namespace QuanTAlib.Tests; using Xunit; public class KaiserValidationTests { private static TSeries MakeSeries(int count = 500) { var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42); return gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)).Close; } private readonly TSeries _data = MakeSeries(); [Fact] public void Batch_Matches_Streaming() { int period = 14; double beta = 3.0; var streaming = new Kaiser(period, beta); var streamResults = new double[_data.Count]; for (int i = 0; i < _data.Count; i++) { streamResults[i] = streaming.Update(_data[i]).Value; } var batchResults = Kaiser.Batch(_data, period, beta); for (int i = 0; i < _data.Count; i++) { Assert.Equal(streamResults[i], batchResults[i].Value, 1e-9); } } [Fact] public void Span_Matches_Streaming() { int period = 14; double beta = 3.0; var streaming = new Kaiser(period, beta); var streamResults = new double[_data.Count]; for (int i = 0; i < _data.Count; i++) { streamResults[i] = streaming.Update(_data[i]).Value; } var spanOutput = new double[_data.Count]; Kaiser.Batch(_data.Values, spanOutput, period, beta); for (int i = 0; i < _data.Count; i++) { Assert.Equal(streamResults[i], spanOutput[i], 1e-9); } } [Theory] [InlineData(2)] [InlineData(7)] [InlineData(14)] [InlineData(50)] public void DifferentPeriods_ProduceValidResults(int period) { var kaiser = new Kaiser(period, 3.0); foreach (var tv in _data) { var result = kaiser.Update(tv); Assert.True(double.IsFinite(result.Value)); } Assert.True(kaiser.IsHot); } [Fact] public void ConstantInput_ConvergesToConstant() { var kaiser = new Kaiser(10, 3.0); for (int i = 0; i < 50; i++) { kaiser.Update(new TValue(DateTime.UtcNow, 42.0)); } Assert.Equal(42.0, kaiser.Last.Value, 1e-10); } [Fact] public void Calculate_ReturnsHotIndicator() { var (results, indicator) = Kaiser.Calculate(_data, 14, 3.0); Assert.True(indicator.IsHot); Assert.Equal(_data.Count, results.Count); } [Fact] public void BarCorrection_Consistency() { int period = 7; var kaiser = new Kaiser(period, 3.0); for (int i = 0; i < 20; i++) { kaiser.Update(new TValue(DateTime.UtcNow, 100.0 + i), isNew: true); } double original = kaiser.Last.Value; kaiser.Update(new TValue(DateTime.UtcNow, 999.0), isNew: false); kaiser.Update(new TValue(DateTime.UtcNow, 119.0), isNew: false); Assert.Equal(original, kaiser.Last.Value, 1e-10); } [Fact] public void SubsetStability() { int period = 10; double beta = 3.0; var src = MakeSeries(200); var full = new Kaiser(period, beta); for (int i = 0; i < src.Count; i++) { full.Update(src[i]); } var subset = new Kaiser(period, beta); for (int i = 0; i < src.Count; i++) { subset.Update(src[i]); } Assert.Equal(full.Last.Value, subset.Last.Value, 1e-10); } [Theory] [InlineData(0.0)] [InlineData(3.0)] [InlineData(5.65)] [InlineData(8.6)] public void DifferentBetas_ProduceValidResults(double beta) { var kaiser = new Kaiser(14, beta); foreach (var tv in _data) { var result = kaiser.Update(tv); Assert.True(double.IsFinite(result.Value)); } Assert.True(kaiser.IsHot); } }