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Miha Kralj
060649192f
- Remove 'C# Implementation Considerations' sections from 34 indicator .md files - Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.) - Move test files into tests/ subdirectories for consistent project structure - Add trader-focused bullet points to indicator documentation
77 lines
2.6 KiB
C#
77 lines
2.6 KiB
C#
namespace QuanTAlib.Validation;
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/// <summary>
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/// Mode validation tests — self-consistency only.
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/// No external library provides rolling mode calculations.
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/// </summary>
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public sealed class ModeValidationTests
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{
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[Fact]
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public void Mode_SelfConsistency_KnownValues()
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{
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// Test with known mode values
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// {1, 2, 2, 3, 3, 3, 4, 4, 4, 4} → mode = 4 (appears 4 times)
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var mode = new Mode(10);
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mode.Update(new TValue(DateTime.UtcNow, 1));
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mode.Update(new TValue(DateTime.UtcNow, 2));
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mode.Update(new TValue(DateTime.UtcNow, 2));
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mode.Update(new TValue(DateTime.UtcNow, 3));
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mode.Update(new TValue(DateTime.UtcNow, 3));
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mode.Update(new TValue(DateTime.UtcNow, 3));
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mode.Update(new TValue(DateTime.UtcNow, 4));
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mode.Update(new TValue(DateTime.UtcNow, 4));
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mode.Update(new TValue(DateTime.UtcNow, 4));
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var result = mode.Update(new TValue(DateTime.UtcNow, 4));
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Assert.Equal(4, result.Value);
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}
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[Fact]
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public void Mode_BatchAndStreaming_Match()
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{
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// Use data with known repeated values
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double[] data = [10, 20, 20, 30, 30, 30, 40, 20, 20, 20, 10, 10, 30, 30, 30];
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int period = 5;
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// Streaming
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var mode = new Mode(period);
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var streamingResults = new double[data.Length];
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for (int i = 0; i < data.Length; i++)
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{
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streamingResults[i] = mode.Update(new TValue(DateTime.UtcNow, data[i])).Value;
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}
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// Batch via spans
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var spanOutput = new double[data.Length];
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Mode.Batch(data.AsSpan(), spanOutput.AsSpan(), period);
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for (int i = 0; i < data.Length; i++)
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{
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if (double.IsNaN(streamingResults[i]))
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{
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Assert.True(double.IsNaN(spanOutput[i]), $"Index {i}: streaming=NaN but span={spanOutput[i]}");
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}
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else
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{
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Assert.Equal(streamingResults[i], spanOutput[i], precision: 10);
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}
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}
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}
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[Fact]
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public void Mode_MatchesWolframAlpha()
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{
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// Wolfram Alpha: mode of {1, 2, 2, 3, 3, 3, 4} = {3}
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var mode = new Mode(7);
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mode.Update(new TValue(DateTime.UtcNow, 1));
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mode.Update(new TValue(DateTime.UtcNow, 2));
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mode.Update(new TValue(DateTime.UtcNow, 2));
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mode.Update(new TValue(DateTime.UtcNow, 3));
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mode.Update(new TValue(DateTime.UtcNow, 3));
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mode.Update(new TValue(DateTime.UtcNow, 3));
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var result = mode.Update(new TValue(DateTime.UtcNow, 4));
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Assert.Equal(3, result.Value);
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}
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}
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