Files
QuanTAlib/lib/averages/dema/Dema.Coverage.Tests.cs
T
Miha Kralj 875998b288 Add eventing support to WMA indicator and implement unit tests for various indicators
- Enhanced WMA indicator with event-driven capabilities using ITValuePublisher interface.
- Created a new TODO file listing various indicators and their corresponding libraries.
- Added unit tests for DEMA, HMA, TEMA, and WMA indicators to ensure proper functionality.
- Implemented tests for handling new bars, ticks, and historical data updates across indicators.
- Verified that indicators correctly compute values and handle different source types.
2025-12-07 16:46:38 -08:00

88 lines
2.2 KiB
C#

using System;
using Xunit;
namespace QuanTAlib.Tests;
public class DemaCoverageTests
{
[Fact]
public void Dema_CompensationLogic_IsTriggered()
{
// Compensation happens when E <= 1e-10
// E starts at 1.0 and decays by (1-alpha) each step.
// We need enough steps to reach 1e-10.
// If period=10, alpha ~ 0.18, decay ~ 0.81
// 0.81^n <= 1e-10 => n * log(0.81) <= -10
// n * -0.09 <= -10 => n >= 111
int count = 200;
int period = 10;
var dema = new Dema(period);
for (int i = 0; i < count; i++)
{
dema.Update(new TValue(DateTime.UtcNow, 100.0));
}
// Just ensuring no exception and value is correct
Assert.Equal(100.0, dema.Last.Value, 1e-9);
}
[Fact]
public void Dema_IsHot_Logic()
{
// IsHot happens when E <= 0.05
// 0.81^n <= 0.05 => n >= 14
int period = 10;
var dema = new Dema(period);
Assert.False(dema.IsHot);
for (int i = 0; i < 50; i++)
{
dema.Update(new TValue(DateTime.UtcNow, 100.0));
if (i > 30) // Should be hot by now
{
Assert.True(dema.IsHot);
}
}
}
[Fact]
public void Dema_StaticCalculate_Alpha_Coverage()
{
double[] source = new double[100];
double[] output = new double[100];
for(int i=0; i<100; i++) source[i] = 100.0;
// Use alpha overload
Dema.Calculate(source.AsSpan(), output.AsSpan(), 0.1);
Assert.Equal(100.0, output[^1], 1e-9);
}
[Fact]
public void Dema_Reset_ClearsState()
{
var dema = new Dema(10);
dema.Update(new TValue(DateTime.UtcNow, 100.0));
Assert.NotEqual(0, dema.Last.Value);
dema.Reset();
Assert.Equal(0, dema.Last.Value);
Assert.False(dema.IsHot);
}
[Fact]
public void Dema_Constructor_Alpha_Validation()
{
Assert.Throws<ArgumentException>(() => new Dema(0.0));
Assert.Throws<ArgumentException>(() => new Dema(1.1));
var dema = new Dema(0.5);
Assert.NotNull(dema);
}
}