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fix: add validation for empty span in MinScalar and MaxScalar methods; ensure valid OHLC values in GBM calculations

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This commit is contained in:
Miha Kralj
2025-12-13 22:51:26 -08:00
parent 7168866098
commit fd3065e7b9
3 changed files with 33 additions and 16 deletions
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lib/feeds/gbm/ValidationHelper.cs
+9 -12
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@@ -124,8 +124,7 @@ public static class ValidationHelper
{
int count = qSeries.Count;
int start = Math.Max(0, count - skip);
var (_, length) = outRange.GetOffsetAndLength(tOutput.Length);
int validCount = length;
var (offset, length) = outRange.GetOffsetAndLength(tOutput.Length);
for (int i = start; i < count; i++)
{
@@ -133,8 +132,8 @@ public static class ValidationHelper
if (i < lookback) continue;
int tIndex = i - lookback;
if (tIndex >= validCount) continue;
int tIndex = i - offset;
if (tIndex < 0 || tIndex >= length) continue;
double tValue = tOutput[tIndex];
@@ -146,8 +145,7 @@ public static class ValidationHelper
{
int count = qResults.Count;
int start = Math.Max(0, count - skip);
var (_, length) = outRange.GetOffsetAndLength(tOutput.Length);
int validCount = length;
var (offset, length) = outRange.GetOffsetAndLength(tOutput.Length);
for (int i = start; i < count; i++)
{
@@ -155,8 +153,8 @@ public static class ValidationHelper
if (i < lookback) continue;
int tIndex = i - lookback;
if (tIndex >= validCount) continue;
int tIndex = i - offset;
if (tIndex < 0 || tIndex >= length) continue;
double tValue = tOutput[tIndex];
@@ -168,8 +166,7 @@ public static class ValidationHelper
{
int count = qOutput.Length;
int start = Math.Max(0, count - skip);
var (_, length) = outRange.GetOffsetAndLength(tOutput.Length);
int validCount = length;
var (offset, length) = outRange.GetOffsetAndLength(tOutput.Length);
for (int i = start; i < count; i++)
{
@@ -177,8 +174,8 @@ public static class ValidationHelper
if (i < lookback) continue;
int tIndex = i - lookback;
if (tIndex >= validCount) continue;
int tIndex = i - offset;
if (tIndex < 0 || tIndex >= length) continue;
double tValue = tOutput[tIndex];