mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-01 03:07:43 +00:00
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.
336 lines
8.8 KiB
C#
336 lines
8.8 KiB
C#
|
|
namespace QuanTAlib.Tests;
|
|
|
|
public class TSeriesTests
|
|
{
|
|
[Fact]
|
|
public void Constructor_Default_CreatesEmptySeries()
|
|
{
|
|
var series = new TSeries();
|
|
|
|
Assert.Empty(series);
|
|
}
|
|
|
|
[Fact]
|
|
public void Constructor_WithCapacity_CreatesEmptySeries()
|
|
{
|
|
var series = new TSeries(100);
|
|
|
|
Assert.Empty(series);
|
|
}
|
|
|
|
[Fact]
|
|
public void Constructor_WithLists_WrapsExistingData()
|
|
{
|
|
var times = new List<long> { 100, 200, 300 };
|
|
var values = new List<double> { 1.0, 2.0, 3.0 };
|
|
|
|
var series = new TSeries(times, values);
|
|
|
|
Assert.Equal(3, series.Count);
|
|
Assert.Equal(1.0, series[0].Value);
|
|
Assert.Equal(2.0, series[1].Value);
|
|
Assert.Equal(3.0, series[2].Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void Name_DefaultValue_IsData()
|
|
{
|
|
var series = new TSeries();
|
|
|
|
Assert.Equal("Data", series.Name);
|
|
}
|
|
|
|
[Fact]
|
|
public void Name_CanBeSet()
|
|
{
|
|
var series = new TSeries { Name = "TestSeries" };
|
|
|
|
Assert.Equal("TestSeries", series.Name);
|
|
}
|
|
|
|
[Fact]
|
|
public void Add_NewValue_IncreasesCount()
|
|
{
|
|
var series = new TSeries();
|
|
long time = DateTime.UtcNow.Ticks;
|
|
|
|
series.Add(time, 10.0, isNew: true);
|
|
|
|
Assert.Single(series);
|
|
Assert.Equal(10.0, series.Last.Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void Add_UpdateValue_DoesNotIncreaseCount()
|
|
{
|
|
var series = new TSeries();
|
|
long time = DateTime.UtcNow.Ticks;
|
|
|
|
series.Add(time, 10.0, isNew: true);
|
|
series.Add(time, 11.0, isNew: false);
|
|
|
|
Assert.Single(series);
|
|
Assert.Equal(11.0, series.Last.Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void Add_MultipleValues_MaintainsOrder()
|
|
{
|
|
var series = new TSeries();
|
|
long t0 = DateTime.UtcNow.Ticks;
|
|
long t1 = t0 + TimeSpan.TicksPerMinute;
|
|
|
|
series.Add(t0, 10.0, isNew: true);
|
|
series.Add(t1, 20.0, isNew: true);
|
|
|
|
Assert.Equal(2, series.Count);
|
|
Assert.Equal(10.0, series[0].Value);
|
|
Assert.Equal(20.0, series[1].Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void Add_TValue_AddsNewItem()
|
|
{
|
|
var series = new TSeries();
|
|
var tv = new TValue(DateTime.UtcNow.Ticks, 42.0);
|
|
|
|
series.Add(tv);
|
|
|
|
Assert.Single(series);
|
|
Assert.Equal(42.0, series.Last.Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void Add_TValueWithIsNew_AddsOrUpdates()
|
|
{
|
|
var series = new TSeries();
|
|
var tv1 = new TValue(DateTime.UtcNow.Ticks, 42.0);
|
|
var tv2 = new TValue(DateTime.UtcNow.Ticks, 43.0);
|
|
|
|
series.Add(tv1, isNew: true);
|
|
series.Add(tv2, isNew: false);
|
|
|
|
Assert.Single(series);
|
|
Assert.Equal(43.0, series.Last.Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void Add_WithDateTime_AddsValue()
|
|
{
|
|
var series = new TSeries();
|
|
var dt = new DateTime(2024, 6, 15, 10, 30, 0, DateTimeKind.Utc);
|
|
|
|
series.Add(dt, 100.0, isNew: true);
|
|
|
|
Assert.Single(series);
|
|
Assert.Equal(dt.Ticks, series.Last.Time);
|
|
Assert.Equal(100.0, series.Last.Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void Add_EnumerableDoubles_AddsAllValues()
|
|
{
|
|
var series = new TSeries();
|
|
var values = new[] { 1.0, 2.0, 3.0, 4.0, 5.0 };
|
|
|
|
series.Add(values);
|
|
|
|
Assert.Equal(5, series.Count);
|
|
Assert.Equal(1.0, series[0].Value);
|
|
Assert.Equal(5.0, series[4].Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void Add_UpdateOnEmptySeries_AddsNewItem()
|
|
{
|
|
var series = new TSeries();
|
|
var tv = new TValue(DateTime.UtcNow.Ticks, 42.0);
|
|
|
|
series.Add(tv, isNew: false);
|
|
|
|
Assert.Single(series);
|
|
Assert.Equal(42.0, series.Last.Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void Last_EmptySeries_ReturnsDefault()
|
|
{
|
|
var series = new TSeries();
