TSeries

2025-06-11 13:33:46 +02:00
parent d282d2c40d
commit 7f6672db24
6 changed files with 404 additions and 5 deletions
@@ -0,0 +1,264 @@
+unit Myc.Test.Trade.DataPoint;
+
+interface
+
+uses
+    System.SysUtils,
+    System.Classes,
+    DUnitX.TestFramework,
+    Myc.Trade.DataPoint;
+
+type
+
+    [TestFixture]
+    TTestTDataSeries = class(TObject)
+    private
+        FSeries: TDataSeries<TAskBidItem>;
+        procedure SetupSeriesWithData;
+    public
+        [Setup]
+        procedure Setup;
+        [Teardown]
+        procedure Teardown;
+
+        [Test]
+        procedure TestSetupSeriesWithDataVerification;
+        [Test]
+        procedure TestAddAndCount;
+        [Test]
+        [IgnoreMemoryLeaks]
+        procedure TestAddOrderAssertion;
+        [Test]
+        procedure TestGetItemsIndexing;
+        [Test]
+        procedure TestIndexOfExistingTimeStamp;
+        [Test]
+        procedure TestIndexOfNonExistingBetween;
+        [Test]
+        procedure TestIndexOfBeforeFirstItem;
+        [Test]
+        procedure TestIndexOfAfterLastItem;
+        [Test]
+        procedure TestIndexOfExactOldestItem;
+        [Test]
+        procedure TestIndexOfExactNewestItem;
+        [Test]
+        procedure TestIndexOfEmptySeries;
+        [Test]
+        procedure TestIndexOfSingleItemSeries;
+    end;
+
+implementation
+
+{ TTestTDataSeries }
+
+procedure TTestTDataSeries.Setup;
+begin
+    // Managed record is implicitly initialized.
+end;
+
+procedure TTestTDataSeries.Teardown;
+begin
+    // Ensure managed record is finalized to prevent false leak reports.
+    FSeries := Default(TDataSeries<TAskBidItem>);
+end;
+
+procedure TTestTDataSeries.SetupSeriesWithData;
+var
+    i: Integer;
+    DataPoint: TDataPoint<TAskBidItem>;
+    baseTime: TDateTime;
+begin
+    FSeries := Default(TDataSeries<TAskBidItem>);
+    baseTime := EncodeDate(2020, 7, 7);
+
+    // Add 10 data points with increasing timestamps.
+    for i := 0 to 9 do
+    begin
+        DataPoint := TDataPoint<TAskBidItem>.Create(baseTime + i, TAskBidItem.Create(i * 1.0, i * 1.0 + 0.1));
+        FSeries.Add(DataPoint);
+    end;
+    // Resulting state:
+    // Newest item: Time = baseTime + 9, Logical Index = 0
+    // Oldest item: Time = baseTime + 0, Logical Index = 9
+end;
+
+// Verifies that the test data setup helper works as expected.
+procedure TTestTDataSeries.TestSetupSeriesWithDataVerification;
+var
+    i: Integer;
+    baseTime, expectedTime: TDateTime;
+    expectedAsk: Single;
+begin
+    SetupSeriesWithData;
+    baseTime := EncodeDate(2020, 7, 7);
+
+    Assert.AreEqual(Int64(10), FSeries.Count, 'Setup should create exactly 10 items');
+
+    // Check all items to ensure correct reverse chronological order.
+    for i := 0 to FSeries.Count - 1 do
+    begin
+        expectedTime := baseTime + (9 - i);
+        expectedAsk := Single(9 - i);
+        Assert.AreEqual(expectedTime, FSeries[i].Time, 'Item at logical index should have correct reversed timestamp');
+        Assert.AreEqual(expectedAsk, FSeries[i].Data.Ask, 'Item at logical index should have correct reversed data');
+    end;
+end;
+
+// Tests adding new items and the resulting count.
+procedure TTestTDataSeries.TestAddAndCount;
+var
+    DataPoint: TDataPoint<TAskBidItem>;
+    newTime: TDateTime;
+begin
+    SetupSeriesWithData;
+    newTime := EncodeDate(2020, 7, 17);
+
+    Assert.AreEqual(Int64(10), FSeries.Count, 'Initial count should be 10');
+
+    DataPoint := TDataPoint<TAskBidItem>.Create(newTime, TAskBidItem.Create(100.0, 100.1));
+    FSeries.Add(DataPoint);
+
+    Assert.AreEqual(Int64(11), FSeries.Count, 'Count should be 11 after adding one more');
+    Assert.AreEqual(newTime, FSeries.Items[0].Time, 'Newest item should be at index 0');
+end;
+
+// Ensures that adding an item with an older timestamp raises an assertion.
+procedure TTestTDataSeries.TestAddOrderAssertion;
+var
+    olderTime: TDateTime;
+begin
+    SetupSeriesWithData; // Newest item is at 2020-07-16
+    olderTime := EncodeDate(2020, 7, 15);
+
+    Assert.WillRaise(
+        procedure
+        begin
+            var DataPoint := TDataPoint<TAskBidItem>.Create(olderTime, TAskBidItem.Create(0.0, 0.0));
+            FSeries.Add(DataPoint);
+        end,
+        EAssertionFailed,
+        'Adding item with older timestamp should raise an assert error'
+    );
+end;
+
+// Verifies that the logical-to-physical index mapping is correct.
