From 2599b773ccf25084f1df16c7c4359aedd7cceebb Mon Sep 17 00:00:00 2001
From: Dave Skender <8432125+DaveSkender@users.noreply.github.com>
Date: Sat, 6 Aug 2022 16:55:40 -0400
Subject: [PATCH] fix: escaped NaN in ADX (#861)

---
 src/a-d/Adx/Adx.Series.cs                   |   6 +-
 tests/indicators/Tests.Indicators.csproj    |   6 +
 tests/indicators/_Initialize.cs             |   1 +
 tests/indicators/_common/Helper.Getter.cs   |   9 +
 tests/indicators/_common/data/zeros.csv     | 201 +++++++
 tests/indicators/a-d/Adx/Adx.Tests.cs       |  23 +
 tests/indicators/a-d/Adx/issue859quotes.csv | 596 ++++++++++++++++++++
 7 files changed, 839 insertions(+), 3 deletions(-)
 create mode 100644 tests/indicators/_common/data/zeros.csv
 create mode 100644 tests/indicators/a-d/Adx/issue859quotes.csv

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<AdxResult> 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<AdxResult> 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 @@
   </ItemGroup>
 
   <ItemGroup>
+    <None Update="a-d\Adx\issue859quotes.csv">
+      <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+    </None>
     <None Update="_common\data\bad.csv">
       <CopyToOutputDirectory>Always</CopyToOutputDirectory>
     </None>
@@ -90,6 +93,9 @@
     <None Update="s-z\ZigZag\zigzag.csv">
       <CopyToOutputDirectory>Always</CopyToOutputDirectory>
     </None>
+    <None Update="_common\data\zeros.csv">
+      <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+    </None>
   </ItemGroup>
 
 </Project>
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<Quote> noquotes = new List<Quote>();
     internal static readonly IEnumerable<Quote> onequote = TestData.GetDefault(1);
     internal static readonly IEnumerable<Quote> randomQuotes = TestData.GetRandom(1000);
+    internal static readonly IEnumerable<Quote> 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<Quote> GetDefault(int days = 502)
     internal static IEnumerable<Quote> GetRandom(int days = 502)
         => new RandomGbm(bars: days);
 
+    // ZEROS (200)
+    internal static IEnumerable<Quote> 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<Quote> 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
+01/19/17,0.00,0.00,0.00,0.00,0.00
+01/20/17,0.00,0.00,0.00,0.00,0.00
+01/23/17,0.00,0.00,0.00,0.00,0.00
+01/24/17,0.00,0.00,0.00,0.00,0.00
+01/25/17,0.00,0.00,0.00,0.00,0.00
+01/26/17,0.00,0.00,0.00,0.00,0.00
+01/27/17,0.00,0.00,0.00,0.00,0.00
