style patterns

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
+6 -2
View File
@@ -24,7 +24,11 @@ public sealed class CsvFeedTests : IDisposable
public void Dispose()
{
if (_disposed) return;
if (_disposed)
{
return;
}
_disposed = true;
GC.SuppressFinalize(this);
@@ -883,4 +887,4 @@ public sealed class CsvFeedTests : IDisposable
}
#endregion
}
}
+29 -1
View File
@@ -74,10 +74,14 @@ public sealed class CsvFeed : IFeed
public CsvFeed(string filePath)
{
if (string.IsNullOrWhiteSpace(filePath))
{
throw new ArgumentException("File path cannot be null or empty", nameof(filePath));
}
if (!File.Exists(filePath))
{
throw new FileNotFoundException($"CSV file not found: {filePath}", filePath);
}
FilePath = filePath;
Data = LoadFromCsv(filePath);
@@ -97,18 +101,24 @@ public sealed class CsvFeed : IFeed
{
var header = reader.ReadLine();
if (header is null)
{
throw new InvalidDataException("CSV file is empty");
}
while (!reader.EndOfStream)
{
var line = reader.ReadLine();
if (!string.IsNullOrWhiteSpace(line))
{
dataLines.Add(line);
}
}
}
if (dataLines.Count == 0)
{
throw new InvalidDataException("CSV file contains only header, no data");
}
// Reverse in-place to chronological order (oldest first)
dataLines.Reverse();
@@ -292,7 +302,9 @@ public sealed class CsvFeed : IFeed
public TBarSeries Fetch(int count, long startTime, TimeSpan interval)
{
if (count <= 0)
{
throw new ArgumentException("Count must be positive", nameof(count));
}
var result = new TBarSeries(count);
@@ -300,7 +312,9 @@ public sealed class CsvFeed : IFeed
int startIndex = FindStartIndex(startTime);
if (startIndex == -1)
{
return result;
}
// Collect bars matching interval
long expectedTime = startTime;
@@ -349,13 +363,19 @@ public sealed class CsvFeed : IFeed
private int FindStartIndex(long startTime)
{
if (Count == 0)
{
return -1;
}
if (Data[0].Time >= startTime)
{
return 0;
}
if (Data[Count - 1].Time < startTime)
{
return -1;
}
int left = 0;
int right = Count - 1;
@@ -365,9 +385,13 @@ public sealed class CsvFeed : IFeed
int mid = left + (right - left) / 2;
if (Data[mid].Time < startTime)
{
left = mid + 1;
}
else
{
right = mid;
}
}
return left;
@@ -391,7 +415,9 @@ public sealed class CsvFeed : IFeed
public void Reset(int index)
{
if (index < 0 || index > Count)
{
throw new ArgumentOutOfRangeException(nameof(index), index, $"Index must be between 0 and {Count}");
}
_currentIndex = index;
_hasCurrentBar = false;
@@ -407,7 +433,9 @@ public sealed class CsvFeed : IFeed
public TBar GetBar(int index)
{
if (index < 0 || index >= Count)
{
throw new ArgumentOutOfRangeException(nameof(index), index, $"Index must be between 0 and {Count - 1}");
}
return Data[index];
}
@@ -416,4 +444,4 @@ public sealed class CsvFeed : IFeed
/// Gets the underlying data series (read-only access).
