mirror of
https://github.com/OPCFoundation/UA-.NETStandard.git
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Convert `DataValue` from a mutable reference type (`class`) to a `readonly struct` to eliminate per-allocation GC pressure on every attribute read, subscription publish, and history sample. ### Key API changes (user-visible) | Before | After | Pattern | |---|---|---| | `class DataValue` | `readonly struct DataValue : INullable` | Foundation | | `Equals(DataValue?)` / `operator ==(DataValue?, DataValue?)` | `Equals(DataValue)` / `operator ==(DataValue, DataValue)` | Value semantics | | `IEncoder.WriteDataValue(string?, DataValue?)` | `IEncoder.WriteDataValue(string?, DataValue)` | Non-nullable wire API | | `IDecoder.ReadDataValue(...) -> DataValue?` | `IDecoder.ReadDataValue(...) -> DataValue` | Same | | `IDataChangeMonitoredItemQueue.PeekLast/Oldest()` | `TryPeekLastValue/Oldest(out DataValue)` | TryGet pattern | | `IAggregateCalculator.GetProcessedValue(bool)` | `TryGetProcessedValue(bool, out DataValue)` | Same | | `IUaPubSubDataStore.ReadPublishedDataItem(...)` | `TryReadPublishedDataItem(NodeId, uint, out DataValue)` | Same | | `Dictionary<uint, DataValue?>` (NodeCacheContext) | `Dictionary<uint, DataValue>` | Default + IsNull | | `IHistoryDataSource.FirstRaw/NextRaw` | `TryFirstRaw/TryNextRaw(out DataValue)` | TryGet pattern | | `NodeState.ReadAttribute(... DataValue)` | `NodeState.ReadAttribute(... ref DataValue)` | Sync mutation via ref | | `NodeState.ReadAttributeAsync(... DataValue)` | `NodeState.ReadAttributeAsync(...) -> ValueTask<(ServiceResult, DataValue)>` | Async return tuple | | `obj as DataValue` (heterogeneous Dictionary<string, object>) | `obj is DataValue dv ? dv : default(DataValue)` | Safe struct cast | | `Assert.That(dv, Is.Not.Null)` (tests) | `Assert.That(dv.IsNull, Is.False)` | Struct test pattern | | `[Obsolete] Value` setter, all property setters | Removed; use ctor or `With*()` | Immutability | | `[DataContract]` + `[DataMember]` | Removed; surrogate via `SerializableDataValue` + `DataValueSurrogateProvider` | Serialization | ### Wire format Wire format is **byte-identical** to the previous class-based implementation across binary / JSON / XML encoders. Default DataValue (`.IsNull == true`) is treated as the equivalent of the old null reference (writes JSON `null`, binary `byte 0`, XML omitted element). ### Why TryGet pattern (instead of leaving `DataValue?`) For methods that previously returned `DataValue?` to signal "no value available" (queue peek, aggregate result, data store lookup, history navigation), the conversion to `bool TryGet(out DataValue)` matches BCL conventions (`Dictionary.TryGetValue`, `Queue.TryPeek`, `Int32.TryParse`) and gives the caller an explicit "may be absent" affordance without `Nullable<DataValue>` overhead. ### Breaking changes summary - `DataValue` is now a `readonly struct` - boxing/unboxing semantics change for callers using `object`-typed APIs. - `IEncoder.WriteDataValue` / `IDecoder.ReadDataValue` / `ReadDataValueArray` interface signatures lose the `Nullable` wrapper. - `IDataChangeMonitoredItemQueue.PeekLastValue` / `PeekOldestValue` -> `TryPeekLastValue` / `TryPeekOldestValue` (out parameter). - `IAggregateCalculator.GetProcessedValue` -> `TryGetProcessedValue` (out parameter). - `IUaPubSubDataStore.ReadPublishedDataItem` -> `TryReadPublishedDataItem` (out parameter). - `NodeState.ReadAttribute` takes `ref DataValue`; `ReadAttributeAsync` returns `ValueTask<(ServiceResult, DataValue)>`. - `DataValue` property setters removed (use constructor + `With*` mutators).
