This strategy studies the arrival and persistence of directional return events. It is inspired by self-exciting event processes, but it does not claim to be a maximum-likelihood Hawkes estimator. The analytical hypothesis is that unusually positive or negative returns may arrive in clusters, and the balance of their decaying excitation can provide a directional signal across several memory scales. This differs from modeling every return as a Gaussian emission from a hidden regime.

An event threshold is set to 0.65*RMS using the older 224 returns. An upward event occurs when a return is above that positive threshold, and a downward event occurs when it is below the corresponding negative threshold. Other observations contribute no event. Baseline upward and downward rates are their empirical frequencies in that older region. Three kernels with decay factors 0.55, 0.82, and 0.94 represent short, medium, and longer event memory. These are explicitly different memory scales within one event model, not the only source of difference between the ten strategies.

For each kernel, historical same-direction and opposite-direction event pairs are counted over lags 1 through 16, weighted by decay^lag. Their contrast yields a nonnegative excitation proxy, capped at 0.8. In shorthand, branch = clip((same_pairs-cross_pairs)/weighted_prior_events, 0, 0.8). Kernel amplitude is branch*(1-decay). Recent upward and downward event tails are computed from the newest 32 observations. The projected conditional rates at future step h combine a baseline contribution with a decayed tail contribution: rate_up[h] = base_up*(1-branch) + amplitude*tail_up*decay^h, with an analogous downward expression.

Rates are averaged over the next eight steps. Each kernel produces contrast = (integrated_up-integrated_down)/(integrated_up+integrated_down). The strategy averages the three signed contrasts, and quality combines total projected activity with their directional agreement. A high event imbalance in an almost inactive setting is therefore not automatically strong evidence. The output is clipped to a bounded signed edge, and all common execution thresholds apply. Maximum holding duration is six hourly bars; event-balance decay or quality loss can exit the position sooner.

The excitation proxy uses moments and co-occurrence counts, not likelihood optimization. Its cap does not certify the stationarity conditions of a fully specified multivariate Hawkes process. Common shocks, volatility shifts, threshold selection, and directional drift can all create apparent clustering. A baseline imbalance can generate a signal even when estimated self-excitation is zero, so interpretation must separate background rate from tail excitation. Synthetic cases cover sparse events, clustered signs, alternating signs, and isolated shocks. These tests do not demonstrate profitable event prediction, and projected rates should not be described as calibrated real-world event probabilities without additional validation.

Code
// TS17_EventExcitation: Multiscale signed event excitation.
// Standalone model implementation with embedded safety and engine code.
// Market scope: EUR/USD completed-hour return aggregation horizons.
// These are not actual bond maturities or a futures calendar spread.
// Model diagnostic: integrated directional event activity.
// Quality heuristic: Activity times agreement across exponential kernels.
// Limitation: Moment-based excitation is Hawkes-inspired, not a maximum-likelihood Hawkes fit or a stationarity guarantee.
// No claim of profitability, calibration, or independent strategy returns.
// Inputs: 256 newest-first log returns; all must be finite and within [-1,1].
// Output: bounded signed edge; positive buys, negative sells, zero abstains.
// Quality is a heuristic filter, never a calibrated success probability.
// The synthetic suite below is included in the total file line count.
// Regenerate with build_sources.py; compare hashes before deployment.
#include <default.c>
string TS2Algo = "TS17";
string TS2TestLog = "Log/TS17_EventExcitation_test.txt";
int TS2Holding = 6;
// R1/R3: IEEE-754 finite validation without lite-C unordered comparisons.
// Supported Zorro Windows targets use 64-bit var and little-endian 32-bit int.
int TSIsFinite(var Value)
{
    int Words[2];
    memcpy(Words, &Value, sizeof(Value));
    return (Words[1] & 0x7ff00000) != 0x7ff00000;
}

// Forex commission per lot; negative quotes are percent, not cash rebates.
