namespace QuanTAlib.Tests; public class SinemaTests { [Fact] public void Sinema_Constructor_ValidatesInput() { Assert.Throws(() => new Sinema(0)); Assert.Throws(() => new Sinema(-1)); var sinema = new Sinema(10); Assert.NotNull(sinema); } [Fact] public void Sinema_Calc_ReturnsValue() { var sinema = new Sinema(10); Assert.Equal(0, sinema.Last.Value); TValue result = sinema.Update(new TValue(DateTime.UtcNow, 100)); Assert.True(result.Value > 0); Assert.Equal(result.Value, sinema.Last.Value); } [Fact] public void Sinema_FirstValue_ReturnsItself() { var sinema = new Sinema(10); TValue result = sinema.Update(new TValue(DateTime.UtcNow, 100)); Assert.Equal(100.0, result.Value, 1e-10); } [Fact] public void Sinema_Calc_IsNew_AcceptsParameter() { var sinema = new Sinema(5); // Build up some history first sinema.Update(new TValue(DateTime.UtcNow, 100), isNew: true); sinema.Update(new TValue(DateTime.UtcNow, 100), isNew: true); sinema.Update(new TValue(DateTime.UtcNow, 100), isNew: true); double valueConstant = sinema.Last.Value; // Adding a significantly different value should change the result sinema.Update(new TValue(DateTime.UtcNow, 200), isNew: true); double valueChanged = sinema.Last.Value; // Values should change with new bars that have different values Assert.NotEqual(valueConstant, valueChanged); } [Fact] public void Sinema_Calc_IsNew_False_UpdatesValue() { // Note: In SINEMA, the newest value has weight sin(π) = 0, so it doesn't affect the output. // This test verifies the isNew=false mechanism by checking that: // 1. Adding a new value (isNew=true) advances state // 2. Correcting with isNew=false allows subsequent isNew=true to restore consistency var sinema = new Sinema(5); // Build up buffer with varying values sinema.Update(new TValue(DateTime.UtcNow, 100), isNew: true); sinema.Update(new TValue(DateTime.UtcNow, 110), isNew: true); sinema.Update(new TValue(DateTime.UtcNow, 120), isNew: true); double afterThree = sinema.Last.Value; // Add a 4th value sinema.Update(new TValue(DateTime.UtcNow, 130), isNew: true); double afterFour = sinema.Last.Value; // Correct with isNew=false using same value - result should stay the same sinema.Update(new TValue(DateTime.UtcNow, 130), isNew: false); double afterCorrectionSame = sinema.Last.Value; Assert.Equal(afterFour, afterCorrectionSame, 1e-10); // Correct with isNew=false using different value // Due to sine weighting, the last position has 0 weight, so result won't change // But the internal state tracking still works - verify via subsequent isNew=true behavior sinema.Update(new TValue(DateTime.UtcNow, 999), isNew: false); // Add 5th value with isNew=true sinema.Update(new TValue(DateTime.UtcNow, 140), isNew: true); double afterFive = sinema.Last.Value; // Result should be finite and different from afterThree (we've added 2 more values) Assert.True(double.IsFinite(afterFive)); Assert.NotEqual(afterThree, afterFive); } [Fact] public void Sinema_Reset_ClearsState() { var sinema = new Sinema(10); sinema.Update(new TValue(DateTime.UtcNow, 100)); sinema.Update(new TValue(DateTime.UtcNow, 105)); double valueBefore = sinema.Last.Value; sinema.Reset(); Assert.Equal(0, sinema.Last.Value); // After reset, should accept new values sinema.Update(new TValue(DateTime.UtcNow, 50)); Assert.NotEqual(0, sinema.Last.Value); Assert.NotEqual(valueBefore, sinema.Last.Value); } [Fact] public void Sinema_Properties_Accessible() { var sinema = new Sinema(10); Assert.Equal(0, sinema.Last.Value); Assert.False(sinema.IsHot); sinema.Update(new TValue(DateTime.UtcNow, 100)); Assert.NotEqual(0, sinema.Last.Value); } [Fact] public void Sinema_IsHot_BecomesTrueWhenBufferFull() { var sinema = new Sinema(5); Assert.False(sinema.IsHot); for (int i = 1; i <= 4; i++) { sinema.Update(new TValue(DateTime.UtcNow, i * 10)); Assert.False(sinema.IsHot); } sinema.Update(new TValue(DateTime.UtcNow, 50)); Assert.True(sinema.IsHot); } [Fact] public void Sinema_ConstantInput_ReturnsConstant() { var sinema = new Sinema(5); // Feed constant values for (int i = 0; i < 