659 lines
26 KiB
C#
659 lines
26 KiB
C#
/* ========================================================================
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* Copyright (c) 2005-2025 The OPC Foundation, Inc. All rights reserved.
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*
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* OPC Foundation MIT License 1.00
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*
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* Permission is hereby granted, free of charge, to any person
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* obtaining a copy of this software and associated documentation
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* files (the "Software"), to deal in the Software without
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* restriction, including without limitation the rights to use,
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* copy, modify, merge, publish, distribute, sublicense, and/or sell
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* copies of the Software, and to permit persons to whom the
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* Software is furnished to do so, subject to the following
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* conditions:
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*
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* The above copyright notice and this permission notice shall be
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* included in all copies or substantial portions of the Software.
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* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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* OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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* NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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* HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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* WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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* FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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* OTHER DEALINGS IN THE SOFTWARE.
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*
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* The complete license agreement can be found here:
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* http://opcfoundation.org/License/MIT/1.00/
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* ======================================================================*/
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using System;
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using System.Collections.Generic;
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using NUnit.Framework;
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using Opc.Ua.Tests;
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namespace Opc.Ua.Server.Tests
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{
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/// <summary>
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/// <para>Tests for aggregate calculators, specifically Standard Deviation and Variance aggregates</para>
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/// <para>
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/// Note on Population Aggregate Behavior:
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/// The implementation of population aggregates (StandardDeviationPopulation, VariancePopulation)
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/// uses GetValues() which excludes boundary values. In practice, this means the last value
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/// in a data set within the processing interval is not included in the calculation.
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/// Sample aggregates use GetValuesWithSimpleBounds() which includes boundary values.
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/// </para>
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/// <para>
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/// Tests account for this by providing one additional data point for population tests
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/// to ensure the correct number of values are used in calculations.
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/// </para>
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/// </summary>
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[TestFixture]
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[Category("AggregateCalculator")]
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[SetCulture("en-us")]
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[SetUICulture("en-us")]
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[Parallelizable]
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public class AggregateCalculatorTests
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{
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private ITelemetryContext m_telemetry;
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private AggregateConfiguration m_configuration;
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[SetUp]
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public void SetUp()
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{
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m_telemetry = NUnitTelemetryContext.Create();
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// Create a default aggregate configuration
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m_configuration = new AggregateConfiguration
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{
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TreatUncertainAsBad = false,
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PercentDataBad = 100,
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PercentDataGood = 100,
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UseSlopedExtrapolation = false
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};
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}
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/// <summary>
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/// Creates data values for testing
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/// </summary>
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private static List<DataValue> CreateDataValues(DateTimeUtc startTime, double[] values, double intervalMs = 1000)
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{
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var dataValues = new List<DataValue>();
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for (int i = 0; i < values.Length; i++)
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{
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dataValues.Add(new DataValue(
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new Variant(values[i]),
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StatusCodes.Good,
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startTime.AddMilliseconds(i * intervalMs),
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startTime.AddMilliseconds(i * intervalMs)));
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}
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return dataValues;
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}
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/// <summary>
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/// Computes aggregate value for a set of data values
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/// </summary>
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private DataValue ComputeAggregate(
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NodeId aggregateId,
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List<DataValue> values,
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DateTimeUtc startTime,
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DateTimeUtc endTime,
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double processingInterval)
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{
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IAggregateCalculator calculator = Aggregators.CreateStandardCalculator(
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aggregateId,
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startTime,
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endTime,
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processingInterval,
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false, // stepped
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m_configuration,
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m_telemetry);
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// Queue all values
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foreach (DataValue value in values)
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{
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calculator.QueueRawValue(value);
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}
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// Get the processed values
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var results = new List<DataValue>();
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bool hasData = true;
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while (hasData)
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{
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// Use returnPartial=true to get results even without a late bound
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bool _hasresult = calculator.TryGetProcessedValue(true, out DataValue result);
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if (_hasresult)
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{
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results.Add(result);
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}
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else
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{
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hasData = false;
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}
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}
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// Return the first result (we're testing single interval calculations)
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return results.Count > 0 ? results[0] : default;
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}
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/// <summary>
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/// <para>
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/// Test StandardDeviationPopulation with example from OPC UA Part 13 v1.05 Section A.35
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/// Example: Values [10, 20, 30, 40, 50] should give population std dev ≈ 14.142
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/// </para>
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/// <para>
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/// Implementation Note: Population aggregates exclude the last value when using GetValues().
