From 36ce7a3a0c4c777aa9d9afe8def4559e649050bd Mon Sep 17 00:00:00 2001
From: Dave Skender <8432125+DaveSkender@users.noreply.github.com>
Date: Wed, 15 Nov 2023 18:16:13 -0500
Subject: [PATCH 1/3] chore: refactor examples for C# v12 (#1128)

---
 docs/examples/Backtest/Program.cs             |   6 +++---
 docs/examples/ConsoleApp/Program.cs           |   2 +-
 .../CustomIndicatorsLibrary.csproj            |   1 -
 .../CustomIndicatorsUsage.csproj              |   1 -
 .../examples/CustomIndicatorsUsage/Program.cs |   2 +-
 .../ObserveStream/ObserveStream.csproj        |   1 -
 docs/examples/ObserveStream/Program.cs        |  16 +++++++---------
 .../Skender.Stock.Indicators-Examples.zip     | Bin 153710 -> 153769 bytes
 docs/examples/UseQuoteApi/Program.cs          |  16 ++++++++++------
 docs/examples/UseQuoteApi/UseQuoteApi.csproj  |   1 -
 10 files changed, 22 insertions(+), 24 deletions(-)

diff --git a/docs/examples/Backtest/Program.cs b/docs/examples/Backtest/Program.cs
index 71fe1314b..0f5849ed6 100644
--- a/docs/examples/Backtest/Program.cs
+++ b/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()
     {
         /************************************************************
 
diff --git a/docs/examples/ConsoleApp/Program.cs b/docs/examples/ConsoleApp/Program.cs
index 88cc004fd..652ee5e7f 100644
--- a/docs/examples/ConsoleApp/Program.cs
+++ b/docs/examples/ConsoleApp/Program.cs
@@ -67,7 +67,7 @@ with the same ordinal position.
         }
     }
 
-    private static IEnumerable<Quote> GetQuotesFromFeed()
+    private static Collection<Quote> GetQuotesFromFeed()
     {
         /************************************************************
 
diff --git a/docs/examples/CustomIndicators/CustomIndicatorsLibrary.csproj b/docs/examples/CustomIndicators/CustomIndicatorsLibrary.csproj
index 3bcf14387..a05805299 100644
--- a/docs/examples/CustomIndicators/CustomIndicatorsLibrary.csproj
+++ b/docs/examples/CustomIndicators/CustomIndicatorsLibrary.csproj
@@ -3,7 +3,6 @@
   <PropertyGroup>
     <TargetFramework>net8.0</TargetFramework>
     <ImplicitUsings>enable</ImplicitUsings>
-    <Nullable>enable</Nullable>
   </PropertyGroup>
 
   <ItemGroup>
diff --git a/docs/examples/CustomIndicatorsUsage/CustomIndicatorsUsage.csproj b/docs/examples/CustomIndicatorsUsage/CustomIndicatorsUsage.csproj
index 3c1fd397b..391b7239a 100644
--- a/docs/examples/CustomIndicatorsUsage/CustomIndicatorsUsage.csproj
+++ b/docs/examples/CustomIndicatorsUsage/CustomIndicatorsUsage.csproj
@@ -4,7 +4,6 @@
     <OutputType>Exe</OutputType>
     <TargetFramework>net8.0</TargetFramework>
     <ImplicitUsings>enable</ImplicitUsings>
-    <Nullable>disable</Nullable>
   </PropertyGroup>
 
   <ItemGroup>
diff --git a/docs/examples/CustomIndicatorsUsage/Program.cs b/docs/examples/CustomIndicatorsUsage/Program.cs
index df6dbee10..9246a8900 100644
--- a/docs/examples/CustomIndicatorsUsage/Program.cs
+++ b/docs/examples/CustomIndicatorsUsage/Program.cs
@@ -47,7 +47,7 @@ public static void Main()
         }
     }
 
-    private static IEnumerable<Quote> GetQuotesFromFeed()
+    private static Collection<Quote> GetQuotesFromFeed()
     {
         /************************************************************
 
diff --git a/docs/examples/ObserveStream/ObserveStream.csproj b/docs/examples/ObserveStream/ObserveStream.csproj
index c4c176fc3..8d1a47c95 100644
--- a/docs/examples/ObserveStream/ObserveStream.csproj
+++ b/docs/examples/ObserveStream/ObserveStream.csproj
@@ -4,7 +4,6 @@
     <OutputType>Exe</OutputType>
     <TargetFramework>net8.0</TargetFramework>
     <ImplicitUsings>enable</ImplicitUsings>
-    <Nullable>enable</Nullable>
   </PropertyGroup>
 