// Return -1 on invalid metadata rather than accepting an unknown risk amount.
var TSFeePerLot(var FeeQuote, var UnitsPerLot, var PipSize, var PipValue, var RefPrice)
{
    var FeeValue;
    if (!TSIsFinite(FeeQuote) || !TSIsFinite(UnitsPerLot) || !TSIsFinite(PipSize) ||
        !TSIsFinite(PipValue) || !TSIsFinite(RefPrice))
        return -1.;
    if (!(UnitsPerLot > 0.) || !(PipSize > 0.) || !(PipValue > 0.) || !(RefPrice > 0.))
        return -1.;
    if (FeeQuote >= 0.)
        FeeValue = FeeQuote * UnitsPerLot / 10000.;
    else
        FeeValue = (-FeeQuote / 100.) * (PipValue / PipSize) * RefPrice;
    if (!TSIsFinite(FeeValue) || FeeValue < 0.)
        return -1.;
    return FeeValue;
}

var TSUnitStopRisk(var RefPrice)
{
    var FeeValue, FeePrice, StopRisk;
    if (!TSIsFinite(RefPrice) || !(RefPrice > 0.) || !TSIsFinite(Stop) || !(Stop > 0.) ||
        !TSIsFinite(Spread) || !TSIsFinite(Balance) || !TSIsFinite(Equity) ||
        !TSIsFinite(MarginCost) || !TSIsFinite(MarginVal))
        return -1.;
    if (!(Balance > 0.) || !(Equity > 0.) || !(MarginCost > 0.))
        return -1.;
    // Conservative percentage-fee price through the stop, absent gaps/slippage.
    FeePrice = RefPrice + abs(Spread) + Stop;
    FeeValue = TSFeePerLot(Commission, LotAmount, PIP, PIPCost, FeePrice);
    if (FeeValue < 0.)
        return -1.;
    StopRisk = (Stop + abs(Spread)) / PIP * PIPCost + FeeValue;
    if (!TSIsFinite(StopRisk) || !(StopRisk > 0.))
        return -1.;
    return StopRisk;
}

// Embedded input, state, and test contracts; identical safety is not novel alpha.
#define TS2_N 256
var TS2Returns[256];
var TS2Quality;
var TS2Statistic;
var TS2Raw;
int TS2Checks;
int TS2Failures;
var TS2Model();
var TS2Bound(var Value)
{
    if (!TSIsFinite(Value))
        return 0.;
    return max(-1., min(1., Value));
}
var TS2Evaluate()
{
    int Index;
    var Energy;
    TS2Quality = 0.;
    TS2Statistic = 0.;
    TS2Raw = 0.;
    Energy = 0.;
    for (Index = 0; Index < TS2_N; Index++)
    {
        if (!TSIsFinite(TS2Returns[Index]))
            return 0.;
        if (abs(TS2Returns[Index]) > 1.)
            return 0.;
        Energy += TS2Returns[Index] * TS2Returns[Index];
    }
    if (Energy < 1.e-24)
        return 0.;
    TS2Raw = TS2Model();
    if (!TSIsFinite(TS2Raw) || abs(TS2Raw) > 1.e12 ||
        !TSIsFinite(TS2Quality) || !TSIsFinite(TS2Statistic))
    {
        TS2Quality = 0.;
        TS2Statistic = 0.;
        TS2Raw = 0.;
        return 0.;
    }
    TS2Quality = max(0., min(1., TS2Quality));
    return TS2Bound(TS2Raw);
}
void TS2Expect(int Passed, string Label)
{
    TS2Checks++;
    if (!Passed)
    {
        TS2Failures++;
        file_append(TS2TestLog, strf("FAIL: %s\n", Label));
    }
}
// BEGIN ANALYTICAL MODEL
// Conditional event rates use observed signed exceedances, not latent states.
// Estimate excitation from lagged event co-occurrence, then integrate decay.
