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Refactor exact-zero guards and update mathematical notations across multiple classes to enhance clarity and prevent division by zero errors.

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This commit is contained in:
Miha Kralj
2026-02-16 22:30:30 -08:00
parent b63b9730e1
commit fa56e2b76d
10 changed files with 38 additions and 54 deletions
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lib/cycles/cg/Cg.cs
+4 -6
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@@ -13,8 +13,8 @@ namespace QuanTAlib;
/// making it useful for timing entries and exits.
///
/// Formula:
/// num = Σ(count * price[count-1]) for count = 1 to length
/// den = Σ(price[count-1]) for count = 1 to length
/// num = Σ(count * price[count-1]) for count = 1 to length
/// den = Σ(price[count-1]) for count = 1 to length
/// CG = (num / den) - (length + 1) / 2
///
/// Properties:
@@ -180,8 +180,7 @@ public sealed class Cg : AbstractBase
private double CalculateCg()
{
int n = _buffer.Count;
// skipcq: CS-R1077 - Exact-zero guard: _sum is cumulative price sum; zero means empty buffer, division by zero below
if (n == 0 || _sum == 0)
if (n == 0 || _sum == 0) // skipcq: CS-R1077 - Exact-zero guard: _sum is cumulative price sum; zero means empty buffer, division by zero below
{
return 0;
}
@@ -300,8 +299,7 @@ public sealed class Cg : AbstractBase
sum += price;
}
// skipcq: CS-R1077 - Exact-zero guard: sum is cumulative price sum; zero means empty buffer, division by zero below
if (sum == 0)
if (sum == 0) // skipcq: CS-R1077 - Exact-zero guard: sum is cumulative price sum; zero means empty buffer, division by zero below
{
output[i] = 0;
continue;
lib/cycles/homod/Homod.cs
+2 -3
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@@ -18,7 +18,7 @@ namespace QuanTAlib;
/// 3. Homodyne mixing: multiply I/Q with their 1-bar delayed values
/// 4. Re = I*I[1] + Q*Q[1], Im = I*Q[1] - Q*I[1]
/// 5. Angle = atan2(Im, Re) gives instantaneous phase change
/// 6. Period = 2π / angle with clamping and smoothing
/// 6. Period = 2Ï€ / angle with clamping and smoothing
///
/// Properties:
/// - Returns smoothed dominant cycle period
@@ -321,8 +321,7 @@ public sealed class Homod : AbstractBase
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static double Atan2(double y, double x)
{
// skipcq: CS-R1077 - Exact-zero guard: both quadrature components zero means no signal; atan2(0,0) is undefined
if (y == 0.0 && x == 0.0)
if (y == 0.0 && x == 0.0) // skipcq: CS-R1077 - Exact-zero guard: both quadrature components zero means no signal; atan2(0,0) is undefined
{
return 0.0; // Return 0 instead of error for robustness
}
lib/cycles/ht_sine/HtSine.cs
+2 -4
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@@ -206,12 +206,10 @@ public sealed class HtSine : AbstractBase
prevI2 = i2;
double tempReal1 = period;
// skipcq: CS-R1077 - Exact-zero guard: atan(im/re) requires nonzero denominator; zero im/re means no signal energy
if (im != 0.0 && re != 0.0)
if (im != 0.0 && re != 0.0) // skipcq: CS-R1077 - Exact-zero guard: atan(im/re) needs nonzero; zero means no signal
{
double angle = Math.Atan(im / re);
// skipcq: CS-R1077 - Exact-zero guard: angle == 0 means period is undefined (division by angle below)
if (angle != 0.0)
if (angle != 0.0) // skipcq: CS-R1077 - Exact-zero guard: angle == 0 means period undefined (div by angle)
{
period = (2.0 * Math.PI) / angle;
}
lib/momentum/pmo/Pmo.cs
+8 -9
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@@ -9,8 +9,8 @@ namespace QuanTAlib;
/// </summary>
/// <remarks>
/// DecisionPoint PMO Algorithm:
/// <c>ROC = (Close / Close[1] - 1) × 100</c> (always 1-bar),
/// <c>RocEma = CustomEMA(ROC, timePeriods) × 10</c>,
/// <c>ROC = (Close / Close[1] - 1) × 100</c> (always 1-bar),
/// <c>RocEma = CustomEMA(ROC, timePeriods) × 10</c>,
/// <c>PMO = CustomEMA(RocEma, smoothPeriods)</c>.
