gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-19 11:08:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

style patterns

Browse Source
This commit is contained in:
Miha Kralj
2026-01-25 16:01:45 -08:00
parent 2836f253c4
commit e59665c8f0
399 changed files with 6892 additions and 1323 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/dynamics/adx/Adx.Tests.cs
+14 -2
View File
@@ -59,7 +59,9 @@ public class AdxTests
var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < 50; i++)
{
adx.Update(bars[i]);
}
var originalValue = adx.Last;
@@ -110,7 +112,10 @@ public class AdxTests
for (int i = 0; i < bars.Count; i++)
{
adx.Update(bars[i]);
if (adx.IsHot) break;
if (adx.IsHot)
{
break;
}
}
Assert.True(adx.IsHot);
@@ -124,7 +129,9 @@ public class AdxTests
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < 40; i++)
{
adx.Update(bars[i]);
}
var nanBar = new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, 100);
var result = adx.Update(nanBar);
@@ -140,7 +147,9 @@ public class AdxTests
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
for (int i = 0; i < 40; i++)
{
adx.Update(bars[i]);
}
var infBar = new TBar(DateTime.UtcNow, double.PositiveInfinity, double.PositiveInfinity, 0, 100, 100);
var result = adx.Update(infBar);
@@ -161,7 +170,10 @@ public class AdxTests
// 2. Streaming Mode
var streamAdx = new Adx(14);
for (int i = 0; i < bars.Count; i++)
{
streamAdx.Update(bars[i]);
}
double streamResult = streamAdx.Last.Value;
Assert.Equal(expected, streamResult, 9);
@@ -235,4 +247,4 @@ public class AdxTests
Assert.Throws<ArgumentException>(() => new Adx(0));
Assert.Throws<ArgumentException>(() => new Adx(-1));
}
}
}
lib/dynamics/adx/Adx.cs
+66 -16
View File
@@ -92,7 +92,9 @@ public sealed class Adx : ITValuePublisher
public Adx(int period)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
_period = period;
_decay = (period - 1.0) / period;
@@ -177,14 +179,17 @@ public sealed class Adx : ITValuePublisher
double prevClose = double.IsFinite(_prevBar.Close) ? _prevBar.Close : high;
double prevHigh = double.IsFinite(_prevBar.High) ? _prevBar.High : high;
double prevLow = double.IsFinite(_prevBar.Low) ? _prevBar.Low : low;
double hl = high - low;
double hpc = Math.Abs(high - prevClose);
double lpc = Math.Abs(low - prevClose);
double tr = Math.Max(hl, Math.Max(hpc, lpc));
// Guard TR against non-finite values
if (!double.IsFinite(tr)) tr = 0;
if (!double.IsFinite(tr))
{
tr = 0;
}
// Calculate DM using guarded values
double dmPlus = 0;
@@ -193,14 +198,25 @@ public sealed class Adx : ITValuePublisher
double downMove = prevLow - low;
// Guard moves against non-finite values
if (!double.IsFinite(upMove)) upMove = 0;
if (!double.IsFinite(downMove)) downMove = 0;
if (!double.IsFinite(upMove))
{
upMove = 0;
}
if (!double.IsFinite(downMove))
{
downMove = 0;
}
if (upMove > downMove && upMove > 0)
{
dmPlus = upMove;
}
if (downMove > upMove && downMove > 0)
{
dmMinus = downMove;
}
if (isNew)
{
@@ -251,8 +267,15 @@ public sealed class Adx : ITValuePublisher
}
// Guard against NaN/Infinity in DI calculations
if (!double.IsFinite(diPlus)) diPlus = 0;
if (!double.IsFinite(diMinus)) diMinus = 0;
if (!double.IsFinite(diPlus))
{
diPlus = 0;
}
if (!double.IsFinite(diMinus))
{
diMinus = 0;
}
double diSum = diPlus + diMinus;
if (diSum > 1e-10)
@@ -261,7 +284,10 @@ public sealed class Adx : ITValuePublisher
}
// Guard against NaN/Infinity in DX calculation
if (!double.IsFinite(dx)) dx = 0;
if (!double.IsFinite(dx))
{
dx = 0;
}
// Smooth DX to get ADX
if (_dxSamples < _period)
@@ -281,17 +307,34 @@ public sealed class Adx : ITValuePublisher
}
// Final guard on ADX
if (!double.IsFinite(_adx)) _adx = _p_adx;
if (!double.IsFinite(_adx))
{
_adx = _p_adx;
}
}
// Ensure all outputs are finite; if not, use previous values or 0
if (!double.IsFinite(diPlus)) diPlus = double.IsFinite(DiPlus.Value) ? DiPlus.Value : 0;
if (!double.IsFinite(diMinus)) diMinus = double.IsFinite(DiMinus.Value) ? DiMinus.Value : 0;
if (!double.IsFinite(diPlus))
{
diPlus = double.IsFinite(DiPlus.Value) ? DiPlus.Value : 0;
}
if (!double.IsFinite(diMinus))
{
diMinus = double.IsFinite(DiMinus.Value) ? DiMinus.Value : 0;
}
// Final guard on ADX output - ensure we always return a finite value
double finalAdx = _adx;
if (!double.IsFinite(finalAdx)) finalAdx = _p_adx;
if (!double.IsFinite(finalAdx)) finalAdx = 0;
if (!double.IsFinite(finalAdx))
{
finalAdx = _p_adx;
}
if (!double.IsFinite(finalAdx))
{
finalAdx = 0;
}
DiPlus = new TValue(input.Time, diPlus);
DiMinus = new TValue(input.Time, diMinus);
@@ -309,7 +352,10 @@ public sealed class Adx : ITValuePublisher
public TSeries Update(TBarSeries source)
{
if (source.Count == 0) return new TSeries([], []);
if (source.Count == 0)
{
return new TSeries([], []);
}
var len = source.Count;
var v = new double[len];
@@ -450,7 +496,11 @@ public sealed class Adx : ITValuePublisher
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static TSeries Batch(TBarSeries source, int period)
{
if (source.Count == 0) return new TSeries([], []);
if (source.Count == 0)
{
return new TSeries([], []);
}
var len = source.Count;
var v = new double[len];
Calculate(source.High.Values, source.Low.Values, source.Close.Values, period, v);
@@ -464,4 +514,4 @@ public sealed class Adx : ITValuePublisher
return new TSeries(tList, [.. v]);
}
}
}