   <ItemGroup>
diff --git a/docs/examples/ObserveStream/Program.cs b/docs/examples/ObserveStream/Program.cs
index 1c7dd0f6c..738ac16f7 100644
--- a/docs/examples/ObserveStream/Program.cs
+++ b/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);
diff --git a/docs/examples/Skender.Stock.Indicators-Examples.zip b/docs/examples/Skender.Stock.Indicators-Examples.zip
index 9945eafc49dce494b612eef87e9a6d8addae9ecd..b56a3050c984d1630fd0726154419f30684489d2 100644
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diff --git a/docs/examples/UseQuoteApi/Program.cs b/docs/examples/UseQuoteApi/Program.cs
index 4d820cb35..e93af0599 100644
--- a/docs/examples/UseQuoteApi/Program.cs
+++ b/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
diff --git a/docs/examples/UseQuoteApi/UseQuoteApi.csproj b/docs/examples/UseQuoteApi/UseQuoteApi.csproj
index a1e4f8a38..cda3d5aec 100644
--- a/docs/examples/UseQuoteApi/UseQuoteApi.csproj
+++ b/docs/examples/UseQuoteApi/UseQuoteApi.csproj
@@ -4,7 +4,6 @@
     <OutputType>Exe</OutputType>
     <TargetFramework>net8.0</TargetFramework>
     <ImplicitUsings>enable</ImplicitUsings>
-    <Nullable>enable</Nullable>
   </PropertyGroup>
 
   <ItemGroup>

From 82e750139d350e22368870642c647cb9030a12e6 Mon Sep 17 00:00:00 2001
From: Dave Skender <8432125+DaveSkender@users.noreply.github.com>
Date: Thu, 16 Nov 2023 00:16:11 -0500
Subject: [PATCH 2/3] tests for Williams %R, Stochastic boundary (#1129)

---
 .github/workflows/build-indicators.yml        |  3 +
 tests/indicators/Tests.Indicators.csproj      |  1 +
 tests/indicators/_common/Helper.LiveQuotes.cs | 75 ++++++++++++++++++
 tests/indicators/s-z/Stoch/Stoch.Tests.cs     | 67 +++++++++++++++-
 .../s-z/WilliamsR/WilliamsR.Tests.cs          | 76 ++++++++++++++++++-
 5 files changed, 217 insertions(+), 5 deletions(-)
 create mode 100644 tests/indicators/_common/Helper.LiveQuotes.cs

diff --git a/.github/workflows/build-indicators.yml b/.github/workflows/build-indicators.yml
index f33ae1c78..c300c8cc0 100644
--- a/.github/workflows/build-indicators.yml
+++ b/.github/workflows/build-indicators.yml
@@ -39,6 +39,9 @@ jobs:
           -warnAsError
 
       - name: Test indicators
+        env:
+          ALPACA_KEY: ${{ secrets.ALPACA_KEY }}
+          ALPACA_SECRET: ${{ secrets.ALPACA_SECRET }}
         run: >
           dotnet test tests/indicators/Tests.Indicators.csproj
           --configuration Release
diff --git a/tests/indicators/Tests.Indicators.csproj b/tests/indicators/Tests.Indicators.csproj
index 849fdbc73..64012bb63 100644
--- a/tests/indicators/Tests.Indicators.csproj
+++ b/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" />
diff --git a/tests/indicators/_common/Helper.LiveQuotes.cs b/tests/indicators/_common/Helper.LiveQuotes.cs
new file mode 100644
index 000000000..37bab744a
--- /dev/null
+++ b/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;
+    }
+}
diff --git a/tests/indicators/s-z/Stoch/Stoch.Tests.cs b/tests/indicators/s-z/Stoch/Stoch.Tests.cs
index f62679fa9..11d9c9c5d 100644
--- a/tests/indicators/s-z/Stoch/Stoch.Tests.cs
+++ b/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()
     {
diff --git a/tests/indicators/s-z/WilliamsR/WilliamsR.Tests.cs b/tests/indicators/s-z/WilliamsR/WilliamsR.Tests.cs
index 42011fc82..944a6aa44 100644
--- a/tests/indicators/s-z/WilliamsR/WilliamsR.Tests.cs
+++ b/tests/indicators/s-z/WilliamsR/WilliamsR.Tests.cs
@@ -24,6 +24,18 @@ public void Standard()
 
