Enhance code quality and stability across various modules

- Updated .coderabbit.yaml to exclude additional file types from reviews, improving the focus on relevant code changes.
- Modified scanner.sh to handle test failures more gracefully, ensuring that analysis stops on test failures and improving logging.
- Improved sonarscanner.sh to ensure build and test failures are properly reported, enhancing CI reliability.
- Refined SimdExtensions.cs documentation for clarity on variance calculation methods.
- Cleaned up TSeries.Tests.cs by simplifying the test structure and ensuring proper namespace usage.
- Fixed potential issues in tseries.cs by ensuring correct handling of DateTime values.
- Enhanced CsvFeed.cs to improve error handling during CSV parsing, ensuring robustness against malformed data.
- Updated GBM.cs to correctly calculate volume in the current bar, ensuring accurate simulation.
- Adjusted index.html to use globalThis for better compatibility across environments.
- Refined quantalib.csproj to exclude unnecessary files from compilation, streamlining the build process.
- Added comprehensive tests for the Mama class to ensure correct behavior during updates and state management.
- Improved error handling in various trend classes (Kama, Dema, Ema, T3, Tema, Wma) to ensure NaN values are managed correctly.
- Removed redundant Mama.Repro.Tests.cs file and consolidated tests into Mama.Tests.cs for better organization.
- Enhanced T3 and Tema classes to maintain state integrity during updates, particularly with NaN values.
This commit is contained in:
Miha Kralj
2025-12-10 14:51:58 -05:00
parent 7a4850956b
commit b26d5d7751
27 changed files with 260 additions and 136 deletions
+27
View File
@@ -1,3 +1,5 @@
using Xunit;
using System;
namespace QuanTAlib.Tests;
@@ -101,4 +103,29 @@ public class T3Tests
// Check last values match
Assert.Equal(resSeries.Last.Value, resSpan[count-1], 1e-9);
}
[Fact]
public void T3_BarCorrection_WithNaN_RestoresPreviousValidValue()
{
var t3 = new T3(10);
var time = DateTime.UtcNow;
// Step 1: Update with valid value
t3.Update(new TValue(time, 100), isNew: true);
// Step 2: Update with another valid value
t3.Update(new TValue(time.AddMinutes(1), 200), isNew: true);
double valAfter200 = t3.Last.Value;
// Step 3: Correct with NaN (should use 100)
t3.Update(new TValue(time.AddMinutes(1), double.NaN), isNew: false);
double valAfterNaN = t3.Last.Value;
// Step 4: Correct with 100 (should match NaN result)
t3.Update(new TValue(time.AddMinutes(1), 100), isNew: false);
double valAfter100 = t3.Last.Value;
Assert.NotEqual(valAfter200, valAfterNaN); // Should not be the same as 200
Assert.Equal(valAfter100, valAfterNaN, 1e-9); // Should be the same as using 100
}
}
+5
View File
@@ -83,6 +83,7 @@ public sealed class T3 : ITValuePublisher
private State _state = State.New();
private State _p_state = State.New();
private double _lastValidValue;
private double _p_lastValidValue;
/// <summary>
/// Display name for the indicator.
@@ -157,10 +158,12 @@ public sealed class T3 : ITValuePublisher
if (isNew)
{
_p_state = _state;
_p_lastValidValue = _lastValidValue;
}
else
{
_state = _p_state;
_lastValidValue = _p_lastValidValue;
}
double val = GetValidValue(input.Value);
@@ -196,6 +199,7 @@ public sealed class T3 : ITValuePublisher
sourceTimes.CopyTo(tSpan);
_p_state = _state;
_p_lastValidValue = _lastValidValue;
Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
return new TSeries(t, v);
@@ -283,6 +287,7 @@ public sealed class T3 : ITValuePublisher
_state = State.New();
_p_state = _state;
_lastValidValue = 0;
_p_lastValidValue = 0;
Last = default;
}
}