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/// To test the spec example with 5 values, we provide 6 values where the last is a duplicate.
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/// The implementation will use the first 5 values for the calculation.
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/// </para>
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/// </summary>
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[Test]
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public void StandardDeviationPopulation_SpecExample()
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{
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// Arrange
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var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
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DateTimeUtc firstValueTime = startTime.AddMilliseconds(500);
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// Providing 6 values where last is duplicate - implementation will use first 5
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double[] values = [10, 20, 30, 40, 50, 50];
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List<DataValue> dataValues = CreateDataValues(firstValueTime, values, 2000);
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DateTimeUtc endTime = startTime.AddMilliseconds(12000);
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// Act
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DataValue result = ComputeAggregate(
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ObjectIds.AggregateFunction_StandardDeviationPopulation,
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dataValues,
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startTime,
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endTime,
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12000);
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// Assert
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Assert.That(result.IsNull, Is.False);
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Assert.That(result.WrappedValue.IsNull, Is.False);
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double stdDev = (double)result.WrappedValue.ConvertToDouble();
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// Expected: sqrt(((10-30)^2 + (20-30)^2 + (30-30)^2 + (40-30)^2 + (50-30)^2) / 5)
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// = sqrt((400 + 100 + 0 + 100 + 400) / 5) = sqrt(200) ≈ 14.142135
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Assert.That(stdDev, Is.EqualTo(14.142135).Within(0.0001),
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"Standard deviation population should match expected value");
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}
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/// <summary>
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/// <para>Test StandardDeviationPopulation with single value - should return 0</para>
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/// <para>
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/// Implementation Note: To test single value behavior with population aggregates,
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/// we provide 2 identical values since the implementation excludes the last value.
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/// This results in 1 value being used in the calculation, which correctly returns stddev=0.
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/// </para>
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/// </summary>
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[Test]
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public void StandardDeviationPopulation_SingleValue_ReturnsZero()
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{
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// Arrange
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var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
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DateTimeUtc firstValueTime = startTime.AddMilliseconds(500);
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// Providing 2 identical values - implementation will use first 1
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double[] values = [42.5, 42.5];
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List<DataValue> dataValues = CreateDataValues(firstValueTime, values, 2000);
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DateTimeUtc endTime = startTime.AddMilliseconds(5000);
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// Act
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DataValue result = ComputeAggregate(
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ObjectIds.AggregateFunction_StandardDeviationPopulation,
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dataValues,
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startTime,
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endTime,
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5000);
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// Assert
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Assert.That(result.IsNull, Is.False);
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Assert.That(result.WrappedValue.IsNull, Is.False);
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double stdDev = (double)result.WrappedValue.ConvertToDouble();
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Assert.That(stdDev, Is.Zero,
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"Standard deviation of single value should be 0");
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}
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/// <summary>
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/// Test StandardDeviationPopulation with identical values - should return 0
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/// </summary>
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[Test]
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public void StandardDeviationPopulation_IdenticalValues_ReturnsZero()
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{
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// Arrange
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var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
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DateTimeUtc endTime = startTime.AddMilliseconds(10000);
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double[] values = [100, 100, 100, 100, 100];
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List<DataValue> dataValues = CreateDataValues(startTime, values, 2000);
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// Act
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DataValue result = ComputeAggregate(
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ObjectIds.AggregateFunction_StandardDeviationPopulation,
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dataValues,
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startTime,
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endTime,
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10000);
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// Assert
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Assert.That(result.IsNull, Is.False);
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Assert.That(result.WrappedValue.IsNull, Is.False);
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double stdDev = (double)result.WrappedValue.ConvertToDouble();
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Assert.That(stdDev, Is.Zero,
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"Standard deviation of identical values should be 0");
