mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 21:47:43 +00:00
Miha Kralj
653aafacd8
- Implemented Prime method in Vel, Ao, Apo, Frama, Adl, Adosc, Aobv, Cmf, Efi, Eom, Iii, Kvo, Mfi, Nvi, Obv, Pvd, Pvi, Pvo, Pvr, Pvt, Tvi, Twap, Va, Vf, Vo, Vroc, Vwad, Vwap, and Vwma classes. - The Prime method resets the indicator state and processes the provided historical bar data to initialize the indicator. - Added warmup period property to Adl and Wad classes to define the minimum number of data points required for validity. - Updated benchmark tests to use Batch methods for performance evaluation.
408 lines
12 KiB
C#
408 lines
12 KiB
C#
using System;
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using QuanTAlib;
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using Xunit;
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namespace QuanTAlib.Tests.Cycles;
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public class HtDcphaseTests
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{
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// ── Constructor ──────────────────────────────────────────────────────
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[Fact]
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public void Constructor_SetsDefaults()
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{
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var ht = new HtDcphase();
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Assert.Equal("HtDcphase", ht.Name);
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Assert.Equal(63, ht.WarmupPeriod);
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Assert.False(ht.IsHot);
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}
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[Fact]
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public void Constructor_WithPublisher_Subscribes()
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{
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var source = new TSeries();
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var ht = new HtDcphase(source);
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Assert.False(ht.IsHot);
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// Feed data through publisher
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for (int i = 0; i < 80; i++)
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{
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source.Add(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + Math.Sin(i * 0.3) * 10));
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}
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Assert.True(ht.IsHot);
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Assert.True(double.IsFinite(ht.Last.Value));
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}
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[Fact]
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public void Constructor_NullPublisher_Throws()
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{
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Assert.Throws<ArgumentNullException>(() => new HtDcphase(null!));
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}
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[Fact]
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public void Last_DefaultBeforeAnyUpdate()
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{
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var ht = new HtDcphase();
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Assert.Equal(default, ht.Last);
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}
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// ── IsHot & Warmup ──────────────────────────────────────────────────
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[Fact]
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public void Update_BecomesHotAfterWarmup()
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{
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var ht = new HtDcphase();
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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foreach (var bar in bars)
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{
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ht.Update(new TValue(bar.Time, bar.Close));
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}
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Assert.True(ht.IsHot);
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Assert.True(double.IsFinite(ht.Last.Value));
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}
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[Fact]
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public void IsHot_FalseBeforeWarmup()
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{
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var ht = new HtDcphase();
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for (int i = 0; i < 60; i++)
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{
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ht.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i));
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}
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Assert.False(ht.IsHot);
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}
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// ── Update ──────────────────────────────────────────────────────────
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[Fact]
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public void Update_FirstBarsReturnZero()
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{
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var ht = new HtDcphase();
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var result = ht.Update(new TValue(DateTime.UtcNow, 100.0));
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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 PhaseRange_IsValid()
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{
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var ht = new HtDcphase();
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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foreach (var bar in bars)
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{
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ht.Update(new TValue(bar.Time, bar.Close));
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}
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// After warmup, phase should be in valid range
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double phase = ht.Last.Value;
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Assert.True(phase >= -45.0 && phase <= 315.0,
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$"Phase {phase} should be in range [-45, 315]");
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}
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[Fact]
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public void Update_ProducesFiniteValuesAfterWarmup()
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{
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var ht = new HtDcphase();
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var gbm = new GBM(seed: 99);
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var bars = gbm.Fetch(150, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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foreach (var bar in bars)
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{
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ht.Update(new TValue(bar.Time, bar.Close));
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}
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Assert.True(ht.IsHot);
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Assert.True(double.IsFinite(ht.Last.Value));
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}
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// ── Bar Correction ──────────────────────────────────────────────────
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[Fact]
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public void SameBarUpdate_ReturnsSameValue()
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{
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var ht = new HtDcphase();
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var now = DateTime.UtcNow;
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// Prime with data
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for (int i = 0; i < 70; i++)
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{
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ht.Update(new TValue(now.AddMinutes(i), 100 + Math.Sin(i * 0.1) * 10));
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}
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Assert.True(ht.IsHot);
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// First update (new bar)
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var result1 = ht.Update(new TValue(now.AddMinutes(70), 105), isNew: true);
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// Same bar update
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var result2 = ht.Update(new TValue(now.AddMinutes(70), 106), isNew: false);
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Assert.Equal(result1.Value, result2.Value);
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}
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[Fact]
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public void BarCorrection_MultipleCorrections_StableState()
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{
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var ht = new HtDcphase();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 70; i++)
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{
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ht.Update(new TValue(now.AddMinutes(i), 100 + i * 0.5));
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}
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// New bar
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ht.Update(new TValue(now.AddMinutes(70), 150), isNew: true);
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var afterNew = ht.Last;
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// Multiple corrections
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ht.Update(new TValue(now.AddMinutes(70), 160), isNew: false);
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ht.Update(new TValue(now.AddMinutes(70), 140), isNew: false);
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ht.Update(new TValue(now.AddMinutes(70), 150), isNew: false);
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var afterCorrections = ht.Last;
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Assert.Equal(afterNew.Value, afterCorrections.Value);
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}
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// ── NaN handling ────────────────────────────────────────────────────
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[Fact]
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public void Update_NaN_BeforeValidData_ReturnsZero()
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{
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var ht = new HtDcphase();
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var result = ht.Update(new TValue(DateTime.UtcNow, double.NaN));
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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_NaN_AfterValidData_UsesLastValid()
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{
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var ht = new HtDcphase();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 80; i++)
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{
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ht.Update(new TValue(now.AddMinutes(i), 100 + Math.Sin(i * 0.2) * 5));
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}
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Assert.True(ht.IsHot);
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var result = ht.Update(new TValue(now.AddMinutes(80), double.NaN));
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Assert.True(double.IsFinite(result.Value));
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}
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[Fact]
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public void Update_Infinity_UsesLastValid()