var TS2Model()
{
    var Up[256];
    var Down[256];
    var Decays[3] = {0.55, 0.82, 0.94};
    var Energy, Threshold, BaseUp, BaseDown, Cross, Self, Pairs;
    var ExcitationUp, ExcitationDown, IntensityUp, IntensityDown;
    var TailUp, TailDown, Kernel, Rate, Branching, Contrast, TotalRate;
    var IntegratedUp, IntegratedDown, Direction, Strength, Agreement;
    int Index, Lag, Scale, Horizon;
    Energy = 0.;
    for (Index = 32; Index < 256; Index++)
        Energy += TS2Returns[Index] * TS2Returns[Index] / 224.;
    Threshold = sqrt(Energy) * 0.65;
    if (Threshold < 1.e-16)
        return 0.;
    BaseUp = 0.; BaseDown = 0.;
    for (Index = 0; Index < 256; Index++)
    {
        Up[Index] = 0.; Down[Index] = 0.;
        if (TS2Returns[Index] > Threshold)
            Up[Index] = 1.;
        if (TS2Returns[Index] < -Threshold)
            Down[Index] = 1.;
        if (Index >= 32)
        {
            BaseUp += Up[Index] / 224.;
            BaseDown += Down[Index] / 224.;
        }
    }
    Direction = 0.; Strength = 0.; Agreement = 0.;
    for (Scale = 0; Scale < 3; Scale++)
    {
        Self = 0.; Cross = 0.; Pairs = 0.;
        for (Index = 32; Index < 224; Index++)
        {
            Kernel = 1.;
            for (Lag = 1; Lag <= 16; Lag++)
            {
                Kernel *= Decays[Scale];
                Self += Kernel * (Up[Index] * Up[Index + Lag] + Down[Index] * Down[Index + Lag]);
                Cross += Kernel * (Up[Index] * Down[Index + Lag] + Down[Index] * Up[Index + Lag]);
                Pairs += Kernel * (Up[Index + Lag] + Down[Index + Lag]);
            }
        }
        Branching = max(0., min(0.8, (Self - Cross) / max(1., Pairs)));
        ExcitationUp = Branching * (1. - Decays[Scale]);
        ExcitationDown = ExcitationUp;
        TailUp = 0.; TailDown = 0.; Kernel = 1.;
        for (Lag = 0; Lag < 32; Lag++)
        {
            TailUp += Kernel * Up[Lag];
            TailDown += Kernel * Down[Lag];
            Kernel *= Decays[Scale];
        }
        IntegratedUp = 0.; IntegratedDown = 0.;
        for (Horizon = 1; Horizon <= 8; Horizon++)
        {
            Rate = pow(Decays[Scale], Horizon);
            IntensityUp = BaseUp * (1. - Branching) + ExcitationUp * TailUp * Rate;
            IntensityDown = BaseDown * (1. - Branching) + ExcitationDown * TailDown * Rate;
            IntegratedUp += IntensityUp / 8.;
            IntegratedDown += IntensityDown / 8.;
        }
        TotalRate = IntegratedUp + IntegratedDown;
        Contrast = (IntegratedUp - IntegratedDown) / max(1.e-16, TotalRate);
        Direction += Contrast / 3.;
        Strength += min(1., TotalRate) / 3.;
        Agreement += abs(Contrast) / 3.;
    }
    TS2Statistic = Strength;
    TS2Quality = Strength * abs(Direction) / max(1.e-16, Agreement);
    return TS2Bound(Direction);
}
// END ANALYTICAL MODEL

// Separate repair regression log; the original suite counts stay intact.
int TSRepairChecks = 0;
int TSRepairFailures = 0;
string TSRepairLog = "Log/TS17_EventExcitation_repair.txt";
void TSRepairCheck(int Passed, string Label)
{
    TSRepairChecks++;
    if (!Passed)
    {
        TSRepairFailures++;
        file_append(TSRepairLog, strf("FAIL: %s\n", Label));
    }
}
var TSRepairBad(int Kind)
{
    int Bits[2];
    var Value;
    Bits[0] = 0;
    Bits[1] = 0x7ff80000;
    if (Kind == 1) Bits[1] = 0x7ff00000;
    if (Kind == 2) Bits[1] = 0xfff00000;
    memcpy(&Value, Bits, sizeof(Value));
    return Value;
}
void TSRepairTests()
{
    int I, Kind, Position;
    var FeeValue, UnitLoss, Budget;
    TSRepairChecks = 0; TSRepairFailures = 0;
    file_write(TSRepairLog, "Repairs R1-R5: native-safe regression suite\n", 0);
    TSRepairCheck(sizeof(FeeValue) == 8, "64-bit var representation");
    TSRepairCheck(TSIsFinite(0.), "finite zero");
    TSRepairCheck(TSIsFinite(1.), "finite positive");
    TSRepairCheck(TSIsFinite(-1.), "finite negative");
    for (Kind = 0; Kind < 3; Kind++)
        TSRepairCheck(!TSIsFinite(TSRepairBad(Kind)), "reject NaN and both infinities");
    TSRepairCheck(abs(TSFeePerLot(0.7, 1000., 0.0001, 0.1, 1.1) - 0.07) < 1.e-6,
                  "cash commission convention");
    TSRepairCheck(TSFeePerLot(0., 1000., 0.0001, 0.1, 1.1) == 0., "zero commission");
    FeeValue = TSFeePerLot(-0.02, 1000., 0.0001, 0.1, 1.1);
    TSRepairCheck(abs(FeeValue - 0.22) < 1.e-6, "percentage commission convention");
    TSRepairCheck(TSFeePerLot(0.7, 1000., 0., 0.1, 1.1) < 0., "invalid pip size");
    TSRepairCheck(TSFeePerLot(0.7, 1000., 0.0001, 0., 1.1) < 0., "invalid pip value");
    TSRepairCheck(TSFeePerLot(0.7, 0., 0.0001, 0.1, 1.1) < 0., "invalid lot amount");
    TSRepairCheck(TSFeePerLot(0.7, 1000., 0.0001, 0.1, -1.) < 0., "invalid fee price");
    TSRepairCheck(TSFeePerLot(TSRepairBad(0), 1000., 0.0001, 0.1, 1.1) < 0., "NaN fee quote");
    TSRepairCheck(TSFeePerLot(-0.02, 1000., 0.0001, 0.1, TSRepairBad(1)) < 0., "infinite fee price");
    TSRepairCheck(TSFeePerLot(-0.02, 1000., TSRepairBad(0), 0.1, 1.1) < 0., "NaN pip metadata");
    UnitLoss = (20. * 0.0001 + 0.0001) / 0.0001 * 0.1 + FeeValue;
    Budget = 850. * 0.0025;
    TSRepairCheck(floor(Budget / UnitLoss) == 0., "percentage fee respects lot-rounding budget");

    for (Kind = 0; Kind < 3; Kind++)
    {
        for (Position = 0; Position < 2; Position++)
        {
            for (I = 0; I < 256; I++) TS2Returns[I] = 0.0005 + 0.0001 * sin(0.3 * I);
            TS2Returns[Position] = TSRepairBad(Kind);
            TSRepairCheck(TS2Evaluate() == 0, "non-finite consumed input rejected");
            TSRepairCheck(TS2Quality == 0., "invalid return clears quality");
        }
    }
    
    file_append(TSRepairLog, strf("RESULT: %d checks; %d failures\n", TSRepairChecks, TSRepairFailures));
}
