chore: code cleanup

Stock.Indicators.sln.DotSettings

@@ -0,0 +1,2 @@
+<wpf:ResourceDictionary xml:space="preserve" xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml" xmlns:s="clr-namespace:System;assembly=mscorlib" xmlns:ss="urn:shemas-jetbrains-com:settings-storage-xaml" xmlns:wpf="http://schemas.microsoft.com/winfx/2006/xaml/presentation">
+	<s:Boolean x:Key="/Default/UserDictionary/Words/=uote/@EntryIndexedValue">True</s:Boolean></wpf:ResourceDictionary>

docs/pages/utilities.md

@@ -28,13 +28,9 @@ var results = quotes
 
 {% include candlepart-options.md %}
 
-### Using tuple quotes
-
-`quotes.ToTupleCollection()` is a method for converting any `TQuote` collection to a simple [tuple](https://docs.microsoft.com/dotnet/csharp/language-reference/builtin-types/value-tuples) `(DateTime, double)` formatted `Collection`.  Most indicators in our library will accept this tuple format.  With that said, there are many indicators that also require the full OHLCV quote format, so it cannot be used universally.
-
 ### Sort quotes
 
-`quotes.ToSortedCollection()` sorts any collection of `TQuote` or tuple `(DateTime, double)` and returns it as a `Collection` sorted by ascending `Timestamp`.  You do not need to sort quotes before using library indicators; however, if you are creating [custom indicators]({{site.baseurl}}/custom-indicators/#content) it's important to analyze `quotes` in a proper sequence.
+`quotes.ToSortedCollection()` sorts any collection of `TQuote` or `ISeries` and returns it as a `Collection` sorted by ascending `Timestamp`.  You do not need to sort quotes before using library indicators; however, if you are creating [custom indicators]({{site.baseurl}}/custom-indicators/#content) it's important to analyze `quotes` in a proper sequence.
 
 ### Resize quote history
 
@@ -150,16 +146,6 @@ See [individual indicator pages]({{site.baseurl}}/indicators/#content) for infor
 >
 > 🚩 **Warning**: without a specified `removePeriods` value, this utility will reverse-engineer the pruning amount.  When there are unusual results or when chaining multiple indicators, there will be an erroneous increase in the amount of pruning.  If you want more certainty, use a specific number for `removePeriods`.  Using this method on chained indicators without `removePeriods` is strongly discouraged.
 
-### Using tuple results
-
-`results.ToTupleCollection()` converts results to a simpler `(DateTime Timestamp, double? Value)` [tuple](https://docs.microsoft.com/dotnet/csharp/language-reference/builtin-types/value-tuples) `Collection`.
-
-`results.ToTupleNaN()` converts results to simpler `(DateTime Timestamp, double Value)` tuple `Collection` with `null` values converted to `double.NaN`.
-
-`results.ToTupleChainable()` is a specialty converter used to prepare [custom indicators]({{site.baseurl}}/custom-indicators/#content) for chaining by removing `null` warmup periods and converting all remaining `null` values to `double.NaN`.
-
-> 🚩 **Warning**: warmup periods are pruned when using `.ToTupleChainable()`, resulting in fewer records.
-
 ### Sort results
 
 `results.ToSortedCollection()` sorts any collection of indicator results and returns it as a `Collection` sorted by ascending `Timestamp`.  Results from the library indicators are already sorted, so you'd only potentially need this if you're creating [custom indicators]({{site.baseurl}}/custom-indicators/#content).

src/_common/Candles/Candles.Models.cs

@@ -2,7 +2,7 @@ namespace Skender.Stock.Indicators;
 
 // CANDLESTICK MODELS
 
-public readonly record struct CandleProperties : IQuote, IReusable
+public readonly record struct CandleProperties : IQuote
 {
     // base quote properties
     public DateTime Timestamp { get; init; }
@@ -16,14 +16,14 @@ namespace Skender.Stock.Indicators;
 
     // raw sizes
     public decimal? Size => High - Low;
-    public decimal? Body => (Open > Close) ? (Open - Close) : (Close - Open);
+    public decimal? Body => Open > Close ? Open - Close : Close - Open;
     public decimal? UpperWick => High - (Open > Close ? Open : Close);
     public decimal? LowerWick => (Open > Close ? Close : Open) - Low;
 
     // percent sizes
-    public double? BodyPct => (Size != 0) ? (double?)(Body / Size) : 1;
-    public double? UpperWickPct => (Size != 0) ? (double?)(UpperWick / Size) : 1;
-    public double? LowerWickPct => (Size != 0) ? (double?)(LowerWick / Size) : 1;
+    public double? BodyPct => Size != 0 ? (double?)(Body / Size) : 1;
+    public double? UpperWickPct => Size != 0 ? (double?)(UpperWick / Size) : 1;
+    public double? LowerWickPct => Size != 0 ? (double?)(LowerWick / Size) : 1;
 
     // directional info
     public bool IsBullish => Close > Open;

src/_common/Candles/Candles.Utilities.cs

@@ -30,7 +30,7 @@ public static IEnumerable<CandleProperties> ToCandles<TQuote>(
     internal static List<CandleResult> ToCandleResults<TQuote>(
         this IEnumerable<TQuote> quotes)
         where TQuote : IQuote => quotes
-            .Select(q => new CandleResult() {
+            .Select(q => new CandleResult {
                 Timestamp = q.Timestamp,
                 Match = Match.None,
                 Candle = q.ToCandle()

src/_common/Enums.cs

@@ -8,7 +8,7 @@ namespace Skender.Stock.Indicators;
 /// </summary>
 public enum Act
 {
-    AddNew,
+    AddNew = 0,  // default
     AddOld,
     Update,
     Delete,
@@ -20,24 +20,24 @@ public enum Act
 /// </summary>
 public enum CandlePart
 {
+    Close = 0,          // default
     Open,
     High,
     Low,
-    Close,
     Volume,
-    HL2,
-    HLC3,
-    OC2,
-    OHL3,
-    OHLC4
+    Hl2,
+    Hlc3,
+    Oc2,
+    Ohl3,
+    Ohlc4
 }
 
