using System; using System.Collections.Generic; using Xunit; namespace QuanTAlib.Tests; public class UsfTests { [Fact] public void BasicCalculation_DoesNotCrash() { var usf = new Usf(10); var gbm = new GBM(); var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { usf.Update(new TValue(bars[i].Time, bars[i].Close)); } Assert.True(double.IsFinite(usf.Last.Value)); } [Fact] public void IsNew_Consistency() { var usf = new Usf(10); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); // Feed first 99 for (int i = 0; i < 99; i++) { usf.Update(new TValue(bars[i].Time, bars[i].Close)); } // Update with 100th point (isNew=true) usf.Update(new TValue(bars[99].Time, bars[99].Close), true); // Update with modified 100th point (isNew=false) var val2 = usf.Update(new TValue(bars[99].Time, bars[99].Close + 1.0), false); // Create new instance and feed up to modified var usf_2 = new Usf(10); for (int i = 0; i < 99; i++) { usf_2.Update(new TValue(bars[i].Time, bars[i].Close)); } var val3 = usf_2.Update(new TValue(bars[99].Time, bars[99].Close + 1.0), true); Assert.Equal(val3.Value, val2.Value, 1e-9); } [Fact] public void Reset_Works() { var usf = new Usf(10); var gbm = new GBM(); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); for (int i = 0; i < bars.Count; i++) { usf.Update(new TValue(bars[i].Time, bars[i].Close)); } usf.Reset(); Assert.Equal(0, usf.Last.Value); Assert.False(usf.IsHot); // Feed again for (int i = 0; i < bars.Count; i++) { usf.Update(new TValue(bars[i].Time, bars[i].Close)); } Assert.True(double.IsFinite(usf.Last.Value)); } [Fact] public void TSeries_Update_Matches_Streaming() { var usf = new Usf(10); var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var streamingResults = new List(); for (int i = 0; i < series.Count; i++) { streamingResults.Add(usf.Update(series[i]).Value); } var usf_2 = new Usf(10); var seriesResults = usf_2.Update(series); Assert.Equal(streamingResults.Count, seriesResults.Count); for (int i = 0; i < seriesResults.Count; i++) { Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9); } } [Fact] public void BatchCalculate_Matches_Streaming() { var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var usf = new Usf(10); var streamingResults = new List(); for (int i = 0; i < series.Count; i++) { streamingResults.Add(usf.Update(series[i]).Value); } var batchResults = Usf.Calculate(series, 10).Results; Assert.Equal(streamingResults.Count, batchResults.Count); for (int i = 0; i < batchResults.Count; i++) { Assert.Equal(streamingResults[i], batchResults.Values[i], 1e-9); } } [Fact] public void BatchCalculateSpan_Matches_Streaming() { var gbm = new GBM(); var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var usf = new Usf(10); var streamingResults = new List(); for (int i = 0; i < series.Count; i++) { streamingResults.Add(usf.Update(series[i]).Value); } var spanResults = new double[series.Count]; Usf.Calculate(series.Values, spanResults, 10); for (int i = 0; i < spanResults.Length; i++) { Assert.Equal(streamingResults[i], spanResults[i], 1e-9); } } [Fact] public void Chainability_Works() { var usf = new Usf(10); var gbm = new GBM(); var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // Test TSeries chain var result = usf.Update(series); Assert.NotNull(result); Assert.IsType(result); // Test TValue chain var result2 = usf.Update(series[0]); Assert.IsType(result2); } [Fact] public void Constructor_InvalidParameters_ThrowsArgumentException() { Assert.Throws(() => new Usf(0)); Assert.Throws(() => new Usf(-1)); } }