+01/30/17,0.00,0.00,0.00,0.00,0.00
+01/31/17,0.00,0.00,0.00,0.00,0.00
+02/01/17,0.00,0.00,0.00,0.00,0.00
+02/02/17,0.00,0.00,0.00,0.00,0.00
+02/03/17,0.00,0.00,0.00,0.00,0.00
+02/06/17,0.00,0.00,0.00,0.00,0.00
+02/07/17,0.00,0.00,0.00,0.00,0.00
+02/08/17,0.00,0.00,0.00,0.00,0.00
+02/09/17,0.00,0.00,0.00,0.00,0.00
+02/10/17,0.00,0.00,0.00,0.00,0.00
+02/13/17,0.00,0.00,0.00,0.00,0.00
+02/14/17,0.00,0.00,0.00,0.00,0.00
+02/15/17,0.00,0.00,0.00,0.00,0.00
+02/16/17,0.00,0.00,0.00,0.00,0.00
+02/17/17,0.00,0.00,0.00,0.00,0.00
+02/21/17,0.00,0.00,0.00,0.00,0.00
+02/22/17,0.00,0.00,0.00,0.00,0.00
+02/23/17,0.00,0.00,0.00,0.00,0.00
+02/24/17,0.00,0.00,0.00,0.00,0.00
+02/27/17,0.00,0.00,0.00,0.00,0.00
+02/28/17,0.00,0.00,0.00,0.00,0.00
+03/01/17,0.00,0.00,0.00,0.00,0.00
+03/02/17,0.00,0.00,0.00,0.00,0.00
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+03/06/17,0.00,0.00,0.00,0.00,0.00
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+03/08/17,0.00,0.00,0.00,0.00,0.00
+03/09/17,0.00,0.00,0.00,0.00,0.00
+03/10/17,0.00,0.00,0.00,0.00,0.00
+03/13/17,0.00,0.00,0.00,0.00,0.00
+03/14/17,0.00,0.00,0.00,0.00,0.00
+03/15/17,0.00,0.00,0.00,0.00,0.00
+03/16/17,0.00,0.00,0.00,0.00,0.00
+03/17/17,0.00,0.00,0.00,0.00,0.00
+03/20/17,0.00,0.00,0.00,0.00,0.00
+03/21/17,0.00,0.00,0.00,0.00,0.00
+03/22/17,0.00,0.00,0.00,0.00,0.00
+03/23/17,0.00,0.00,0.00,0.00,0.00
+03/24/17,0.00,0.00,0.00,0.00,0.00
+03/27/17,0.00,0.00,0.00,0.00,0.00
+03/28/17,0.00,0.00,0.00,0.00,0.00
+03/29/17,0.00,0.00,0.00,0.00,0.00
+03/30/17,0.00,0.00,0.00,0.00,0.00
+03/31/17,0.00,0.00,0.00,0.00,0.00
+04/03/17,0.00,0.00,0.00,0.00,0.00
+04/04/17,0.00,0.00,0.00,0.00,0.00
+04/05/17,0.00,0.00,0.00,0.00,0.00
+04/06/17,0.00,0.00,0.00,0.00,0.00
+04/07/17,0.00,0.00,0.00,0.00,0.00
+04/10/17,0.00,0.00,0.00,0.00,0.00
+04/11/17,0.00,0.00,0.00,0.00,0.00
+04/12/17,0.00,0.00,0.00,0.00,0.00
+04/13/17,0.00,0.00,0.00,0.00,0.00
+04/17/17,0.00,0.00,0.00,0.00,0.00
+04/18/17,0.00,0.00,0.00,0.00,0.00
+04/19/17,0.00,0.00,0.00,0.00,0.00
+04/20/17,0.00,0.00,0.00,0.00,0.00
+04/21/17,0.00,0.00,0.00,0.00,0.00
+04/24/17,0.00,0.00,0.00,0.00,0.00
+04/25/17,0.00,0.00,0.00,0.00,0.00
+04/26/17,0.00,0.00,0.00,0.00,0.00
+04/27/17,0.00,0.00,0.00,0.00,0.00
+04/28/17,0.00,0.00,0.00,0.00,0.00
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+05/11/17,0.00,0.00,0.00,0.00,0.00
+05/12/17,0.00,0.00,0.00,0.00,0.00
+05/15/17,0.00,0.00,0.00,0.00,0.00
+05/16/17,0.00,0.00,0.00,0.00,0.00