         WilliamsResult r2 = results[501];
         Assert.AreEqual(-52.0121, r2.WilliamsR.Round(4));
+
+        // test boundary condition
+        for (int i = 0; i < results.Count; i++)
+        {
+            WilliamsResult r = results[i];
+
+            if (r.WilliamsR is not null)
+            {
+                Assert.IsTrue(r.WilliamsR <= 0);
+                Assert.IsTrue(r.WilliamsR >= -100);
+            }
+        }
     }
 
     [TestMethod]
@@ -41,12 +53,15 @@ public void Chainor()
     [TestMethod]
     public void BadData()
     {
-        List<WilliamsResult> r = badQuotes
+        List<Quote> quotes = badQuotes
+            .ToSortedList();
+
+        List<WilliamsResult> results = badQuotes
             .GetWilliamsR(20)
             .ToList();
 
-        Assert.AreEqual(502, r.Count);
-        Assert.AreEqual(0, r.Count(x => x.WilliamsR is double and double.NaN));
+        Assert.AreEqual(502, results.Count);
+        Assert.AreEqual(0, results.Count(x => x.WilliamsR is double and double.NaN));
     }
 
     [TestMethod]
@@ -80,6 +95,61 @@ public void Removed()
         Assert.AreEqual(-52.0121, last.WilliamsR.Round(4));
     }
 
+    [TestMethod]
+    public void Boundary()
+    {
+        List<WilliamsResult> results = TestData
+            .GetRandom(2500)
+            .GetWilliamsR(14)
+            .ToList();
+
+        // analyze boundary
+        for (int i = 0; i < results.Count; i++)
+        {
+            WilliamsResult r = results[i];
+
+            if (r.WilliamsR is not null)
+            {
+                Assert.IsTrue(r.WilliamsR <= 0);
+                Assert.IsTrue(r.WilliamsR >= -100);
+            }
+        }
+    }
+
+    [TestMethod]
+    public async Task Issue1127()
+    {
+        // initialize
+        IEnumerable<Quote> quotes = await FeedData
+            .GetQuotes("A", 365 * 3)
+            .ConfigureAwait(false);
+
+        List<Quote> quotesList = quotes.ToList();
+        int length = quotesList.Count;
+
+        // get indicators
+        List<WilliamsResult> resultsList = quotes
+            .GetWilliamsR(14)
+            .ToList();
+
+        Console.WriteLine($"%R from {length} quotes.");
+
+        // analyze boundary
+        for (int i = 0; i < length; i++)
+        {
+            Quote q = quotesList[i];
+            WilliamsResult r = resultsList[i];
+
+            Console.WriteLine($"{q.Date:s} {r.WilliamsR}");
+
+            if (r.WilliamsR is not null)
+            {
+                Assert.IsTrue(r.WilliamsR <= 0);
+                Assert.IsTrue(r.WilliamsR >= -100);
+            }
+        }
+    }
+
     // bad lookback period
     [TestMethod]
     public void Exceptions()

From 256922d0a94df243b522699de218e605c8eeb70f Mon Sep 17 00:00:00 2001
From: Dave Skender <8432125+DaveSkender@users.noreply.github.com>
Date: Sat, 18 Nov 2023 14:59:09 -0500
Subject: [PATCH 3/3] build: always run test reporter (#1130)

---
 .github/workflows/build-indicators.yml | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/build-indicators.yml b/.github/workflows/build-indicators.yml
index c300c8cc0..a763d4cde 100644
--- a/.github/workflows/build-indicators.yml
+++ b/.github/workflows/build-indicators.yml
@@ -39,6 +39,7 @@ jobs:
           -warnAsError
 
       - name: Test indicators
+        id: test-library
         env:
           ALPACA_KEY: ${{ secrets.ALPACA_KEY }}
           ALPACA_SECRET: ${{ secrets.ALPACA_SECRET }}
@@ -52,6 +53,7 @@ jobs:
           --results-directory ./test-indicators
 
       - name: Test other items
+        id: test-other
         run: >
           dotnet test tests/other/Tests.Other.csproj
           --configuration Release
@@ -62,7 +64,7 @@ jobs:
 
       - name: Update tests summary
         uses: bibipkins/dotnet-test-reporter@v1.3.3
-        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: ""