+procedure TTestTDataSeries.TestGetItemsIndexing;
+var
+    i: Integer;
+    expectedTime: TDateTime;
+    baseTime: TDateTime;
+begin
+    SetupSeriesWithData;
+    baseTime := EncodeDate(2020, 7, 7);
+
+    for i := 0 to 9 do
+    begin
+        expectedTime := baseTime + (9 - i);
+        Assert.AreEqual(expectedTime, FSeries.Items[i].Time, 'Item at logical index should have reversed chronological time');
+        Assert.AreEqual(Single(9 - i), FSeries.Items[i].Data.Ask, 'Item data at logical index should match reversed insertion order');
+    end;
+end;
+
+// Tests finding an existing item (in this case, the oldest).
+procedure TTestTDataSeries.TestIndexOfExistingTimeStamp;
+var
+    ATimeStamp: TDateTime;
+    expectedIndex: Int64;
+begin
+    SetupSeriesWithData;
+    ATimeStamp := EncodeDate(2020, 7, 7); // Oldest item
+    expectedIndex := 9;
+
+    Assert.AreEqual(expectedIndex, FSeries.IndexOf(ATimeStamp), 'IndexOf for the oldest existing item timestamp should return its correct index');
+end;
+
+// Tests finding the index for a timestamp that falls between two existing items.
+procedure TTestTDataSeries.TestIndexOfNonExistingBetween;
+var
+    ATimeStamp: TDateTime;
+    expectedIndex: Int64;
+begin
+    SetupSeriesWithData;
+    ATimeStamp := EncodeDate(2020, 7, 7) + 0.5; // 12:00 on the day of the oldest item
+    expectedIndex := Int64(9); // Should find the item from 00:00
+
+    Assert.AreEqual(expectedIndex, FSeries.IndexOf(ATimeStamp), 'IndexOf for a non-existing timestamp should return the index of the immediately preceding item');
+end;
+
+// Tests finding a timestamp that is older than any item in the series.
+procedure TTestTDataSeries.TestIndexOfBeforeFirstItem;
+var
+    ATimeStamp: TDateTime;
+    baseTime: TDateTime;
+begin
+    SetupSeriesWithData;
+    baseTime := EncodeDate(2020, 7, 7);
+    ATimeStamp := baseTime - 1; // A day before the oldest item
+
+    Assert.AreEqual(Int64(-1), FSeries.IndexOf(ATimeStamp), 'IndexOf for a timestamp before the oldest item should return -1');
+end;
+
+// Tests finding a timestamp that is newer than any item in the series.
+procedure TTestTDataSeries.TestIndexOfAfterLastItem;
+var
+    ATimeStamp: TDateTime;
+    baseTime: TDateTime;
+begin
+    SetupSeriesWithData;
+    baseTime := EncodeDate(2020, 7, 7);
+    ATimeStamp := baseTime + 10; // A day after the newest item
+
+    Assert.AreEqual(Int64(0), FSeries.IndexOf(ATimeStamp), 'IndexOf for a timestamp after the newest item should return the index of the newest item');
+end;
+
+// Specifically tests finding the exact oldest item.
+procedure TTestTDataSeries.TestIndexOfExactOldestItem;
+var
+    ATimeStamp: TDateTime;
+begin
+    SetupSeriesWithData;
+    ATimeStamp := EncodeDate(2020, 7, 7);
+
+    Assert.AreEqual(Int64(9), FSeries.IndexOf(ATimeStamp), 'IndexOf for the exact oldest timestamp should return the last index');
+end;
+
+// Specifically tests finding the exact newest item.
+procedure TTestTDataSeries.TestIndexOfExactNewestItem;
+var
+    ATimeStamp: TDateTime;
+begin
+    SetupSeriesWithData;
+    ATimeStamp := EncodeDate(2020, 7, 16);
+
+    Assert.AreEqual(Int64(0), FSeries.IndexOf(ATimeStamp), 'IndexOf for the exact newest timestamp should return index 0');
+end;
+
+// Tests IndexOf on an empty series.
+procedure TTestTDataSeries.TestIndexOfEmptySeries;
+begin
+    FSeries := Default(TDataSeries<TAskBidItem>);
+    Assert.AreEqual(Int64(0), FSeries.Count);
+    Assert.AreEqual(Int64(-1), FSeries.IndexOf(Now), 'IndexOf on empty series should return -1');
+end;
+
+// Tests IndexOf on a series with only one item.
+procedure TTestTDataSeries.TestIndexOfSingleItemSeries;
+var
+    DataPoint: TDataPoint<TAskBidItem>;
+    testTime: TDateTime;
+begin
+    FSeries := Default(TDataSeries<TAskBidItem>);
+    testTime := EncodeDate(2025, 1, 1);
+    DataPoint := TDataPoint<TAskBidItem>.Create(testTime, TAskBidItem.Create(1.0, 2.0));
+    FSeries.Add(DataPoint);
+
+    Assert.AreEqual(Int64(1), FSeries.Count);
+    Assert.AreEqual(Int64(0), FSeries.IndexOf(testTime), 'IndexOf for exact single item should be 0');
+    Assert.AreEqual(Int64(0), FSeries.IndexOf(testTime + 0.5), 'IndexOf for time after single item should be 0');
+    Assert.AreEqual(Int64(-1), FSeries.IndexOf(testTime - 1), 'IndexOf for time before single item should be -1');
+end;
+
+initialization
+    TDUnitX.RegisterTestFixture(TTestTDataSeries);
+end.