namespace QuanTAlib.Tests; public class AfirmaTests { [Fact] public void Afirma_Constructor_ValidatesInput() { Assert.Throws(() => new Afirma(0)); Assert.Throws(() => new Afirma(-1)); var afirma = new Afirma(10); Assert.NotNull(afirma); } [Fact] public void Afirma_Constructor_AcceptsValidParameters() { var afirma1 = new Afirma(1); Assert.NotNull(afirma1); var afirma2 = new Afirma(10, Afirma.WindowType.Blackman); Assert.NotNull(afirma2); var afirma3 = new Afirma(5, Afirma.WindowType.Rectangular); Assert.NotNull(afirma3); var afirma4 = new Afirma(10, Afirma.WindowType.BlackmanHarris, leastSquares: true); Assert.NotNull(afirma4); } [Fact] public void Afirma_Calc_ReturnsValue() { var afirma = new Afirma(10); Assert.Equal(0, afirma.Last.Value); TValue result = afirma.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(result.Value > 0); Assert.Equal(result.Value, afirma.Last.Value); } [Fact] public void Afirma_FirstValue_ReturnsValue() { var afirma = new Afirma(10); TValue result = afirma.Update(new TValue(DateTime.UtcNow, 100)); // First value should be based on the single input Assert.True(double.IsFinite(result.Value)); Assert.True(result.Value > 0); } [Fact] public void Afirma_LeastSquares_AffectsResult() { // Generate trend data where LS regression should differ from raw window var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.01, seed: 42); var data = new List(); for (int i = 0; i < 20; i++) { var bar = gbm.Next(isNew: true); data.Add(new TValue(bar.Time, bar.Close)); } var afirmaDefault = new Afirma(10, Afirma.WindowType.BlackmanHarris, leastSquares: false); var afirmaLS = new Afirma(10, Afirma.WindowType.BlackmanHarris, leastSquares: true); double lastDefault = 0; double lastLS = 0; foreach (var item in data) { lastDefault = afirmaDefault.Update(item).Value; lastLS = afirmaLS.Update(item).Value; } // They should be different Assert.NotEqual(lastDefault, lastLS, 1e-6); Assert.True(double.IsFinite(lastLS)); } [Fact] public void Afirma_LeastSquares_HandlesNaN() { var afirma = new Afirma(10, Afirma.WindowType.BlackmanHarris, leastSquares: true); afirma.Update(new TValue(DateTime.UtcNow, 100)); afirma.Update(new TValue(DateTime.UtcNow, 110)); // Feed NaN - should handle gracefully (typically carries forward last valid or handles via regression on existing points) var result = afirma.Update(new TValue(DateTime.UtcNow, double.NaN)); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Afirma_Calc_IsNew_AcceptsParameter() { var afirma = new Afirma(10); afirma.Update(new TValue(DateTime.UtcNow, 100), isNew: true); double value1 = afirma.Last.Value; afirma.Update(new TValue(DateTime.UtcNow, 200), isNew: true); double value2 = afirma.Last.Value; // Values should change with new bars Assert.NotEqual(value1, value2); } [Fact] public void Afirma_Calc_IsNew_False_UpdatesValue() { var afirma = new Afirma(10); afirma.Update(new TValue(DateTime.UtcNow, 100)); afirma.Update(new TValue(DateTime.UtcNow, 110), isNew: true); double beforeUpdate = afirma.Last.Value; afirma.Update(new TValue(DateTime.UtcNow, 120), isNew: false); double afterUpdate = afirma.Last.Value; // Update should change the value Assert.NotEqual(beforeUpdate, afterUpdate); } [Fact] public void Afirma_Reset_ClearsState() { var afirma = new Afirma(10); afirma.Update(new TValue(DateTime.UtcNow, 100)); afirma.Update(new TValue(DateTime.UtcNow, 105)); double valueBefore = afirma.Last.Value; afirma.Reset(); Assert.Equal(0, afirma.Last.Value); // After reset, should accept new values afirma.Update(new TValue(DateTime.UtcNow, 50)); Assert.NotEqual(0, afirma.Last.Value); Assert.NotEqual(valueBefore, afirma.Last.Value); } [Fact] public void Afirma_Properties_Accessible() { var