update EMA history requirements (#41)

DaveSkender · Jun 13, 2020 · 8e31934 · 8e31934
1 parent 5693a9c
commit 8e31934
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Showing 3 changed files with 18 additions and 9 deletions.
diff --git a/Indicators/Ema/Ema.cs b/Indicators/Ema/Ema.cs
@@ -1,4 +1,5 @@
-using System.Collections.Generic;
+using System;
+using System.Collections.Generic;
 using System.Linq;
 
 namespace Skender.Stock.Indicators
@@ -59,14 +60,15 @@ private static void ValidateEma(IEnumerable<Quote> history, int lookbackPeriod)
 
             // check history
             int qtyHistory = history.Count();
-            int minHistory = 2 * lookbackPeriod;
+            int minHistory = Math.Max(2 * lookbackPeriod, lookbackPeriod + 100);
             if (qtyHistory < minHistory)
             {
                 throw new BadHistoryException("Insufficient history provided for EMA.  " +
                         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));
+                          + "Since this uses a smoothing technique, for a lookback period of {2}, "
+                          + "we recommend you use at least {3} data points prior to the intended "
+                          + "usage date for maximum precision.",
+                          qtyHistory, minHistory, lookbackPeriod, 2 * lookbackPeriod + 250));
             }
 
         }

diff --git a/Indicators/Ema/README.md b/Indicators/Ema/README.md
@@ -12,7 +12,7 @@ IEnumerable<EmaResult> results = Indicator.GetEma(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` periods of `history`.  Since this uses a smoothing technique, we recommend you use at least 250 data points prior to the intended usage date for maximum precision.
+| `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` or `N`+100 periods of `history`, whichever is more.  Since this uses a smoothing technique, we recommend you use at least 2×`N`+250 data points prior to the intended usage date for maximum precision.
 | `lookbackPeriod` | int | Number of periods (`N`) in the moving average.  Must be greater than 0.
 
 ## Response

diff --git a/IndicatorsTests/Test.Ema.cs b/IndicatorsTests/Test.Ema.cs
@@ -39,10 +39,17 @@ public void BadLookback()
         }
 
         [TestMethod()]
-        [ExpectedException(typeof(BadHistoryException), "Insufficient history.")]
-        public void InsufficientHistory()
+        [ExpectedException(typeof(BadHistoryException), "Insufficient history for N+100.")]
+        public void InsufficientHistoryA()
         {
-            Indicator.GetEma(history.Where(x => x.Index < 30), 30);
+            Indicator.GetEma(history.Where(x => x.Index < 130), 30);
+        }
+
+        [TestMethod()]
+        [ExpectedException(typeof(BadHistoryException), "Insufficient history for 2×N.")]
+        public void InsufficientHistoryB()
+        {
+            Indicator.GetEma(history.Where(x => x.Index < 500), 250);
         }
 
     }