refactor: add known List size (#201)

* add known List size * update performance measures
DaveSkender · Dec 7, 2020 · d755d6b · d755d6b
1 parent 2a8e968
commit d755d6b
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Showing 36 changed files with 105 additions and 105 deletions.
diff --git a/indicators/Adl/Adl.cs b/indicators/Adl/Adl.cs
@@ -17,7 +17,7 @@ public static IEnumerable<AdlResult> GetAdl<TQuote>(IEnumerable<TQuote> history,
             ValidateAdl(history, smaPeriod);
 
             // initialize
-            List<AdlResult> results = new List<AdlResult>();
+            List<AdlResult> results = new List<AdlResult>(historyList.Count);
             decimal prevAdl = 0;
 
             // get money flow multiplier

diff --git a/indicators/Adx/Adx.cs b/indicators/Adx/Adx.cs
@@ -20,7 +20,7 @@ public static IEnumerable<AdxResult> GetAdx<TQuote>(
             ValidateAdx(history, lookbackPeriod);
 
             // initialize results and working variables
-            List<AdxResult> results = new List<AdxResult>();
+            List<AdxResult> results = new List<AdxResult>(historyList.Count);
             List<AtrResult> atrResults = GetAtr(history, lookbackPeriod).ToList(); // uses True Range value
 
             decimal prevHigh = 0;

diff --git a/indicators/Aroon/Aroon.cs b/indicators/Aroon/Aroon.cs
@@ -20,7 +20,7 @@ public static IEnumerable<AroonResult> GetAroon<TQuote>(
             ValidateAroon(history, lookbackPeriod);
 
             // initialize
-            List<AroonResult> results = new List<AroonResult>();
+            List<AroonResult> results = new List<AroonResult>(historyList.Count);
 
             // roll through history
             for (int i = 0; i < historyList.Count; i++)

diff --git a/indicators/Atr/Atr.cs b/indicators/Atr/Atr.cs
@@ -20,7 +20,7 @@ public static IEnumerable<AtrResult> GetAtr<TQuote>(
             ValidateAtr(history, lookbackPeriod);
 
             // initialize results
-            List<AtrResult> results = new List<AtrResult>();
+            List<AtrResult> results = new List<AtrResult>(historyList.Count);
             decimal prevAtr = 0;
             decimal prevClose = 0;
             decimal highMinusPrevClose = 0;

diff --git a/indicators/Beta/Beta.cs b/indicators/Beta/Beta.cs
@@ -20,7 +20,7 @@ public static IEnumerable<BetaResult> GetBeta<TQuote>(
             ValidateBeta(historyMarket, historyEval, lookbackPeriod);
 
             // initialize results
-            List<BetaResult> results = new List<BetaResult>();
+            List<BetaResult> results = new List<BetaResult>(historyEvalList.Count);
 
             // get prerequisite data
             List<CorrResult> correlation = GetCorrelation(historyMarket, historyEval, lookbackPeriod).ToList();

diff --git a/indicators/BollingerBands/BollingerBands.cs b/indicators/BollingerBands/BollingerBands.cs
@@ -21,7 +21,7 @@ public static IEnumerable<BollingerBandsResult> GetBollingerBands<TQuote>(
             ValidateBollingerBands(history, lookbackPeriod, standardDeviations);
 
             // initialize
-            List<BollingerBandsResult> results = new List<BollingerBandsResult>();
+            List<BollingerBandsResult> results = new List<BollingerBandsResult>(historyList.Count);
 
             // roll through history
             for (int i = 0; i < historyList.Count; i++)

diff --git a/indicators/Cci/Cci.cs b/indicators/Cci/Cci.cs
@@ -20,7 +20,7 @@ public static IEnumerable<CciResult> GetCci<TQuote>(
             ValidateCci(history, lookbackPeriod);
 
             // initialize
-            List<CciResult> results = new List<CciResult>();
+            List<CciResult> results = new List<CciResult>(historyList.Count);
 
 
             // roll through history

diff --git a/indicators/Chandelier/Chandelier.cs b/indicators/Chandelier/Chandelier.cs
@@ -22,7 +22,7 @@ public static IEnumerable<ChandelierResult> GetChandelier<TQuote>(
             ValidateChandelier(history, lookbackPeriod, multiplier);
 
             // initialize
-            List<ChandelierResult> results = new List<ChandelierResult>();
+            List<ChandelierResult> results = new List<ChandelierResult>(historyList.Count);
             List<AtrResult> atrResult = GetAtr(history, lookbackPeriod).ToList();  // uses ATR
 
             // roll through history

diff --git a/indicators/Cmf/Cmf.cs b/indicators/Cmf/Cmf.cs
@@ -20,7 +20,7 @@ public static IEnumerable<CmfResult> GetCmf<TQuote>(
             ValidateCmf(history, lookbackPeriod);
 