afirma = new Afirma(10); Assert.Equal(0, afirma.Last.Value); Assert.False(afirma.IsHot); afirma.Update(new TValue(DateTime.UtcNow, 100)); Assert.NotEqual(0, afirma.Last.Value); } [Fact] public void Afirma_IsHot_BecomesTrueWhenBufferFull() { var afirma = new Afirma(5); Assert.False(afirma.IsHot); for (int i = 1; i <= 4; i++) { afirma.Update(new TValue(DateTime.UtcNow, i * 10)); Assert.False(afirma.IsHot); } afirma.Update(new TValue(DateTime.UtcNow, 50)); Assert.True(afirma.IsHot); } [Fact] public void Afirma_IterativeCorrections_RestoreToOriginalState() { var afirma = new Afirma(5); 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); afirma.Update(tenthInput, isNew: true); } // Remember state after 10 values double stateAfterTen = afirma.Last.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); afirma.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered 10th input again with isNew=false TValue finalResult = afirma.Update(tenthInput, isNew: false); // State should match the original state after 10 values Assert.Equal(stateAfterTen, finalResult.Value, 1e-10); } [Fact] public void Afirma_BatchCalc_MatchesIterativeCalc() { var afirmaIterative = new Afirma(10); var afirmaBatch = new Afirma(10); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // Generate data 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); // Calculate iteratively var iterativeResults = new TSeries(); foreach (var item in series) { iterativeResults.Add(afirmaIterative.Update(item)); } // Calculate batch var batchResults = afirmaBatch.Update(series); // Compare 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 Afirma_NaN_Input_UsesLastValidValue() { var afirma = new Afirma(10); // Feed some valid values afirma.Update(new TValue(DateTime.UtcNow, 100)); afirma.Update(new TValue(DateTime.UtcNow, 110)); // Feed NaN - should use last valid value var resultAfterNaN = afirma.Update(new TValue(DateTime.UtcNow, double.NaN)); // Result should be finite (not NaN) Assert.True(double.IsFinite(resultAfterNaN.Value)); Assert.NotEqual(0, resultAfterNaN.Value); } [Fact] public void Afirma_Infinity_Input_UsesLastValidValue() { var afirma = new Afirma(10); // Feed some valid values afirma.Update(new TValue(DateTime.UtcNow, 100)); afirma.Update(new TValue(DateTime.UtcNow, 110)); // Feed positive infinity - should use last valid value var resultAfterPosInf = afirma.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity)); Assert.True(double.IsFinite(resultAfterPosInf.Value)); // Feed negative infinity - should use last valid value var resultAfterNegInf = afirma.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity)); Assert.True(double.IsFinite(resultAfterNegInf.Value)); } [Fact] public void Afirma_MultipleNaN_ContinuesWithLastValid() { var afirma = new Afirma(10); // Feed valid values afirma.Update(new TValue(DateTime.UtcNow, 100)); afirma.Update(new TValue(DateTime.UtcNow, 110)); afirma.Update(new TValue(DateTime.UtcNow, 120)); // Feed multiple NaN values var r1 = afirma.Update(new TValue(DateTime.UtcNow, double.NaN)); var r2 = afirma.Update(new TValue(DateTime.UtcNow, double.NaN)); var r3 = afirma.Update(new TValue(DateTime.UtcNow, double.NaN)); // All results should be finite Assert.True(double.IsFinite(r1.Value)); Assert.True(double.IsFinite(r2.Value)); Assert.True(double.IsFinite(r3.Value)); } [Fact] public void Afirma_BatchCalc_HandlesNaN() { var afirma = new Afirma(10); // Create series with NaN values interspersed var series = new TSeries(); series.Add(DateTime.UtcNow.Ticks, 100); series.Add(DateTime.UtcNow.Ticks + 1, 110); series.Add(DateTime.UtcNow.Ticks + 2, double.NaN); series.Add(DateTime.UtcNow.Ticks + 3, 