QuanTAlib/lib/trends/kama/Kama.Tests.cs

using System;
using System.Linq;
using Xunit;

namespace QuanTAlib.Tests;

public class KamaTests
{
    [Fact]
    public void Kama_Constructor_ValidatesInput()
    {
        Assert.Throws<ArgumentException>(() => new Kama(0));
        Assert.Throws<ArgumentException>(() => new Kama(10, fastPeriod: 0));
        Assert.Throws<ArgumentException>(() => new Kama(10, slowPeriod: 0));
        Assert.Throws<ArgumentException>(() => new Kama(10, fastPeriod: 10, slowPeriod: 5));

        var kama = new Kama(10);
        Assert.NotNull(kama);
    }

    [Fact]
    public void Kama_Calc_ReturnsValue()
    {
        var kama = new Kama(10);
        TValue result = kama.Update(new TValue(DateTime.UtcNow, 100));
        Assert.True(result.Value > 0);
    }

    [Fact]
    public void Kama_IsHot_BecomesTrueWhenBufferFull()
    {
        // Buffer size is period + 1
        var kama = new Kama(5);

        Assert.False(kama.IsHot);

        for (int i = 0; i < 5; i++)
        {
            kama.Update(new TValue(DateTime.UtcNow, 100));
            Assert.False(kama.IsHot);
        }

        kama.Update(new TValue(DateTime.UtcNow, 100));
        Assert.True(kama.IsHot);
    }

    [Fact]
    public void Kama_StreamingMatchesBatch()
    {
        var kamaStreaming = new Kama(10);
        var kamaBatch = new Kama(10);
        var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42);
        var series = new TSeries();

        for (int i = 0; i < 100; i++)
        {
            var bar = gbm.Next(isNew: true);
            series.Add(bar.Time, bar.Close);
        }

        // Streaming
        var streamingResults = new TSeries();
        foreach (var item in series)
        {
            streamingResults.Add(kamaStreaming.Update(item));
        }

        // Batch
        var batchResults = kamaBatch.Update(series);

        Assert.Equal(streamingResults.Count, batchResults.Count);
        for (int i = 0; i < streamingResults.Count; i++)
        {
            Assert.Equal(streamingResults[i].Value, batchResults[i].Value, 1e-9);
        }
    }

    [Fact]
    public void Kama_StaticCalculate_MatchesInstance()
    {
        var series = new TSeries();
        var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42);
        for (int i = 0; i < 100; i++)
        {
            var bar = gbm.Next(isNew: true);
            series.Add(bar.Time, bar.Close);
        }

        var instanceResults = new Kama(10).Update(series);
        var staticResults = new double[series.Count];
        Kama.Calculate(series.Values.ToArray().AsSpan(), staticResults.AsSpan(), 10);

        for (int i = 0; i < instanceResults.Count; i++)
        {
            Assert.Equal(instanceResults[i].Value, staticResults[i], 1e-9);
        }
    }

    [Fact]
    public void Kama_Update_IsNewFalse_CorrectsValue()
    {
        var kama = new Kama(10);
        var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 42);

        // Feed initial data
        for (int i = 0; i < 20; i++)
        {
            var bar = gbm.Next(isNew: true);
            kama.Update(new TValue(bar.Time, bar.Close), isNew: true);
        }

        // Update with isNew=false (correction)
        var newBar = gbm.Next(isNew: true);
        kama.Update(new TValue(newBar.Time, newBar.Close), isNew: true);

        double valueAfterCommit = kama.Last.Value;

        // Now update the SAME bar with a different value
        kama.Update(new TValue(newBar.Time, newBar.Close + 10.0), isNew: false);

        double valueAfterCorrection = kama.Last.Value;

        Assert.NotEqual(valueAfterCommit, valueAfterCorrection);

        // Now restore original value
        kama.Update(new TValue(newBar.Time, newBar.Close), isNew: false);

        Assert.Equal(valueAfterCommit, kama.Last.Value, 1e-9);
    }

    [Fact]
    public void Kama_NaN_Input_UsesLastValidValue()
    {
        var kama = new Kama(5);

        kama.Update(new TValue(DateTime.UtcNow, 100));
        kama.Update(new TValue(DateTime.UtcNow, 110));

        var resultAfterNaN = kama.Update(new TValue(DateTime.UtcNow, double.NaN));

        Assert.True(double.IsFinite(resultAfterNaN.Value));
        Assert.NotEqual(0, resultAfterNaN.Value);
    }

    [Fact]
    public void Kama_Reset_ClearsState()
    {
        var kama = new Kama(10);
        kama.Update(new TValue(DateTime.UtcNow, 100));
        kama.Update(new TValue(DateTime.UtcNow, 110));

        Assert.True(kama.Last.Value > 0);

        kama.Reset();

        Assert.Equal(0, kama.Last.Value);
        Assert.False(kama.IsHot);
    }
    
    [Fact]
    public void Kama_FlatLine_ReturnsSameValue()
    {
        var kama = new Kama(10);
        for (int i = 0; i < 20; i++)
        {
            kama.Update(new TValue(DateTime.UtcNow, 100));
        }
        
        Assert.Equal(100, kama.Last.Value);
    }
}