// Synthetic property tests: executed only with -d TS2_SELFTEST.
// Tests do not execute trades, query market data, or establish profitability.
// Known-response anchor: not just a generic bounded-output assertion.
void TS2KnownResponse()
{
    int I;
    var Edge, Negative;
    for (I = 0; I < 256; I++)
        TS2Returns[I] = 0.0005;
    Edge = TS2Evaluate();
    TS2Expect(Edge > 0.99, "known straight path: model-specific response");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -0.0005;
    Negative = TS2Evaluate();
    TS2Expect(abs(Edge + Negative) < 1.e-7, "known straight path: symmetric response");
}
// Case 1: slow_sine; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case1()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = 0.0008 * sin(0.07 * I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "slow_sine: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "slow_sine: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "slow_sine: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "slow_sine: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "slow_sine: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "slow_sine: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[17] = 2.;
    TS2Expect(TS2Evaluate() == 0., "slow_sine: implausible return rejected");
    TS2Expect(TS2Quality == 0., "slow_sine: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "slow_sine: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "slow_sine: quality restored");
}
// Case 2: fast_sine; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case2()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = 0.0012 * sin(1.1 * I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "fast_sine: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "fast_sine: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "fast_sine: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "fast_sine: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "fast_sine: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "fast_sine: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[54] = 2.;
    TS2Expect(TS2Evaluate() == 0., "fast_sine: implausible return rejected");
    TS2Expect(TS2Quality == 0., "fast_sine: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "fast_sine: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "fast_sine: quality restored");
}
// Case 3: two_scale_beating; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case3()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = 0.0009 * sin(0.18 * I) + 0.0007 * sin(0.21 * I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "two_scale_beating: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "two_scale_beating: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "two_scale_beating: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "two_scale_beating: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "two_scale_beating: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "two_scale_beating: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[91] = 2.;
    TS2Expect(TS2Evaluate() == 0., "two_scale_beating: implausible return rejected");
    TS2Expect(TS2Quality == 0., "two_scale_beating: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "two_scale_beating: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "two_scale_beating: quality restored");
}
// Case 4: amplitude_burst; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case4()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = 0.0004 * sin(0.31 * I) * (1. + 3. * exp(-pow((I - 28.) / 8., 2.)));
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "amplitude_burst: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "amplitude_burst: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "amplitude_burst: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "amplitude_burst: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "amplitude_burst: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "amplitude_burst: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[128] = 2.;
    TS2Expect(TS2Evaluate() == 0., "amplitude_burst: implausible return rejected");
    TS2Expect(TS2Quality == 0., "amplitude_burst: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "amplitude_burst: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "amplitude_burst: quality restored");
}
// Case 5: chirp_acceleration; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case5()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = 0.001 * sin(0.0018 * I * I + 0.05 * I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "chirp_acceleration: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "chirp_acceleration: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "chirp_acceleration: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "chirp_acceleration: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "chirp_acceleration: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "chirp_acceleration: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[165] = 2.;
    TS2Expect(TS2Evaluate() == 0., "chirp_acceleration: implausible return rejected");
    TS2Expect(TS2Quality == 0., "chirp_acceleration: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "chirp_acceleration: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "chirp_acceleration: quality restored");
}
// Case 6: chirp_deceleration; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case6()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = 0.001 * sin(7. * sqrt(I + 1.));
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "chirp_deceleration: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "chirp_deceleration: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "chirp_deceleration: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "chirp_deceleration: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "chirp_deceleration: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "chirp_deceleration: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[202] = 2.;