10; i++) { sinema.Update(new TValue(DateTime.UtcNow, 100)); } // SINEMA of constant values should equal the constant Assert.Equal(100.0, sinema.Last.Value, 1e-10); } [Fact] public void Sinema_SineWeighting_EmphasisesMiddle() { // Create a pattern where middle emphasis matters // With values [0, 100, 0], sine weighting should give more weight to 100 var sinema = new Sinema(3); sinema.Update(new TValue(DateTime.UtcNow, 0)); sinema.Update(new TValue(DateTime.UtcNow, 100)); sinema.Update(new TValue(DateTime.UtcNow, 0)); // Sine weights for period 3: sin(π/3), sin(2π/3), sin(π) // ≈ 0.866, 0.866, 0 // So result ≈ (0*0.866 + 100*0.866 + 0*0) / (0.866 + 0.866 + 0) = 50 // Actually the weights depend on position: sin(π*1/3), sin(π*2/3), sin(π*3/3) // = sin(π/3), sin(2π/3), sin(π) ≈ 0.866, 0.866, 0 double result = sinema.Last.Value; Assert.True(result > 40 && result < 60, $"Expected ~50 but got {result}"); } [Fact] public void Sinema_IterativeCorrections_RestoreToOriginalState() { var sinema = new Sinema(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); sinema.Update(tenthInput, isNew: true); } // Remember state after 10 values double sinemaAfterTen = sinema.Last.Value; // Generate 9 corrections with isNew=false (different values) for (int i = 0; i < 9; i++) { var bar = gbm.Next(isNew: false); sinema.Update(new TValue(bar.Time, bar.Close), isNew: false); } // Feed the remembered 10th input again with isNew=false TValue finalSinema = sinema.Update(tenthInput, isNew: false); // Should match the original state after 10 values Assert.Equal(sinemaAfterTen, finalSinema.Value, 1e-10); } [Fact] public void Sinema_BatchCalc_MatchesIterativeCalc() { var sinemaIterative = new Sinema(10); var sinemaBatch = new Sinema(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(sinemaIterative.Update(item)); } // Calculate batch var batchResults = sinemaBatch.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 Sinema_NaN_Input_UsesLastValidValue() { var sinema = new Sinema(5); // Feed some valid values sinema.Update(new TValue(DateTime.UtcNow, 100)); sinema.Update(new TValue(DateTime.UtcNow, 110)); // Feed NaN - should use last valid value (110) var resultAfterNaN = sinema.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 Sinema_Infinity_Input_UsesLastValidValue() { var sinema = new Sinema(5); // Feed some valid values sinema.Update(new TValue(DateTime.UtcNow, 100)); sinema.Update(new TValue(DateTime.UtcNow, 110)); // Feed positive infinity - should use last valid value var resultAfterPosInf = sinema.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity)); Assert.True(double.IsFinite(resultAfterPosInf.Value)); // Feed negative infinity - should use last valid value var resultAfterNegInf = sinema.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity)); Assert.True(double.IsFinite(resultAfterNegInf.Value)); } [Fact] public void Sinema_MultipleNaN_ContinuesWithLastValid() { var sinema = new Sinema(5); // Feed valid values sinema.Update(new TValue(DateTime.UtcNow, 100)); sinema.Update(new TValue(DateTime.UtcNow, 110)); sinema.Update(new TValue(DateTime.UtcNow, 120)); // Feed multiple NaN values var r1 = sinema.Update(new TValue(DateTime.UtcNow, double.NaN)); var r2 = sinema.Update(new TValue(DateTime.UtcNow, double.NaN)); var r3 = sinema.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 Sinema_BatchCalc_HandlesNaN() { var sinema = new Sinema(5); // 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 = sinema.