///
/// Custom EMA uses alpha = 2/N (not the standard 2/(N+1)), and is seeded with the SMA
@@ -19,7 +19,7 @@ namespace QuanTAlib;
///
/// PMO oscillates around zero; positive values indicate upward momentum, negative values
/// indicate downward momentum. Crossings of zero or a signal line suggest trend changes.
/// Non-finite inputs (NaN/±Inf) are sanitized by substituting the last finite value observed.
/// Non-finite inputs (NaN/±Inf) are sanitized by substituting the last finite value observed.
///
/// For the authoritative algorithm reference, full rationale, and behavioral contracts, see the
/// companion files in the same directory.
@@ -133,8 +133,7 @@ public sealed class Pmo : AbstractBase
}
else
{
// skipcq: CS-R1077 - Exact-zero guard: PrevClose is a price; zero means no prior data, division by zero produces Infinity
roc = _state.PrevClose != 0.0
roc = _state.PrevClose != 0.0 // skipcq: CS-R1077 - Exact-zero guard: PrevClose is a price; zero means no prior data, division by zero produces Infinity
? ((value / _state.PrevClose) - 1.0) * 100.0
: 0.0;
_state.PrevClose = value;
@@ -179,7 +178,7 @@ public sealed class Pmo : AbstractBase
rocEmaScaled = _state.RocEmaRaw * 10.0;
}
// Step 3: Second Custom EMA smoothing → PMO (SMA-seeded, alpha = 2/smoothPeriods)
// Step 3: Second Custom EMA smoothing → PMO (SMA-seeded, alpha = 2/smoothPeriods)
double pmoValue;
if (!_state.RocEmaSeeded)
{
@@ -300,8 +299,8 @@ public sealed class Pmo : AbstractBase
double alpha2 = 2.0 / smoothPeriods;
// Step 1: Compute 1-bar ROC for all bars
// Step 2: First CustomEMA(ROC, timePeriods) with SMA seed, then ×10
// Step 3: Second CustomEMA(scaled, smoothPeriods) with SMA seed → PMO
// Step 2: First CustomEMA(ROC, timePeriods) with SMA seed, then ×10
// Step 3: Second CustomEMA(scaled, smoothPeriods) with SMA seed → PMO
double rocEmaRaw = 0.0;
bool rocEmaSeeded = false;
@@ -352,7 +351,7 @@ public sealed class Pmo : AbstractBase
rocEmaScaled = rocEmaRaw * 10.0;
}
// Second Custom EMA of scaled RocEma with SMA seed → PMO
// Second Custom EMA of scaled RocEma with SMA seed → PMO
if (!rocEmaSeeded)
{
output[i] = 0.0;
lib/momentum/rocp/Rocp.cs
+2 -4
View File
@@ -81,8 +81,7 @@ public sealed class Rocp : AbstractBase
else
{
double past = _buffer[0];
// skipcq: CS-R1077 - Exact-zero guard: IEEE 754 div-by-zero produces Infinity; any nonzero denominator is valid
result = past != 0 ? 100.0 * (value - past) / past : 0.0;
result = past != 0 ? 100.0 * (value - past) / past : 0.0; // skipcq: CS-R1077 - Exact-zero IEEE 754 div guard
}
Last = new TValue(input.Time, result);
@@ -151,8 +150,7 @@ public sealed class Rocp : AbstractBase
else
{
double past = source[i - period];
// skipcq: CS-R1077 - Exact-zero guard: IEEE 754 div-by-zero produces Infinity; any nonzero denominator is valid
output[i] = past != 0 ? 100.0 * (source[i] - past) / past : 0.0;
output[i] = past != 0 ? 100.0 * (source[i] - past) / past : 0.0; // skipcq: CS-R1077 - Exact-zero IEEE 754 div guard
}
}
}
lib/momentum/rocr/Rocr.cs
+2 -4
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@@ -81,8 +81,7 @@ public sealed class Rocr : AbstractBase
else
{
double past = _buffer[0];
// skipcq: CS-R1077 - Exact-zero guard: IEEE 754 div-by-zero produces Infinity; any nonzero denominator is valid
result = past != 0 ? value / past : 1.0;
result = past != 0 ? value / past : 1.0; // skipcq: CS-R1077 - Exact-zero IEEE 754 div guard
}
Last = new TValue(input.Time, result);
@@ -151,8 +150,7 @@ public sealed class Rocr : AbstractBase
else
{
double past = source[i - period];
// skipcq: CS-R1077 - Exact-zero guard: IEEE 754 div-by-zero produces Infinity; any nonzero denominator is valid
output[i] = past != 0 ? source[i] / past : 1.0;
output[i] = past != 0 ? source[i] / past : 1.0; // skipcq: CS-R1077 - Exact-zero IEEE 754 div guard
}
}
}
lib/oscillators/bbs/Bbs.cs
+2 -4
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@@ -329,8 +329,7 @@ public sealed class Bbs : ITValuePublisher
