test(dotnet): cover factor calculator input ordering

2026-07-13 00:19:11 +09:00
parent 6772a86081
commit 29929d76d3
1 changed files with 16 additions and 0 deletions
@@ -109,5 +109,21 @@ namespace QuantEngine.Core.Tests

            Assert.Equal(expectedStDev, outputs.StDev20D, 5);
        }
+
+        [Fact]
+        public void CalculateFactors_UnsortedInput_ProducesSameOutputs()
+        {
+            var stock = CreateMockBars("005930", 100.0, 1.0, 130);
+            var index = CreateMockBars("KOSPI", 2000.0, 0.0, 130);
+
+            stock.Reverse();
+            index.Reverse();
+
+            var outputs = FactorCalculator.CalculateFactors(stock, index);
+
+            double expectedMom20 = (20.0 / 209.0) * 100.0;
+            Assert.Equal(expectedMom20, outputs.Momentum20D, 5);
+            Assert.Equal(1.0, outputs.Beta60D);
+        }
    }
 }