Files
QuanTAlib/lib/core/simd/SimdExtensions.Tests.cs
T
Miha Kralj 8d8e60098e Refactor and expand unit tests for TBarSeries, TSeries, and TValue classes
- Enhanced TBarSeriesTests with additional constructors, methods, and assertions for better coverage.
- Improved TSeriesTests to include new constructors, methods, and edge cases.
- Expanded TValueTests to cover constructors, implicit conversions, equality checks, and hash codes.
- Updated project file to target .NET 10.0 and include internal visibility for tests.
- Added Codacy configuration for code quality checks.
2025-11-29 16:08:45 -08:00

731 lines
21 KiB
C#

using System;
using Xunit;
using QuanTAlib;
namespace QuanTAlib.Tests;
public class SimdExtensionsTests
{
// ContainsNonFinite tests
[Fact]
public void ContainsNonFinite_EmptySpan_ReturnsFalse()
{
var span = ReadOnlySpan<double>.Empty;
Assert.False(span.ContainsNonFinite());
}
[Fact]
public void ContainsNonFinite_AllFinite_ReturnsFalse()
{
double[] data = [1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0];
var span = new ReadOnlySpan<double>(data);
Assert.False(span.ContainsNonFinite());
}
[Fact]
public void ContainsNonFinite_ContainsNaN_ReturnsTrue()
{
double[] data = [1.0, 2.0, double.NaN, 4.0, 5.0, 6.0, 7.0, 8.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(span.ContainsNonFinite());
}
[Fact]
public void ContainsNonFinite_ContainsPositiveInfinity_ReturnsTrue()
{
double[] data = [1.0, 2.0, 3.0, double.PositiveInfinity, 5.0, 6.0, 7.0, 8.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(span.ContainsNonFinite());
}
[Fact]
public void ContainsNonFinite_ContainsNegativeInfinity_ReturnsTrue()
{
double[] data = [1.0, 2.0, 3.0, 4.0, double.NegativeInfinity, 6.0, 7.0, 8.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(span.ContainsNonFinite());
}
[Fact]
public void ContainsNonFinite_NonFiniteInRemainder_ReturnsTrue()
{
double[] data = [1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, double.NaN];
var span = new ReadOnlySpan<double>(data);
Assert.True(span.ContainsNonFinite());
}
[Fact]
public void ContainsNonFinite_SingleNaN_ReturnsTrue()
{
double[] data = [double.NaN];
var span = new ReadOnlySpan<double>(data);
Assert.True(span.ContainsNonFinite());
}
[Fact]
public void ContainsNonFinite_TwoElements_AllFinite_ReturnsFalse()
{
double[] data = [1.0, 2.0];
var span = new ReadOnlySpan<double>(data);
Assert.False(span.ContainsNonFinite());
}
[Fact]
public void ContainsNonFinite_TwoElements_OneNaN_ReturnsTrue()
{
double[] data = [1.0, double.NaN];
var span = new ReadOnlySpan<double>(data);
Assert.True(span.ContainsNonFinite());
}
// SumSIMD tests
[Fact]
public void SumSIMD_EmptySpan_ReturnsZero()
{
var span = ReadOnlySpan<double>.Empty;
Assert.Equal(0.0, span.SumSIMD());
}
[Fact]
public void SumSIMD_SingleElement_ReturnsElement()
{
double[] data = [42.5];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(42.5, span.SumSIMD());
}
[Fact]
public void SumSIMD_TwoElements_ReturnsSum()
{
double[] data = [1.5, 2.5];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(4.0, span.SumSIMD());
}
[Fact]
public void SumSIMD_MultipleElements_ReturnsCorrectSum()
{
double[] data = [1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(55.0, span.SumSIMD(), precision: 10);
}
[Fact]
public void SumSIMD_LargeArray_ReturnsCorrectSum()
{
double[] data = new double[1000];
for (int i = 0; i < data.Length; i++)
data[i] = i + 1.0;
var span = new ReadOnlySpan<double>(data);
double expected = 1000.0 * 1001.0 / 2.0;
Assert.Equal(expected, span.SumSIMD(), precision: 8);
}
[Fact]
public void SumSIMD_ContainsNaN_ReturnsNaN()
{
