chore: refactor Exceptions and unit tests (#40)

* refactor and add Exceptions tests to improve code coverage

Indicators/Aroon/Aroon.Models.cs

@@ -1,12 +1,8 @@
-using System;
-
-namespace Skender.Stock.Indicators
+namespace Skender.Stock.Indicators
 {
 
-    public class AroonResult
+    public class AroonResult : ResultBase
     {
-        public int Index { get; set; }
-        public DateTime Date { get; set; }
         public decimal? AroonUp { get; set; }
         public decimal? AroonDown { get; set; }
         public decimal? Oscillator { get; set; }

Indicators/Aroon/Aroon.cs

@@ -12,19 +12,8 @@ public static IEnumerable<AroonResult> GetAroon(IEnumerable<Quote> history, int
             // clean quotes
             history = Cleaners.PrepareHistory(history);
 
-            // exceptions
-            if (lookbackPeriod <= 0)
-            {
-                throw new BadParameterException("Lookback period must be greater than 0 for Aroon.");
-            }
-
-            int qtyHistory = history.Count();
-            int minHistory = lookbackPeriod;
-            if (qtyHistory < minHistory)
-            {
-                throw new BadHistoryException("Insufficient history provided for Aroon.  " +
-                        string.Format("You provided {0} periods of history when {1} is required.", qtyHistory, minHistory));
-            }
+            // validate parameters
+            ValidateAroon(history, lookbackPeriod);
 
             // initialize
             List<AroonResult> results = new List<AroonResult>();
@@ -71,6 +60,24 @@ public static IEnumerable<AroonResult> GetAroon(IEnumerable<Quote> history, int
             return results;
         }
 
+
+        private static void ValidateAroon(IEnumerable<Quote> history, int lookbackPeriod)
+        {
+            // check parameters
+            if (lookbackPeriod <= 0)
+            {
+                throw new BadParameterException("Lookback period must be greater than 0 for Aroon.");
+            }
+
+            // checked history
+            int qtyHistory = history.Count();
+            int minHistory = lookbackPeriod;
+            if (qtyHistory < minHistory)
+            {
+                throw new BadHistoryException("Insufficient history provided for Aroon.  " +
+                        string.Format("You provided {0} periods of history when at least {1} is required.", qtyHistory, minHistory));
+            }
+        }
     }
 
 }

Indicators/Aroon/README.md

@@ -13,7 +13,7 @@ IEnumerable<AroonResult> results = Indicator.GetAroon(history, lookbackPeriod);
 | name | type | notes
 | -- |-- |--
 | `history` | IEnumerable\<[Quote](/GUIDE.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at `N` periods worth of `history`.
-| `lookbackPeriod` | int | Number of periods (`N`) for the lookback evaluation.  Default is 25.
+| `lookbackPeriod` | int | Number of periods (`N`) for the lookback evaluation.  Must be greater than 0.  Default is 25.
 
 ## Response
 

Indicators/AvgDirectional/Adx.Models.cs

@@ -1,12 +1,8 @@
-using System;
-
-namespace Skender.Stock.Indicators
+namespace Skender.Stock.Indicators
 {
 
-    public class AdxResult
+    public class AdxResult : ResultBase
     {
-        public int Index { get; set; }
-        public DateTime Date { get; set; }
         public decimal? Pdi { get; set; }
         public decimal? Mdi { get; set; }
         public decimal? Adx { get; set; }

Indicators/AvgDirectional/Adx.cs

@@ -13,17 +13,8 @@ public static IEnumerable<AdxResult> GetAdx(IEnumerable<Quote> history, int look
             // clean quotes
             history = Cleaners.PrepareHistory(history);
 
-            // check exceptions
-            int qtyHistory = history.Count();
-            int minHistory = 2 * lookbackPeriod + 1;
-            if (qtyHistory < minHistory)
-            {
-                throw new BadHistoryException("Insufficient history provided for ADX.  " +
-                        string.Format("You provided {0} periods of history when {1} is required.  "
-                          + "Since this uses a smoothing technique, "
-                          + "we recommend you use at least 250 data points prior to the intended "
-                          + "usage date for maximum precision.", qtyHistory, minHistory));
-            }
+            // verify parameters
+            ValidateAdx(history, lookbackPeriod);
 
