Merge branch 'main' into async

.github/workflows/build-indicators.yml

@@ -39,6 +39,10 @@ jobs:
           -warnAsError
 
       - name: Test indicators
+        id: test-library
+        env:
+          ALPACA_KEY: ${{ secrets.ALPACA_KEY }}
+          ALPACA_SECRET: ${{ secrets.ALPACA_SECRET }}
         run: >
           dotnet test tests/indicators/Tests.Indicators.csproj
           --configuration Release
@@ -49,6 +53,7 @@ jobs:
           --results-directory ./test-indicators
 
       - name: Test other items
+        id: test-other
         run: >
           dotnet test tests/other/Tests.Other.csproj
           --configuration Release
@@ -59,7 +64,7 @@ jobs:
 
       - name: Update tests summary
         uses: bibipkins/[email protected]
-        if: github.event_name == 'pull_request'
+        if: ${{ github.event_name == 'pull_request' && (success() || (failure() && (steps.test-library.conclusion == 'failure' || steps.test-other.conclusion == 'failure'))) }}
         with:
           github-token: ${{ secrets.GITHUB_TOKEN }}
           comment-title: ""

docs/examples/Backtest/Program.cs

@@ -23,8 +23,8 @@ public static void Main()
          */
 
         // fetch historical quotes from data provider
-        List<Quote> quotesList = GetQuotesFromFeed()
-            .ToList();
+        List<Quote> quotesList = [.. GetQuotesFromFeed()
+];
 
         // calculate Stochastic RSI
         List<StochRsiResult> resultsList =
@@ -92,7 +92,7 @@ public static void Main()
         }
     }
 
-    private static IEnumerable<Quote> GetQuotesFromFeed()
+    private static Collection<Quote> GetQuotesFromFeed()
     {
         /************************************************************
 

docs/examples/ConsoleApp/Program.cs

@@ -67,7 +67,7 @@ with the same ordinal position.
         }
     }
 
-    private static IEnumerable<Quote> GetQuotesFromFeed()
+    private static Collection<Quote> GetQuotesFromFeed()
     {
         /************************************************************
 

docs/examples/CustomIndicators/CustomIndicatorsLibrary.csproj

@@ -3,7 +3,6 @@
   <PropertyGroup>
     <TargetFramework>net8.0</TargetFramework>
     <ImplicitUsings>enable</ImplicitUsings>
-    <Nullable>enable</Nullable>
   </PropertyGroup>
 
   <ItemGroup>

docs/examples/CustomIndicatorsUsage/CustomIndicatorsUsage.csproj

@@ -4,7 +4,6 @@
     <OutputType>Exe</OutputType>
     <TargetFramework>net8.0</TargetFramework>
     <ImplicitUsings>enable</ImplicitUsings>
-    <Nullable>disable</Nullable>
   </PropertyGroup>
 
   <ItemGroup>

docs/examples/CustomIndicatorsUsage/Program.cs

@@ -47,7 +47,7 @@ public static void Main()
         }
     }
 
-    private static IEnumerable<Quote> GetQuotesFromFeed()
+    private static Collection<Quote> GetQuotesFromFeed()
     {
         /************************************************************
 

docs/examples/ObserveStream/ObserveStream.csproj

@@ -4,7 +4,6 @@
     <OutputType>Exe</OutputType>
     <TargetFramework>net8.0</TargetFramework>
     <ImplicitUsings>enable</ImplicitUsings>
-    <Nullable>enable</Nullable>
   </PropertyGroup>
 
   <ItemGroup>

docs/examples/ObserveStream/Program.cs

@@ -7,7 +7,7 @@ internal class Program
 {
     private static async Task Main(string[] args)
     {
-        if (args.Any())
+        if (args.Length != 0)
         {
             Console.WriteLine(args);
         }
@@ -22,17 +22,17 @@ private static async Task Main(string[] args)
     public static async Task SubscribeToQuotes(string symbol)
     {
         // get and validate keys, see README.md
-        string? alpacaApiKey = Environment.GetEnvironmentVariable("AlpacaApiKey");
-        string? alpacaSecret = Environment.GetEnvironmentVariable("AlpacaSecret");
+        string alpacaApiKey = Environment.GetEnvironmentVariable("AlpacaApiKey");
+        string alpacaSecret = Environment.GetEnvironmentVariable("AlpacaSecret");
 