double[] data = [1.0, 2.0, double.NaN, 4.0, 5.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(double.IsNaN(span.SumSIMD()));
}
[Fact]
public void SumSIMD_ContainsInfinity_ReturnsNaN()
{
double[] data = [1.0, 2.0, double.PositiveInfinity, 4.0, 5.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(double.IsNaN(span.SumSIMD()));
}
[Fact]
public void SumSIMD_NegativeValues_ReturnsCorrectSum()
{
double[] data = [-1.0, -2.0, -3.0, -4.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(-10.0, span.SumSIMD());
}
// MinSIMD tests
[Fact]
public void MinSIMD_EmptySpan_ReturnsNaN()
{
var span = ReadOnlySpan<double>.Empty;
Assert.True(double.IsNaN(span.MinSIMD()));
}
[Fact]
public void MinSIMD_SingleElement_ReturnsElement()
{
double[] data = [42.5];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(42.5, span.MinSIMD());
}
[Fact]
public void MinSIMD_TwoElements_ReturnsMinimum()
{
double[] data = [5.0, 2.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(2.0, span.MinSIMD());
}
[Fact]
public void MinSIMD_MultipleElements_ReturnsMinimum()
{
double[] data = [5.0, 2.0, 8.0, 1.0, 9.0, 3.0, 7.0, 4.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(1.0, span.MinSIMD());
}
[Fact]
public void MinSIMD_ContainsNaN_ReturnsNaN()
{
double[] data = [5.0, 2.0, double.NaN, 1.0, 9.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(double.IsNaN(span.MinSIMD()));
}
[Fact]
public void MinSIMD_MinInRemainder_ReturnsCorrectMin()
{
double[] data = [5.0, 2.0, 8.0, 6.0, 9.0, 3.0, 7.0, 4.0, 0.5];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(0.5, span.MinSIMD());
}
[Fact]
public void MinSIMD_NegativeValues_ReturnsMinimum()
{
double[] data = [-5.0, -2.0, -8.0, -1.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(-8.0, span.MinSIMD());
}
// MaxSIMD tests
[Fact]
public void MaxSIMD_EmptySpan_ReturnsNaN()
{
var span = ReadOnlySpan<double>.Empty;
Assert.True(double.IsNaN(span.MaxSIMD()));
}
[Fact]
public void MaxSIMD_SingleElement_ReturnsElement()
{
double[] data = [42.5];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(42.5, span.MaxSIMD());
}
[Fact]
public void MaxSIMD_TwoElements_ReturnsMaximum()
{
double[] data = [5.0, 9.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(9.0, span.MaxSIMD());
}
[Fact]
public void MaxSIMD_MultipleElements_ReturnsMaximum()
{
double[] data = [5.0, 2.0, 8.0, 1.0, 9.0, 3.0, 7.0, 4.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(9.0, span.MaxSIMD());
}
[Fact]
public void MaxSIMD_ContainsNaN_ReturnsNaN()
{
double[] data = [5.0, 2.0, double.NaN, 1.0, 9.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(double.IsNaN(span.MaxSIMD()));
}
[Fact]
public void MaxSIMD_MaxInRemainder_ReturnsCorrectMax()
{
double[] data = [5.0, 2.0, 8.0, 6.0, 4.0, 3.0, 7.0, 1.0, 99.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(99.0, span.MaxSIMD());
}
[Fact]
public void MaxSIMD_NegativeValues_ReturnsMaximum()
{
double[] data = [-5.0, -2.0, -8.0, -1.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(-1.0, span.MaxSIMD());
}
// AverageSIMD tests
[Fact]
public void AverageSIMD_EmptySpan_ReturnsNaN()
{
var span = ReadOnlySpan<double>.Empty;
Assert.True(double.IsNaN(span.AverageSIMD()));
}
[Fact]
public void AverageSIMD_TwoElements_ReturnsAverage()
{
double[] data = [2.0, 4.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(3.0, span.AverageSIMD());
}
[Fact]
public void AverageSIMD_MultipleElements_ReturnsCorrectAverage()
{
double[] data = [1.0, 2.0, 3.0, 4.0, 5.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(3.0, span.AverageSIMD(), precision: 10);
}
[Fact]
public void AverageSIMD_ContainsNaN_ReturnsNaN()