    TS2Expect(TS2Evaluate() == 0., "chirp_deceleration: implausible return rejected");
    TS2Expect(TS2Quality == 0., "chirp_deceleration: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "chirp_deceleration: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "chirp_deceleration: quality restored");
}
// Case 7: positive_drift_noise; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case7()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = 0.0003 + 0.0009 * sin(0.77 * I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "positive_drift_noise: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "positive_drift_noise: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "positive_drift_noise: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "positive_drift_noise: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "positive_drift_noise: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "positive_drift_noise: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[239] = 2.;
    TS2Expect(TS2Evaluate() == 0., "positive_drift_noise: implausible return rejected");
    TS2Expect(TS2Quality == 0., "positive_drift_noise: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "positive_drift_noise: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "positive_drift_noise: quality restored");
}
// Case 8: negative_drift_noise; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case8()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = -0.0003 + 0.0009 * sin(0.77 * I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "negative_drift_noise: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "negative_drift_noise: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "negative_drift_noise: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "negative_drift_noise: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "negative_drift_noise: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "negative_drift_noise: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[20] = 2.;
    TS2Expect(TS2Evaluate() == 0., "negative_drift_noise: implausible return rejected");
    TS2Expect(TS2Quality == 0., "negative_drift_noise: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "negative_drift_noise: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "negative_drift_noise: quality restored");
}
// Case 9: mixed_frequency_drift; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case9()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = 0.0002 + 0.0006 * sin(0.23 * I) + 0.0004 * cos(1.37 * I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "mixed_frequency_drift: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "mixed_frequency_drift: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "mixed_frequency_drift: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "mixed_frequency_drift: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "mixed_frequency_drift: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "mixed_frequency_drift: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[57] = 2.;
    TS2Expect(TS2Evaluate() == 0., "mixed_frequency_drift: implausible return rejected");
    TS2Expect(TS2Quality == 0., "mixed_frequency_drift: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "mixed_frequency_drift: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "mixed_frequency_drift: quality restored");
}
// Case 10: alternating_sign; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case10()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = ifelse(I % 2 == 0, 0.001, -0.001);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "alternating_sign: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "alternating_sign: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "alternating_sign: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "alternating_sign: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "alternating_sign: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "alternating_sign: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[94] = 2.;
    TS2Expect(TS2Evaluate() == 0., "alternating_sign: implausible return rejected");
    TS2Expect(TS2Quality == 0., "alternating_sign: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "alternating_sign: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "alternating_sign: quality restored");
}
// Case 11: three_bar_blocks; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case11()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = ifelse(I % 6 < 3, 0.001, -0.001);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "three_bar_blocks: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "three_bar_blocks: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "three_bar_blocks: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "three_bar_blocks: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "three_bar_blocks: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "three_bar_blocks: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[131] = 2.;
    TS2Expect(TS2Evaluate() == 0., "three_bar_blocks: implausible return rejected");
    TS2Expect(TS2Quality == 0., "three_bar_blocks: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "three_bar_blocks: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "three_bar_blocks: quality restored");
}
