diff --git a/src/a-d/Adx/Adx.Series.cs b/src/a-d/Adx/Adx.Series.cs index fc3cd3978..fbe57477c 100644 --- a/src/a-d/Adx/Adx.Series.cs +++ b/src/a-d/Adx/Adx.Series.cs @@ -113,11 +113,11 @@ internal static List CalcAdx( if (i + 1 > 2 * lookbackPeriods) { adx = ((prevAdx * (lookbackPeriods - 1)) + dx) / lookbackPeriods; - r.Adx = adx; + r.Adx = adx.NaN2Null(); double? priorAdx = results[i + 1 - lookbackPeriods].Adx; - r.Adxr = (adx + priorAdx) / 2; + r.Adxr = (adx + priorAdx).NaN2Null() / 2; prevAdx = adx; } @@ -126,7 +126,7 @@ internal static List CalcAdx( { sumDx += dx; adx = sumDx / lookbackPeriods; - r.Adx = adx; + r.Adx = adx.NaN2Null(); prevAdx = adx; } diff --git a/tests/indicators/Tests.Indicators.csproj b/tests/indicators/Tests.Indicators.csproj index 00402c13e..50e238465 100644 --- a/tests/indicators/Tests.Indicators.csproj +++ b/tests/indicators/Tests.Indicators.csproj @@ -32,6 +32,9 @@ + + Always + Always @@ -90,6 +93,9 @@ Always + + Always + diff --git a/tests/indicators/_Initialize.cs b/tests/indicators/_Initialize.cs index 4e384509e..7e8991324 100644 --- a/tests/indicators/_Initialize.cs +++ b/tests/indicators/_Initialize.cs @@ -26,5 +26,6 @@ public abstract class TestBase internal static readonly IEnumerable noquotes = new List(); internal static readonly IEnumerable onequote = TestData.GetDefault(1); internal static readonly IEnumerable randomQuotes = TestData.GetRandom(1000); + internal static readonly IEnumerable zeroesQuotes = TestData.GetZeros(); internal static readonly IEnumerable<(DateTime, double)> tupleNanny = TestData.GetTupleNaN(); } diff --git a/tests/indicators/_common/Helper.Getter.cs b/tests/indicators/_common/Helper.Getter.cs index 639f252f7..3a18dfc74 100644 --- a/tests/indicators/_common/Helper.Getter.cs +++ b/tests/indicators/_common/Helper.Getter.cs @@ -18,6 +18,15 @@ internal static IEnumerable GetDefault(int days = 502) internal static IEnumerable GetRandom(int days = 502) => new RandomGbm(bars: days); + // ZEROS (200) + internal static IEnumerable GetZeros(int days = 200) + => File.ReadAllLines("_common/data/zeros.csv") + .Skip(1) + .Select(v => Importer.QuoteFromCsv(v)) + .OrderByDescending(x => x.Date) + .Take(days) + .ToList(); + // BAD DATA internal static IEnumerable GetBad(int days = 502) => File.ReadAllLines("_common/data/bad.csv") diff --git a/tests/indicators/_common/data/zeros.csv b/tests/indicators/_common/data/zeros.csv new file mode 100644 index 000000000..38526fdbf --- /dev/null +++ b/tests/indicators/_common/data/zeros.csv @@ -0,0 +1,201 @@ +date,open,high,low,close,volume +01/03/17,0.00,0.00,0.00,0.00,0.00 +01/04/17,0.00,0.00,0.00,0.00,0.00 +01/05/17,0.00,0.00,0.00,0.00,0.00 +01/06/17,0.00,0.00,0.00,0.00,0.00 +01/09/17,0.00,0.00,0.00,0.00,0.00 +01/10/17,0.00,0.00,0.00,0.00,0.00 +01/11/17,0.00,0.00,0.00,0.00,0.00 +01/12/17,0.00,0.00,0.00,0.00,0.00 +01/13/17,0.00,0.00,0.00,0.00,0.00 +01/17/17,0.00,0.00,0.00,0.00,0.00 +01/18/17,0.00,0.00,0.00,0.00,0.00 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Assert.AreEqual(1, r1.Count()); } + [TestMethod] + public void Issue859() + { + IOrderedEnumerable test859 = File.ReadAllLines("a-d/Adx/issue859quotes.csv") + .Skip(1) + .Select(v => Importer.QuoteFromCsv(v)) + .OrderByDescending(x => x.Date); + + List r = test859.GetAdx(14).ToList(); + + Assert.AreEqual(0, r.Count(x => x.Adx is double and double.NaN)); + Assert.AreEqual(595, r.Count); + } + + [TestMethod] + public void Zeroes() + { + List r = zeroesQuotes.GetAdx(14).ToList(); + + Assert.AreEqual(0, r.Count(x => x.Adx is double and double.NaN)); + Assert.AreEqual(200, r.Count); + } + [TestMethod] public void Removed() { diff --git a/tests/indicators/a-d/Adx/issue859quotes.csv b/tests/indicators/a-d/Adx/issue859quotes.csv new file mode 100644 index 000000000..b5fe10488 --- /dev/null +++ b/tests/indicators/a-d/Adx/issue859quotes.csv @@ -0,0 +1,596 @@ +Date,Open,High,Low,Close,Volume +2022-07-25T09:15:00+05:30,498.075,502.1,494.05,498.075,50 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