{
double[] data = [1.0, double.NaN, 3.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(double.IsNaN(span.AverageSIMD()));
}
// VarianceSIMD tests
[Fact]
public void VarianceSIMD_LessThanTwoElements_ReturnsNaN()
{
double[] data = [42.5];
var span = new ReadOnlySpan<double>(data);
Assert.True(double.IsNaN(span.VarianceSIMD()));
}
[Fact]
public void VarianceSIMD_EmptySpan_ReturnsNaN()
{
var span = ReadOnlySpan<double>.Empty;
Assert.True(double.IsNaN(span.VarianceSIMD()));
}
[Fact]
public void VarianceSIMD_TwoElements_ReturnsCorrect()
{
double[] data = [1.0, 3.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(2.0, span.VarianceSIMD(), precision: 10);
}
[Fact]
public void VarianceSIMD_ThreeElements_ReturnsCorrect()
{
double[] data = [1.0, 2.0, 3.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(1.0, span.VarianceSIMD(), precision: 10);
}
[Fact]
public void VarianceSIMD_MultipleElements_ReturnsCorrectVariance()
{
double[] data = [2.0, 4.0, 4.0, 4.0, 5.0, 5.0, 7.0, 9.0];
var span = new ReadOnlySpan<double>(data);
double variance = span.VarianceSIMD();
Assert.True(Math.Abs(variance - 4.571428) < 0.0001);
}
[Fact]
public void VarianceSIMD_WithProvidedMean_UsesProvidedMean()
{
double[] data = [2.0, 4.0, 4.0, 4.0, 5.0, 5.0, 7.0, 9.0];
var span = new ReadOnlySpan<double>(data);
double mean = 5.0;
double variance = span.VarianceSIMD(mean);
Assert.True(variance > 0);
}
[Fact]
public void VarianceSIMD_ContainsNaN_ReturnsNaN()
{
double[] data = [2.0, double.NaN, 4.0, 5.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(double.IsNaN(span.VarianceSIMD()));
}
[Fact]
public void VarianceSIMD_WithNaNMean_ReturnsNaN()
{
double[] data = [2.0, 4.0, 4.0, 5.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(double.IsNaN(span.VarianceSIMD(double.NaN)));
}
[Fact]
public void VarianceSIMD_WithInfinityMean_ReturnsNaN()
{
double[] data = [2.0, 4.0, 4.0, 5.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(double.IsNaN(span.VarianceSIMD(double.PositiveInfinity)));
}
// StdDevSIMD tests
[Fact]
public void StdDevSIMD_TwoElements_ReturnsCorrect()
{
double[] data = [1.0, 3.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(Math.Abs(span.StdDevSIMD() - 1.414) < 0.01);
}
[Fact]
public void StdDevSIMD_MultipleElements_ReturnsCorrectStdDev()
{
double[] data = [2.0, 4.0, 4.0, 4.0, 5.0, 5.0, 7.0, 9.0];
var span = new ReadOnlySpan<double>(data);
double stdDev = span.StdDevSIMD();
Assert.True(Math.Abs(stdDev - 2.138) < 0.01);
}
[Fact]
public void StdDevSIMD_WithProvidedMean_Works()
{
double[] data = [2.0, 4.0, 4.0, 4.0, 5.0, 5.0, 7.0, 9.0];
var span = new ReadOnlySpan<double>(data);
double stdDev = span.StdDevSIMD(5.0);
Assert.True(stdDev > 0);
}
[Fact]
public void StdDevSIMD_ContainsNaN_ReturnsNaN()
{
double[] data = [2.0, double.NaN, 4.0, 5.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(double.IsNaN(span.StdDevSIMD()));
}
// MinMaxSIMD tests
[Fact]
public void MinMaxSIMD_EmptySpan_ReturnsBothNaN()
{
var span = ReadOnlySpan<double>.Empty;
var (min, max) = span.MinMaxSIMD();
Assert.True(double.IsNaN(min));
Assert.True(double.IsNaN(max));
}
[Fact]
public void MinMaxSIMD_SingleElement_ReturnsSameValue()
{
double[] data = [42.5];
var span = new ReadOnlySpan<double>(data);
var (min, max) = span.MinMaxSIMD();
Assert.Equal(42.5, min);
Assert.Equal(42.5, max);
}
[Fact]
public void MinMaxSIMD_TwoElements_ReturnsCorrect()
{
double[] data = [5.0, 2.0];
var span = new ReadOnlySpan<double>(data);
var (min, max) = span.MinMaxSIMD();
Assert.Equal(2.0, min);
Assert.Equal(5.0, max);
}
[Fact]
public void MinMaxSIMD_MultipleElements_ReturnsCorrectMinMax()
{