-        if (alpacaApiKey == null)
+        if (string.IsNullOrEmpty(alpacaApiKey))
         {
             throw new ArgumentNullException(
                 alpacaApiKey,
                 $"API KEY missing, use `setx AlpacaApiKey \"ALPACA_API_KEY\"` to set.");
         }
 
-        if (alpacaSecret == null)
+        if (string.IsNullOrEmpty(alpacaSecret))
         {
             throw new ArgumentNullException(
                 alpacaSecret,
@@ -58,10 +58,8 @@ IAlpacaCryptoStreamingClient client
 
         await client.ConnectAndAuthenticateAsync();
 
-        AutoResetEvent[] waitObjects = new[]  // TODO: is this needed?
-        {
-            new AutoResetEvent(false)
-        };
+        // TODO: is this needed?
+        AutoResetEvent[] waitObjects = [new AutoResetEvent(false)];
 
         IAlpacaDataSubscription<IBar> quoteSubscription
             = client.GetMinuteBarSubscription(symbol);

docs/examples/UseQuoteApi/Program.cs

@@ -80,17 +80,21 @@ or ICollection<Quote> or other IEnumerable compatible types.
          ************************************************************/
 
         // get and validate keys, see README.md
-        string? alpacaApiKey = Environment.GetEnvironmentVariable("AlpacaApiKey");
-        string? alpacaSecret = Environment.GetEnvironmentVariable("AlpacaSecret");
+        string alpacaApiKey = Environment.GetEnvironmentVariable("AlpacaApiKey");
+        string alpacaSecret = Environment.GetEnvironmentVariable("AlpacaSecret");
 
-        if (alpacaApiKey == null)
+        if (string.IsNullOrEmpty(alpacaApiKey))
         {
-            throw new ArgumentNullException(alpacaApiKey);
+            throw new ArgumentNullException(
+                alpacaApiKey,
+                $"API KEY missing, use `setx AlpacaApiKey \"ALPACA_API_KEY\"` to set.");
         }
 
-        if (alpacaSecret == null)
+        if (string.IsNullOrEmpty(alpacaSecret))
         {
-            throw new ArgumentNullException(alpacaSecret);
+            throw new ArgumentNullException(
+                alpacaSecret,
+                $"API SECRET missing, use `setx AlpacaApiSecret \"ALPACA_SECRET\"` to set.");
         }
 
         // connect to Alpaca REST API

docs/examples/UseQuoteApi/UseQuoteApi.csproj

@@ -4,7 +4,6 @@
     <OutputType>Exe</OutputType>
     <TargetFramework>net8.0</TargetFramework>
     <ImplicitUsings>enable</ImplicitUsings>
-    <Nullable>enable</Nullable>
   </PropertyGroup>
 
   <ItemGroup>

tests/indicators/Tests.Indicators.csproj

@@ -14,6 +14,7 @@
   </PropertyGroup>
 
   <ItemGroup>
+    <PackageReference Include="Alpaca.Markets" Version="7.0.0-rc2" />
     <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.8.0" />
     <PackageReference Include="MSTest.TestAdapter" Version="3.1.1" />
     <PackageReference Include="MSTest.TestFramework" Version="3.1.1" />