_prevSqueezeOn = squeezeOn;
// === Bandwidth ===
// skipcq: CS-R1077 - Exact-zero guard: bbMean is a price average; zero means no data, not rounding artifact
double bandwidth = bbMean != 0.0 ? ((bbUpper - bbLower) / bbMean) * 100.0 : 0.0;
double bandwidth = bbMean != 0.0 ? ((bbUpper - bbLower) / bbMean) * 100.0 : 0.0; // skipcq: CS-R1077 - Exact-zero div guard: price avg
// === Resync for floating-point drift ===
if (isNew)
@@ -612,8 +611,7 @@ public sealed class Bbs : ITValuePublisher
squeezeOn[i] = bbUpper < kcUpper && bbLower > kcLower;
// Bandwidth
// skipcq: CS-R1077 - Exact-zero guard: bbMean is a price average; zero means no data, not rounding artifact
bandwidth[i] = bbMean != 0.0 ? ((bbUpper - bbLower) / bbMean) * 100.0 : 0.0;
bandwidth[i] = bbMean != 0.0 ? ((bbUpper - bbLower) / bbMean) * 100.0 : 0.0; // skipcq: CS-R1077 - Exact-zero div guard: price avg
}
}
lib/oscillators/cfo/Cfo.cs
+4 -6
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@@ -9,7 +9,7 @@ namespace QuanTAlib;
/// <remarks>
/// Measures the percentage difference between the current price and the
/// Time Series Forecast (linear regression endpoint):
/// <c>CFO = 100 × (source − TSF) / source</c>
/// <c>CFO = 100 × (source − TSF) / source</c>
///
/// Uses O(1) incremental sumY / sumXY maintenance from the PineScript reference.
/// When source equals zero, returns NaN to avoid division by zero.
@@ -26,7 +26,7 @@ public sealed class Cfo : AbstractBase
// Precomputed linear regression constants (full window)
private readonly double _sumX; // 0 + 1 + ... + (period-1)
private readonly double _denomX; // period * sumX2 - sumX²
private readonly double _denomX; // period * sumX2 - sumX²
[StructLayout(LayoutKind.Auto)]
private record struct State(
@@ -147,8 +147,7 @@ public sealed class Cfo : AbstractBase
double tsf = Math.FusedMultiplyAdd(slope, _period - 1, intercept);
// CFO = 100 * (source - tsf) / source
// skipcq: CS-R1077 - Exact-zero guard: value is a price; zero means no data, division by zero produces Infinity
double cfo = value == 0.0 ? double.NaN : 100.0 * (value - tsf) / value;
double cfo = value == 0.0 ? double.NaN : 100.0 * (value - tsf) / value; // skipcq: CS-R1077 - Exact-zero guard: value is a price; zero means no data, division by zero produces Infinity
Last = new TValue(input.Time, cfo);
PubEvent(Last, isNew);
@@ -305,8 +304,7 @@ public sealed class Cfo : AbstractBase
double intercept = (sumY - slope * sumX) / period;
double tsf = Math.FusedMultiplyAdd(slope, period - 1, intercept);
// skipcq: CS-R1077 - Exact-zero guard: val is a price; zero means no data, division by zero produces Infinity
output[i] = val == 0.0 ? double.NaN : 100.0 * (val - tsf) / val;
output[i] = val == 0.0 ? double.NaN : 100.0 * (val - tsf) / val; // skipcq: CS-R1077 - Exact-zero guard: val is a price; zero means no data, division by zero produces Infinity
}
}
lib/statistics/mode/Mode.cs
+1 -2
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@@ -307,8 +307,7 @@ public sealed class Mode : AbstractBase
for (int i = 1; i < count; i++)
{
// skipcq: CS-R1077 - Exact-equality required: mode detection counts identical values in a sorted array; epsilon would merge distinct prices
if (sorted[i] == sorted[i - 1])
if (sorted[i] == sorted[i - 1]) // skipcq: CS-R1077 - Exact-equality required: mode detection counts identical values in a sorted array; epsilon would merge distinct prices
{
currentFreq++;
}
lib/statistics/spearman/Spearman.cs
+11 -12
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@@ -4,24 +4,24 @@ using System.Runtime.CompilerServices;
namespace QuanTAlib;
/// <summary>
/// Computes the Spearman Rank Correlation Coefficient (Spearman's ρ), which measures
/// Computes the Spearman Rank Correlation Coefficient (Spearman's ρ), which measures
/// the monotonic relationship between two series by applying Pearson correlation to
/// their ranks.