+05/17/17,0.00,0.00,0.00,0.00,0.00
+05/18/17,0.00,0.00,0.00,0.00,0.00
+05/19/17,0.00,0.00,0.00,0.00,0.00
+05/22/17,0.00,0.00,0.00,0.00,0.00
+05/23/17,0.00,0.00,0.00,0.00,0.00
+05/24/17,0.00,0.00,0.00,0.00,0.00
+05/25/17,0.00,0.00,0.00,0.00,0.00
+05/26/17,0.00,0.00,0.00,0.00,0.00
+05/30/17,0.00,0.00,0.00,0.00,0.00
+05/31/17,0.00,0.00,0.00,0.00,0.00
+06/01/17,0.00,0.00,0.00,0.00,0.00
+06/02/17,0.00,0.00,0.00,0.00,0.00
+06/05/17,0.00,0.00,0.00,0.00,0.00
+06/06/17,0.00,0.00,0.00,0.00,0.00
+06/07/17,0.00,0.00,0.00,0.00,0.00
+06/08/17,0.00,0.00,0.00,0.00,0.00
+06/09/17,0.00,0.00,0.00,0.00,0.00
+06/12/17,0.00,0.00,0.00,0.00,0.00
+06/13/17,0.00,0.00,0.00,0.00,0.00
+06/14/17,0.00,0.00,0.00,0.00,0.00
+06/15/17,0.00,0.00,0.00,0.00,0.00
+06/16/17,0.00,0.00,0.00,0.00,0.00
+06/19/17,0.00,0.00,0.00,0.00,0.00
+06/20/17,0.00,0.00,0.00,0.00,0.00
+06/21/17,0.00,0.00,0.00,0.00,0.00
+06/22/17,0.00,0.00,0.00,0.00,0.00
+06/23/17,0.00,0.00,0.00,0.00,0.00
+06/26/17,0.00,0.00,0.00,0.00,0.00
+06/27/17,0.00,0.00,0.00,0.00,0.00
+06/28/17,0.00,0.00,0.00,0.00,0.00
+06/29/17,0.00,0.00,0.00,0.00,0.00
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+07/03/17,0.00,0.00,0.00,0.00,0.00
+07/05/17,0.00,0.00,0.00,0.00,0.00
+07/06/17,0.00,0.00,0.00,0.00,0.00
+07/07/17,0.00,0.00,0.00,0.00,0.00
+07/10/17,0.00,0.00,0.00,0.00,0.00
+07/11/17,0.00,0.00,0.00,0.00,0.00
+07/12/17,0.00,0.00,0.00,0.00,0.00
+07/13/17,0.00,0.00,0.00,0.00,0.00
+07/14/17,0.00,0.00,0.00,0.00,0.00
+07/17/17,0.00,0.00,0.00,0.00,0.00
+07/18/17,0.00,0.00,0.00,0.00,0.00
+07/19/17,0.00,0.00,0.00,0.00,0.00
+07/20/17,0.00,0.00,0.00,0.00,0.00
+07/21/17,0.00,0.00,0.00,0.00,0.00
+07/24/17,0.00,0.00,0.00,0.00,0.00
+07/25/17,0.00,0.00,0.00,0.00,0.00
+07/26/17,0.00,0.00,0.00,0.00,0.00
+07/27/17,0.00,0.00,0.00,0.00,0.00
+07/28/17,0.00,0.00,0.00,0.00,0.00
+07/31/17,0.00,0.00,0.00,0.00,0.00
+08/01/17,0.00,0.00,0.00,0.00,0.00
+08/02/17,0.00,0.00,0.00,0.00,0.00
+08/03/17,0.00,0.00,0.00,0.00,0.00
+08/04/17,0.00,0.00,0.00,0.00,0.00
+08/07/17,0.00,0.00,0.00,0.00,0.00
+08/08/17,0.00,0.00,0.00,0.00,0.00
+08/09/17,0.00,0.00,0.00,0.00,0.00
+08/10/17,0.00,0.00,0.00,0.00,0.00
+08/11/17,0.00,0.00,0.00,0.00,0.00
+08/14/17,0.00,0.00,0.00,0.00,0.00
+08/15/17,0.00,0.00,0.00,0.00,0.00
+08/16/17,0.00,0.00,0.00,0.00,0.00
+08/17/17,0.00,0.00,0.00,0.00,0.00
+08/18/17,0.00,0.00,0.00,0.00,0.00
+08/21/17,0.00,0.00,0.00,0.00,0.00
+08/22/17,0.00,0.00,0.00,0.00,0.00
+08/23/17,0.00,0.00,0.00,0.00,0.00
+08/24/17,0.00,0.00,0.00,0.00,0.00