tests/indicators/_common/Helper.LiveQuotes.cs

@@ -0,0 +1,75 @@
+using Alpaca.Markets;
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using Skender.Stock.Indicators;
+
+namespace Tests.Indicators;
+
+internal class FeedData
+{
+    internal static async Task<IEnumerable<Quote>> GetQuotes(string symbol)
+        => await GetQuotes(symbol, 365 * 2)
+                .ConfigureAwait(false);
+
+    internal static async Task<IEnumerable<Quote>> GetQuotes(string symbol, int days)
+    {
+        /* This won't run if environment variables not set.
+           Use FeedData.InconclusiveIfNotSetup() in tests.
+
+           (1) get your API keys
+           https://alpaca.markets/docs/market-data/getting-started/
+
+           (2) manually install in your environment (replace value)
+
+           setx ALPACA_KEY "y0ur_Alp@ca_K3Y_v@lue"
+           setx ALPACA_SECRET "y0ur_Alp@ca_S3cret_v@lue"
+
+         ****************************************************/
+
+        // get and validate keys
+        string alpacaApiKey = Environment.GetEnvironmentVariable("ALPACA_KEY");
+        string alpacaSecret = Environment.GetEnvironmentVariable("ALPACA_SECRET");
+
+        if (string.IsNullOrEmpty(alpacaApiKey) || string.IsNullOrEmpty(alpacaSecret))
+        {
+            Assert.Inconclusive("Data feed unusable. Environment variables missing.");
+        }
+
+        ArgumentException.ThrowIfNullOrEmpty(nameof(alpacaApiKey));
+        ArgumentException.ThrowIfNullOrEmpty(nameof(alpacaSecret));
+
+        // connect to Alpaca REST API
+        SecretKey secretKey = new(alpacaApiKey, alpacaSecret);
+
+        IAlpacaDataClient client = Environments
+            .Paper
+            .GetAlpacaDataClient(secretKey);
+
+        // compose request
+        // (excludes last 15 minutes for free delayed quotes)
+        DateTime into = DateTime.Now.Subtract(TimeSpan.FromMinutes(16));
+        DateTime from = into.Subtract(TimeSpan.FromDays(days));
+
+        HistoricalBarsRequest request = new(symbol, from, into, BarTimeFrame.Day);
+
+        // fetch minute-bar quotes in Alpaca's format
+        IPage<IBar> barSet = await client
+            .ListHistoricalBarsAsync(request)
+            .ConfigureAwait(false);
+
+        // convert library compatible quotes
+        IEnumerable<Quote> quotes = barSet
+            .Items
+            .Select(bar => new Quote
+            {
+                Date = bar.TimeUtc,
+                Open = bar.Open,
+                High = bar.High,
+                Low = bar.Low,
+                Close = bar.Close,
+                Volume = bar.Volume
+            })
+            .OrderBy(x => x.Date);
+
+        return quotes;
+    }
+}

tests/indicators/s-z/Stoch/Stoch.Tests.cs

@@ -14,8 +14,8 @@ public void Standard() // Slow
         int signalPeriods = 3;
         int smoothPeriods = 3;
 
-        List<StochResult> results =
-            quotes.GetStoch(lookbackPeriods, signalPeriods, smoothPeriods)
+        List<StochResult> results = quotes
+            .GetStoch(lookbackPeriods, signalPeriods, smoothPeriods)
             .ToList();
 
         // proper quantities
@@ -48,6 +48,31 @@ public void Standard() // Slow
         Assert.AreEqual(43.1353, r501.Oscillator.Round(4));
         Assert.AreEqual(35.5674, r501.Signal.Round(4));
         Assert.AreEqual(58.2712, r501.PercentJ.Round(4));
+
+        // test boundary condition
+
+        for (int i = 0; i < results.Count; i++)
+        {
+            StochResult r = results[i];
+
+            if (r.Oscillator is not null)
+            {
+                Assert.IsTrue(r.Oscillator >= 0);
+                Assert.IsTrue(r.Oscillator <= 100);
+            }
+
+            if (r.Signal is not null)
+            {
+                Assert.IsTrue(r.Signal >= 0);
+                Assert.IsTrue(r.Signal <= 100);
+            }
+
+            if (r.PercentJ is not null)
+            {
+                Assert.IsTrue(r.Signal >= 0);
+                Assert.IsTrue(r.Signal <= 100);
+            }
+        }
     }
 
     [TestMethod]
@@ -213,6 +238,44 @@ public void Removed()
         Assert.AreEqual(58.2712, last.PercentJ.Round(4));
     }
 
+    [TestMethod]
+    public void Boundary()
+    {
+        int lookbackPeriods = 14;
+        int signalPeriods = 3;
+        int smoothPeriods = 3;
+
+        List<StochResult> results = TestData
+            .GetRandom(2500)
+            .GetStoch(lookbackPeriods, signalPeriods, smoothPeriods)
+            .ToList();
+
+        // test boundary condition
+
+        for (int i = 0; i < results.Count; i++)
+        {
+            StochResult r = results[i];
+
+            if (r.Oscillator is not null)
+            {
+                Assert.IsTrue(r.Oscillator >= 0);
+                Assert.IsTrue(r.Oscillator <= 100);
+            }
+
+            if (r.Signal is not null)
+            {
+                Assert.IsTrue(r.Signal >= 0);
+                Assert.IsTrue(r.Signal <= 100);
+            }
+
+            if (r.PercentJ is not null)
+            {
+                Assert.IsTrue(r.Signal >= 0);
+                Assert.IsTrue(r.Signal <= 100);
+            }
+        }
+    }
+
     [TestMethod]
     public void Exceptions()
     {