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}
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/// <summary>
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/// Test StandardDeviationSample with example from OPC UA Part 13 v1.05 Section A.36
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/// Example: Values [10, 20, 30, 40, 50] should give sample std dev ≈ 15.811
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/// </summary>
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[Test]
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public void StandardDeviationSample_SpecExample()
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{
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// Arrange
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var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
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DateTimeUtc endTime = startTime.AddMilliseconds(10000);
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double[] values = [10, 20, 30, 40, 50];
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List<DataValue> dataValues = CreateDataValues(startTime, values, 2000);
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// Act
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DataValue result = ComputeAggregate(
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ObjectIds.AggregateFunction_StandardDeviationSample,
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dataValues,
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startTime,
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endTime,
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10000);
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// Assert
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Assert.That(result.IsNull, Is.False);
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Assert.That(result.WrappedValue.IsNull, Is.False);
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double stdDev = (double)result.WrappedValue.ConvertToDouble();
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// Expected: sqrt(((10-30)^2 + (20-30)^2 + (30-30)^2 + (40-30)^2 + (50-30)^2) / (5-1))
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// = sqrt(1000 / 4) = sqrt(250) ≈ 15.811388
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Assert.That(stdDev, Is.EqualTo(15.811388).Within(0.0001),
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"Standard deviation sample should match expected value");
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}
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/// <summary>
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/// Test StandardDeviationSample with single value - should return 0 per spec
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/// According to OPC UA Part 13 v1.05 section 5.4.3.37, sample std dev is 0 when n <= 1
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/// </summary>
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[Test]
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public void StandardDeviationSample_SingleValue_ReturnsZero()
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{
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// Arrange
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var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
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DateTimeUtc endTime = startTime.AddMilliseconds(5000);
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double[] values = [42.5];
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List<DataValue> dataValues = CreateDataValues(startTime, values);
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// Act
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DataValue result = ComputeAggregate(
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ObjectIds.AggregateFunction_StandardDeviationSample,
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dataValues,
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startTime,
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endTime,
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5000);
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// Assert
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Assert.That(result.IsNull, Is.False);
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Assert.That(result.WrappedValue.IsNull, Is.False);
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double stdDev = (double)result.WrappedValue.ConvertToDouble();
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Assert.That(stdDev, Is.Zero,
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"Sample standard deviation with single value should be 0");
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}
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/// <summary>
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/// Test StandardDeviationSample with two values
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/// </summary>
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[Test]
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public void StandardDeviationSample_TwoValues()
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{
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// Arrange
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var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
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DateTimeUtc endTime = startTime.AddMilliseconds(5000);
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double[] values = [10, 20];
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List<DataValue> dataValues = CreateDataValues(startTime, values, 2000);
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// Act
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DataValue result = ComputeAggregate(
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ObjectIds.AggregateFunction_StandardDeviationSample,
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dataValues,
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startTime,
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endTime,
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5000);
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// Assert
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Assert.That(result.IsNull, Is.False);
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Assert.That(result.WrappedValue.IsNull, Is.False);
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double stdDev = (double)result.WrappedValue.ConvertToDouble();
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// Expected: sqrt(((10-15)^2 + (20-15)^2) / (2-1)) = sqrt(50) ≈ 7.0710678
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Assert.That(stdDev, Is.EqualTo(7.0710678).Within(0.0001),
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"Sample standard deviation with two values should be calculated correctly");
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}
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/// <summary>
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/// <para>
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/// Test VariancePopulation with example from OPC UA Part 13 v1.05 Section A.37
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/// Example: Values [10, 20, 30, 40, 50] should give population variance = 200
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/// </para>
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/// <para>
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/// Implementation Note: Population aggregates exclude the last value when using GetValues().
