indicator-series

Series indicator development

File structure

All files live in src/Indicators/{category}/{Indicator}/:

Test files mirror in tests/Library/Indicators/{category}/{Indicator}/:

• {Indicator}SeriesTests.cs
• {Indicator}BufferListTests.cs
• {Indicator}HubTests.cs
• {Indicator}CatalogTests.cs
• {Indicator}RegressionTests.cs

Category folders: a-b, c-d, e-j, k-q, r-s, t-z (alphabetical)

Performance optimization

Array allocation pattern (use for predictable result counts; benchmark first):

TResult[] results = new TResult[length];
// ... assign results[i] = new TResult(...);
return new List<TResult>(results);  // NOT results.ToList()

Some indicators (e.g., ADL) are faster with List.Add() — benchmark both.

Required implementation

Beyond the main {Indicator}.Series.cs file, ensure:

• Catalog registration: Create src/**/{Indicator}.Catalog.cs and register in Catalog.Listings.cs
• Interface file: Create src/**/{Indicator}/I{Indicator}.cs with parameter properties (NOT result properties)
• Unit tests: Create tests/Library/Indicators/**/{Indicator}SeriesTests.cs
  • Inherit from StaticSeriesTestBase
  • Verify against manually calculated reference values; assert documented value ranges with IsBetween if applicable
• Performance benchmark: Add to tools/performance/Perf.Series.cs
• Public documentation: Update docs/indicators/{Indicator}.md
• Regression baseline tests: Add to tests/Library/Indicators/**/{Indicator}RegressionTests.cs inheriting from RegressionTestBase<TResult> with [TestCategory("Regression")] on the class — these compare the full result set to a frozen *.standard.json baseline so it can be filtered via --filter TestCategory=Regression
• Migration guide: Update docs/migration/v3.md for notable and breaking changes from v2

Precision testing

• Store reference data in {Indicator}.Data.cs at maximum precision
• Regression: compare full dataset using Money10-Money12
• Spot checks: use Money4
• Document when precision must be lowered due to accumulated floating-point error

Examples

• Simple: src/Indicators/r-s/Sma/Sma.Series.cs
• Exponential smoothing: src/Indicators/e-j/Ema/Ema.Series.cs
• Complex multi-stage: src/Indicators/a-b/Adx/Adx.Series.cs
• Multi-value results: src/Indicators/a-b/Alligator/Alligator.Series.cs

See references/decision-tree.md for result interface selection.

Constraints

• Series is canonical truth — BufferList and StreamHub MUST match exactly
• Verify algorithms against authoritative reference publications only
• Never reject NaN inputs; guard against division by zero
• Fix formulas, not symptoms — see src/AGENTS.md