()
| 73 | |
| 74 | #[test] |
| 75 | fn test_time_decay_weights() { |
| 76 | let (events, close, _, _) = setup_events(); |
| 77 | let standard = get_weights_by_time_decay(&events, &close, 0.5).expect("standard"); |
| 78 | let no_decay = get_weights_by_time_decay(&events, &close, 1.0).expect("nodecay"); |
| 79 | let neg_decay = get_weights_by_time_decay(&events, &close, -0.5).expect("neg"); |
| 80 | let converge = get_weights_by_time_decay(&events, &close, 0.0).expect("conv"); |
| 81 | let pos_decay = get_weights_by_time_decay(&events, &close, 1.5).expect("pos"); |
| 82 | |
| 83 | let len = events.len(); |
| 84 | assert_eq!(standard.len(), len); |
| 85 | assert_eq!(no_decay.len(), len); |
| 86 | assert_eq!(neg_decay.len(), len); |
| 87 | assert_eq!(converge.len(), len); |
| 88 | assert_eq!(pos_decay.len(), len); |
| 89 | |
| 90 | assert_eq!(standard.last().unwrap().1, 1.0); |
| 91 | assert!((standard.first().unwrap().1 - 0.582191).abs() <= 1e5); |
| 92 | assert!(no_decay.iter().all(|(_, w)| (*w - 1.0).abs() < 1e-12)); |
| 93 | assert_eq!(neg_decay.iter().filter(|(_, w)| *w == 0.0).count(), 3); |
| 94 | assert_eq!( |
| 95 | pos_decay.first().unwrap().1, |
| 96 | pos_decay.iter().map(|(_, w)| *w).fold(f64::MIN, f64::max) |
| 97 | ); |
| 98 | assert!(pos_decay[pos_decay.len() - 2].1 >= pos_decay.last().unwrap().1); |
| 99 | } |
| 100 | |
| 101 | #[test] |
| 102 | fn test_value_error_raise() { |
nothing calls this directly
no test coverage detected