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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-24 05:28:05 +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.
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@@ -285,11 +285,14 @@ public class TSeriesTests
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series.Add(200, 2.0);
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var list = new List<object>();
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foreach (var item in (IEnumerable)series)
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IEnumerable enumerable = series;
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#pragma warning disable S4158
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foreach (var item in enumerable)
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{
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list.Add(item);
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}
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Assert.Equal(2, series.Count);
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Assert.Equal(2, list.Count);
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}
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@@ -332,4 +335,204 @@ public class TSeriesTests
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series.Add(200, 2.0);
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Assert.Equal(2, series.Count);
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}
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[Fact]
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public void Constructor_WithMismatchedLists_WrapsData()
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{
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// TSeries wraps the lists directly if they're List<T>, no length validation
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var times = new List<long> { 100, 200, 300 };
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var values = new List<double> { 1.0, 2.0 }; // Different length
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var series = new TSeries(times, values);
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// Count is based on values list
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Assert.Equal(2, series.Count);
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}
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[Fact]
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public void Indexer_OutOfBounds_ThrowsException()
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{
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var series = new TSeries();
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Assert.Throws<ArgumentOutOfRangeException>(() => _ = series[0]);
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}
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[Fact]
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public void Indexer_NegativeIndex_ThrowsException()
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{
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var series = new TSeries();
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series.Add(100, 1.0);
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#pragma warning disable DS003 // Invalid index - intentional for testing exception
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Assert.Throws<ArgumentOutOfRangeException>(() => _ = series[-1]);
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#pragma warning restore DS003
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}
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[Fact]
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public void Indexer_BeyondCount_ThrowsException()
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{
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var series = new TSeries();
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series.Add(100, 1.0);
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Assert.Throws<ArgumentOutOfRangeException>(() => _ = series[1]);
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}
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[Fact]
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public void Values_EmptySeries_ReturnsEmptySpan()
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{
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var series = new TSeries();
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ReadOnlySpan<double> values = series.Values;
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Assert.Equal(0, values.Length);
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}
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[Fact]
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public void Times_EmptySeries_ReturnsEmptySpan()
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{
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var series = new TSeries();
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ReadOnlySpan<long> times = series.Times;
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Assert.Equal(0, times.Length);
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}
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[Fact]
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public void Add_WithNaN_PreservesNaN()
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{
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var series = new TSeries();
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series.Add(100, double.NaN);
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Assert.True(double.IsNaN(series.Last.Value));
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Assert.True(double.IsNaN(series.LastValue));
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}
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[Fact]
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public void Add_WithInfinity_PreservesInfinity()
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{
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var series = new TSeries();
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series.Add(100, double.PositiveInfinity);
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Assert.True(double.IsPositiveInfinity(series.Last.Value));
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Assert.True(double.IsPositiveInfinity(series.LastValue));
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}
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[Fact]
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public void Add_WithNegativeInfinity_PreservesNegativeInfinity()
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{
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var series = new TSeries();
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series.Add(100, double.NegativeInfinity);
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Assert.True(double.IsNegativeInfinity(series.Last.Value));
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}
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[Fact]
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public void Add_EnumerableDoubles_GeneratesIncreasingTimes()
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{
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var series = new TSeries();
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var values = new[] { 1.0, 2.0, 3.0 };
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series.Add(values);
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Assert.Equal(3, series.Count);
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// Times should be increasing by TicksPerMinute
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Assert.True(series[1].Time > series[0].Time);
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Assert.True(series[2].Time > series[1].Time);
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Assert.Equal(TimeSpan.TicksPerMinute, series[1].Time - series[0].Time);
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}
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[Fact]
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public void Add_EnumerableDoubles_EmptyArray_AddsNothing()
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{
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var series = new TSeries();
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series.Add(Array.Empty<double>());
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Assert.Empty(series);
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}
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[Fact]
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public void Pub_EventArgs_ContainsIsNewFlag()
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{
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var series = new TSeries();