/// </summary>
public TBarSeries Data { get; }
}
}
+5
View File
@@ -584,12 +584,17 @@ public class GBMTests
{
double mean = 0;
for (int i = 0; i < values.Length; i++)
{
mean += values[i];
}
mean /= values.Length;
double sumSquares = 0;
for (int i = 0; i < values.Length; i++)
{
sumSquares += (values[i] - mean) * (values[i] - mean);
}
return Math.Sqrt(sumSquares / values.Length);
}
+77 -18
View File
@@ -75,7 +75,10 @@ public static class ValidationHelper
double qValue = qSeries[i].Value;
double? sValue = selector(sSeries[i]);
if (!sValue.HasValue) continue;
if (!sValue.HasValue)
{
continue;
}
Assert.True(
Math.Abs(qValue - sValue.Value) <= tolerance,
@@ -103,7 +106,10 @@ public static class ValidationHelper
double qValue = qResults[i];
double? sValue = selector(sSeries[i]);
if (!sValue.HasValue) continue;
if (!sValue.HasValue)
{
continue;
}
Assert.True(
Math.Abs(qValue - sValue.Value) <= tolerance,
@@ -131,7 +137,10 @@ public static class ValidationHelper
double qValue = qOutput[i];
double? sValue = selector(sSeries[i]);
if (!sValue.HasValue) continue;
if (!sValue.HasValue)
{
continue;
}
Assert.True(
Math.Abs(qValue - sValue.Value) <= tolerance,
@@ -161,10 +170,16 @@ public static class ValidationHelper
{
double qValue = qSeries[i].Value;
if (i < lookback) continue;
if (i < lookback)
{
continue;
}
int tIndex = i - lookback;
if (tIndex >= tOutput.Length) continue;
if (tIndex >= tOutput.Length)
{
continue;
}
double tValue = tOutput[tIndex];
@@ -191,10 +206,16 @@ public static class ValidationHelper
{
double qValue = qResults[i];
if (i < lookback) continue;
if (i < lookback)
{
continue;
}
int tIndex = i - lookback;
if (tIndex >= tOutput.Length) continue;
if (tIndex >= tOutput.Length)
{
continue;
}
double tValue = tOutput[tIndex];
@@ -221,10 +242,16 @@ public static class ValidationHelper
{
double qValue = qOutput[i];
if (i < lookback) continue;
if (i < lookback)
{
continue;
}
int tIndex = i - lookback;
if (tIndex >= tOutput.Length) continue;
if (tIndex >= tOutput.Length)
{
continue;
}
double tValue = tOutput[tIndex];
@@ -253,10 +280,16 @@ public static class ValidationHelper
{
double qValue = qSeries[i].Value;
if (i < lookback) continue;
if (i < lookback)
{
continue;
}
int tIndex = i - offset;
if (tIndex < 0 || tIndex >= length) continue;
if (tIndex < 0 || tIndex >= length)
{
continue;
}
double tValue = tOutput[tIndex];
@@ -285,10 +318,16 @@ public static class ValidationHelper
{
double qValue = qResults[i];
if (i < lookback) continue;
if (i < lookback)
{
continue;
}
int tIndex = i - offset;
if (tIndex < 0 || tIndex >= length) continue;
if (tIndex < 0 || tIndex >= length)
{
continue;
}
double tValue = tOutput[tIndex];
@@ -317,10 +356,16 @@ public static class ValidationHelper
{
double qValue = qOutput[i];
if (i < lookback) continue;
if (i < lookback)
{
continue;
}
int tIndex = i - offset;
if (tIndex < 0 || tIndex >= length) continue;
if (tIndex < 0 || tIndex >= length)
{
continue;
}
double tValue = tOutput[tIndex];
@@ -388,18 +433,25 @@ public static class ValidationHelper
Func<TResult, double?> selector)
{
if (qSeries.Count != sSeries.Count)
{
throw new ArgumentException("Series must have the same count", nameof(sSeries));
}
double maxDiff = 0;
for (int i = 0; i < qSeries.Count; i++)
{
double? sValue = selector(sSeries[i]);
if (!sValue.HasValue) continue;
if (!sValue.HasValue)
{
continue;
}
double diff = Math.Abs(qSeries[i].Value - sValue.Value);
if (diff > maxDiff)
{
maxDiff = diff;
}
}
return maxDiff;
@@ -415,20 +467,27 @@ public static class ValidationHelper
Func<TResult, double?> selector)
{
if (qSeries.Count != sSeries.Count)
{
throw new ArgumentException("Series must have the same count", nameof(sSeries));
}
double maxDiff = 0;
for (int i = 0; i < qSeries.Count; i++)
{
double? sValue = selector(sSeries[i]);
if (!sValue.HasValue || Math.Abs(sValue.Value) < double.Epsilon) continue;