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{
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var ht = new HtDcphase();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 80; i++)
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{
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ht.Update(new TValue(now.AddMinutes(i), 100 + i * 0.5));
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}
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var result = ht.Update(new TValue(now.AddMinutes(80), double.PositiveInfinity));
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Assert.True(double.IsFinite(result.Value));
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}
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// ── Reset ───────────────────────────────────────────────────────────
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[Fact]
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public void Reset_ClearsState()
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{
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var ht = new HtDcphase();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 80; i++)
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{
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ht.Update(new TValue(now.AddMinutes(i), 100 + i));
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}
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Assert.True(ht.IsHot);
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ht.Reset();
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Assert.False(ht.IsHot);
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Assert.Equal(default, ht.Last);
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}
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[Fact]
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public void Reset_AllowsReuse()
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{
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var ht = new HtDcphase();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 80; i++)
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{
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ht.Update(new TValue(now.AddMinutes(i), 100 + Math.Sin(i * 0.2) * 5));
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}
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var firstResult = ht.Last.Value;
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ht.Reset();
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for (int i = 0; i < 80; i++)
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{
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ht.Update(new TValue(now.AddMinutes(i), 100 + Math.Sin(i * 0.2) * 5));
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}
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Assert.Equal(firstResult, ht.Last.Value);
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}
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// ── Batch ───────────────────────────────────────────────────────────
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[Fact]
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public void Batch_TSeries_MatchesStreaming()
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{
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var series = bars.Close;
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var batchResult = HtDcphase.Batch(series);
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var streaming = new HtDcphase();
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var streamingResults = new TSeries();
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foreach (var item in series)
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{
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streamingResults.Add(streaming.Update(item));
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}
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Assert.Equal(batchResult.Count, streamingResults.Count);
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for (int i = 0; i < batchResult.Count; i++)
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{
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Assert.Equal(batchResult[i].Value, streamingResults[i].Value, 1e-10);
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}
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}
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[Fact]
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public void Batch_Span_MatchesStreaming()
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{
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var values = bars.Close.Values.ToArray();
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var spanOutput = new double[values.Length];
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HtDcphase.Batch(values, spanOutput);
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var streaming = new HtDcphase();
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for (int i = 0; i < values.Length; i++)
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{
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var result = streaming.Update(new TValue(DateTime.UtcNow.AddTicks(i), values[i]));
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Assert.Equal(result.Value, spanOutput[i], 1e-10);
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}
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}
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[Fact]
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public void Batch_Span_OutputTooShort_Throws()
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{
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var source = new double[10];
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var output = new double[5];
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Assert.Throws<ArgumentException>(() => HtDcphase.Batch(source, output));
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}
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[Fact]
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public void Update_EmptyTSeries_ReturnsEmpty()
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{
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var ht = new HtDcphase();
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var result = ht.Update(new TSeries());
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Assert.Empty(result);
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}
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[Fact]
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public void Update_TSeries_ReturnsCorrectCount()
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{
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var ht = new HtDcphase();
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var result = ht.Update(bars.Close);
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Assert.Equal(100, result.Count);
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}
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// ── Calculate ───────────────────────────────────────────────────────
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[Fact]
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public void Calculate_ReturnsBothResultsAndIndicator()
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{
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var (results, indicator) = HtDcphase.Calculate(bars.Close);
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Assert.Equal(100, results.Count);
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Assert.True(indicator.IsHot);
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}
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// ── Prime ───────────────────────────────────────────────────────────
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[Fact]
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public void Prime_WarmsUpIndicator()
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{
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var ht = new HtDcphase();
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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var values = bars.Close.Values.ToArray();
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ht.Prime(values);
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Assert.True(ht.IsHot);
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}
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[Fact]
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public void Prime_WithStepParameter()
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{
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var ht = new HtDcphase();
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var values = new double[80];
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for (int i = 0; i < 80; i++)
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{
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values[i] = 100 + Math.Sin(i * 0.2) * 5;
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}
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ht.Prime(values, TimeSpan.FromMinutes(5));
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Assert.True(ht.IsHot);
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}
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// ── Determinism ─────────────────────────────────────────────────────
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[Fact]
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public void TwoInstances_SameInput_SameOutput()
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{
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var ht1 = new HtDcphase();
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var ht2 = new HtDcphase();
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var gbm = new GBM(seed: 42);
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var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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foreach (var bar in bars)
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{
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var tv = new TValue(bar.Time, bar.Close);
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var r1 = ht1.Update(tv);
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var r2 = ht2.Update(tv);
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Assert.Equal(r1.Value, r2.Value);
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}
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}
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// ── Constant price ──────────────────────────────────────────────────
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[Fact]
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public void ConstantPrice_ProducesFiniteOutput()
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{
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var ht = new HtDcphase();
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var now = DateTime.UtcNow;
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for (int i = 0; i < 100; i++)
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{
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var result = ht.Update(new TValue(now.AddMinutes(i), 100.0));
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Assert.True(double.IsFinite(result.Value),
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$"Bar {i}: Expected finite, got {result.Value}");
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}
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}
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// ── Dispose ─────────────────────────────────────────────────────────
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[Fact]
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public void Dispose_DoesNotThrow()
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{
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var ht = new HtDcphase();
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ht.Update(new TValue(DateTime.UtcNow, 100));
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ht.Dispose();
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Assert.True(true); // S2699: explicit assertion for dispose-only test
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}
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}
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