namespace QuanTAlib.Tests; #pragma warning disable S2245 // Random is acceptable for simulation/testing purposes public class BesselTests { [Fact] public void Bessel_Constructor_Length_ValidatesInput() { Assert.Throws(() => new Bessel(0)); Assert.Throws(() => new Bessel(-1)); var bessel = new Bessel(14); Assert.NotNull(bessel); } [Fact] public void Bessel_Calc_ReturnsValue() { var bessel = new Bessel(14); Assert.Equal(0, bessel.Last.Value); TValue result = bessel.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(double.IsFinite(result.Value)); Assert.Equal(result.Value, bessel.Last.Value); } [Fact] public void Bessel_Calc_IsNew_AcceptsParameter() { var bessel = new Bessel(14); bessel.Update(new TValue(DateTime.UtcNow, 100), isNew: true); double value1 = bessel.Last.Value; bessel.Update(new TValue(DateTime.UtcNow, 105), isNew: true); double value2 = bessel.Last.Value; // Values should change with new bars Assert.NotEqual(value1, value2); } [Fact] public void Bessel_Calc_IsNew_False_UpdatesValue() { var bessel = new Bessel(14); bessel.Update(new TValue(DateTime.UtcNow, 100)); bessel.Update(new TValue(DateTime.UtcNow, 110), isNew: true); double beforeUpdate = bessel.Last.Value; bessel.Update(new TValue(DateTime.UtcNow, 120), isNew: false); double afterUpdate = bessel.Last.Value; // Update should change the value Assert.NotEqual(beforeUpdate, afterUpdate); } [Fact] public void Bessel_Reset_ClearsState() { var bessel = new Bessel(14); bessel.Update(new TValue(DateTime.UtcNow, 100)); bessel.Update(new TValue(DateTime.UtcNow, 105)); double valueBefore = bessel.Last.Value; bessel.Reset(); Assert.Equal(0, bessel.Last.Value); // After reset, should accept new values bessel.Update(new TValue(DateTime.UtcNow, 50)); Assert.NotEqual(0, bessel.Last.Value); Assert.NotEqual(valueBefore, bessel.Last.Value); } [Fact] public void Bessel_Properties_Accessible() { var bessel = new Bessel(14); Assert.Equal(0, bessel.Last.Value); Assert.False(bessel.IsHot); bessel.Update(new TValue(DateTime.UtcNow, 100)); Assert.NotEqual(0, bessel.Last.Value); } [Fact] public void Bessel_IsHot_BecomesTrueAfterWarmup() { int length = 14; var bessel = new Bessel(length); // Initially IsHot should be false Assert.False(bessel.IsHot); int steps = 0; while (!bessel.IsHot && steps < 1000) { bessel.Update(new TValue(DateTime.UtcNow, 100)); steps++; } Assert.True(bessel.IsHot); Assert.True(steps > 0); Assert.Equal(length, steps); // WarmupPeriod is length } [Fact] public void Bessel_IterativeCorrections_RestoreToOriginalState() { var bessel = new Bessel(14); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // Feed 14 new values TValue lastInput = default; for (int i = 0; i < 14; i++) { var bar = gbm.Next(isNew: true); lastInput = new TValue(bar.Time, bar.Close); bessel.Update(lastInput, isNew: true); } double valueAfterWarmup = bessel.Last.Value; // Generate corrections with isNew=false (different values) for (int i = 0; i < 13; i++) { var bar = gbm.Next(isNew: false); bessel.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered last input again with isNew=false TValue finalValue = bessel.Update(lastInput, isNew: false); Assert.Equal(valueAfterWarmup, finalValue.Value, 1e-10); } [Fact] public void Bessel_BatchCalc_MatchesIterativeCalc() { var besselIterative = new Bessel(14); var besselBatch = new Bessel(14); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); var series = new TSeries(); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); series.Add(bar.Time, bar.Close); } Assert.True(series.Count > 0); var iterativeResults = new TSeries(); foreach (var item in series) { iterativeResults.Add(besselIterative.Update(item)); } var batchResults = besselBatch.Update(series); Assert.Equal(iterativeResults.Count, batchResults.Count); for (int i = 0; i < iterativeResults.Count; i++) { Assert.Equal(iterativeResults[i].Value, batchResults[i].Value, 1e-10); Assert.Equal(iterativeResults[i].Time, batchResults[i].Time); } } [Fact] public void Bessel_NaN_Input_UsesLastValidValue() { var bessel = new Bessel(14); bessel.Update(new TValue(DateTime.UtcNow, 100)); bessel.Update(new TValue(DateTime.UtcNow, 110)); var resultAfterNaN = bessel.Update(new TValue(DateTime.UtcNow, double.NaN)); Assert.True(double.IsFinite(resultAfterNaN.Value)); Assert.NotEqual(0, resultAfterNaN.Value); } [Fact] public void Bessel_Infinity_Input_UsesLastValidValue() { var bessel = new Bessel(14); bessel.Update(new TValue(DateTime.UtcNow, 100)); bessel.Update(new TValue(DateTime.UtcNow, 110)); var resultAfterPosInf = bessel.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity)); Assert.True(double.IsFinite(resultAfterPosInf.Value)); var resultAfterNegInf = bessel.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity)); Assert.True(double.IsFinite(resultAfterNegInf.Value)); } [Fact] public void Bessel_SpanBatch_MatchesTSeriesBatch() { var series = new TSeries(); double[] source = new double[100]; double[] output = new double[100]; var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42); for (int i = 0; i < 100; i++) { var bar = gbm.Next(isNew: true); source[i] = bar.Close; series.Add(bar.Time, bar.Close); } var tseriesResult = Bessel.Calculate(series, 14).Results; Bessel.Calculate(source.AsSpan(), output.AsSpan(), 14); for (int i = 0; i < 100; i++) { Assert.Equal(tseriesResult[i].Value, output[i], 1e-9); } } [Fact] public void Bessel_AllModes_ProduceSameResult() { int length = 14; 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 = Bessel.Calculate(series, length).Results; double expected = batchSeries.Last.Value; // 2. Span Mode var tValues = series.Values.ToArray(); var spanInput = new ReadOnlySpan(tValues); var spanOutput = new double[tValues.Length]; Bessel.Calculate(spanInput, spanOutput, length); double spanResult = spanOutput[^1]; // 3. Streaming Mode var streamingInd = new Bessel(length); 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 Bessel(pubSource, length); for (int i = 0; i < series.Count; i++) { pubSource.Add(series[i]); } double eventingResult = eventingInd.Last.Value; Assert.Equal(expected, spanResult, precision: 9); Assert.Equal(expected, streamingResult, precision: 9); Assert.Equal(expected, eventingResult, precision: 9); } }