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 Sinema_Reset_ClearsLastValidValue() { var sinema = new Sinema(5); // Feed values including NaN sinema.Update(new TValue(DateTime.UtcNow, 100)); sinema.Update(new TValue(DateTime.UtcNow, double.NaN)); // Reset sinema.Reset(); // After reset, first valid value should establish new baseline var result = sinema.Update(new TValue(DateTime.UtcNow, 50)); Assert.Equal(50.0, result.Value, 1e-10); } [Fact] public void Sinema_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 = Sinema.Batch(series, 3); Assert.Equal(5, results.Count); // Results should be finite Assert.True(double.IsFinite(results.Last.Value)); } [Fact] public void Sinema_Period1_ReturnsInputValues() { var sinema = new Sinema(1); Assert.Equal(100.0, sinema.Update(new TValue(DateTime.UtcNow, 100)).Value, 1e-10); Assert.Equal(200.0, sinema.Update(new TValue(DateTime.UtcNow, 200)).Value, 1e-10); Assert.Equal(150.0, sinema.Update(new TValue(DateTime.UtcNow, 150)).Value, 1e-10); } // ============== Span API Tests ============== [Fact] public void Sinema_SpanBatch_ValidatesInput() { double[] source = [1, 2, 3, 4, 5]; double[] output = new double[5]; double[] wrongSizeOutput = new double[3]; // Period must be > 0 Assert.Throws(() => Sinema.Batch(source.AsSpan(), output.AsSpan(), 0)); Assert.Throws(() => Sinema.Batch(source.AsSpan(), output.AsSpan(), -1)); // Output must be same length as source Assert.Throws(() => Sinema.Batch(source.AsSpan(), wrongSizeOutput.AsSpan(), 3)); } [Fact] public void Sinema_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 = Sinema.Batch(series, 10); // Calculate with Span API Sinema.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 Sinema_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 Sinema.Batch(source.AsSpan(), output.AsSpan(), 100); // This test verifies the method runs without throwing Assert.True(double.IsFinite(output[^1])); } [Fact] public void Sinema_SpanBatch_HandlesNaN() { double[] source = [100, 110, double.NaN, 120, 130]; double[] output = new double[5]; Sinema.Batch(source.AsSpan(), output.AsSpan(), 3); // All outputs should be finite foreach (var val in output) { Assert.True(double.IsFinite(val), $"Expected finite value but got {val}"); } } [Fact] public void Sinema_SpanBatch_Period1_ReturnsInput() { double[] source = [10, 20, 30, 40, 50]; double[] output = new double[5]; Sinema.Batch(source.AsSpan(), output.AsSpan(), 1); for (int i = 0; i < source.Length; i++) { Assert.Equal(source[i], output[i], 1e-10); } } [Fact] public void Sinema_AllModes_ProduceSameResult() { // Arrange const int period = 10; 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 = Sinema.Batch(series, period); double expected = batchSeries.Last.Value; // 2. Span Mode var tValues = series.Values.ToArray(); var spanInput = new ReadOnlySpan(tValues); var spanOutput = new double[tValues.Length]; Sinema.Batch(spanInput, spanOutput, period); double spanResult = spanOutput[^1]; // 3. Streaming Mode var streamingInd = new Sinema(period); 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 Sinema(pubSource, period); 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 Chainability_Works() { var source = new TSeries(); var sinema = new Sinema(source, 10); source.Add(new TValue(DateTime.UtcNow, 100)); Assert.Equal(100, sinema.Last.Value); } [Fact] public void WarmupPeriod_IsSetCorrectly() { var sinema = new Sinema(10); Assert.Equal(10, sinema.WarmupPeriod); } [Fact] public void Prime_SetsStateCorrectly() { var sinema = new Sinema(5); double[] history = [100, 100, 100, 100, 100]; // All same value sinema.Prime(history); Assert.True(sinema.IsHot); Assert.Equal(100.0, sinema.Last.Value, 1e-10); // Verify it continues correctly sinema.Update(new TValue(DateTime.UtcNow, 100)); Assert.Equal(100.0, sinema.Last.Value, 1e-10); } [Fact] public void Prime_WithInsufficientHistory_IsNotHot() { var sinema = new Sinema(10); double[] history = [10, 20, 30, 40, 50]; sinema.Prime(history); Assert.False(sinema.IsHot); Assert.True(double.IsFinite(sinema.Last.Value)); } [Fact] public void Prime_HandlesNaN_InHistory() { var sinema = new Sinema(3); double[] history = [10, 20, double.NaN, 40]; sinema.Prime(history); Assert.True(sinema.IsHot); Assert.True(double.IsFinite(sinema.Last.Value)); } [Fact] public void Calculate_ReturnsCorrectResultsAndHotIndicator() { var series = new TSeries(); for (int i = 1; i <= 10; i++) { series.Add(DateTime.UtcNow, i * 10); } var (results, indicator) = Sinema.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.True(double.IsFinite(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)); } }