using Xunit; namespace QuanTAlib.Tests; public class LogtransTests { private const double Tolerance = 1e-10; [Fact] public void Constructor_SetsProperties() { var indicator = new Logtrans(); Assert.Equal("Logtrans", indicator.Name); Assert.Equal(0, indicator.WarmupPeriod); Assert.True(indicator.IsHot); // Always hot (no warmup) } [Fact] public void Update_ReturnsNaturalLog() { var indicator = new Logtrans(); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 1.0)); Assert.Equal(0.0, indicator.Last.Value, Tolerance); // ln(1) = 0 indicator.Update(new TValue(time.AddMinutes(1), Math.E)); Assert.Equal(1.0, indicator.Last.Value, Tolerance); // ln(e) = 1 indicator.Update(new TValue(time.AddMinutes(2), Math.E * Math.E)); Assert.Equal(2.0, indicator.Last.Value, Tolerance); // ln(e^2) = 2 indicator.Update(new TValue(time.AddMinutes(3), 10.0)); Assert.Equal(Math.Log(10.0), indicator.Last.Value, Tolerance); } [Fact] public void Update_KnownValues() { var indicator = new Logtrans(); var time = DateTime.UtcNow; // ln(100) ≈ 4.605 indicator.Update(new TValue(time, 100.0)); Assert.Equal(Math.Log(100.0), indicator.Last.Value, Tolerance); // ln(0.5) ≈ -0.693 indicator.Update(new TValue(time.AddMinutes(1), 0.5)); Assert.Equal(Math.Log(0.5), indicator.Last.Value, Tolerance); } [Fact] public void Update_IsNewFalse_CorrectsPreviousValue() { var indicator = new Logtrans(); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 10.0)); indicator.Update(new TValue(time.AddMinutes(1), 20.0)); Assert.Equal(Math.Log(20.0), indicator.Last.Value, Tolerance); // Correct last value indicator.Update(new TValue(time.AddMinutes(1), 100.0), isNew: false); Assert.Equal(Math.Log(100.0), indicator.Last.Value, Tolerance); } [Fact] public void Update_IterativeCorrection_RestoresState() { var indicator = new Logtrans(); var time = DateTime.UtcNow; double[] values = { 5.0, 10.0, 8.0, 12.0, 7.0, 15.0, 11.0 }; // Process all values foreach (var v in values) { indicator.Update(new TValue(time, v)); time = time.AddMinutes(1); } double finalResult = indicator.Last.Value; // Reset and process with corrections indicator.Reset(); time = DateTime.UtcNow; foreach (var v in values) { // Submit wrong value first indicator.Update(new TValue(time, 1.0)); // Correct it indicator.Update(new TValue(time, v), isNew: false); time = time.AddMinutes(1); } Assert.Equal(finalResult, indicator.Last.Value, Tolerance); } [Fact] public void Update_NaN_UsesLastValidValue() { var indicator = new Logtrans(); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 10.0)); double beforeNaN = indicator.Last.Value; indicator.Update(new TValue(time.AddMinutes(1), double.NaN)); Assert.Equal(beforeNaN, indicator.Last.Value, Tolerance); } [Fact] public void Update_Infinity_UsesLastValidValue() { var indicator = new Logtrans(); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 15.0)); double beforeInf = indicator.Last.Value; indicator.Update(new TValue(time.AddMinutes(1), double.PositiveInfinity)); Assert.Equal(beforeInf, indicator.Last.Value, Tolerance); } [Fact] public void Update_NonPositive_UsesLastValidValue() { var indicator = new Logtrans(); var time = DateTime.UtcNow; indicator.Update(new TValue(time, 10.0)); double beforeZero = indicator.Last.Value; // Zero indicator.Update(new TValue(time.AddMinutes(1), 0.0)); Assert.Equal(beforeZero, indicator.Last.Value, Tolerance); // Negative indicator.Update(new TValue(time.AddMinutes(2), -5.0)); Assert.Equal(beforeZero, indicator.Last.Value, Tolerance); } [Fact] public void Reset_ClearsState() { var indicator = new Logtrans(); var time = DateTime.UtcNow; for (int i = 1; i <= 10; i++) { indicator.Update(new TValue(time.AddMinutes(i), i * 2.0)); } Assert.True(indicator.IsHot); indicator.Reset(); Assert.True(indicator.IsHot); // Still hot (no warmup) Assert.Equal(default, indicator.Last); } [Fact] public void Pub_EventFires() { var indicator = new Logtrans(); int eventCount = 0; indicator.Pub += (object? sender, in TValueEventArgs args) => eventCount++; indicator.Update(new TValue(DateTime.UtcNow, 10.0)); Assert.Equal(1, eventCount); } [Fact] public void Chaining_Constructor_Works() { var source = new TSeries(); var indicator = new Logtrans(source); source.Add(new TValue(DateTime.UtcNow, Math.E), true); Assert.Equal(1.0, indicator.Last.Value, Tolerance); source.Add(new TValue(DateTime.UtcNow.AddMinutes(1), Math.E * Math.E), true); Assert.Equal(2.0, indicator.Last.Value, Tolerance); } [Fact] public void Calculate_TSeries_MatchesStreaming() { int count = 50; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 20000); var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var source = bars.Close; // Streaming var streaming = new Logtrans(); var streamingResults = new List(); for (int i = 0; i < source.Count; i++) { streaming.Update(source[i]); streamingResults.Add(streaming.Last.Value); } // Batch var batch = Logtrans.Batch(source); // Compare all values for (int i = 0; i < source.Count; i++) { Assert.Equal(streamingResults[i], batch[i].Value, Tolerance); } } [Fact] public void Calculate_Span_MatchesTSeries() { int count = 50; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 20001); var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var source = bars.Close; // TSeries batch var batchResult = Logtrans.Batch(source); // Span calculation var values = source.Values.ToArray(); var output = new double[count]; Logtrans.Batch(values, output); for (int i = 0; i < source.Count; i++) { Assert.Equal(batchResult[i].Value, output[i], Tolerance); } } [Fact] public void Calculate_Span_ValidatesArguments() { Assert.Throws(() => { Span output = stackalloc double[10]; Logtrans.Batch(ReadOnlySpan.Empty, output); }); Assert.Throws(() => { ReadOnlySpan source = stackalloc double[10]; Span output = stackalloc double[5]; Logtrans.Batch(source, output); }); } [Fact] public void LogtransExptransInverse_ReturnsOriginal() { var logtrans = new Logtrans(); var time = DateTime.UtcNow; double original = 42.0; logtrans.Update(new TValue(time, original)); double logtransResult = logtrans.Last.Value; // exp(logtrans(x)) should equal x Assert.Equal(original, Math.Exp(logtransResult), Tolerance); } }