Function test_frac_diff_ffd

crates/openquant/tests/fracdiff.rs:42–50

()

#[test]
fn test_frac_diff_ffd() {
    let data = load_close_series();
    for i in 1..10 {
        let diff_amt = i as f64 / 10.0;
        let fd = frac_diff_ffd(&data, diff_amt, 1e-5);
        assert_eq!(fd.len(), data.len());
        assert!(fd[0].is_nan());
    }
}