double[] data = [5.0, 2.0, 8.0, 1.0, 9.0, 3.0, 7.0, 4.0];
var span = new ReadOnlySpan<double>(data);
var (min, max) = span.MinMaxSIMD();
Assert.Equal(1.0, min);
Assert.Equal(9.0, max);
}
[Fact]
public void MinMaxSIMD_ContainsNaN_ReturnsBothNaN()
{
double[] data = [5.0, 2.0, double.NaN, 1.0, 9.0];
var span = new ReadOnlySpan<double>(data);
var (min, max) = span.MinMaxSIMD();
Assert.True(double.IsNaN(min));
Assert.True(double.IsNaN(max));
}
[Fact]
public void MinMaxSIMD_MinMaxInRemainder_ReturnsCorrect()
{
double[] data = [5.0, 2.0, 8.0, 6.0, 4.0, 3.0, 7.0, 5.0, 0.1, 99.0];
var span = new ReadOnlySpan<double>(data);
var (min, max) = span.MinMaxSIMD();
Assert.Equal(0.1, min);
Assert.Equal(99.0, max);
}
[Fact]
public void MinMaxSIMD_NegativeValues_ReturnsCorrect()
{
double[] data = [-5.0, -2.0, -8.0, -1.0];
var span = new ReadOnlySpan<double>(data);
var (min, max) = span.MinMaxSIMD();
Assert.Equal(-8.0, min);
Assert.Equal(-1.0, max);
}
// Integration tests
[Fact]
public void SIMD_WorksWithTSeriesValues()
{
var series = new TSeries(100);
for (int i = 0; i < 100; i++)
{
series.Add(DateTime.UtcNow.Ticks + i, i + 1.0);
}
var values = series.Values;
double sum = values.SumSIMD();
double avg = values.AverageSIMD();
double min = values.MinSIMD();
double max = values.MaxSIMD();
var (minAlt, maxAlt) = values.MinMaxSIMD();
Assert.Equal(5050.0, sum, precision: 8);
Assert.Equal(50.5, avg, precision: 8);
Assert.Equal(1.0, min);
Assert.Equal(100.0, max);
Assert.Equal(min, minAlt);
Assert.Equal(max, maxAlt);
}
[Fact]
public void SIMD_WorksWithTBarSeriesClose()
{
var gbm = new GBM(startPrice: 100.0);
long startTime = DateTime.UtcNow.Ticks;
var interval = TimeSpan.FromMinutes(1);
var bars = gbm.Fetch(1000, startTime, interval);
var closeValues = bars.Close.Values;
double sum = closeValues.SumSIMD();
double avg = closeValues.AverageSIMD();
double min = closeValues.MinSIMD();
double max = closeValues.MaxSIMD();
Assert.True(sum > 0);
Assert.True(avg > 0);
Assert.True(min > 0);
Assert.True(max > min);
}
[Fact]
public void SIMD_PerformanceTest_LargeDataset()
{
var gbm = new GBM(startPrice: 100.0);
long startTime = DateTime.UtcNow.Ticks;
var interval = TimeSpan.FromMinutes(1);
var bars = gbm.Fetch(10000, startTime, interval);
var closeValues = bars.Close.Values;
_ = closeValues.SumSIMD();
var sw = System.Diagnostics.Stopwatch.StartNew();
double sum = closeValues.SumSIMD();
double avg = closeValues.AverageSIMD();
double min = closeValues.MinSIMD();
double max = closeValues.MaxSIMD();
var (minAlt, maxAlt) = closeValues.MinMaxSIMD();
double variance = closeValues.VarianceSIMD();
double stdDev = closeValues.StdDevSIMD();
sw.Stop();
Assert.True(sum > 0);
Assert.True(avg > 0);
Assert.True(min > 0);
Assert.True(max > min);
Assert.True(variance > 0);
Assert.True(stdDev > 0);
Assert.True(sw.ElapsedMilliseconds < 10,
$"SIMD operations took {sw.ElapsedMilliseconds}ms, expected < 10ms");
}
[Fact]
public void SIMD_ScalarFallback_SmallArray()
{
double[] data = [1.0, 2.0, 3.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(6.0, span.SumSIMD());
Assert.Equal(1.0, span.MinSIMD());
Assert.Equal(3.0, span.MaxSIMD());
Assert.Equal(2.0, span.AverageSIMD());
var (min, max) = span.MinMaxSIMD();
Assert.Equal(1.0, min);
Assert.Equal(3.0, max);
}
}
// Tests for internal scalar implementations
public class SimdScalarFallbackTests
{
[Fact]
public void ContainsNonFiniteScalar_AllFinite_ReturnsFalse()
{
double[] data = [1.0, 2.0, 3.0, 4.0];
var span = new ReadOnlySpan<double>(data);
Assert.False(SimdExtensions.ContainsNonFiniteScalar(span));
}
[Fact]
