65 lines
2.1 KiB
Python
65 lines
2.1 KiB
Python
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'''
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Momentum FSP numerical regressions.
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'''
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import numpy as np
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import pytest
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from piker.fsp._momo import ema
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@pytest.mark.parametrize(
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'args,kwargs,expected',
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[
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((), {}, [1., 1.5, 2.25]),
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((None,), {}, [1., 1.5, 2.25]),
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((None, None), {}, [1., 1.5, 2.25]),
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((0.25,), {}, [1., 1.25, 1.6875]),
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((), {'alpha': 0.25}, [1., 1.25, 1.6875]),
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((), {'ylast': 4.}, [4., 3., 3.]),
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((None, 4.), {}, [4., 3., 3.]),
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((0.5, 4.), {}, [4., 3., 3.]),
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],
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)
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def test_ema_optional_arguments(
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args: tuple[float|None, ...],
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kwargs: dict[str, float],
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expected: list[float],
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) -> None:
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'''
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Accept omitted EMA defaults through the real Numba dispatcher.
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`ema()` exposed optional smoothing and seed arguments, but its
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eager signature accepted only explicit values or `None`.
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Numba's omitted-argument types therefore raised `TypeError`
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before the numerical kernel ran. Exercise positional and keyword
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omissions as well as explicit arguments, checking the resulting
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recurrence against hand-computed values. Import the production
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dispatcher so this catches signature regressions that a call to
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`ema.py_func` would miss.
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'''
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signal: np.ndarray = np.array([1., 2., 3.])
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result: np.ndarray = ema(signal, *args, **kwargs)
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np.testing.assert_allclose(result, expected)
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assert result.dtype == np.float64
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def test_ema_single_sample_continuation() -> None:
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'''
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Preserve the previous EMA when advancing one realtime sample.
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The old one-sample path multiplied an absent seed by a float,
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failing instead of initializing from the sample. Removing the
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eager Numba signature must retain the existing initialization
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fix and the previous-value update used by realtime RSI. Use a
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distinct seed and smoothing factor so copying either the seed
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or sample fails; verify an omitted seed uses the sole sample.
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'''
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signal: np.ndarray = np.array([3.])
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np.testing.assert_allclose(ema(signal), [3.])
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np.testing.assert_allclose(ema(signal, 0.25, 7.), [6.])
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