mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-25 05:48:06 +00:00
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.
This commit is contained in:
@@ -1,5 +1,6 @@
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using System;
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using System.Collections;
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using System.Collections.Generic;
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using System.Runtime.CompilerServices;
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using System.Runtime.InteropServices;
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@@ -16,6 +17,74 @@ public readonly struct TBarEventArgs
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public bool IsNew { get; init; }
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}
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/// <summary>
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/// High-performance enumerator for TBarSeries.
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/// </summary>
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public struct TBarSeriesEnumerator : IEnumerator<TBar>, IEquatable<TBarSeriesEnumerator>
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{
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private readonly List<long> _t;
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private readonly List<double> _o;
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private readonly List<double> _h;
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private readonly List<double> _l;
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private readonly List<double> _c;
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private readonly List<double> _v;
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private readonly int _count;
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private int _index;
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private TBar _current;
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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internal TBarSeriesEnumerator(List<long> t, List<double> o, List<double> h, List<double> l, List<double> c, List<double> v)
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{
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_t = t;
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_o = o;
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_h = h;
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_l = l;
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_c = c;
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_v = v;
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_count = c.Count;
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_index = -1;
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_current = default;
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public bool MoveNext()
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{
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if (_index + 1 >= _count)
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return false;
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_index++;
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_current = new TBar(_t[_index], _o[_index], _h[_index], _l[_index], _c[_index], _v[_index]);
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return true;
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}
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public readonly TBar Current => _current;
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readonly object IEnumerator.Current => Current;
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Reset()
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{
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_index = -1;
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_current = default;
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}
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public readonly void Dispose() { }
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public readonly bool Equals(TBarSeriesEnumerator other) =>
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ReferenceEquals(_t, other._t) &&
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ReferenceEquals(_c, other._c) &&
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_count == other._count &&
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_index == other._index;
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public override readonly bool Equals(object? obj) =>
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obj is TBarSeriesEnumerator other && Equals(other);
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public override readonly int GetHashCode() =>
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HashCode.Combine(RuntimeHelpers.GetHashCode(_t), RuntimeHelpers.GetHashCode(_c), _count, _index);
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public static bool operator ==(TBarSeriesEnumerator left, TBarSeriesEnumerator right) => left.Equals(right);
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public static bool operator !=(TBarSeriesEnumerator left, TBarSeriesEnumerator right) => !left.Equals(right);
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}
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// Performance-focused event args struct; not derived from EventArgs by design.
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// We intentionally deviate from the standard EventArgs pattern here for perf.
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#pragma warning disable MA0046 // The second parameter must be of type 'System.EventArgs' or a derived type
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@@ -94,6 +163,60 @@ public class TBarSeries : IReadOnlyList<TBar>
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public double LastClose { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => _c.Count > 0 ? _c[^1] : double.NaN; }
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public double LastVolume { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => _v.Count > 0 ? _v[^1] : double.NaN; }
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/// <summary>
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/// Direct access to the underlying Time array as a Span.
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/// </summary>
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public ReadOnlySpan<long> Times
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{
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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get => CollectionsMarshal.AsSpan(_t);
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}
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/// <summary>
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/// Direct access to the underlying Open array as a Span for SIMD operations.
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/// </summary>
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public ReadOnlySpan<double> OpenValues
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{
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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get => CollectionsMarshal.AsSpan(_o);
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}
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/// <summary>
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/// Direct access to the underlying High array as a Span for SIMD operations.
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/// </summary>
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public ReadOnlySpan<double> HighValues
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{
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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get => CollectionsMarshal.AsSpan(_h);
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}
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/// <summary>
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/// Direct access to the underlying Low array as a Span for SIMD operations.
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/// </summary>
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public ReadOnlySpan<double> LowValues
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{
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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get => CollectionsMarshal.AsSpan(_l);
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}
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/// <summary>
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/// Direct access to the underlying Close array as a Span for SIMD operations.
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/// </summary>
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public ReadOnlySpan<double> CloseValues
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{
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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get => CollectionsMarshal.AsSpan(_c);
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}
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/// <summary>
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/// Direct access to the underlying Volume array as a Span for SIMD operations.
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/// </summary>
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public ReadOnlySpan<double> VolumeValues
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{
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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get => CollectionsMarshal.AsSpan(_v);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Add(TBar bar, bool isNew = true)
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{
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@@ -150,13 +273,10 @@ public class TBarSeries : IReadOnlyList<TBar>
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}
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}
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public IEnumerator<TBar> GetEnumerator()
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{
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for (int i = 0; i < _c.Count; i++)
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{
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yield return new TBar(_t[i], _o[i], _h[i], _l[i], _c[i], _v[i]);
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}
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}
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// IEnumerable implementation with struct enumerator for zero-allocation iteration
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TBarSeriesEnumerator GetEnumerator() => new(_t, _o, _h, _l, _c, _v);
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IEnumerator<TBar> IEnumerable<TBar>.GetEnumerator() => GetEnumerator();
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IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
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}
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