test(dotnet): cover factor calculator input ordering
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@@ -109,5 +109,21 @@ namespace QuantEngine.Core.Tests
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Assert.Equal(expectedStDev, outputs.StDev20D, 5);
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Assert.Equal(expectedStDev, outputs.StDev20D, 5);
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}
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}
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[Fact]
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public void CalculateFactors_UnsortedInput_ProducesSameOutputs()
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{
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var stock = CreateMockBars("005930", 100.0, 1.0, 130);
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var index = CreateMockBars("KOSPI", 2000.0, 0.0, 130);
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stock.Reverse();
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index.Reverse();
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var outputs = FactorCalculator.CalculateFactors(stock, index);
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double expectedMom20 = (20.0 / 209.0) * 100.0;
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Assert.Equal(expectedMom20, outputs.Momentum20D, 5);
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Assert.Equal(1.0, outputs.Beta60D);
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}
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}
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}
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}
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}
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