/// </summary>
/// <remarks>
/// Spearman's Rho Algorithm:
/// <c>ρ = Pearson(rank(X), rank(Y))</c>
/// <c>ρ = Pearson(rank(X), rank(Y))</c>
///
/// Ranks are 1-based with average-rank tie-breaking: if k values share the same value,
/// each receives the mean of the positions they would occupy.
///
/// When no ties exist, the simplified formula applies:
/// <c>ρ = 1 - 6·Σd² / (n·(n²-1))</c>, where d_i = rank(x_i) - rank(y_i).
/// <c>ρ = 1 - 6·Σd² / (n·(n²-1))</c>, where d_i = rank(x_i) - rank(y_i).
///
/// This implementation uses the general Pearson-on-ranks method because ties can occur
/// in financial data (identical closes, rounded prices). Ranking is O(n²) per series.
/// in financial data (identical closes, rounded prices). Ranking is O(n²) per series.
///
/// Non-finite inputs (NaN/±Inf) are sanitized by substituting the last finite value observed.
/// Non-finite inputs (NaN/±Inf) are sanitized by substituting the last finite value observed.
///
/// For the authoritative algorithm reference, full rationale, and behavioral contracts, see the
/// companion files in the same directory.
@@ -65,7 +65,7 @@ public sealed class Spearman : AbstractBase
/// <param name="seriesX">First series value</param>
/// <param name="seriesY">Second series value</param>
/// <param name="isNew">Whether this is a new bar</param>
/// <returns>Spearman's ρ coefficient (-1 to +1)</returns>
/// <returns>Spearman's ρ coefficient (-1 to +1)</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue Update(TValue seriesX, TValue seriesY, bool isNew = true)
{
@@ -144,7 +144,7 @@ public sealed class Spearman : AbstractBase
return double.NaN;
}
// Allocate rank arrays — stackalloc for small, ArrayPool for large
// Allocate rank arrays — stackalloc for small, ArrayPool for large
double[]? rentedRx = null;
double[]? rentedRy = null;
scoped Span<double> rankX;
@@ -189,7 +189,7 @@ public sealed class Spearman : AbstractBase
if (sumXX < Epsilon || sumYY < Epsilon)
{
return 0.0; // Constant series → zero correlation
return 0.0; // Constant series → zero correlation
}
return sumXY / Math.Sqrt(sumXX * sumYY);
@@ -208,7 +208,7 @@ public sealed class Spearman : AbstractBase
}
/// <summary>
/// Computes 1-based average ranks for buffer values. O(n²).
/// Computes 1-based average ranks for buffer values. O(n²).
/// </summary>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static void ComputeRanks(RingBuffer buffer, int n, Span<double> ranks)
@@ -226,8 +226,7 @@ public sealed class Spearman : AbstractBase
{
countSmaller++;
}
// skipcq: CS-R1077 - Exact-equality required: Spearman tie-detection needs bit-identical values; epsilon would create false ties
if (vj == vi)
if (vj == vi) // skipcq: CS-R1077 - Exact-equality required: Spearman tie-detection needs bit-identical values; epsilon would create false ties
{
countEqual++; // includes self
}
@@ -256,7 +255,7 @@ public sealed class Spearman : AbstractBase
}
/// <summary>
/// Calculates Spearman's ρ for two time series.
/// Calculates Spearman's ρ for two time series.
/// </summary>
public static TSeries Batch(TSeries seriesX, TSeries seriesY, int period = 20, Spearman? indicator = null)
{