MycLib/Src/Myc.Test.Trade.DataPoint.pas

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.