120); series.Add(DateTime.UtcNow.Ticks + 4, double.PositiveInfinity); series.Add(DateTime.UtcNow.Ticks + 5, 130); var results = afirma.Update(series); // All results should be finite foreach (var result in results) { Assert.True(double.IsFinite(result.Value), $"Expected finite value but got {result.Value}"); } } [Fact] public void Afirma_Reset_ClearsLastValidValue() { var afirma = new Afirma(10); // Feed values including NaN afirma.Update(new TValue(DateTime.UtcNow, 100)); afirma.Update(new TValue(DateTime.UtcNow, double.NaN)); // Reset afirma.Reset(); // After reset, first valid value should establish new baseline var result = afirma.Update(new TValue(DateTime.UtcNow, 50)); Assert.True(double.IsFinite(result.Value)); } [Fact] public void Afirma_StaticBatch_Works() { var series = new TSeries(); series.Add(DateTime.UtcNow.Ticks, 10); series.Add(DateTime.UtcNow.Ticks + 1, 20); series.Add(DateTime.UtcNow.Ticks + 2, 30); series.Add(DateTime.UtcNow.Ticks + 3, 40); series.Add(DateTime.UtcNow.Ticks + 4, 50); var results = Afirma.Batch(series, 5); Assert.Equal(5, results.Count); Assert.True(double.IsFinite(results.Last.Value)); } [Fact] public void Afirma_Period1_ReturnsSmoothedValues() { var afirma = new Afirma(1); var r1 = afirma.Update(new TValue(DateTime.UtcNow, 100)); var r2 = afirma.Update(new TValue(DateTime.UtcNow, 200)); var r3 = afirma.Update(new TValue(DateTime.UtcNow, 150)); Assert.True(double.IsFinite(r1.Value)); Assert.True(double.IsFinite(r2.Value)); Assert.True(double.IsFinite(r3.Value)); } // ============== Span API Tests ============== [Fact] public void Afirma_SpanBatch_ValidatesInput() { double[] source = [1, 2, 3, 4, 5]; double[] output = new double[5]; double[] wrongSizeOutput = new double[3]; // Period must be >= 1 Assert.Throws(() => Afirma.Batch(source.AsSpan(), output.AsSpan(), 0)); Assert.Throws(() => Afirma.Batch(source.AsSpan(), output.AsSpan(), -1)); // Output must be same length as source Assert.Throws(() => Afirma.Batch(source.AsSpan(), wrongSizeOutput.AsSpan(), 5)); } [Fact] public void Afirma_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); } // Calculate with TSeries API var tseriesResult = Afirma.Batch(series, 10); // Calculate with Span API Afirma.Batch(source.AsSpan(), output.AsSpan(), 10); // Compare results for (int i = 0; i < 100; i++) { Assert.Equal(tseriesResult[i].Value, output[i], 1e-10); } } [Fact] public void Afirma_SpanBatch_CalculatesCorrectly() { double[] source = [10, 20, 30, 40, 50]; double[] output = new double[5]; Afirma.Batch(source.AsSpan(), output.AsSpan(), 5); // All outputs should be finite foreach (var val in output) { Assert.True(double.IsFinite(val), $"Expected finite value but got {val}"); } } [Fact] public void Afirma_SpanBatch_ZeroAllocation() { double[] source = new double[10000]; double[] output = new double[10000]; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42); for (int i = 0; i < source.Length; i++) { source[i] = gbm.Next().Close; } // Warm up Afirma.Batch(source.AsSpan(), output.AsSpan(), 10); // This test verifies the method runs without throwing Assert.True(double.IsFinite(output[^1])); } [Fact] public void Afirma_SpanBatch_HandlesNaN() { double[] source = [100, 110, double.NaN, 120, 130]; double[] output = new double[5]; Afirma.Batch(source.AsSpan(), output.AsSpan(), 5); // All outputs should be finite foreach (var val in output) { Assert.True(double.IsFinite(val), $"Expected finite value but got {val}"); } } [Fact] public void Afirma_AllModes_ProduceSameResult() { // Arrange const int period = 10; var window = Afirma.WindowType.BlackmanHarris; 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 = Afirma.Batch(series, period, window); double