             // initialize results and working variables
             IEnumerable<AtrResult> atrResults = GetAtr(history, lookbackPeriod); // uses True Range value
@@ -146,5 +137,26 @@ public static IEnumerable<AdxResult> GetAdx(IEnumerable<Quote> history, int look
             return results;
         }
 
+
+        private static void ValidateAdx(IEnumerable<Quote> history, int lookbackPeriod)
+        {
+            // check parameters
+            if (lookbackPeriod <= 1)
+            {
+                throw new BadParameterException("Lookback period must be greater than 1 for ADX.");
+            }
+
+            // check history
+            int qtyHistory = history.Count();
+            int minHistory = 2 * lookbackPeriod + 1;
+            if (qtyHistory < minHistory)
+            {
+                throw new BadHistoryException("Insufficient history provided for ADX.  " +
+                        string.Format("You provided {0} periods of history when at least {1} is required.  "
+                          + "Since this uses a smoothing technique, "
+                          + "we recommend you use at least 250 data points prior to the intended "
+                          + "usage date for maximum precision.", qtyHistory, minHistory));
+            }
+        }
     }
 }

Indicators/AvgDirectional/README.md

@@ -13,7 +13,7 @@ IEnumerable<AdxResult> results = Indicator.GetAdx(history, lookbackPeriod);
 | name | type | notes
 | -- |-- |--
 | `history` | IEnumerable\<[Quote](/GUIDE.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least 2×`N`+1 periods of `history` to get any results; however, since this uses a smoothing technique, we recommend you use at least 250 data points prior to the intended usage date for maximum precision.
-| `lookbackPeriod` | int | Number of periods (`N`) to consider.  Default is 14.
+| `lookbackPeriod` | int | Number of periods (`N`) to consider.  Must be greater than 1.  Default is 14.
 
 ## Response
 

Indicators/AvgTrueRange/Atr.Models.cs

@@ -1,12 +1,8 @@
-using System;
-
-namespace Skender.Stock.Indicators
+namespace Skender.Stock.Indicators
 {
 
-    public class AtrResult
+    public class AtrResult : ResultBase
     {
-        public int Index { get; set; }
-        public DateTime Date { get; set; }
         public decimal? Tr { get; set; }
         public decimal? Atr { get; set; }
         public decimal? Atrp { get; set; }

Indicators/AvgTrueRange/Atr.cs

@@ -86,7 +86,7 @@ private static void ValidateAtr(IEnumerable<Quote> history, int lookbackPeriod)
             if (qtyHistory < minHistory)
             {
                 throw new BadHistoryException("Insufficient history provided for ATR.  " +
-                        string.Format("You provided {0} periods of history when {1} is required.  "
+                        string.Format("You provided {0} periods of history when at least {1} is required.  "
                         , qtyHistory, minHistory));
             }
         }

Indicators/Beta/Beta.Models.cs

@@ -1,12 +1,8 @@
-using System;
-
-namespace Skender.Stock.Indicators
+namespace Skender.Stock.Indicators
 {
 
-    public class BetaResult
+    public class BetaResult : ResultBase
     {
-        public int Index { get; set; }
-        public DateTime Date { get; set; }
         public decimal? Beta { get; set; }
     }
 

Indicators/Beta/Beta.cs

@@ -13,15 +13,8 @@ public static IEnumerable<BetaResult> GetBeta(
             historyMarket = Cleaners.PrepareHistory(historyMarket);
             historyEval = Cleaners.PrepareHistory(historyEval);
 
-            // check exceptions
-            int qtyHistory = historyEval.Count();
-            int minHistory = lookbackPeriod;
-            if (qtyHistory < minHistory)
-            {
-                throw new BadHistoryException("Insufficient history provided for Beta.  " +
-                        string.Format("You provided {0} periods of history when {1} is required."
-                          , qtyHistory, minHistory));
-            }
+            // validate parameters
+            ValidateBeta(historyMarket, historyEval, lookbackPeriod);
 