|
|
|
|
var last = series.Last;
|
|
|
|
Assert.Equal(0, last.Time);
|
|
Assert.Equal(0.0, last.Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void Last_NonEmptySeries_ReturnsLastValue()
|
|
{
|
|
var series = new TSeries();
|
|
series.Add(100, 10.0);
|
|
series.Add(200, 20.0);
|
|
|
|
var last = series.Last;
|
|
|
|
Assert.Equal(200, last.Time);
|
|
Assert.Equal(20.0, last.Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void LastValue_EmptySeries_ReturnsNaN()
|
|
{
|
|
var series = new TSeries();
|
|
|
|
Assert.True(double.IsNaN(series.LastValue));
|
|
}
|
|
|
|
[Fact]
|
|
public void LastValue_NonEmptySeries_ReturnsLastValue()
|
|
{
|
|
var series = new TSeries();
|
|
series.Add(100, 10.0);
|
|
series.Add(200, 20.0);
|
|
|
|
Assert.Equal(20.0, series.LastValue);
|
|
}
|
|
|
|
[Fact]
|
|
public void LastTime_EmptySeries_ReturnsZero()
|
|
{
|
|
var series = new TSeries();
|
|
|
|
Assert.Equal(0, series.LastTime);
|
|
}
|
|
|
|
[Fact]
|
|
public void LastTime_NonEmptySeries_ReturnsLastTime()
|
|
{
|
|
var series = new TSeries();
|
|
series.Add(100, 10.0);
|
|
series.Add(200, 20.0);
|
|
|
|
Assert.Equal(200, series.LastTime);
|
|
}
|
|
|
|
[Fact]
|
|
public void Values_ReturnsReadOnlySpanOfValues()
|
|
{
|
|
var series = new TSeries();
|
|
series.Add(100, 1.0);
|
|
series.Add(200, 2.0);
|
|
series.Add(300, 3.0);
|
|
|
|
ReadOnlySpan<double> values = series.Values;
|
|
|
|
Assert.Equal(3, values.Length);
|
|
Assert.Equal(1.0, values[0]);
|
|
Assert.Equal(2.0, values[1]);
|
|
Assert.Equal(3.0, values[2]);
|
|
}
|
|
|
|
[Fact]
|
|
public void Times_ReturnsReadOnlySpanOfTimes()
|
|
{
|
|
var series = new TSeries();
|
|
series.Add(100, 1.0);
|
|
series.Add(200, 2.0);
|
|
series.Add(300, 3.0);
|
|
|
|
ReadOnlySpan<long> times = series.Times;
|
|
|
|
Assert.Equal(3, times.Length);
|
|
Assert.Equal(100, times[0]);
|
|
Assert.Equal(200, times[1]);
|
|
Assert.Equal(300, times[2]);
|
|
}
|
|
|
|
[Fact]
|
|
public void Indexer_ReturnsCorrectTValue()
|
|
{
|
|
var series = new TSeries();
|
|
series.Add(100, 10.0);
|
|
series.Add(200, 20.0);
|
|
series.Add(300, 30.0);
|
|
|
|
Assert.Equal(100, series[0].Time);
|
|
Assert.Equal(10.0, series[0].Value);
|
|
Assert.Equal(200, series[1].Time);
|
|
Assert.Equal(20.0, series[1].Value);
|
|
Assert.Equal(300, series[2].Time);
|
|
Assert.Equal(30.0, series[2].Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void GetEnumerator_IteratesAllValues()
|
|
{
|
|
var series = new TSeries();
|
|
series.Add(100, 1.0);
|
|
series.Add(200, 2.0);
|
|
series.Add(300, 3.0);
|
|
|
|
var list = series.ToList();
|
|
|
|
Assert.Equal(3, list.Count);
|
|
Assert.Equal(1.0, list[0].Value);
|
|
Assert.Equal(2.0, list[1].Value);
|
|
Assert.Equal(3.0, list[2].Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void GetEnumerator_NonGeneric_Works()
|
|
{
|
|
var series = new TSeries();
|
|
series.Add(100, 1.0);
|
|
series.Add(200, 2.0);
|
|
|
|
var list = new List<object>();
|
|
foreach (var item in (IEnumerable)series)
|
|
{
|
|
list.Add(item);
|
|
}
|
|
|
|
Assert.Equal(2, list.Count);
|
|
}
|
|
|
|
[Fact]
|
|
public void Pub_Event_IsRaisedOnAdd()
|
|
{
|
|
var series = new TSeries();
|
|
TValue? received = null;
|
|
series.Pub += tv => received = tv;
|
|
|
|
series.Add(100, 42.0);
|
|
|
|
Assert.NotNull(received);
|
|
Assert.Equal(100, received.Value.Time);
|
|
Assert.Equal(42.0, received.Value.Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void Pub_Event_IsRaisedOnUpdate()
|
|
{
|
|
var series = new TSeries();
|
|
TValue? received = null;
|
|
series.Add(100, 42.0);
|
|
series.Pub += tv => received = tv;
|
|
|
|
series.Add(100, 43.0, isNew: false);
|
|
|
|
Assert.NotNull(received);
|
|
Assert.Equal(43.0, received.Value.Value);
|
|
}
|
|
|
|
[Fact]
|
|
public void Count_ReturnsCorrectValue()
|
|
{
|
|
var series = new TSeries();
|
|
|
|
series.Add(100, 1.0);
|
|
Assert.Single(series);
|
|
|
|
series.Add(200, 2.0);
|
|
Assert.Equal(2, series.Count);
|
|
}
|
|
}
|