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Add momentum indicator Martin Prings Special K
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‎momentum/prings_special_k.go‎

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package momentum
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import (
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"github.com/cinar/indicator/v2/helper"
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"github.com/cinar/indicator/v2/trend"
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)
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type PringsSpecialK[T helper.Float] struct {
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Roc10 *trend.Roc[T]
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Roc15 *trend.Roc[T]
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Roc50 *trend.Roc[T]
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Roc65 *trend.Roc[T]
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Roc75 *trend.Roc[T]
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Roc100 *trend.Roc[T]
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Roc130 *trend.Roc[T]
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Roc195 *trend.Roc[T]
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Sma10 *trend.Sma[T]
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Sma15 *trend.Sma[T]
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Sma20 *trend.Sma[T]
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Sma30 *trend.Sma[T]
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Sma40 *trend.Sma[T]
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Sma65 *trend.Sma[T]
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Sma75 *trend.Sma[T]
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Sma100 *trend.Sma[T]
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Sma195 *trend.Sma[T]
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Sma265 *trend.Sma[T]
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Sma390 *trend.Sma[T]
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Sma530 *trend.Sma[T]
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}
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// NewPringsSpecialK function initializes a new Martin Pring's Special K instance.
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func NewPringsSpecialK[T helper.Float]() *PringsSpecialK[T] {
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return &PringsSpecialK[T]{
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Roc10: trend.NewRocWithPeriod[T](10),
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Roc15: trend.NewRocWithPeriod[T](15),
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Roc50: trend.NewRocWithPeriod[T](50),
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Roc65: trend.NewRocWithPeriod[T](65),
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Roc75: trend.NewRocWithPeriod[T](75),
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Roc100: trend.NewRocWithPeriod[T](100),
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Roc130: trend.NewRocWithPeriod[T](130),
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Roc195: trend.NewRocWithPeriod[T](195),
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Sma10: trend.NewSmaWithPeriod[T](10),
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Sma15: trend.NewSmaWithPeriod[T](15),
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Sma20: trend.NewSmaWithPeriod[T](20),
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Sma30: trend.NewSmaWithPeriod[T](30),
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Sma40: trend.NewSmaWithPeriod[T](40),
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Sma65: trend.NewSmaWithPeriod[T](65),
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Sma75: trend.NewSmaWithPeriod[T](75),
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Sma100: trend.NewSmaWithPeriod[T](100),
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Sma195: trend.NewSmaWithPeriod[T](195),
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Sma265: trend.NewSmaWithPeriod[T](265),
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Sma390: trend.NewSmaWithPeriod[T](390),
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Sma530: trend.NewSmaWithPeriod[T](530),
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}
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}
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func (p *PringsSpecialK[T]) Compute(closings <-chan T) <-chan T {
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c := helper.Duplicate(closings, 8)
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roc10 := p.Roc10.Compute(c[0])
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roc15 := p.Roc15.Compute(c[1])
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roc50 := p.Roc50.Compute(c[2])
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roc65 := p.Roc65.Compute(c[3])
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roc75 := p.Roc75.Compute(c[4])
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roc100 := p.Roc100.Compute(c[5])
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roc130 := p.Roc130.Compute(c[6])
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roc195 := p.Roc195.Compute(c[7])
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roc10s := helper.Duplicate(roc10, 3)
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sma10 := p.Sma10.Compute(roc10s[0])
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sma15 := p.Sma15.Compute(roc10s[1])
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sma20 := p.Sma20.Compute(roc10s[2])
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sma30 := p.Sma30.Compute(roc15)
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sma40 := p.Sma40.Compute(roc50)
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sma65 := p.Sma65.Compute(roc65)
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sma75 := p.Sma75.Compute(roc75)
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sma100 := p.Sma100.Compute(roc100)
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roc130s := helper.Duplicate(roc130, 3)
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sma195 := p.Sma195.Compute(roc130s[0])
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sma265 := p.Sma265.Compute(roc130s[1])
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sma390 := p.Sma390.Compute(roc130s[2])
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sma530 := p.Sma530.Compute(roc195)
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maxIdle := p.Sma530.IdlePeriod() + p.Roc195.IdlePeriod()
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sma10 = helper.Skip(sma10, maxIdle-p.Sma10.IdlePeriod()-p.Roc10.IdlePeriod())
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sma15 = helper.Skip(sma15, maxIdle-p.Sma15.IdlePeriod()-p.Roc10.IdlePeriod())
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sma20 = helper.Skip(sma20, maxIdle-p.Sma20.IdlePeriod()-p.Roc10.IdlePeriod())
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sma30 = helper.Skip(sma30, maxIdle-p.Sma30.IdlePeriod()-p.Roc15.IdlePeriod())
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sma40 = helper.Skip(sma40, maxIdle-p.Sma40.IdlePeriod()-p.Roc50.IdlePeriod())
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sma65 = helper.Skip(sma65, maxIdle-p.Sma65.IdlePeriod()-p.Roc65.IdlePeriod())
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sma75 = helper.Skip(sma75, maxIdle-p.Sma75.IdlePeriod()-p.Roc75.IdlePeriod())
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sma100 = helper.Skip(sma100, maxIdle-p.Sma100.IdlePeriod()-p.Roc100.IdlePeriod())
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sma195 = helper.Skip(sma195, maxIdle-p.Sma195.IdlePeriod()-p.Roc130.IdlePeriod())
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sma265 = helper.Skip(sma265, maxIdle-p.Sma265.IdlePeriod()-p.Roc130.IdlePeriod())
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sma390 = helper.Skip(sma390, maxIdle-p.Sma390.IdlePeriod()-p.Roc130.IdlePeriod())
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//sma530 = helper.Skip(sma530, p.Sma530.IdlePeriod()-p.Sma530.IdlePeriod())
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p0 := helper.MultiplyBy(sma10, 1)
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p1 := helper.Add(p0, helper.MultiplyBy(sma15, 2))
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p2 := helper.Add(p1, helper.MultiplyBy(sma20, 3))
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p3 := helper.Add(p2, helper.MultiplyBy(sma30, 4))
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p4 := helper.Add(p3, helper.MultiplyBy(sma40, 1))
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p5 := helper.Add(p4, helper.MultiplyBy(sma65, 2))
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p6 := helper.Add(p5, helper.MultiplyBy(sma75, 3))
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p7 := helper.Add(p6, helper.MultiplyBy(sma100, 4))
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p8 := helper.Add(p7, helper.MultiplyBy(sma195, 1))
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p9 := helper.Add(p8, helper.MultiplyBy(sma265, 2))
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p10 := helper.Add(p9, helper.MultiplyBy(sma390, 3))
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p11 := helper.Add(p10, helper.MultiplyBy(sma530, 4))
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return p11
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}