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/// To test the spec example with 5 values, we provide 6 values where the last is a duplicate.
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/// The implementation will use the first 5 values for the calculation.
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/// </para>
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/// </summary>
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[Test]
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public void VariancePopulation_SpecExample()
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{
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// Arrange
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var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
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DateTimeUtc firstValueTime = startTime.AddMilliseconds(500);
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// Providing 6 values where last is duplicate - implementation will use first 5
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double[] values = [10, 20, 30, 40, 50, 50];
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List<DataValue> dataValues = CreateDataValues(firstValueTime, values, 2000);
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DateTimeUtc endTime = startTime.AddMilliseconds(12000);
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// Act
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DataValue result = ComputeAggregate(
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ObjectIds.AggregateFunction_VariancePopulation,
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dataValues,
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startTime,
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endTime,
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12000);
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// Assert
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Assert.That(result.IsNull, Is.False);
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Assert.That(result.WrappedValue.IsNull, Is.False);
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double variance = (double)result.WrappedValue.ConvertToDouble();
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// Expected: ((10-30)^2 + (20-30)^2 + (30-30)^2 + (40-30)^2 + (50-30)^2) / 5
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// = (400 + 100 + 0 + 100 + 400) / 5 = 200
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Assert.That(variance, Is.EqualTo(200.0).Within(0.0001),
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"Variance population should match expected value");
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}
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/// <summary>
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/// <para>Test VariancePopulation with single value - should return 0</para>
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/// <para>
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/// Implementation Note: To test single value behavior with population aggregates,
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/// we provide 2 identical values since the implementation excludes the last value.
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/// This results in 1 value being used in the calculation, which correctly returns variance=0.
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/// </para>
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/// </summary>
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[Test]
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public void VariancePopulation_SingleValue_ReturnsZero()
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{
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// Arrange
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var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
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DateTimeUtc firstValueTime = startTime.AddMilliseconds(500);
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// Providing 2 identical values - implementation will use first 1
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double[] values = [42.5, 42.5];
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List<DataValue> dataValues = CreateDataValues(firstValueTime, values, 2000);
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DateTimeUtc endTime = startTime.AddMilliseconds(5000);
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// Act
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DataValue result = ComputeAggregate(
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ObjectIds.AggregateFunction_VariancePopulation,
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dataValues,
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startTime,