             // initialize results
             List<BetaResult> results = new List<BetaResult>();
@@ -53,6 +46,33 @@ public static IEnumerable<BetaResult> GetBeta(
             return results;
         }
 
+
+        private static void ValidateBeta(IEnumerable<Quote> historyMarket, IEnumerable<Quote> historyEval, int lookbackPeriod)
+        {
+
+            // check parameters
+            if (lookbackPeriod <= 0)
+            {
+                throw new BadParameterException("Lookback period must be greater than 0 for Beta.");
+            }
+
+            // check history
+            int qtyHistoryMarket = historyMarket.Count();
+            int minHistoryMarket = lookbackPeriod;
+            if (qtyHistoryMarket < minHistoryMarket)
+            {
+                throw new BadHistoryException("Insufficient history provided for Beta.  " +
+                        string.Format("You provided {0} periods of history when at least {1} is required.", qtyHistoryMarket, minHistoryMarket));
+            }
+
+            int qtyHistoryEval = historyEval.Count();
+            if (qtyHistoryEval < qtyHistoryMarket)
+            {
+                throw new BadHistoryException(
+                    "Eval history should have at least as many records as Market history for Beta.");
+            }
+
+        }
     }
 
 }

Indicators/Beta/README.md

@@ -14,7 +14,7 @@ IEnumerable<BetaResult> results = Indicator.GetBeta(historyMarket, historyEval,
 | -- |-- |--
 | `historyMarket` | IEnumerable\<[Quote](/GUIDE.md#Quote)\> | Historical [market] Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least `N` periods of history.  This `market` history will be used to establish the baseline.
 | `historyEval` | IEnumerable\<[Quote](/GUIDE.md#Quote)\> | Historical [evaluation stock] Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must have at least the same matching date elements of `historyMarket`.  Exception will be thrown if not matched.
-| `lookbackPeriod` | int | Number of periods (`N`) in the lookback period.
+| `lookbackPeriod` | int | Number of periods (`N`) in the lookback period.  Must be greater than 0 to calculate; however we suggest a larger period for statistically appropriate sample size.
 
 ## Response
 

Indicators/BollingerBands/BollingerBands.Models.cs

@@ -1,12 +1,8 @@
-using System;
-
-namespace Skender.Stock.Indicators
+namespace Skender.Stock.Indicators
 {
 
-    public class BollingerBandsResult
+    public class BollingerBandsResult : ResultBase
     {
-        public int Index { get; set; }
-        public DateTime Date { get; set; }
         public decimal? Sma { get; set; }
         public decimal? UpperBand { get; set; }
         public decimal? LowerBand { get; set; }

Indicators/BollingerBands/BollingerBands.cs

@@ -47,7 +47,7 @@ public static IEnumerable<BollingerBandsResult> GetBollingerBands(
 
                     if (prevUpperBand != null && prevLowerBand != null)
                     {
-                        result.IsDiverging = ((decimal)result.UpperBand - (decimal)result.LowerBand) 
+                        result.IsDiverging = ((decimal)result.UpperBand - (decimal)result.LowerBand)
                             > ((decimal)prevUpperBand - (decimal)prevLowerBand);
                     }
 
@@ -84,7 +84,7 @@ private static void ValidateBollingerBands(
             if (qtyHistory < minHistory)
             {
                 throw new BadHistoryException("Insufficient history provided for Bollinger Bands.  " +
-                        string.Format("You provided {0} periods of history when {1} is required.", qtyHistory, minHistory));
+                        string.Format("You provided {0} periods of history when at least {1} is required.", qtyHistory, minHistory));
             }
         }
 

Indicators/Cci/Cci.Models.cs

@@ -1,12 +1,8 @@
-using System;
-
-namespace Skender.Stock.Indicators
+namespace Skender.Stock.Indicators
 {
 
-    public class CciResult
+    public class CciResult : ResultBase
     {
-        public int Index { get; set; }
-        public DateTime Date { get; set; }
         internal decimal? Tp { get; set; }
         public decimal? Cci { get; set; }
     }

