Files
QuanTAlib/lib/trends/jma/Jma.ZeroDiv.Tests.cs
T
Miha Kralj ac8b2dbb3f feat(tests): enhance tests with GBM for noise generation and improve tolerance for MAMA validation
feat(trends): implement IDisposable in Bessel and Conv classes to manage event subscriptions
fix(trends): add validation for period and parameters in Kama and MGDI calculations
fix(trends): clamp logarithmic calculations in JMA to avoid -Infinity
2025-12-25 20:18:14 -08:00

46 lines
1.7 KiB
C#

using System;
using Xunit;
using QuanTAlib;
namespace QuanTAlib.Tests;
public class JmaZeroDivTests
{
[Fact]
public void Period1_DoesNotProduceInfinityOrNaN()
{
// Arrange
var jma = new Jma(period: 1);
double[] values = { 100, 101, 102, 101, 100 };
// Act & Assert
foreach (var v in values)
{
var result = jma.Update(new TValue(DateTime.UtcNow, v));
Assert.False(double.IsNaN(result.Value), $"JMA(1) produced NaN for input {v}");
Assert.False(double.IsInfinity(result.Value), $"JMA(1) produced Infinity for input {v}");
// For period 1, JMA should ideally track price very closely
Assert.Equal(v, result.Value, precision: 1);
}
}
[Fact]
public void Period1_LogValuesAreFinite()
{
// This test inspects private fields via reflection or just checks behavior
// Since we can't easily access private fields, we'll rely on the calculation logic check
// If the fix is applied, we shouldn't see -Infinity in internal calculations if we could see them.
// But we can check if the output is exactly the input, which implies adapt=0 (if logic holds).
var jma = new Jma(period: 1);
var result = jma.Update(new TValue(DateTime.UtcNow, 100));
Assert.Equal(100, result.Value);
result = jma.Update(new TValue(DateTime.UtcNow, 200));
// If adapt is 0 (due to -Infinity log), bands snap to price.
// If JMA(1) is identity, result should be 200.
// With clamping, adapt is slightly non-zero (approx 1e-12), so result is very close to 200.
Assert.Equal(200, result.Value, precision: 8);
}
}