// Case 12: five_bar_blocks; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case12()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = ifelse(I % 10 < 5, 0.001, -0.001);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "five_bar_blocks: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "five_bar_blocks: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "five_bar_blocks: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "five_bar_blocks: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "five_bar_blocks: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "five_bar_blocks: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[168] = 2.;
    TS2Expect(TS2Evaluate() == 0., "five_bar_blocks: implausible return rejected");
    TS2Expect(TS2Quality == 0., "five_bar_blocks: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "five_bar_blocks: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "five_bar_blocks: quality restored");
}
// Case 13: one_sided_steps; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case13()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = ifelse(I < 24, 0.001, 0.0001) + 0.0001 * sin(I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "one_sided_steps: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "one_sided_steps: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "one_sided_steps: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "one_sided_steps: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "one_sided_steps: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "one_sided_steps: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[205] = 2.;
    TS2Expect(TS2Evaluate() == 0., "one_sided_steps: implausible return rejected");
    TS2Expect(TS2Quality == 0., "one_sided_steps: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "one_sided_steps: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "one_sided_steps: quality restored");
}
// Case 14: late_reversal; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case14()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = ifelse(I < 12, -0.0008, 0.0005) + 0.0002 * cos(0.7 * I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "late_reversal: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "late_reversal: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "late_reversal: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "late_reversal: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "late_reversal: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "late_reversal: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[242] = 2.;
    TS2Expect(TS2Evaluate() == 0., "late_reversal: implausible return rejected");
    TS2Expect(TS2Quality == 0., "late_reversal: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "late_reversal: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "late_reversal: quality restored");
}
// Case 15: middle_reversal; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case15()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = ifelse(I < 64, 0.0006, -0.0004) + 0.0002 * sin(0.43 * I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "middle_reversal: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "middle_reversal: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "middle_reversal: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "middle_reversal: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "middle_reversal: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "middle_reversal: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[23] = 2.;
    TS2Expect(TS2Evaluate() == 0., "middle_reversal: implausible return rejected");
    TS2Expect(TS2Quality == 0., "middle_reversal: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "middle_reversal: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "middle_reversal: quality restored");
}
// Case 16: old_reversal; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case16()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = ifelse(I < 160, 0.0004, -0.0007) + 0.0001 * cos(0.91 * I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "old_reversal: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "old_reversal: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "old_reversal: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "old_reversal: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "old_reversal: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "old_reversal: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[60] = 2.;
    TS2Expect(TS2Evaluate() == 0., "old_reversal: implausible return rejected");
    TS2Expect(TS2Quality == 0., "old_reversal: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "old_reversal: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "old_reversal: quality restored");
}
// Case 17: volatility_expansion; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case17()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = (0.0002 + 0.001 * exp(-0.015 * I)) * sin(0.81 * I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "volatility_expansion: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "volatility_expansion: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "volatility_expansion: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "volatility_expansion: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "volatility_expansion: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "volatility_expansion: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[97] = 2.;
    TS2Expect(TS2Evaluate() == 0., "volatility_expansion: implausible return rejected");
    TS2Expect(TS2Quality == 0., "volatility_expansion: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "volatility_expansion: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "volatility_expansion: quality restored");
}
// Case 18: volatility_contraction; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case18()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = (0.0002 + 0.000004 * I) * sin(0.81 * I);
