More Intense test

Changes

@@ -15,3 +15,5 @@ Revision history for Math-Function-Interpolator
 0.05    15/06/2014
         method closest_three_points exported, could be usefull for the Mathmatician
 
+0.06    18/06/2014
+        More intense test added to check module

MANIFEST

@@ -6,6 +6,7 @@ lib/Math/Function/Interpolator/Quadratic.pm
 Makefile.PL
 MANIFEST
 README
+t/02-intense_test.t
 t/01-calculation.t
 t/00-load.t
 t/manifest.t

lib/Math/Function/Interpolator.pm

@@ -26,7 +26,7 @@ Math::Function::Interpolator - Interpolation made easy
 
 =head1 VERSION
 
-Version 0.05
+Version 0.06
 
 =head1 SYNOPSIS
 
@@ -54,7 +54,7 @@ HashRef of points for interpolations
 
 =cut
 
-our $VERSION = '0.05';
+our $VERSION = '0.06';
 
 # Automatically load all interpolate methods
 has 'interpolate_classes' => (

t/02-intense_test.t

@@ -0,0 +1,142 @@
+use Test::More;
+use Test::FailWarnings;
+use Test::Exception;
+
+use Math::Function::Interpolator;
+
+my $interpolator = Math::Function::Interpolator->new(
+    points => {1=>2,2=>3,3=>4,4=>5,5=>6}
+);
+
+subtest "closest_three_points" => sub {
+    plan tests => 9;
+    my $o = Math::Function::Interpolator->new(points => {1 => 2});
+    my @points = (2, 3, 5, 1, 40, 89, 90, 99, 91);
+    my ($first, $second, $third) = $o->closest_three_points(6, \@points);
+    is($first,  5,  "first number is correct for seek in_between(@points)");
+    is($second, 40, "second number is correct for seek in_between(@points)");
+    is($third,  89, "third number is correct for seek in_between(@points)");
+    ($first, $second, $third) = $o->closest_three_points(0.2, \@points);
+    is($first,  1, "first number is correct for seek smaller than min(@points)");
+    is($second, 2, "second number is correct for seek smaller than min(@points)");
+    is($third,  3, "third number is correct for seek smaller than min(@points)");
+    ($first, $second, $third) = $o->closest_three_points(100, \@points);
+    is($first,  90, "first number is correct for seek larger than max(@points)");
+    is($second, 91, "second number is correct for seek larger than max(@points)");
+    is($third,  99, "third number is correct for seek larger than max(@points)");
+};
+
+subtest "general checks for linear" => sub {
+    plan tests => 4;
+    my $o;
+    lives_ok { $o = Math::Function::Interpolator->new(points => {2 => 3, 4 => 5.5}) } "can instantiate object with 2 points";
+    lives_ok { $o->linear(2.4) } "can linear given an X";
+    throws_ok { $o->linear('abc') } qr/point_x must be numeric/, "dies when X is not a number";
+    throws_ok { Math::Function::Interpolator->new(points => {2 => 3,})->linear(1) } qr/cannot interpolate with fewer than 2 data points/,
+      "cannot linear linear equation with one data point";
+};
+
+subtest "verify linear interpolation and extrapolation" => sub {
+    plan tests => 4;
+    my $o = Math::Function::Interpolator->new(
+        points => {
+            1 => 3,
+            2 => 4.5,
+            3 => 6
+        });
+    is($o->linear(2.4), 5.1,  "correctly interpolate y given x=2.4");
+    is($o->linear(1.4), 3.6,  "correctly interpolate y given x=1.4");
+    is($o->linear(3.5), 6.75, "correctly extrapolate y given x=3.6");
+    is($o->linear(0.5), 2.25, "correctly extrapolate y given x=0.5");
+};
+
+subtest "general checks for quadratic" => sub {
+    plan tests => 4;
+    my $o;