 /// <summary>
 /// Candle close or high/low wick values
 /// </summary>
 public enum EndType
 {
-    Close = 0,
+    Close = 0,           // default
     HighLow = 1
 }
 
@@ -50,7 +50,7 @@ public enum Match
     BullSignal = 100,
     BullBasis = 10,
     Neutral = 1,
-    None = 0,
+    None = 0,            // default
     BearBasis = -10,
     BearSignal = -100,
     BearConfirmed = -200
@@ -61,17 +61,17 @@ public enum Match
 /// </summary>
 public enum MaType
 {
-    ALMA,
-    DEMA,
-    EPMA,
-    EMA,
-    HMA,
-    KAMA,
-    MAMA,
-    SMA,
-    SMMA,
-    TEMA,
-    WMA
+    Sma = 0,             // default
+    Alma,
+    Dema,
+    Epma,
+    Ema,
+    Hma,
+    Kama,
+    Mama,
+    Smma,
+    Tema,
+    Wma
 }
 
 /// <summary>
@@ -80,9 +80,9 @@ public enum MaType
 /// </summary>
 public enum PeriodSize
 {
-    Month,
+    Day = 0,           // default
     Week,
-    Day,
+    Month,
     FourHours,
     TwoHours,
     OneHour,

src/_common/Generics/Pruning.cs

@@ -23,17 +23,17 @@ internal static List<T> Remove<T>(
         {
             return [];
         }
-        else
-        {
-            if (removePeriods > 0)
-            {
-                for (int i = 0; i < removePeriods; i++)
-                {
-                    seriesList.RemoveAt(0);
-                }
-            }
 
+        if (removePeriods <= 0)
+        {
             return seriesList;
         }
+
+        for (int i = 0; i < removePeriods; i++)
+        {
+            seriesList.RemoveAt(0);
+        }
+
+        return seriesList;
     }
 }

src/_common/Generics/Seek.cs

@@ -17,20 +17,19 @@ public static class Seeking
     /// <exception cref="InvalidOperationException">
     /// Sequence contains no matching element
     /// </exception>
-    public static TSeries? Find<TSeries>(
+    public static TSeries Find<TSeries>(
         this IEnumerable<TSeries> series,
         DateTime lookupDate)
-        where TSeries : ISeries => series
-            .First(x => x.Timestamp == lookupDate);
+        where TSeries : ISeries
+            => series.First(x => x.Timestamp == lookupDate);
 
     // TODO: add TryFind(), like TryParse() since struct won't allow null return types.
     // May just use this (above) with a try/catch and `bool` primary return type.
 
     // FIND INDEX by DATE
     public static int FindIndex<TSeries>(
-        this List<TSeries> series,
+        this List<TSeries>? series,
         DateTime lookupDate)
-        where TSeries : ISeries => series == null
-            ? -1
-            : series.FindIndex(x => x.Timestamp == lookupDate);
+        where TSeries : ISeries
+            => series?.FindIndex(x => x.Timestamp == lookupDate) ?? -1;
 }

src/_common/Math/NullMath.cs

@@ -7,17 +7,17 @@ namespace Skender.Stock.Indicators;
 public static class NullMath
 {
     public static double? Abs(this double? value)
-        => (value is null)
+        => value is null
         ? null
         : value < 0 ? (double)-value : (double)value;
 
     public static decimal? Round(this decimal? value, int digits)
-        => (value is null)
+        => value is null
         ? null
         : Math.Round((decimal)value, digits);
 
     public static double? Round(this double? value, int digits)
-        => (value is null)
+        => value is null
         ? null
         : Math.Round((double)value, digits);
 
@@ -31,12 +31,12 @@ public static double Null2NaN(this double? value)
         => value ?? double.NaN;
 
     public static double Null2NaN(this decimal? value)
-        => (value is null)
+        => value is null
         ? double.NaN
         : (double)value;
 
     public static double? NaN2Null(this double? value)
-        => (value is not null and double.NaN)
+        => value is double.NaN
         ? null
         : value;
 

src/_common/Math/Numerix.cs

@@ -13,26 +13,28 @@ public static double StdDev(this double[] values)
 
         double sd = 0;
         int n = values.Length;
-        if (n > 1)
+        if (n <= 1)
         {
-            double sum = 0;
-            for (int i = 0; i < n; i++)
-            {
-                sum += values[i];
-            }
-
-            double avg = sum / n;
-
-            double sumSq = 0;
-            for (int i = 0; i < n; i++)
-            {
-                double v = values[i];
-                sumSq += (v - avg) * (v - avg);
-            }
-
-            sd = Math.Sqrt(sumSq / n);
+            return sd;
         }
 
+        double sum = 0;
+        for (int i = 0; i < n; i++)
+        {
+            sum += values[i];
+        }
+
+        double avg = sum / n;
+
+        double sumSq = 0;
+        for (int i = 0; i < n; i++)
+        {
+            double v = values[i];
+            sumSq += (v - avg) * (v - avg);
+        }
+
+        sd = Math.Sqrt(sumSq / n);
+
         return sd;
     }