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "volatility_contraction: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "volatility_contraction: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "volatility_contraction: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "volatility_contraction: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "volatility_contraction: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "volatility_contraction: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[134] = 2.;
    TS2Expect(TS2Evaluate() == 0., "volatility_contraction: implausible return rejected");
    TS2Expect(TS2Quality == 0., "volatility_contraction: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "volatility_contraction: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "volatility_contraction: quality restored");
}
// Case 19: isolated_recent_up; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case19()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = ifelse(I == 3, 0.008, 0.0002 * sin(0.61 * I));
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "isolated_recent_up: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "isolated_recent_up: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "isolated_recent_up: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "isolated_recent_up: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "isolated_recent_up: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "isolated_recent_up: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[171] = 2.;
    TS2Expect(TS2Evaluate() == 0., "isolated_recent_up: implausible return rejected");
    TS2Expect(TS2Quality == 0., "isolated_recent_up: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "isolated_recent_up: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "isolated_recent_up: quality restored");
}
// Case 20: isolated_recent_down; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case20()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = ifelse(I == 3, -0.008, 0.0002 * sin(0.61 * I));
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "isolated_recent_down: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "isolated_recent_down: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "isolated_recent_down: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "isolated_recent_down: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "isolated_recent_down: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "isolated_recent_down: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[208] = 2.;
    TS2Expect(TS2Evaluate() == 0., "isolated_recent_down: implausible return rejected");
    TS2Expect(TS2Quality == 0., "isolated_recent_down: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "isolated_recent_down: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "isolated_recent_down: quality restored");
}
// Case 21: paired_opposite_shocks; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case21()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = ifelse(I == 7, 0.006, ifelse(I == 11, -0.006, 0.0001 * cos(I)));
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "paired_opposite_shocks: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "paired_opposite_shocks: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "paired_opposite_shocks: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "paired_opposite_shocks: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "paired_opposite_shocks: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "paired_opposite_shocks: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[245] = 2.;
    TS2Expect(TS2Evaluate() == 0., "paired_opposite_shocks: implausible return rejected");
    TS2Expect(TS2Quality == 0., "paired_opposite_shocks: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "paired_opposite_shocks: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "paired_opposite_shocks: quality restored");
}
// Case 22: paired_same_shocks; model 17 perturbation phase 2.329000.
// Covers numerical stability and directional symmetry on this path family.
void TS2Case22()
{
    var Snapshot[256], Original, Repeated, Reflected, Restored;
    var InitialQuality, InitialStatistic;
    int I;
    for (I = 0; I < 256; I++)
    {
        TS2Returns[I] = ifelse(I == 7 || I == 11, 0.006, 0.0001 * cos(I));
        TS2Returns[I] += 0.00000003 * sin(2.329000 + I * 0.411000);
        Snapshot[I] = TS2Returns[I];
    }
    Original = TS2Evaluate();
    InitialQuality = TS2Quality;
    InitialStatistic = TS2Statistic;
    TS2Expect(Original == Original && abs(Original) <= 1., "paired_same_shocks: finite bounded edge");
    TS2Expect(InitialQuality >= 0. && InitialQuality <= 1., "paired_same_shocks: quality contract");
    TS2Expect(InitialStatistic == InitialStatistic && abs(InitialStatistic) < 1.e12, "paired_same_shocks: finite diagnostic");
    Repeated = TS2Evaluate();
    TS2Expect(abs(Repeated - Original) < 1.e-9, "paired_same_shocks: deterministic evaluation");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "paired_same_shocks: deterministic quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = -Snapshot[I];
    Reflected = TS2Evaluate();
    TS2Expect(abs(Reflected + Original) < 1.e-7, "paired_same_shocks: directional reflection");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    TS2Returns[26] = 2.;
    TS2Expect(TS2Evaluate() == 0., "paired_same_shocks: implausible return rejected");
    TS2Expect(TS2Quality == 0., "paired_same_shocks: rejected sample clears quality");
    for (I = 0; I < 256; I++)
        TS2Returns[I] = Snapshot[I];
    Restored = TS2Evaluate();
    TS2Expect(abs(Restored - Original) < 1.e-9, "paired_same_shocks: restored input has no stale state");
    TS2Expect(abs(TS2Quality - InitialQuality) < 1.e-9, "paired_same_shocks: quality restored");
}

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