blockchain/internal/lib/strategy/ema_test.go

package strategy

import (
	"sync"
	"testing"
	"time"

	"github.com/shopspring/decimal"
)

func almostEqual(a, b decimal.Decimal, tol float64) bool {
	if a.Equal(b) {
		return true
	}
	diff := a.Sub(b).Abs()
	return diff.LessThanOrEqual(decimal.NewFromFloat(tol))
}

// 產生參考 EMA（SMA-seed）：前 period 筆做 SMA 當種子，之後用 α 遞迴
func emaReferenceSMASeed(seq []float64, period uint) []decimal.Decimal {
	if period == 0 {
		panic("period must be > 0")
	}
	alpha := decimal.NewFromInt(2).
		Div(decimal.NewFromInt(int64(period)).Add(decimal.NewFromInt(1)))

	out := make([]decimal.Decimal, len(seq))
	var sum decimal.Decimal
	var ready bool
	var emaVal decimal.Decimal

	for i, x := range seq {
		px := d(int64(x))
		if !ready {
			sum = sum.Add(px)
			if uint(i+1) == period {
				emaVal = sum.Div(decimal.NewFromInt(int64(period))) // SMA seed
				ready = true
			}
			out[i] = emaVal
			continue
		}
		emaVal = emaVal.Mul(decimal.NewFromInt(1).Sub(alpha)).Add(px.Mul(alpha))
		out[i] = emaVal
	}
	return out
}

func TestEMA_WarmupAndStepByStep(t *testing.T) {
	type step struct {
		in        float64
		want      float64
		wantReady bool
	}
	alpha := 2.0 / (3.0 + 1.0) // period=3 => α=0.5
	_ = alpha

	// 序列：1,2,3（seed 完成 => 2.0），下一筆 4 => 0.5*4 + 0.5*2 = 3.0
	steps := []step{
		{in: 1, want: 0, wantReady: false}, // value 在未 ready 前不重要，但實作會回 seed 累積值；這步不檢查值
		{in: 2, want: 0, wantReady: false},
		{in: 3, want: 2.0, wantReady: true},
		{in: 4, want: 3.0, wantReady: true},
	}

	e := NewEMA(3)

	for i, st := range steps {
		got := e.Update(d(int64(st.in)))
		// 檢查 ready
		if got.Ready != st.wantReady {
			t.Fatalf("step %d: ready got=%v want=%v", i, got.Ready, st.wantReady)
		}
		// 檢查值（只有 ready 後才精準檢查）
		if got.Ready {
			if !almostEqual(got.Value, d(int64(st.want)), 1e-12) {
				t.Fatalf("step %d: value got=%s want=%v", i, got.Value, st.want)
			}
		}
		// Load() 與 Update() 一致
		ld := e.Load()
		if ld.Ready != got.Ready || !ld.Value.Equal(got.Value) {
			t.Fatalf("step %d: Load() mismatch", i)
		}
	}
}

func TestEMA_MatchesReference_SMASeed(t *testing.T) {
	period := uint(10)
	seq := []float64{10, 11, 12, 13, 12, 11, 12, 13, 14, 15, 16, 15, 14, 13, 12, 11, 10, 11, 12, 13}
	ref := emaReferenceSMASeed(seq, period)

	e := NewEMA(period)
	for i, x := range seq {
		out := e.Update(d(int64(x)))
		// 只有在 ready 後才對齊 ref
		if out.Ready {
			if !almostEqual(out.Value, ref[i], 1e-9) {
				t.Fatalf("i=%d: EMA value got=%s ref=%s", i, out.Value, ref[i])
			}
		} else {
			// 未 ready 時，檢查準備進度是否合理
			if uint(i+1) == period && !out.Ready {
				t.Fatalf("i=%d: should be ready at the period boundary", i)
			}
		}
	}
}

func TestEMA_PeriodOne_DegenerateCase(t *testing.T) {
	// period=1 => α=1，第一筆即 ready，之後永遠等於最新價
	e := NewEMA(1)
	seq := []float64{10, 11, 12, 9, 8, 15}
	for i, x := range seq {
		out := e.Update(d(int64(x)))
		if !out.Ready {
			t.Fatalf("i=%d: period=1 should be ready immediately", i)
		}
		if !out.Value.Equal(d(int64(x))) {
			t.Fatalf("i=%d: value got=%s want=%v", i, out.Value, x)
		}
		// Load() 同步
		if !e.Load().Value.Equal(out.Value) {
			t.Fatalf("i=%d: Load() mismatch", i)
		}
	}
}

func TestEMA_MultiReadersSingleWriter(t *testing.T) {
	e := NewEMA(5)

	var wg sync.WaitGroup
	stop := make(chan struct{})

	// 多 reader：不斷 Load()，不應當出現資料競態或 panic
	reader := func() {
		defer wg.Done()
		for {
			select {
			case <-stop:
				return
			default:
				_ = e.Load()
			}
		}
	}

	// 啟動多個讀者
	for i := 0; i < 8; i++ {
		wg.Add(1)
		go reader()
	}

	// 單 writer：依序更新
	prices := []float64{1, 2, 3, 4, 5, 6, 7}
	for _, px := range prices {
		e.Update(d(int64(px)))
		time.Sleep(1 * time.Millisecond)
	}

	// 收攤
	close(stop)
	wg.Wait()

	// 最後至少應該是 ready
	final := e.Load()
	if !final.Ready {
		t.Fatalf("final snapshot should be ready, got=%v", final.Ready)
	}
}