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TSeries optimized + Unit tests

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This commit is contained in:
Michael Schimmel
2025-07-23 14:46:49 +02:00
parent d1d3393392
commit b623be13fa
7 changed files with 560 additions and 79 deletions
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Src/Myc.Trade.Indicators.pas
+8 -8
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@@ -216,7 +216,7 @@ begin
var
stdDev: Double;
begin
sourceData := sourceData.Add(Value, Period);
sourceData.Add(Value, Period);
Result.MiddleBand := Double.NaN;
Result.UpperBand := Double.NaN;
Result.LowerBand := Double.NaN;
@@ -240,7 +240,7 @@ begin
Result :=
function(const Value: Double): Double
begin
sourceData := sourceData.Add(Value, Period);
sourceData.Add(Value, Period);
if (sourceData.Count < Period) then
begin
@@ -281,7 +281,7 @@ begin
Result := Double.NaN;
// Add new price to the source data array, respecting the lookback period.
sourceData := sourceData.Add(price, Period);
sourceData.Add(price, Period);
// Check if there is enough data to start the first stage of calculation.
if (sourceData.Count >= Period) then
@@ -292,7 +292,7 @@ begin
// Calculate the difference and add to the intermediate series.
diff := 2 * wmaHalf - wmaFull;
diffSeries := diffSeries.Add(diff, periodSqrt);
diffSeries.Add(diff, periodSqrt);
// Check if there is enough intermediate data for the final calculation.
if (diffSeries.Count >= periodSqrt) then
@@ -352,7 +352,7 @@ begin
gainSum, lossSum: Double;
i: Integer;
begin
sourceData := sourceData.Add(Value, Period + 1);
sourceData.Add(Value, Period + 1);
Result := Double.NaN;
if (sourceData.Count <= Period) then
@@ -404,7 +404,7 @@ begin
Result :=
function(const Value: Double): Double
begin
sourceData := sourceData.Add(Value, Period);
sourceData.Add(Value, Period);
if (sourceData.Count >= Period) then
Result := CalculateSMA(sourceData, Period)
else
@@ -432,7 +432,7 @@ begin
i: Integer;
highestHigh, lowestLow: Double;
begin
sourceData := sourceData.Add(Value, KPeriod);
sourceData.Add(Value, KPeriod);
Result.K := Double.NaN;
Result.D := Double.NaN;
@@ -477,7 +477,7 @@ begin
tr: Double;
begin
// We only need the previous bar to calculate true range.
sourceData := sourceData.Add(Value, 2);
sourceData.Add(Value, 2);
if (sourceData.Count < 2) then
begin