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bool? receivedIsNew = null;
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series.Pub += (object? sender, in TValueEventArgs args) => receivedIsNew = args.IsNew;
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series.Add(new TValue(100, 42.0), isNew: true);
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Assert.True(receivedIsNew);
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series.Add(new TValue(100, 43.0), isNew: false);
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Assert.False(receivedIsNew);
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}
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[Fact]
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public void Constructor_WithCapacity_DoesNotAffectCount()
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{
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var series = new TSeries(1000);
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Assert.Empty(series);
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}
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[Fact]
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public void Add_WithDateTimeLocal_ConvertsToUtc()
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{
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var series = new TSeries();
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var localTime = new DateTime(2024, 6, 15, 10, 30, 0, DateTimeKind.Local);
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series.Add(localTime, 100.0);
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// The stored time should be UTC
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var storedTime = new DateTime(series.Last.Time, DateTimeKind.Utc);
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Assert.Equal(DateTimeKind.Utc, storedTime.Kind);
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}
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[Fact]
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public void Add_WithDateTimeUnspecified_TreatsAsLocal()
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{
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var series = new TSeries();
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var unspecifiedTime = new DateTime(2024, 6, 15, 10, 30, 0, DateTimeKind.Unspecified);
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series.Add(unspecifiedTime, 100.0);
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Assert.Single(series);
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}
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[Fact]
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public void Values_ModifyingUnderlyingList_ReflectsInSpan()
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{
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var series = new TSeries();
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series.Add(100, 1.0);
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series.Add(200, 2.0);
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// Get the span
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ReadOnlySpan<double> values1 = series.Values;
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Assert.Equal(2, values1.Length);
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// Add more data
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series.Add(300, 3.0);
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// Get new span - should reflect the change
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ReadOnlySpan<double> values2 = series.Values;
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Assert.Equal(3, values2.Length);
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Assert.Equal(3.0, values2[2]);
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}
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[Fact]
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public void Constructor_WithReadOnlyLists_CopiesData()
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{
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// Using arrays which implement IReadOnlyList but aren't List<T>
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IReadOnlyList<long> times = new long[] { 100, 200, 300 };
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IReadOnlyList<double> values = [1.0, 2.0, 3.0];
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var series = new TSeries(times, values);
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Assert.Equal(3, series.Count);
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Assert.Equal(1.0, series[0].Value);
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Assert.Equal(3.0, series[2].Value);
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}
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}
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@@ -6,6 +6,66 @@ using System.Runtime.InteropServices;
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namespace QuanTAlib;
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/// <summary>
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/// High-performance enumerator for TSeries.
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/// </summary>
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public struct TSeriesEnumerator : IEnumerator<TValue>, IEquatable<TSeriesEnumerator>
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{
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private readonly List<long> _t;
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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 TValue _current;
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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internal TSeriesEnumerator(List<long> t, List<double> v)
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{
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_t = t;
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_v = v;
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_count = v.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 TValue(_t[_index], _v[_index]);
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return true;
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}
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public readonly TValue 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(TSeriesEnumerator other) =>
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ReferenceEquals(_t, other._t) &&
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ReferenceEquals(_v, other._v) &&
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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 TSeriesEnumerator other && Equals(other);
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public override readonly int GetHashCode() =>
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HashCode.Combine(RuntimeHelpers.GetHashCode(_t), RuntimeHelpers.GetHashCode(_v), _count, _index);
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public static bool operator ==(TSeriesEnumerator left, TSeriesEnumerator right) => left.Equals(right);
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public static bool operator !=(TSeriesEnumerator left, TSeriesEnumerator right) => !left.Equals(right);
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}
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/// <summary>
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/// A high-performance time series implementation using Structure of Arrays (SoA) layout.
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/// Stores Time (long) and Value (double) in separate contiguous arrays for SIMD efficiency.
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@@ -132,14 +192,10 @@ public class TSeries : IReadOnlyList<TValue>, ITValuePublisher
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}
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}
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// IEnumerable implementation
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public IEnumerator<TValue> GetEnumerator()
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{
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for (int i = 0; i < _v.Count; i++)
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{
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yield return new TValue(_t[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 TSeriesEnumerator GetEnumerator() => new(_t, _v);
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IEnumerator<TValue> IEnumerable<TValue>.GetEnumerator() => GetEnumerator();
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IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
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}
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