Indicators/Cci/Cci.cs

@@ -13,14 +13,8 @@ public static IEnumerable<CciResult> GetCci(IEnumerable<Quote> history, int look
             // clean quotes
             history = Cleaners.PrepareHistory(history);
 
-            // check exceptions
-            int qtyHistory = history.Count();
-            int minHistory = lookbackPeriod + 1;
-            if (qtyHistory < minHistory)
-            {
-                throw new BadHistoryException("Insufficient history provided for Commodity Channel Index.  " +
-                        string.Format("You provided {0} periods of history when {1} is required.", qtyHistory, minHistory));
-            }
+            // validate parameters
+            ValidateCci(history, lookbackPeriod);
 
             // initialize
             List<CciResult> results = new List<CciResult>();
@@ -59,5 +53,25 @@ public static IEnumerable<CciResult> GetCci(IEnumerable<Quote> history, int look
             return results;
         }
 
+
+        private static void ValidateCci(IEnumerable<Quote> history, int lookbackPeriod)
+        {
+
+            // check parameters
+            if (lookbackPeriod <= 0)
+            {
+                throw new BadParameterException("Lookback period must be greater than 0 for Commodity Channel Index.");
+            }
+
+
+            // check history
+            int qtyHistory = history.Count();
+            int minHistory = lookbackPeriod + 1;
+            if (qtyHistory < minHistory)
+            {
+                throw new BadHistoryException("Insufficient history provided for Commodity Channel Index.  " +
+                        string.Format("You provided {0} periods of history when at least {1} is required.", qtyHistory, minHistory));
+            }
+        }
     }
 }

Indicators/Cci/README.md

@@ -13,7 +13,7 @@ IEnumerable<CciResult> results = Indicator.GetCci(history, lookbackPeriod);
 | name | type | notes
 | -- |-- |--
 | `history` | IEnumerable\<[Quote](/GUIDE.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least `N+1` periods of `history`.
-| `lookbackPeriod` | int | Number of periods (`N`) in the moving average.  Default is 20.
+| `lookbackPeriod` | int | Number of periods (`N`) in the moving average.  Must be greater than 0.  Default is 20.
 
 ## Response
 

Indicators/Chandelier/Chandelier.Models.cs

@@ -1,12 +1,8 @@
-using System;
-
-namespace Skender.Stock.Indicators
+namespace Skender.Stock.Indicators
 {
 
-    public class ChandelierResult
+    public class ChandelierResult : ResultBase
     {
-        public int Index { get; set; }
-        public DateTime Date { get; set; }
         public decimal? ChandelierExit { get; set; }
         public bool? IsExitCross { get; set; }
         public bool? IsCrossed { get; set; }

Indicators/Chandelier/Chandelier.cs

@@ -5,7 +5,7 @@ namespace Skender.Stock.Indicators
 {
     public static partial class Indicator
     {
-        // CHANDELIER OVERLAY
+        // CHANDELIER EXIT
         public static IEnumerable<ChandelierResult> GetChandelier(
             IEnumerable<Quote> history, int lookbackPeriod = 22, double multiplier = 3.0, string variant = "long")
         {
@@ -75,6 +75,8 @@ public static IEnumerable<ChandelierResult> GetChandelier(
         private static void ValidateChandelier(
             IEnumerable<Quote> history, int lookbackPeriod, double multiplier, string variant)
         {
+
+            // check parameters
             if (lookbackPeriod <= 0)
             {
                 throw new BadParameterException("Lookback period must be greater than 0 for Chandelier Exit.");
@@ -90,12 +92,13 @@ private static void ValidateChandelier(
                 throw new BadParameterException("Variant must be either 'long' or 'short' Chandelier Exit.");
             }
 
+            // check history
             int qtyHistory = history.Count();
             int minHistory = lookbackPeriod + 1;
             if (qtyHistory < minHistory)
             {
                 throw new BadHistoryException("Insufficient history provided for Chandelier Exit.  " +
-                        string.Format("You provided {0} periods of history when {1} is required.", qtyHistory, minHistory));
+                        string.Format("You provided {0} periods of history when at least {1} is required.", qtyHistory, minHistory));
             }
         }
     }