‎momentum/prings_special_k_test.go‎

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package momentum
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import (
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"math"
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"testing"
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"github.com/cinar/indicator/v2/helper"
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"github.com/cinar/indicator/v2/trend"
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)
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func TestNewPringsSpecialKInitialization(t *testing.T) {
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psk := NewPringsSpecialK[float64]()
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if psk.Roc10 == nil || psk.Roc15 == nil || psk.Roc50 == nil || psk.Roc65 == nil ||
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psk.Roc75 == nil || psk.Roc100 == nil || psk.Roc130 == nil || psk.Roc195 == nil {
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t.Error("ROC pointers should be initialized")
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}
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if psk.Sma10 == nil || psk.Sma15 == nil || psk.Sma20 == nil || psk.Sma30 == nil ||
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psk.Sma40 == nil || psk.Sma65 == nil || psk.Sma75 == nil || psk.Sma100 == nil ||
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psk.Sma195 == nil || psk.Sma265 == nil || psk.Sma390 == nil || psk.Sma530 == nil {
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t.Error("SMA pointers should be initialized")
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}
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}
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func TestPringsSpecialKIsDecreasing(t *testing.T) {
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f := 0.1
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r := make([]float64, 0)
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for i := 0; i < 800; i++ {
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r = append(r, f)
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f += 0.01
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}
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cl := helper.SliceToChan(r)
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sp := NewPringsSpecialK[float64]()
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rs := sp.Compute(cl)
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p := math.NaN()
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upwardCount := 0
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for v := range rs {
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if !math.IsNaN(p) && p <= v {
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upwardCount++
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}
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p = v
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}
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if upwardCount != 0 {
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t.Error("Prings Special K should be decreasing on increasing values")
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}
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}
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func pringsSpecialKComputeOutputLengthOnInputLength(inputLen int) int {
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input := make(chan float64, inputLen)
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go func() {
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for i := 1; i <= inputLen; i++ {
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input <- float64(i)
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}
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close(input)
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}()
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psk := NewPringsSpecialK[float64]()
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out := psk.Compute(input)
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var got []float64
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for v := range out {
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got = append(got, v)
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}
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return len(got)
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}
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// Test sufficient number of samples for output
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func TestPringsSpecialKComputeBasicOutput(t *testing.T) {
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sma530 := trend.NewSmaWithPeriod[float64](530)
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roc195 := trend.NewRocWithPeriod[float64](195)
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minimumRequiredInputLength := sma530.IdlePeriod() + roc195.IdlePeriod() + 1
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expectedOutputLen := 0
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actualOutputLen := pringsSpecialKComputeOutputLengthOnInputLength(minimumRequiredInputLength - 1)
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if actualOutputLen != expectedOutputLen {
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t.Errorf("Expected %d output values, got %d", expectedOutputLen, actualOutputLen)
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}
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expectedOutputLen = 1
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actualOutputLen = pringsSpecialKComputeOutputLengthOnInputLength(minimumRequiredInputLength)
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if actualOutputLen != expectedOutputLen {
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t.Errorf("Expected %d output values, got %d", expectedOutputLen, actualOutputLen)
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}
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}
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func TestPringsSpecialKComputeConstantInput(t *testing.T) {
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inputLen := 800
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val := 100.0
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input := make(chan float64, inputLen)
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go func() {
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for i := 0; i < inputLen; i++ {
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input <- val
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}
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close(input)
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}()
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psk := NewPringsSpecialK[float64]()
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out := psk.Compute(input)
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for v := range out {
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if v != 0.0 {
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t.Errorf("Expected output to be 0 for constant input, got %v", v)
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break
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}
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}
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}

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