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endTime,
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5000);
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// Assert
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Assert.That(result.IsNull, Is.False);
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Assert.That(result.WrappedValue.IsNull, Is.False);
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double variance = (double)result.WrappedValue.ConvertToDouble();
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Assert.That(variance, Is.Zero,
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"Variance of single value should be 0");
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}
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/// <summary>
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/// Test VariancePopulation with identical values - should return 0
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/// </summary>
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[Test]
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public void VariancePopulation_IdenticalValues_ReturnsZero()
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{
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// Arrange
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var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
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DateTimeUtc endTime = startTime.AddMilliseconds(10000);
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double[] values = [100, 100, 100, 100, 100];
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List<DataValue> dataValues = CreateDataValues(startTime, values, 2000);
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// Act
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DataValue result = ComputeAggregate(
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ObjectIds.AggregateFunction_VariancePopulation,
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dataValues,
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startTime,
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endTime,
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10000);
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// Assert
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Assert.That(result.IsNull, Is.False);
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Assert.That(result.WrappedValue.IsNull, Is.False);
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double variance = (double)result.WrappedValue.ConvertToDouble();
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Assert.That(variance, Is.Zero,
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"Variance of identical values should be 0");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Test VarianceSample with example from OPC UA Part 13 v1.05 Section A.38
|
|
/// Example: Values [10, 20, 30, 40, 50] should give sample variance = 250
|
|
/// </summary>
|
|
[Test]
|
|
public void VarianceSample_SpecExample()
|
|
{
|
|
// Arrange
|
|
var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
|
|
DateTimeUtc endTime = startTime.AddMilliseconds(10000);
|
|
double[] values = [10, 20, 30, 40, 50];
|
|
List<DataValue> dataValues = CreateDataValues(startTime, values, 2000);
|
|
|
|
// Act
|
|
DataValue result = ComputeAggregate(
|
|
ObjectIds.AggregateFunction_VarianceSample,
|
|
dataValues,
|
|
startTime,
|
|
endTime,
|
|
10000);
|
|
|
|
// Assert
|
|
Assert.That(result.IsNull, Is.False);
|
|
Assert.That(result.WrappedValue.IsNull, Is.False);
|
|
|
|
double variance = (double)result.WrappedValue.ConvertToDouble();
|
|
|
|
// Expected: ((10-30)^2 + (20-30)^2 + (30-30)^2 + (40-30)^2 + (50-30)^2) / (5-1)
|
|
// = 1000 / 4 = 250
|
|
Assert.That(variance, Is.EqualTo(250.0).Within(0.0001),
|
|
"Variance sample should match expected value");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Test VarianceSample with single value - should return 0 per spec
|
|
/// According to OPC UA Part 13 v1.05 section 5.4.3.38, sample variance is 0 when n <= 1
|
|
/// </summary>
|
|
[Test]
|
|
public void VarianceSample_SingleValue_ReturnsZero()
|
|
{
|
|
// Arrange
|
|
var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
|
|
DateTimeUtc endTime = startTime.AddMilliseconds(5000);
|
|
double[] values = [42.5];
|
|
List<DataValue> dataValues = CreateDataValues(startTime, values);
|
|
|
|
// Act
|
|
DataValue result = ComputeAggregate(
|
|
ObjectIds.AggregateFunction_VarianceSample,
|
|
dataValues,
|
|
startTime,
|
|
endTime,
|
|
5000);
|
|
|
|
// Assert
|
|
Assert.That(result.IsNull, Is.False);
|
|
Assert.That(result.WrappedValue.IsNull, Is.False);
|
|
|
|
double variance = (double)result.WrappedValue.ConvertToDouble();
|
|
Assert.That(variance, Is.Zero,
|
|
"Sample variance with single value should be 0");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Test VarianceSample with two values