if (!sValue.HasValue || Math.Abs(sValue.Value) < double.Epsilon)
{
continue;
}
double relDiff = Math.Abs((qSeries[i].Value - sValue.Value) / sValue.Value);
if (relDiff > maxDiff)
{
maxDiff = relDiff;
}
}
return maxDiff;
}
}
}
+3 -1
View File
@@ -178,7 +178,9 @@ public sealed class ValidationTestData : IDisposable
public ValidationTestData CreateSubset(int count)
{
if (count <= 0 || count > Count)
{
throw new ArgumentOutOfRangeException(nameof(count), count, $"Count must be between 1 and {Count}");
}
return new ValidationTestData(count, DefaultStartPrice, DefaultMu, DefaultSigma, DefaultSeed);
}
@@ -216,4 +218,4 @@ public sealed class ValidationTestData : IDisposable
// No unmanaged resources to dispose
// Implemented for IDisposable pattern compatibility with test fixtures
}
}
}
+50 -6
View File
@@ -75,22 +75,30 @@ public sealed class GBM : IFeed
{
// Validate startPrice
if (startPrice <= 0 || !double.IsFinite(startPrice))
{
throw new ArgumentOutOfRangeException(nameof(startPrice), startPrice, "Start price must be positive and finite");
}
// Validate mu
if (!double.IsFinite(mu))
{
throw new ArgumentOutOfRangeException(nameof(mu), mu, "Drift (mu) must be finite");
}
// Validate sigma
if (sigma < 0 || !double.IsFinite(sigma))
{
throw new ArgumentOutOfRangeException(nameof(sigma), sigma, "Volatility (sigma) must be non-negative and finite");
}
// Use provided timeframe or default to 1 minute
var timeframe = defaultTimeframe ?? TimeSpan.FromMinutes(1);
// Validate timeframe
if (timeframe <= TimeSpan.Zero)
{
throw new ArgumentOutOfRangeException(nameof(defaultTimeframe), defaultTimeframe, "Timeframe must be positive");
}
_rnd = seed.HasValue ? new Random(seed.Value) : null;
StartPrice = startPrice;
@@ -170,7 +178,9 @@ public sealed class GBM : IFeed
// Guard against log(0) which produces -Infinity
if (u1 <= double.Epsilon)
{
u1 = double.Epsilon;
}
double mag = Math.Sqrt(-2.0 * Math.Log(u1));
double angle = 2.0 * Math.PI * u2;
@@ -200,7 +210,9 @@ public sealed class GBM : IFeed
// Ensure price stays positive and finite
if (!double.IsFinite(price) || price <= 0)
{
price = _lastPrice;
}
double volume = 1000 + NextDouble() * 1000;
@@ -232,7 +244,9 @@ public sealed class GBM : IFeed
// Ensure price stays positive and finite
if (!double.IsFinite(price) || price <= 0)
{
price = _lastPrice;
}
double additionalVolume = 1000 + NextDouble() * 1000;
@@ -274,9 +288,14 @@ public sealed class GBM : IFeed
public TBarSeries Fetch(int count, long startTime, TimeSpan interval)
{
if (count <= 0)
{
throw new ArgumentException("Count must be positive", nameof(count));
}
if (interval <= TimeSpan.Zero)
{
throw new ArgumentOutOfRangeException(nameof(interval), interval, "Interval must be positive");
}
var series = new TBarSeries(count);
@@ -333,12 +352,35 @@ public sealed class GBM : IFeed
}
finally
{
if (rentedT != null) ArrayPool<long>.Shared.Return(rentedT);
if (rentedO != null) ArrayPool<double>.Shared.Return(rentedO);
if (rentedH != null) ArrayPool<double>.Shared.Return(rentedH);
if (rentedL != null) ArrayPool<double>.Shared.Return(rentedL);
if (rentedC != null) ArrayPool<double>.Shared.Return(rentedC);
if (rentedV != null) ArrayPool<double>.Shared.Return(rentedV);
if (rentedT != null)
{
ArrayPool<long>.Shared.Return(rentedT);
}
if (rentedO != null)
{
ArrayPool<double>.Shared.Return(rentedO);
}
if (rentedH != null)
{
ArrayPool<double>.Shared.Return(rentedH);
}
if (rentedL != null)
{
ArrayPool<double>.Shared.Return(rentedL);
}
if (rentedC != null)
{
ArrayPool<double>.Shared.Return(rentedC);
}
if (rentedV != null)
{
ArrayPool<double>.Shared.Return(rentedV);
}
}
}
@@ -371,7 +413,9 @@ public sealed class GBM : IFeed
// Ensure price stays positive and finite
if (!double.IsFinite(price) || price <= 0)
{
price = currentPrice;
}
double open = currentPrice;
double close = price;