+    lives_ok { $o = Math::Function::Interpolator->new(points => {2 => 3, 4 => 5.5, 6 => 8}) } "can instantiate object with 3 points";
+    lives_ok { $o->quadratic(2.4) } "can quadratic given an X";
+    throws_ok { $o->quadratic('abc') } qr/point_x must be numeric/, "dies when X is not a number";
+    throws_ok { Math::Function::Interpolator->new(points => {2 => 3, 4 => 5})->quadratic(1) }
+    qr/cannot interpolate with fewer than 3 data points/,
+      "cannot solve quadratic equation with two data point";
+};
+
+subtest "verify quadratic interpolation and extrapolation" => sub {
+    plan tests => 2;
+    my $points = {
+        6  => 11,
+        2  => 3,
+        -2 => 19,
+    };
+    my $o = Math::Function::Interpolator->new(points => $points);
+    is($o->quadratic(2.4), 2.72, "correctly interpolate y given x=2.4");
+    $points->{4} = 7;
+    my $o_new = Math::Function::Interpolator->new(points => $points);
+    lives_ok { $o_new->quadratic(2.4) } "can solve quadratic equation with 4 data points ";
+};
+
+subtest "general checks for cubic" => sub {
+    plan tests => 4;
+    my $o;
+    lives_ok { $o = Math::Function::Interpolator->new(points => {2 => 3, 4 => 5.5, 6 => 8, 7 => 9, 10 => 14}) } "can instantiate object with 5 points";
+    lives_ok { $o->cubic(2.4) } "can cubic given an X";
+    throws_ok { $o->cubic('abc') } qr/point_x must be numeric/, "dies when X is not a number";
+    throws_ok { Math::Function::Interpolator->new(points => {2 => 3, 4 => 5, 2 => 6, 4 => 11})->cubic(1) }
+    qr/cannot interpolate with fewer than 5 data points/, "cannot cubic equation with four data point";
+};
+
+subtest "cubic interpolation compared to Bloomberg" => sub {
+    plan tests => 8;
+    my $points = {
+        95    => 0.2780,
+        97.5  => 0.2670,
+        100   => 0.2563,
+        102.5 => 0.2461,
+        105   => 0.2364
+    };
+    my $bb = {
+        96  => 0.2736,
+        97  => 0.2692,
+        98  => 0.2649,
+        99  => 0.2606,
+        100 => 0.2563,
+        101 => 0.2521,
+        102 => 0.2481,
+        103 => 0.2441,
+        104 => 0.2402
+    };
+
+    my $o = Math::Function::Interpolator->new(points => $points);
+    foreach my $num (96 .. 104) {
+        next if grep { $_ == $num } keys %$points;
+        my $test = $o->cubic($num);
+        my $diff = abs($test - $bb->{$num});
+        cmp_ok($diff, "<", 0.0001, "match Bloomberg's interpolation for moneyness[$num] on DAX");
+    }
+};
+
+subtest "cubic extrapolation" => sub {
+    plan tests => 6;
+    my $points = {
+        95    => 0.2780,
+        97.5  => 0.2670,
+        100   => 0.2563,
+        102.5 => 0.2461,
+        105   => 0.2364
+    };
+    my $o = Math::Function::Interpolator->new(points => $points);
+    lives_ok { $o->cubic(80) } "can extrapolate";
+    my $first  = $o->cubic(94);
+    my $second = $o->cubic(93);
+    my $third  = $o->cubic(90);
+    cmp_ok($first,  "<", $second, "linear extrapolation. In this case, linear increment");
+    cmp_ok($second, "<", $third,  "linear extrapolation. In this case, linear increment");
+    lives_ok { $o->cubic(110) } "can extrapolate";
+    $first  = $o->cubic(106);
+    $second = $o->cubic(107);
+    $third  = $o->cubic(110);
+    cmp_ok($first,  ">", $second, "linear extrapolation. In this case, linear decrement");
+    cmp_ok($second, ">", $third,  "linear extrapolation. In this case, linear decrement");
+};
+
+done_testing;