Merge remote-tracking branch 'origin/main' into v3

DaveSkender · Apr 8, 2023 · 520a454 · 520a454
2 parents 2509522 + 2fb01af
commit 520a454
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Showing 11 changed files with 46 additions and 22 deletions.
diff --git a/src/_common/Generics/Sorting.cs b/src/_common/Generics/Sorting.cs
@@ -10,7 +10,7 @@ public static Collection<TSeries> ToSortedCollection<TSeries>(
         this IEnumerable<TSeries> series)
         where TSeries : ISeries
         => series
-            .ToSortedList()
+            .OrderBy(x => x.Date)
             .ToCollection();
 
     internal static List<TSeries> ToSortedList<TSeries>(

diff --git a/src/_common/Results/Result.Models.cs b/src/_common/Results/Result.Models.cs
@@ -2,17 +2,13 @@ namespace Skender.Stock.Indicators;
 
 // RESULT MODELS
 
-public interface IResult : ISeries
-{
-}
-
-public interface IReusableResult : IResult
+public interface IReusableResult : ISeries
 {
     public double? Value { get; }
 }
 
 [Serializable]
-public abstract class ResultBase : IResult
+public abstract class ResultBase : ISeries
 {
     public DateTime Date { get; set; }
 }
diff --git a/src/_common/Results/Result.Syncing.cs b/src/_common/Results/Result.Syncing.cs
@@ -11,8 +11,8 @@ public static IEnumerable<TResultA> SyncIndex<TResultA, TResultB>(
         this IEnumerable<TResultA> syncMe,
         IEnumerable<TResultB> toMatch,
         SyncType syncType = SyncType.FullMatch)
-        where TResultA : IResult
-        where TResultB : IResult
+        where TResultA : ISeries
+        where TResultB : ISeries
     {
         // initialize
         List<TResultA> syncMeList = syncMe.ToSortedList();

diff --git a/src/a-d/Atr/Atr.Series.cs b/src/a-d/Atr/Atr.Series.cs
@@ -20,7 +20,8 @@ internal static List<AtrResult> CalcAtr(
         // roll through quotes
         for (int i = 0; i < qdList.Count; i++)
         {
-            double hmpc, lmpc;
+            double hmpc;
+            double lmpc;
             QuoteD q = qdList[i];
 
             AtrResult r = new(q.Date);

diff --git a/src/e-k/Fcb/Fcb.Series.cs b/src/e-k/Fcb/Fcb.Series.cs
@@ -18,7 +18,8 @@ internal static List<FcbResult> CalcFcb<TQuote>(
 
         int length = fractals.Count;
         List<FcbResult> results = new(length);
-        decimal? upperLine = null, lowerLine = null;
+        decimal? upperLine = null;
+        decimal? lowerLine = null;
 
         // roll through quotes
         for (int i = 0; i < length; i++)

diff --git a/src/e-k/ForceIndex/ForceIndex.Series.cs b/src/e-k/ForceIndex/ForceIndex.Series.cs
@@ -13,7 +13,9 @@ internal static List<ForceIndexResult> CalcForceIndex(
         // initialize
         int length = qdList.Count;
         List<ForceIndexResult> results = new(length);
-        double? prevClose = null, prevFI = null, sumRawFI = 0;
+        double? prevClose = null;
+        double? prevFI = null;
+        double? sumRawFI = 0;
         double k = 2d / (lookbackPeriods + 1);
 
         // roll through quotes

diff --git a/src/s-z/Tsi/Tsi.Series.cs b/src/s-z/Tsi/Tsi.Series.cs
@@ -70,21 +70,25 @@ internal static List<TsiResult> CalcTsi(
                     // signal line
                     if (signalPeriods > 0)
                     {
-                        if (i >= lookbackPeriods + smoothPeriods + signalPeriods - 1)
+                        int startSignal = lookbackPeriods + smoothPeriods + signalPeriods - 1;
+
+                        if (i >= startSignal)
                         {
                             r.Signal = ((tsi - results[i - 1].Signal) * multS).NaN2Null()
                                      + results[i - 1].Signal;
                         }
 
                         // initialize signal
-                        else
+                        else if (i == startSignal - 1)
                         {
                             sumS += tsi;
+                            r.Signal = sumS / signalPeriods;
+                        }
 
-                            if (i == lookbackPeriods + smoothPeriods + signalPeriods - 2)
-                            {
-                                r.Signal = sumS / signalPeriods;
-                            }
+                        // warmup signal
+                        else
+                        {
+                            sumS += tsi;
                         }
                     }
                 }

diff --git a/tests/indicators/_common/Results/Result.Syncing.Tests.cs b/tests/indicators/_common/Results/Result.Syncing.Tests.cs
@@ -96,5 +96,9 @@ public void SyncIndex()
 
         Assert.IsFalse(noBaseResults.Any());
         Assert.IsFalse(noEvalResults.Any());
+
+        // bad sync type
+        Assert.ThrowsException<ArgumentOutOfRangeException>(()
+            => eval.SyncIndex(baseline, (SyncType)int.MaxValue));
     }
 }
diff --git a/tests/indicators/a-d/Chandelier/Chandelier.Tests.cs b/tests/indicators/a-d/Chandelier/Chandelier.Tests.cs
@@ -100,5 +100,9 @@ public void Exceptions()
         // bad multiplier
         Assert.ThrowsException<ArgumentOutOfRangeException>(() =>
             quotes.GetChandelier(25, 0));
+
+        // bad type
+        Assert.ThrowsException<ArgumentOutOfRangeException>(() =>
+            quotes.GetChandelier(25, 2, (ChandelierType)int.MaxValue));
     }
 }
diff --git a/tests/indicators/m-r/Renko/Renko.Tests.cs b/tests/indicators/m-r/Renko/Renko.Tests.cs
@@ -139,9 +139,15 @@ public void NoQuotes()
         Assert.AreEqual(0, r0.Count);
     }
 
-    // bad arguments
     [TestMethod]
     public void Exceptions()
-        => Assert.ThrowsException<ArgumentOutOfRangeException>(()
+    {
+        // bad arguments
+        Assert.ThrowsException<ArgumentOutOfRangeException>(()
             => quotes.GetRenko(0));
+
+        // bad end type
+        Assert.ThrowsException<ArgumentOutOfRangeException>(()
+            => quotes.GetRenko(2, (EndType)int.MaxValue));
+    }
 }
diff --git a/tests/indicators/s-z/ZigZag/ZigZag.Tests.cs b/tests/indicators/s-z/ZigZag/ZigZag.Tests.cs
@@ -220,9 +220,15 @@ public void SchrodingerScenario()
         Assert.AreEqual(342, r2.Count);
     }
 
-    // bad lookback period
     [TestMethod]
     public void Exceptions()
-        => Assert.ThrowsException<ArgumentOutOfRangeException>(()
+    {
+        // bad lookback period
+        Assert.ThrowsException<ArgumentOutOfRangeException>(()
             => quotes.GetZigZag(EndType.Close, 0));
+
+        // bad end type
+        Assert.ThrowsException<ArgumentOutOfRangeException>(()
+            => quotes.GetZigZag((EndType)int.MaxValue, 2));
+    }
 }