+08/25/17,0.00,0.00,0.00,0.00,0.00
+08/28/17,0.00,0.00,0.00,0.00,0.00
+08/29/17,0.00,0.00,0.00,0.00,0.00
+08/30/17,0.00,0.00,0.00,0.00,0.00
+08/31/17,0.00,0.00,0.00,0.00,0.00
+09/01/17,0.00,0.00,0.00,0.00,0.00
+09/05/17,0.00,0.00,0.00,0.00,0.00
+09/06/17,0.00,0.00,0.00,0.00,0.00
+09/07/17,0.00,0.00,0.00,0.00,0.00
+09/08/17,0.00,0.00,0.00,0.00,0.00
+09/11/17,0.00,0.00,0.00,0.00,0.00
+09/12/17,0.00,0.00,0.00,0.00,0.00
+09/13/17,0.00,0.00,0.00,0.00,0.00
+09/14/17,0.00,0.00,0.00,0.00,0.00
+09/15/17,0.00,0.00,0.00,0.00,0.00
+09/18/17,0.00,0.00,0.00,0.00,0.00
+09/19/17,0.00,0.00,0.00,0.00,0.00
+09/20/17,0.00,0.00,0.00,0.00,0.00
+09/21/17,0.00,0.00,0.00,0.00,0.00
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+09/26/17,0.00,0.00,0.00,0.00,0.00
+09/27/17,0.00,0.00,0.00,0.00,0.00
+09/28/17,0.00,0.00,0.00,0.00,0.00
+09/29/17,0.00,0.00,0.00,0.00,0.00
+10/02/17,0.00,0.00,0.00,0.00,0.00
+10/03/17,0.00,0.00,0.00,0.00,0.00
+10/04/17,0.00,0.00,0.00,0.00,0.00
+10/05/17,0.00,0.00,0.00,0.00,0.00
+10/06/17,0.00,0.00,0.00,0.00,0.00
+10/09/17,0.00,0.00,0.00,0.00,0.00
+10/10/17,0.00,0.00,0.00,0.00,0.00
+10/11/17,0.00,0.00,0.00,0.00,0.00
+10/12/17,0.00,0.00,0.00,0.00,0.00
+10/13/17,0.00,0.00,0.00,0.00,0.00
+10/16/17,0.00,0.00,0.00,0.00,0.00
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diff --git a/tests/indicators/a-d/Adx/Adx.Tests.cs b/tests/indicators/a-d/Adx/Adx.Tests.cs
index baa2f92a3..c6cb04feb 100644
--- a/tests/indicators/a-d/Adx/Adx.Tests.cs
+++ b/tests/indicators/a-d/Adx/Adx.Tests.cs
@@ -85,6 +85,29 @@ public void NoQuotes()
         Assert.AreEqual(1, r1.Count());
     }
 
+    [TestMethod]
+    public void Issue859()
+    {
+        IOrderedEnumerable<Quote> test859 = File.ReadAllLines("a-d/Adx/issue859quotes.csv")
+            .Skip(1)
+            .Select(v => Importer.QuoteFromCsv(v))
+            .OrderByDescending(x => x.Date);
+
+        List<AdxResult> 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<AdxResult> 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
+2022-07-25T09:18:00+05:30,498.075,498.075,494.05,494.05,0
+2022-07-25T09:21:00+05:30,496.0625,496.0625,494.05,494.05,0
+2022-07-25T09:24:00+05:30,495.05625,495.05625,494.05,494.05,0
+2022-07-25T09:27:00+05:30,494.553125,494.553125,494.05,494.05,0
+2022-07-25T09:30:00+05:30,494.3015625,494.3015625,494.05,494.05,0
+2022-07-25T09:33:00+05:30,494.1757813,494.1757813,494.05,494.05,0
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