|
|
/// </summary>
|
|
[Test]
|
|
public void VarianceSample_TwoValues()
|
|
{
|
|
// Arrange
|
|
var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
|
|
DateTimeUtc endTime = startTime.AddMilliseconds(5000);
|
|
double[] values = [10, 20];
|
|
List<DataValue> dataValues = CreateDataValues(startTime, values, 2000);
|
|
|
|
// Act
|
|
DataValue result = ComputeAggregate(
|
|
ObjectIds.AggregateFunction_VarianceSample,
|
|
dataValues,
|
|
startTime,
|
|
endTime,
|
|
5000);
|
|
|
|
// Assert
|
|
Assert.That(result.IsNull, Is.False);
|
|
Assert.That(result.WrappedValue.IsNull, Is.False);
|
|
|
|
double variance = (double)result.WrappedValue.ConvertToDouble();
|
|
|
|
// Expected: ((10-15)^2 + (20-15)^2) / (2-1) = 50
|
|
Assert.That(variance, Is.EqualTo(50.0).Within(0.0001),
|
|
"Sample variance with two values should be calculated correctly");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Verify that sample standard deviation is the square root of sample variance
|
|
/// </summary>
|
|
[Test]
|
|
public void SampleStdDevIsSquareRootOfSampleVariance()
|
|
{
|
|
// Arrange
|
|
var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
|
|
DateTimeUtc endTime = startTime.AddMilliseconds(10000);
|
|
double[] values = [5, 15, 25, 35, 45];
|
|
List<DataValue> dataValues = CreateDataValues(startTime, values, 2000);
|
|
|
|
// Act - compute both sample variance and sample standard deviation
|
|
DataValue varianceResult = ComputeAggregate(
|
|
ObjectIds.AggregateFunction_VarianceSample,
|
|
dataValues,
|
|
startTime,
|
|
endTime,
|
|
10000);
|
|
|
|
DataValue stdDevResult = ComputeAggregate(
|
|
ObjectIds.AggregateFunction_StandardDeviationSample,
|
|
dataValues,
|
|
startTime,
|
|
endTime,
|
|
10000);
|
|
|
|
// Assert
|
|
Assert.That(varianceResult.IsNull, Is.False);
|
|
Assert.That(stdDevResult.IsNull, Is.False);
|
|
|
|
double variance = (double)varianceResult.WrappedValue.ConvertToDouble();
|
|
double stdDev = (double)stdDevResult.WrappedValue.ConvertToDouble();
|
|
|
|
Assert.That(stdDev, Is.EqualTo(Math.Sqrt(variance)).Within(0.0001),
|
|
"Sample standard deviation should be the square root of sample variance");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Verify that population standard deviation is the square root of population variance
|
|
/// </summary>
|
|
[Test]
|
|
public void PopulationStdDevIsSquareRootOfPopulationVariance()
|
|
{
|
|
// Arrange
|
|
var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
|
|
DateTimeUtc endTime = startTime.AddMilliseconds(10000);
|
|
double[] values = [5, 15, 25, 35, 45];
|
|
List<DataValue> dataValues = CreateDataValues(startTime, values, 2000);
|
|
|
|
// Act - compute both population variance and population standard deviation
|
|
DataValue varianceResult = ComputeAggregate(
|
|
ObjectIds.AggregateFunction_VariancePopulation,
|
|
dataValues,
|
|
startTime,
|
|
endTime,
|
|
10000);
|
|
|
|
DataValue stdDevResult = ComputeAggregate(
|
|
ObjectIds.AggregateFunction_StandardDeviationPopulation,
|
|
dataValues,
|
|
startTime,
|
|
endTime,
|
|
10000);
|
|
|
|
// Assert
|
|
Assert.That(varianceResult.IsNull, Is.False);
|
|
Assert.That(stdDevResult.IsNull, Is.False);
|
|
|
|
double variance = (double)varianceResult.WrappedValue.ConvertToDouble();
|
|
double stdDev = (double)stdDevResult.WrappedValue.ConvertToDouble();
|
|
|
|
Assert.That(stdDev, Is.EqualTo(Math.Sqrt(variance)).Within(0.0001),
|
|
"Population standard deviation should be the square root of population variance");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Verify that sample variance is always greater than or equal to population variance
|
|
/// </summary>
|
|
[Test]
|
|
public void SampleVarianceIsGreaterThanOrEqualToPopulationVariance()
|
|
{
|
|
// Arrange
|
|
var startTime = new DateTimeUtc(2024, 1, 1, 0, 0, 0);
|
|
DateTimeUtc endTime = startTime.AddMilliseconds(10000);
|
|
double[] values = [12, 18, 24, 36, 42];
|
|
List<DataValue> dataValues = CreateDataValues(startTime, values, 2000);
|
|
|
|
// Act
|
|
DataValue sampleVarianceResult = ComputeAggregate(
|
|
ObjectIds.AggregateFunction_VarianceSample,
|
|
dataValues,
|
|
startTime,
|
|
endTime,
|
|
10000);
|
|
|
|
DataValue populationVarianceResult = ComputeAggregate(
|
|
ObjectIds.AggregateFunction_VariancePopulation,
|
|
dataValues,
|
|
startTime,
|
|
endTime,
|
|
10000);
|
|
|
|
// Assert
|
|
Assert.That(sampleVarianceResult.IsNull, Is.False);
|
|
Assert.That(populationVarianceResult.IsNull, Is.False);
|
|
|
|
double sampleVariance = (double)sampleVarianceResult.WrappedValue.ConvertToDouble();
|
|
double populationVariance = (double)populationVarianceResult.WrappedValue.ConvertToDouble();
|
|
|
|
Assert.That(sampleVariance, Is.GreaterThanOrEqualTo(populationVariance),
|
|
"Sample variance should be greater than or equal to population variance");
|
|
}
|
|
}
|
|
}
|