Refactor tests and implementations for various indicators

- Updated RsiIndicatorTests to ensure proper initialization and state checks. - Added new tests for Rsx, Vel, and Adosc indicators to validate behavior under iterative corrections and edge cases (NaN, Infinity). - Enhanced Bessel indicator tests and implementation with consistent formatting. - Improved Ema and Pwma implementations by ensuring proper handling of values. - Introduced mock classes for charting to facilitate testing without dependencies. - Ensured all indicators produce consistent results across different modes of operation. - Cleaned up code formatting and added missing commas for better readability.
2026-08-23 21:18:04 +00:00 · 2025-12-28 21:07:37 -08:00
parent 52af7057bb
commit 3cc2726654
39 changed files with 7535 additions and 840 deletions
@@ -344,7 +344,8 @@ public class TBarSeriesTests
        series.Add(200, 20, 25, 15, 22, 200, isNew: true);

        var list = new List<object>();
-
+        
+#pragma warning disable S4158
        foreach (var item in (IEnumerable)series)
        {
                list.Add(item);
@@ -408,4 +409,146 @@ public class TBarSeriesTests
            Assert.Equal(200, series[1].Time);
        Assert.Equal(300, series[2].Time);
    }
+
+    [Fact]
+    public void Add_WithEnumerables_MismatchedLengths_ThrowsArgumentException()
+    {
+        var series = new TBarSeries();
+        var times = new long[] { 100, 200, 300 };
+        var opens = new double[] { 10, 20 }; // Mismatched length
+        var highs = new double[] { 15, 25, 35 };
+        var lows = new double[] { 5, 15, 25 };
+        var closes = new double[] { 12, 22, 32 };
+        var volumes = new double[] { 100, 200, 300 };
+
+        Assert.Throws<ArgumentException>(() =>
+            series.Add(times, opens, highs, lows, closes, volumes));
+    }
+
+    [Fact]
+    public void Indexer_OutOfBounds_ThrowsException()
+    {
+        var series = new TBarSeries();
+
+        Assert.Throws<ArgumentOutOfRangeException>(() => _ = series[0]);
+    }
+
+    [Fact]
+    public void Indexer_NegativeIndex_ThrowsException()
+    {
+        var series = new TBarSeries();
+        series.Add(100, 10, 15, 5, 12, 100);
+
+        int invalidIndex = -1;
+        Assert.Throws<ArgumentOutOfRangeException>(() => _ = series[invalidIndex]);
+    }
+
+    [Fact]
+    public void Indexer_BeyondCount_ThrowsException()
+    {
+        var series = new TBarSeries();
+        series.Add(100, 10, 15, 5, 12, 100);
+
+        Assert.Throws<ArgumentOutOfRangeException>(() => _ = series[1]);
+    }
+
+    [Fact]
+    public void Add_WithNaN_PreservesNaN()
+    {
+        var series = new TBarSeries();
+        var bar = new TBar(DateTime.UtcNow.Ticks, double.NaN, 110, 90, 105, 1000);
+
+        series.Add(bar, isNew: true);
+
+        Assert.True(double.IsNaN(series.Last.Open));
+        Assert.True(double.IsNaN(series.Open.Last.Value));
+    }
+
+    [Fact]
+    public void Add_WithInfinity_PreservesInfinity()
+    {
+        var series = new TBarSeries();
+        var bar = new TBar(DateTime.UtcNow.Ticks, 100, double.PositiveInfinity, 90, 105, 1000);
+
+        series.Add(bar, isNew: true);
+
+        Assert.True(double.IsPositiveInfinity(series.Last.High));
+        Assert.True(double.IsPositiveInfinity(series.High.Last.Value));
+    }
+
+    [Fact]
+    public void SubSeries_EmptySeries_HaveZeroCount()
+    {
+        var series = new TBarSeries();
+
+        Assert.Empty(series.Open);
+        Assert.Empty(series.High);
+        Assert.Empty(series.Low);
+        Assert.Empty(series.Close);
+        Assert.Empty(series.Volume);
+    }
+
+    [Fact]
+    public void SubSeries_ValuesSpan_ReturnsCorrectData()
+    {
+        var series = new TBarSeries();
+        series.Add(100, 10, 15, 5, 12, 100);
+        series.Add(200, 20, 25, 15, 22, 200);
+
+        ReadOnlySpan<double> closeValues = series.Close.Values;
+
+        Assert.Equal(2, closeValues.Length);
+        Assert.Equal(12.0, closeValues[0]);
+        Assert.Equal(22.0, closeValues[1]);
+    }
+
+    [Fact]
+    public void SubSeries_TimesSpan_ReturnsCorrectData()
+    {
+        var series = new TBarSeries();
+        series.Add(100, 10, 15, 5, 12, 100);
+        series.Add(200, 20, 25, 15, 22, 200);
+
+        ReadOnlySpan<long> times = series.Close.Times;
+
+        Assert.Equal(2, times.Length);
+        Assert.Equal(100, times[0]);
+        Assert.Equal(200, times[1]);
+    }
+
+    [Fact]
+    public void Pub_EventArgs_ContainsIsNewFlag()
+    {
+        var series = new TBarSeries();
+        bool? receivedIsNew = null;
+        series.Pub += (object? sender, in TBarEventArgs args) => receivedIsNew = args.IsNew;
+
+        series.Add(new TBar(100, 10, 15, 5, 12, 100), isNew: true);
+
+        Assert.True(receivedIsNew);
+
+        series.Add(new TBar(100, 10, 18, 5, 15, 150), isNew: false);
+
+        Assert.False(receivedIsNew);
+    }
+
+    [Fact]
+    public void Add_WithEnumerables_EmptyArrays_AddsNothing()
+    {
+        var series = new TBarSeries();
+        var empty = Array.Empty<long>();
+        var emptyD = Array.Empty<double>();
+
+        series.Add(empty, emptyD, emptyD, emptyD, emptyD, emptyD);
+
+        Assert.Empty(series);
+    }
+
+    [Fact]
+    public void Constructor_WithCapacity_DoesNotAffectCount()
+    {
+        var series = new TBarSeries(1000);
+
+        Assert.Empty(series);
+    }
 }
@@ -1,5 +1,6 @@
 using System;
 using System.Collections;
+using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;

