for (int i = 0; i < instanceResults.Count; i++) { Assert.Equal(instanceResults[i].Value, staticResults[i].Value, 1e-9); } } [Fact] public void Hma_SpanCalculate_MatchesSeries() { var series = new TSeries(); var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(bar.Time, bar.Close); } var seriesResults = Hma.Batch(series, 14); double[] input = series.Values.ToArray(); double[] output = new double[input.Length]; Hma.Calculate(input.AsSpan(), output.AsSpan(), 14); for (int i = 0; i < input.Length; i++) { Assert.Equal(seriesResults[i].Value, output[i], 1e-9); } } [Fact] public void Hma_Update_IsNewFalse_CorrectsValue() { var hma = new Hma(10); var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42); // Feed initial data for (int i = 0; i < 20; i++) { var bar = gbm.Next(isNew: true); hma.Update(new TValue(bar.Time, bar.Close), isNew: true); } // Update with isNew=false (correction) var newBar = gbm.Next(isNew: true); // Generate a new value hma.Update(new TValue(newBar.Time, newBar.Close), isNew: true); // Commit it double valueAfterCommit = hma.Last.Value; // Now update the SAME bar with a different value hma.Update(new TValue(newBar.Time, newBar.Close + 10.0), isNew: false); double valueAfterCorrection = hma.Last.Value; Assert.NotEqual(valueAfterCommit, valueAfterCorrection); // Now restore original value hma.Update(new TValue(newBar.Time, newBar.Close), isNew: false); Assert.Equal(valueAfterCommit, hma.Last.Value, 1e-9); } [Fact] public void Hma_Reset_ClearsState() { var hma = new Hma(10); hma.Update(new TValue(DateTime.UtcNow, 100)); hma.Update(new TValue(DateTime.UtcNow, 110)); hma.Reset(); Assert.Equal(0, hma.Last.Value); Assert.False(hma.IsHot); } [Fact] public void Hma_IterativeCorrections_RestoreToOriginalState() { var hma = new Hma(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); hma.Update(tenthInput, isNew: true); } // Remember state after 10 values double valueAfterTen = hma.Last.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); hma.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered 10th input again with isNew=false TValue finalValue = hma.Update(tenthInput, isNew: false); // Should match the original state after 10 values Assert.Equal(valueAfterTen, finalValue.Value, 1e-9); } [Fact] public void Hma_NaN_Input_UsesLastValidValue() { var hma = new Hma(5); hma.Update(new TValue(DateTime.UtcNow, 100)); hma.Update(new TValue(DateTime.UtcNow, 110)); var resultAfterNaN = hma.Update(new TValue(DateTime.UtcNow, double.NaN)); Assert.True(double.IsFinite(resultAfterNaN.Value)); Assert.NotEqual(0, resultAfterNaN.Value); } [Fact] public void Hma_SpanCalc_ValidatesInput() { double[] source = [1, 2, 3, 4, 5]; double[] output = new double[5]; double[] wrongSizeOutput = new double[3]; Assert.Throws(() => Hma.Calculate(source.AsSpan(), output.AsSpan(), 0)); Assert.Throws(() => Hma.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan(), 3)); } [Fact] public void Hma_SpanCalc_HandlesNaN() { double[] source = [100, 110, double.NaN, 120, 130]; double[] output = new double[5]; Hma.Calculate(source.AsSpan(), output.AsSpan(), 3); foreach (var val in output) { Assert.True(double.IsFinite(val)); } } [Fact] public void Hma_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 = Hma.Batch(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]; Hma.Calculate(spanInput, spanOutput, period); double spanResult = spanOutput[^1]; // 3. Streaming Mode var streamingInd = new Hma(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 Hma(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); } }