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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 01:58:06 +00:00
feat: Enhance volume indicators with ADOSC and SSF implementation and validation
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@@ -147,7 +147,7 @@ public class CsvFeedTests
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// Fetch from start
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var startTime = new DateTime(2025, 7, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
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var series = feed.Fetch(5, startTime, TimeSpan.FromDays(1));
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feed.Fetch(5, startTime, TimeSpan.FromDays(1));
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// Next should now stream from fetched position
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var bar = feed.Next(isNew: true);
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@@ -250,4 +250,47 @@ public class CsvFeedTests
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// Should return empty or minimal data
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Assert.True(series.Count == 0);
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}
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[Fact]
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public void Fetch_HandlesGapsCorrectly()
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{
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string tempCsv = Path.GetTempFileName() + ".csv";
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try
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{
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// Create CSV with gaps
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// Date, Open, High, Low, Close, Volume
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// 2023-01-01 (Sunday)
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// 2023-01-02 (Monday)
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// 2023-01-04 (Wednesday) - Gap of Tuesday
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// 2023-01-05 (Thursday)
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var lines = new[]
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{
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"Date,Open,High,Low,Close,Volume",
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"2023-01-05,103,104,102,103,1000",
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"2023-01-04,102,103,101,102,1000",
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"2023-01-02,101,102,100,101,1000",
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"2023-01-01,100,101,99,100,1000"
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};
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File.WriteAllLines(tempCsv, lines);
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var feed = new CsvFeed(tempCsv);
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var startTime = new DateTime(2023, 1, 1, 0, 0, 0, DateTimeKind.Utc).Ticks;
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var interval = TimeSpan.FromDays(1);
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// Fetch 5 bars. Should get 4 bars (Jan 1, 2, 4, 5).
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var series = feed.Fetch(10, startTime, interval);
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Assert.Equal(4, series.Count);
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Assert.Equal(startTime, series[0].Time); // Jan 1
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Assert.Equal(startTime + interval.Ticks, series[1].Time); // Jan 2
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// Gap here
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Assert.Equal(startTime + 3 * interval.Ticks, series[2].Time); // Jan 4
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Assert.Equal(startTime + 4 * interval.Ticks, series[3].Time); // Jan 5
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}
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finally
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{
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if (File.Exists(tempCsv))
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File.Delete(tempCsv);
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}
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}
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}
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@@ -140,7 +140,6 @@ public class CsvFeed : IFeed
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{
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return Next(ref isNew);
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}
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/// <summary>
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/// Returns a filtered subset of data matching the criteria.
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/// Resets streaming position to start of returned data.
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@@ -188,9 +187,9 @@ public class CsvFeed : IFeed
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{
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// Gap in data - skip forward
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long gaps = (bar.Time - expectedTime) / interval.Ticks;
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expectedTime += (gaps + 1) * interval.Ticks;
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expectedTime += gaps * interval.Ticks;
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if (Math.Abs(bar.Time - expectedTime + interval.Ticks) <= tolerance)
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if (Math.Abs(bar.Time - expectedTime) <= tolerance)
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{
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result.Add(bar, isNew: true);
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collected++;
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