namespace QuanTAlib; public class RsxTests { private readonly GBM _gbm; public RsxTests() { _gbm = new GBM(); } [Fact] public void Constructor_InvalidPeriod_ThrowsArgumentException() { Assert.Throws(() => new Rsx(0)); Assert.Throws(() => new Rsx(-1)); } [Fact] public void BasicCalculation_DoesNotCrash() { var rsx = new Rsx(14); var result = rsx.Update(new TValue(DateTime.UtcNow, 100)); Assert.InRange(result.Value, 0, 100); } [Fact] public void Update_NaN_UsesLastValidValue() { var rsx = new Rsx(14); rsx.Update(new TValue(DateTime.UtcNow, 100)); var result = rsx.Update(new TValue(DateTime.UtcNow, double.NaN)); // Should not be NaN Assert.False(double.IsNaN(result.Value)); Assert.InRange(result.Value, 0, 100); } [Fact] public void IsNew_Consistency() { var rsx = new Rsx(14); var time = DateTime.UtcNow; // Update with isNew=true var val1 = rsx.Update(new TValue(time, 100), true); // Update with isNew=false (same time, different value) rsx.Update(new TValue(time, 105), false); // Update with isNew=false (same time, original value) - should match val1 if state rollback works var val3 = rsx.Update(new TValue(time, 100), false); Assert.Equal(val1.Value, val3.Value, 1e-9); } [Fact] public void StaticBatch_Matches_Streaming() { const int period = 14; int count = 100; var bars = _gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var rsx = new Rsx(period); var streamingResults = new List(); for (int i = 0; i < count; i++) { streamingResults.Add(rsx.Update(new TValue(series.Times[i], series.Values[i])).Value); } var staticResults = Rsx.Batch(series, period); Assert.Equal(streamingResults.Count, staticResults.Count); for (int i = 0; i < count; i++) { Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9); } } [Fact] public void SpanBatch_Matches_Streaming() { int period = 14; int count = 100; var bars = _gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; var rsx = new Rsx(period); var streamingResults = new List(); for (int i = 0; i < count; i++) { streamingResults.Add(rsx.Update(new TValue(series.Times[i], series.Values[i])).Value); } var spanInput = series.Values.ToArray(); var spanOutput = new double[count]; Rsx.Batch(spanInput, spanOutput, period); for (int i = 0; i < count; i++) { Assert.Equal(streamingResults[i], spanOutput[i], 1e-9); } } [Fact] public void Reset_Works() { var rsx = new Rsx(14); rsx.Update(new TValue(DateTime.UtcNow, 100)); rsx.Reset(); // After reset, it should behave like a new instance var val1 = rsx.Update(new TValue(DateTime.UtcNow, 100)); Assert.Equal(50.0, val1.Value); // Neutral start } [Fact] public void Chainability_Works() { var rsx = new Rsx(14); var rsx2 = new Rsx(rsx, 14); var result = rsx2.Update(new TValue(DateTime.UtcNow, 100)); Assert.False(double.IsNaN(result.Value)); } [Fact] public void IterativeCorrections_RestoreToOriginalState() { var rsx = new Rsx(5); var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1); // Feed 20 new values TValue twentiethInput = default; for (int i = 0; i < 20; i++) { var bar = gbm.Next(isNew: true); twentiethInput = new TValue(bar.Time, bar.Close); rsx.Update(twentiethInput, isNew: true); } // Remember state after 20 values double stateAfterTwenty = rsx.Last.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); rsx.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered 20th input again with isNew=false TValue finalResult = rsx.Update(twentiethInput, isNew: false); // State should match the original state after 20 values Assert.Equal(stateAfterTwenty, finalResult.Value, 1e-10); } [Fact] public void IsHot_BecomesTrueAfterFirstValue() { var rsx = new Rsx(5); Assert.False(rsx.IsHot); // RSX uses IsInitialized for IsHot, which becomes true after first value rsx.Update(new TValue(DateTime.UtcNow, 100), isNew: true); Assert.True(rsx.IsHot); } [Fact] public void Infinity_Input_UsesLastValidValue() { var rsx = new Rsx(14); rsx.Update(new TValue(DateTime.UtcNow, 100)); rsx.Update(new TValue(DateTime.UtcNow, 110)); var resultAfterPosInf = rsx.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity)); Assert.False(double.IsNaN(resultAfterPosInf.Value)); Assert.True(double.IsFinite(resultAfterPosInf.Value)); Assert.InRange(resultAfterPosInf.Value, 0, 100); var resultAfterNegInf = rsx.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity)); Assert.False(double.IsNaN(resultAfterNegInf.Value)); Assert.True(double.IsFinite(resultAfterNegInf.Value)); Assert.InRange(resultAfterNegInf.Value, 0, 100); } [Fact] public void AllModes_ProduceSameResult() { // Arrange int period = 14; var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123); var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)); var series = bars.Close; // 1. Batch Mode (static method) var batchSeries = Rsx.Batch(series, period); double expected = batchSeries.Last.Value; // 2. Span Mode (static method with spans) var spanInput = series.Values.ToArray(); var spanOutput = new double[spanInput.Length]; Rsx.Batch(spanInput, spanOutput, period); double spanResult = spanOutput[^1]; // 3. Streaming Mode (instance, one value at a time) var streamingInd = new Rsx(period); for (int i = 0; i < series.Count; i++) { streamingInd.Update(series[i]); } double streamingResult = streamingInd.Last.Value; // 4. Eventing Mode (chained via ITValuePublisher) var pubSource = new TSeries(); var eventingInd = new Rsx(pubSource, period); for (int i = 0; i < series.Count; i++) { pubSource.Add(series[i]); } double eventingResult = eventingInd.Last.Value; // Assert all modes produce identical results Assert.Equal(expected, spanResult, precision: 9); Assert.Equal(expected, streamingResult, precision: 9); Assert.Equal(expected, eventingResult, precision: 9); } }