namespace QuanTAlib.Tests; /// /// Validation tests for Jerk using synthetic data with known mathematical results. /// public class JerkValidationTests { [Fact] public void CubicSequence_ProducesConstantJerk() { // Cubic sequence: 0, 1, 8, 27, 64, 125 (x^3) // First diff (slope): 1, 7, 19, 37, 61 // Second diff (accel): 6, 12, 18, 24 // Third diff (jerk): 6, 6, 6 (constant for cubic) double[] data = [0, 1, 8, 27, 64, 125]; double[] expected = [0, 0, 0, 6, 6, 6]; // First three are warmup (0), rest are 6 var jerk = new Jerk(); for (int i = 0; i < data.Length; i++) { var result = jerk.Update(new TValue(DateTime.UtcNow, data[i])); Assert.Equal(expected[i], result.Value, precision: 9); } } [Fact] public void QuadraticSequence_ProducesZeroJerk() { // Quadratic sequence: 0, 1, 4, 9, 16, 25 (x^2) // Accel = 2 (constant), so Jerk = 0 double[] data = [0, 1, 4, 9, 16, 25]; double[] expected = [0, 0, 0, 0, 0, 0]; var jerk = new Jerk(); for (int i = 0; i < data.Length; i++) { var result = jerk.Update(new TValue(DateTime.UtcNow, data[i])); Assert.Equal(expected[i], result.Value, precision: 9); } } [Fact] public void LinearSequence_ProducesZeroJerk() { // Linear sequence: 0, 2, 4, 6, 8, 10 (slope = 2, accel = 0, jerk = 0) double[] data = [0, 2, 4, 6, 8, 10]; double[] expected = [0, 0, 0, 0, 0, 0]; var jerk = new Jerk(); for (int i = 0; i < data.Length; i++) { var result = jerk.Update(new TValue(DateTime.UtcNow, data[i])); Assert.Equal(expected[i], result.Value, precision: 9); } } [Fact] public void ConstantSequence_ProducesZeroJerk() { // Constant sequence: 5, 5, 5, 5, 5 (all derivatives = 0) double[] data = [5, 5, 5, 5, 5]; double[] expected = [0, 0, 0, 0, 0]; var jerk = new Jerk(); for (int i = 0; i < data.Length; i++) { var result = jerk.Update(new TValue(DateTime.UtcNow, data[i])); Assert.Equal(expected[i], result.Value, precision: 9); } } [Fact] public void QuarticSequence_ProducesLinearJerk() { // Quartic sequence: 0, 1, 16, 81, 256, 625 (x^4) // First diff: 1, 15, 65, 175, 369 // Second diff: 14, 50, 110, 194 // Third diff (jerk): 36, 60, 84 (linear, step of 24) double[] data = [0, 1, 16, 81, 256, 625]; double[] expected = [0, 0, 0, 36, 60, 84]; var jerk = new Jerk(); for (int i = 0; i < data.Length; i++) { var result = jerk.Update(new TValue(DateTime.UtcNow, data[i])); Assert.Equal(expected[i], result.Value, precision: 9); } } [Fact] public void NegativeCubic_ProducesNegativeJerk() { // Negative cubic: -x³ → 0, -1, -8, -27, -64 // Jerk = -6 (constant) double[] data = [0, -1, -8, -27, -64]; double[] expected = [0, 0, 0, -6, -6]; var jerk = new Jerk(); for (int i = 0; i < data.Length; i++) { var result = jerk.Update(new TValue(DateTime.UtcNow, data[i])); Assert.Equal(expected[i], result.Value, precision: 9); } } [Fact] public void AlternatingSequence_ProducesAlternatingJerk() { // Alternating: 0, 10, 0, 10, 0, 10 // Slope: 10, -10, 10, -10, 10 // Accel: -20, 20, -20, 20 // Jerk: 40, -40, 40 double[] data = [0, 10, 0, 10, 0, 10]; double[] expected = [0, 0, 0, 40, -40, 40]; var jerk = new Jerk(); for (int i = 0; i < data.Length; i++) { var result = jerk.Update(new TValue(DateTime.UtcNow, data[i])); Assert.Equal(expected[i], result.Value, precision: 9); } } [Fact] public void BatchCalculation_MatchesSyntheticData() { double[] data = [0, 1, 8, 27, 64, 125]; double[] expected = [0, 0, 0, 6, 6, 6]; double[] output = new double[data.Length]; Jerk.Batch(data, output); for (int i = 0; i < data.Length; i++) { Assert.Equal(expected[i], output[i], precision: 9); } } [Fact] public void LargeCubicSequence_ProducesConstantJerk() { // Generate 1000 points: f(n) = n³ with coefficient 1/6 → jerk = 1 // f(n) = n³/6, f'(n) = n²/2, f''(n) = n, f'''(n) = 1 // Discrete: jerk = 1 (after warmup) // Note: Large cubic values accumulate floating-point error, use precision: 8 int count = 1000; double[] data = new double[count]; for (int i = 0; i < count; i++) { data[i] = (double)(i * i * i) / 6.0; } var jerk = new Jerk(); // Skip warmup period (first 3 bars) _ = jerk.Update(new TValue(DateTime.UtcNow, data[0])); _ = jerk.Update(new TValue(DateTime.UtcNow, data[1])); _ = jerk.Update(new TValue(DateTime.UtcNow, data[2])); for (int i = 3; i < count; i++) { jerk.Update(new TValue(DateTime.UtcNow, data[i])); Assert.Equal(1.0, jerk.Last.Value, precision: 6); } } }