public void ContainsNonFiniteScalar_ContainsNaN_ReturnsTrue()
{
double[] data = [1.0, double.NaN, 3.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(SimdExtensions.ContainsNonFiniteScalar(span));
}
[Fact]
public void ContainsNonFiniteScalar_ContainsInfinity_ReturnsTrue()
{
double[] data = [1.0, double.PositiveInfinity, 3.0];
var span = new ReadOnlySpan<double>(data);
Assert.True(SimdExtensions.ContainsNonFiniteScalar(span));
}
[Fact]
public void ContainsNonFiniteScalar_Empty_ReturnsFalse()
{
var span = ReadOnlySpan<double>.Empty;
Assert.False(SimdExtensions.ContainsNonFiniteScalar(span));
}
[Fact]
public void SumScalar_MultipleElements_ReturnsCorrectSum()
{
double[] data = [1.0, 2.0, 3.0, 4.0, 5.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(15.0, SimdExtensions.SumScalar(span));
}
[Fact]
public void SumScalar_NegativeValues_ReturnsCorrectSum()
{
double[] data = [-1.0, -2.0, 3.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(0.0, SimdExtensions.SumScalar(span));
}
[Fact]
public void SumScalar_Empty_ReturnsZero()
{
var span = ReadOnlySpan<double>.Empty;
Assert.Equal(0.0, SimdExtensions.SumScalar(span));
}
[Fact]
public void MinScalar_MultipleElements_ReturnsMinimum()
{
double[] data = [5.0, 2.0, 8.0, 1.0, 9.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(1.0, SimdExtensions.MinScalar(span));
}
[Fact]
public void MinScalar_NegativeValues_ReturnsMinimum()
{
double[] data = [-5.0, -2.0, -8.0, -1.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(-8.0, SimdExtensions.MinScalar(span));
}
[Fact]
public void MinScalar_SingleElement_ReturnsElement()
{
double[] data = [42.5];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(42.5, SimdExtensions.MinScalar(span));
}
[Fact]
public void MaxScalar_MultipleElements_ReturnsMaximum()
{
double[] data = [5.0, 2.0, 8.0, 1.0, 9.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(9.0, SimdExtensions.MaxScalar(span));
}
[Fact]
public void MaxScalar_NegativeValues_ReturnsMaximum()
{
double[] data = [-5.0, -2.0, -8.0, -1.0];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(-1.0, SimdExtensions.MaxScalar(span));
}
[Fact]
public void MaxScalar_SingleElement_ReturnsElement()
{
double[] data = [42.5];
var span = new ReadOnlySpan<double>(data);
Assert.Equal(42.5, SimdExtensions.MaxScalar(span));
}
[Fact]
public void VarianceScalar_MultipleElements_ReturnsCorrectVariance()
{
double[] data = [2.0, 4.0, 4.0, 4.0, 5.0, 5.0, 7.0, 9.0];
var span = new ReadOnlySpan<double>(data);
double mean = 5.0;
double variance = SimdExtensions.VarianceScalar(span, mean);
Assert.True(Math.Abs(variance - 4.571428) < 0.0001);
}
[Fact]
public void VarianceScalar_TwoElements_ReturnsCorrectVariance()
{
double[] data = [1.0, 3.0];
var span = new ReadOnlySpan<double>(data);
double mean = 2.0;
Assert.Equal(2.0, SimdExtensions.VarianceScalar(span, mean), precision: 10);
}
[Fact]
public void MinMaxScalar_MultipleElements_ReturnsCorrectMinMax()
{
double[] data = [5.0, 2.0, 8.0, 1.0, 9.0, 3.0, 7.0, 4.0];
var span = new ReadOnlySpan<double>(data);
var (min, max) = SimdExtensions.MinMaxScalar(span);
Assert.Equal(1.0, min);
Assert.Equal(9.0, max);
}
[Fact]
public void MinMaxScalar_NegativeValues_ReturnsCorrectMinMax()
{
double[] data = [-5.0, -2.0, -8.0, -1.0];
var span = new ReadOnlySpan<double>(data);
var (min, max) = SimdExtensions.MinMaxScalar(span);
Assert.Equal(-8.0, min);
Assert.Equal(-1.0, max);
}
[Fact]
public void MinMaxScalar_SingleElement_ReturnsSameValue()
{
double[] data = [42.5];
var span = new ReadOnlySpan<double>(data);
var (min, max) = SimdExtensions.MinMaxScalar(span);
Assert.Equal(42.5, min);
Assert.Equal(42.5, max);
}
}