mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-12 23:58:04 +00:00
Miha Kralj
b26d5d7751
- Updated .coderabbit.yaml to exclude additional file types from reviews, improving the focus on relevant code changes. - Modified scanner.sh to handle test failures more gracefully, ensuring that analysis stops on test failures and improving logging. - Improved sonarscanner.sh to ensure build and test failures are properly reported, enhancing CI reliability. - Refined SimdExtensions.cs documentation for clarity on variance calculation methods. - Cleaned up TSeries.Tests.cs by simplifying the test structure and ensuring proper namespace usage. - Fixed potential issues in tseries.cs by ensuring correct handling of DateTime values. - Enhanced CsvFeed.cs to improve error handling during CSV parsing, ensuring robustness against malformed data. - Updated GBM.cs to correctly calculate volume in the current bar, ensuring accurate simulation. - Adjusted index.html to use globalThis for better compatibility across environments. - Refined quantalib.csproj to exclude unnecessary files from compilation, streamlining the build process. - Added comprehensive tests for the Mama class to ensure correct behavior during updates and state management. - Improved error handling in various trend classes (Kama, Dema, Ema, T3, Tema, Wma) to ensure NaN values are managed correctly. - Removed redundant Mama.Repro.Tests.cs file and consolidated tests into Mama.Tests.cs for better organization. - Enhanced T3 and Tema classes to maintain state integrity during updates, particularly with NaN values.
103 lines
2.9 KiB
C#
103 lines
2.9 KiB
C#
using System;
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using Xunit;
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namespace QuanTAlib;
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public class MamaTests
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{
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[Fact]
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public void Constructor_InvalidParameters_ThrowsArgumentException()
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{
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Assert.Throws<ArgumentException>(() => new Mama(fastLimit: 0.05, slowLimit: 0.5)); // fast < slow
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Assert.Throws<ArgumentException>(() => new Mama(fastLimit: 0.5, slowLimit: -0.1)); // slow < 0
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Assert.Throws<ArgumentException>(() => new Mama(fastLimit: 0.0, slowLimit: 0.05)); // fast <= 0
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}
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[Fact]
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public void Update_ValidInput_CalculatesMamaAndFama()
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{
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var mama = new Mama(fastLimit: 0.5, slowLimit: 0.05);
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var input = new TValue(DateTime.UtcNow, 100.0);
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var result = mama.Update(input);
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Assert.Equal(100.0, result.Value); // First value should be price
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Assert.Equal(100.0, mama.Fama.Value);
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}
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[Fact]
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public void Update_NaN_HandlesGracefully()
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{
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var mama = new Mama();
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var input = new TValue(DateTime.UtcNow, double.NaN);
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var result = mama.Update(input);
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// Should return 0.0 (last valid price default) instead of NaN to avoid state corruption
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Assert.Equal(0.0, result.Value);
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}
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[Fact]
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public void Update_Series_ReturnsSameCount()
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{
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var mama = new Mama();
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var source = new TSeries();
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source.Add(new TValue(DateTime.UtcNow, 100.0));
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source.Add(new TValue(DateTime.UtcNow.AddMinutes(1), 101.0));
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var result = mama.Update(source);
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Assert.Equal(source.Count, result.Count);
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}
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[Fact]
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public void Chain_Update_Works()
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{
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var mama = new Mama(0.5, 0.05);
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// Manually chain for test
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bool eventFired = false;
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mama.Pub += (item) => eventFired = true;
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mama.Update(new TValue(DateTime.UtcNow, 100.0));
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Assert.True(eventFired);
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}
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[Fact]
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public void Update_Series_AppendsData()
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{
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var mama1 = new Mama();
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var mama2 = new Mama();
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var data = new TSeries();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 50; i++)
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{
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data.Add(new TValue(now.AddMinutes(i), 100.0 + Math.Sin(i * 0.1) * 10));
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}
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// Case 1: Update all at once
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var result1 = mama1.Update(data);
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// Case 2: Update in chunks
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var chunk1 = new TSeries();
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var chunk2 = new TSeries();
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for (int i = 0; i < 25; i++) chunk1.Add(data[i]);
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for (int i = 25; i < 50; i++) chunk2.Add(data[i]);
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mama2.Update(chunk1);
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var result2 = mama2.Update(chunk2);
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// Verify final state is same
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Assert.Equal(mama1.Last.Value, mama2.Last.Value, 6);
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Assert.Equal(mama1.Fama.Value, mama2.Fama.Value, 6);
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// Verify the returned series from the second chunk matches the second half of the full result
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for (int i = 0; i < 25; i++)
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{
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Assert.Equal(result1[25 + i].Value, result2[i].Value, 6);
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}
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}
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}
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