expected = batchSeries.Last.Value; // 2. Span Mode var tValues = series.Values.ToArray(); var spanInput = new ReadOnlySpan(tValues); var spanOutput = new double[tValues.Length]; Afirma.Batch(spanInput, spanOutput, period, window); double spanResult = spanOutput[^1]; // 3. Streaming Mode var streamingInd = new Afirma(period, window); 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 Afirma(pubSource, period, window); 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); } [Fact] public void Afirma_Chainability_Works() { var source = new TSeries(); var afirma = new Afirma(source, 10); source.Add(new TValue(DateTime.UtcNow, 100)); Assert.True(double.IsFinite(afirma.Last.Value)); } [Fact] public void Afirma_WarmupPeriod_IsSetCorrectly() { var afirma = new Afirma(21); Assert.Equal(21, afirma.WarmupPeriod); } [Fact] public void Afirma_Prime_SetsStateCorrectly() { var afirma = new Afirma(5); double[] history = [10, 20, 30, 40, 50]; afirma.Prime(history); Assert.True(afirma.IsHot); Assert.True(double.IsFinite(afirma.Last.Value)); // Verify it continues correctly afirma.Update(new TValue(DateTime.UtcNow, 60)); Assert.True(double.IsFinite(afirma.Last.Value)); } [Fact] public void Afirma_Prime_WithInsufficientHistory_IsNotHot() { var afirma = new Afirma(10); double[] history = [10, 20, 30, 40, 50]; afirma.Prime(history); Assert.False(afirma.IsHot); Assert.True(double.IsFinite(afirma.Last.Value)); } [Fact] public void Afirma_Prime_HandlesNaN_InHistory() { var afirma = new Afirma(3); double[] history = [10, 20, double.NaN, 40]; afirma.Prime(history); Assert.True(afirma.IsHot); Assert.True(double.IsFinite(afirma.Last.Value)); } [Fact] public void Afirma_Calculate_ReturnsCorrectResultsAndHotIndicator() { var series = new TSeries(); for (int i = 1; i <= 10; i++) { series.Add(DateTime.UtcNow, i * 10); } var (results, indicator) = Afirma.Calculate(series, 5); // Check results Assert.Equal(10, results.Count); Assert.True(double.IsFinite(results.Last.Value)); // Check indicator state Assert.True(indicator.IsHot); Assert.Equal(results.Last.Value, indicator.Last.Value); Assert.Equal(5, indicator.WarmupPeriod); // Verify indicator continues correctly indicator.Update(new TValue(DateTime.UtcNow, 110)); Assert.True(double.IsFinite(indicator.Last.Value)); } [Fact] public void Afirma_DifferentWindowTypes_Work() { var windows = new[] { Afirma.WindowType.Rectangular, Afirma.WindowType.Hanning, Afirma.WindowType.Hamming, Afirma.WindowType.Blackman, Afirma.WindowType.BlackmanHarris }; foreach (var window in windows) { var afirma = new Afirma(10, window); for (int i = 0; i < 20; i++) { afirma.Update(new TValue(DateTime.UtcNow, 100 + i)); } Assert.True(double.IsFinite(afirma.Last.Value), $"Window {window} should produce finite value"); Assert.True(afirma.IsHot, $"Window {window} should become hot"); } } [Fact] public void Afirma_FlatLine_ReturnsSameValue() { var afirma = new Afirma(10); for (int i = 0; i < 20; i++) { afirma.Update(new TValue(DateTime.UtcNow, 100)); } // With a flat line, the filtered value should be close to the input Assert.Equal(100, afirma.Last.Value, 1e-6); } [Fact] public void Afirma_Taps1_Works() { var afirma = new Afirma(1); var r1 = afirma.Update(new TValue(DateTime.UtcNow, 100)); var r2 = afirma.Update(new TValue(DateTime.UtcNow, 200)); // With 1 tap, output should equal input Assert.Equal(100, r1.Value, 1e-10); Assert.Equal(200, r2.Value, 1e-10); } [Fact] public void Afirma_Pub_EventFires() { var afirma = new Afirma(10); bool eventFired = false; afirma.Pub += (object? sender, in TValueEventArgs args) => eventFired = true; afirma.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(eventFired); } }