@@ -16,6 +17,74 @@ public readonly struct TBarEventArgs
    public bool IsNew { get; init; }
 }

+/// <summary>
+/// High-performance enumerator for TBarSeries.
+/// </summary>
+public struct TBarSeriesEnumerator : IEnumerator<TBar>, IEquatable<TBarSeriesEnumerator>
+{
+    private readonly List<long> _t;
+    private readonly List<double> _o;
+    private readonly List<double> _h;
+    private readonly List<double> _l;
+    private readonly List<double> _c;
+    private readonly List<double> _v;
+    private readonly int _count;
+    private int _index;
+    private TBar _current;
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    internal TBarSeriesEnumerator(List<long> t, List<double> o, List<double> h, List<double> l, List<double> c, List<double> v)
+    {
+        _t = t;
+        _o = o;
+        _h = h;
+        _l = l;
+        _c = c;
+        _v = v;
+        _count = c.Count;
+        _index = -1;
+        _current = default;
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public bool MoveNext()
+    {
+        if (_index + 1 >= _count)
+            return false;
+
+        _index++;
+        _current = new TBar(_t[_index], _o[_index], _h[_index], _l[_index], _c[_index], _v[_index]);
+        return true;
+    }
+
+    public readonly TBar Current => _current;
+    readonly object IEnumerator.Current => Current;
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public void Reset()
+    {
+        _index = -1;
+        _current = default;
+    }
+
+    public readonly void Dispose() { }
+
+    public readonly bool Equals(TBarSeriesEnumerator other) =>
+        ReferenceEquals(_t, other._t) &&
+        ReferenceEquals(_c, other._c) &&
+        _count == other._count &&
+        _index == other._index;
+
+    public override readonly bool Equals(object? obj) =>
+        obj is TBarSeriesEnumerator other && Equals(other);
+
+    public override readonly int GetHashCode() =>
+        HashCode.Combine(RuntimeHelpers.GetHashCode(_t), RuntimeHelpers.GetHashCode(_c), _count, _index);
+
+    public static bool operator ==(TBarSeriesEnumerator left, TBarSeriesEnumerator right) => left.Equals(right);
+    public static bool operator !=(TBarSeriesEnumerator left, TBarSeriesEnumerator right) => !left.Equals(right);
+}
+
 // Performance-focused event args struct; not derived from EventArgs by design.
 // We intentionally deviate from the standard EventArgs pattern here for perf.
 #pragma warning disable MA0046 // The second parameter must be of type 'System.EventArgs' or a derived type
@@ -94,6 +163,60 @@ public class TBarSeries : IReadOnlyList<TBar>
    public double LastClose { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => _c.Count > 0 ? _c[^1] : double.NaN; }
    public double LastVolume { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => _v.Count > 0 ? _v[^1] : double.NaN; }

+    /// <summary>
+    /// Direct access to the underlying Time array as a Span.
+    /// </summary>
+    public ReadOnlySpan<long> Times
+    {
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        get => CollectionsMarshal.AsSpan(_t);
+    }
+
+    /// <summary>
+    /// Direct access to the underlying Open array as a Span for SIMD operations.
+    /// </summary>
+    public ReadOnlySpan<double> OpenValues
+    {
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        get => CollectionsMarshal.AsSpan(_o);
+    }
+
+    /// <summary>
+    /// Direct access to the underlying High array as a Span for SIMD operations.
+    /// </summary>
+    public ReadOnlySpan<double> HighValues
+    {
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        get => CollectionsMarshal.AsSpan(_h);
+    }
+
+    /// <summary>
+    /// Direct access to the underlying Low array as a Span for SIMD operations.
+    /// </summary>
+    public ReadOnlySpan<double> LowValues
+    {
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        get => CollectionsMarshal.AsSpan(_l);
+    }
+
+    /// <summary>
+    /// Direct access to the underlying Close array as a Span for SIMD operations.
+    /// </summary>
+    public ReadOnlySpan<double> CloseValues
+    {
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        get => CollectionsMarshal.AsSpan(_c);
+    }
+
+    /// <summary>
+    /// Direct access to the underlying Volume array as a Span for SIMD operations.
+    /// </summary>
+    public ReadOnlySpan<double> VolumeValues
+    {
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        get => CollectionsMarshal.AsSpan(_v);
+    }
+
    [MethodImpl(MethodImplOptions.AggressiveInlining)]
    public void Add(TBar bar, bool isNew = true)
    {
@@ -150,13 +273,10 @@ public class TBarSeries : IReadOnlyList<TBar>
        }
    }

-    public IEnumerator<TBar> GetEnumerator()
-    {
-        for (int i = 0; i < _c.Count; i++)
-        {
-            yield return new TBar(_t[i], _o[i], _h[i], _l[i], _c[i], _v[i]);
-        }
-    }
+    // IEnumerable implementation with struct enumerator for zero-allocation iteration
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public TBarSeriesEnumerator GetEnumerator() => new(_t, _o, _h, _l, _c, _v);

+    IEnumerator<TBar> IEnumerable<TBar>.GetEnumerator() => GetEnumerator();
    IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
 }