             // initialize
-            List<CmfResult> results = new List<CmfResult>();
+            List<CmfResult> results = new List<CmfResult>(historyList.Count);
             List<AdlResult> adlResults = GetAdl(history).ToList();
 
             // roll through history

diff --git a/indicators/ConnorsRsi/ConnorsRsi.cs b/indicators/ConnorsRsi/ConnorsRsi.cs
@@ -52,18 +52,18 @@ public static IEnumerable<ConnorsRsiResult> GetConnorsRsi<TQuote>(
 
 
         private static List<ConnorsRsiResult> CalcConnorsRsiBaseline(
-            List<BasicData> bd, int rsiPeriod, int rankPeriod)
+            List<BasicData> bdList, int rsiPeriod, int rankPeriod)
         {
-            List<RsiResult> rsiResults = CalcRsi(bd, rsiPeriod).ToList();
-            List<ConnorsRsiResult> results = new List<ConnorsRsiResult>();
+            List<RsiResult> rsiResults = CalcRsi(bdList, rsiPeriod).ToList();
+            List<ConnorsRsiResult> results = new List<ConnorsRsiResult>(bdList.Count);
 
             decimal? lastClose = null;
             decimal streak = 0;
 
             // compose interim results
-            for (int i = 0; i < bd.Count; i++)
+            for (int i = 0; i < bdList.Count; i++)
             {
-                BasicData h = bd[i];
+                BasicData h = bdList[i];
                 int index = i + 1;
 
                 ConnorsRsiResult result = new ConnorsRsiResult

diff --git a/indicators/Correlation/Correlation.cs b/indicators/Correlation/Correlation.cs
@@ -21,7 +21,7 @@ public static IEnumerable<CorrResult> GetCorrelation<TQuote>(
             ValidateCorrelation(historyA, historyB, lookbackPeriod);
 
             // initialize
-            List<CorrResult> results = new List<CorrResult>();
+            List<CorrResult> results = new List<CorrResult>(historyListA.Count);
 
 
             // roll through history for interim data

diff --git a/indicators/Donchian/Donchian.cs b/indicators/Donchian/Donchian.cs
@@ -20,7 +20,7 @@ public static IEnumerable<DonchianResult> GetDonchian<TQuote>(
             ValidateDonchian(history, lookbackPeriod);
 
             // initialize
-            List<DonchianResult> results = new List<DonchianResult>();
+            List<DonchianResult> results = new List<DonchianResult>(historyList.Count);
 
             // roll through history
             for (int i = 0; i < historyList.Count; i++)

diff --git a/indicators/Ema/DoubleEma.cs b/indicators/Ema/DoubleEma.cs
@@ -14,14 +14,14 @@ public static IEnumerable<EmaResult> GetDoubleEma<TQuote>(
         {
 
             // convert history to basic format
-            List<BasicData> bd = Cleaners.ConvertHistoryToBasic(history, "C");
+            List<BasicData> bdList = Cleaners.ConvertHistoryToBasic(history, "C");
 
             // validate parameters
-            ValidateDema(bd, lookbackPeriod);
+            ValidateDema(bdList, lookbackPeriod);
 
             // initialize
-            List<EmaResult> results = new List<EmaResult>();
-            List<EmaResult> emaN = CalcEma(bd, lookbackPeriod).ToList();
+            List<EmaResult> results = new List<EmaResult>(bdList.Count);
+            List<EmaResult> emaN = CalcEma(bdList, lookbackPeriod).ToList();
 
             List<BasicData> bd2 = emaN
                 .Where(x => x.Ema != null)

diff --git a/indicators/Ema/Ema.cs b/indicators/Ema/Ema.cs
@@ -27,7 +27,7 @@ private static IEnumerable<EmaResult> CalcEma(List<BasicData> bdList, int lookba
             ValidateEma(bdList, lookbackPeriod);
 
             // initialize
-            List<EmaResult> results = new List<EmaResult>();
+            List<EmaResult> results = new List<EmaResult>(bdList.Count);
 
             // initialize EMA
             decimal k = 2 / (decimal)(lookbackPeriod + 1);

diff --git a/indicators/Ema/TripleEma.cs b/indicators/Ema/TripleEma.cs
@@ -14,14 +14,14 @@ public static IEnumerable<EmaResult> GetTripleEma<TQuote>(
         {
 
             // convert history to basic format
-            List<BasicData> bd = Cleaners.ConvertHistoryToBasic(history, "C");
+            List<BasicData> bdList = Cleaners.ConvertHistoryToBasic(history, "C");
 
             // validate parameters
-            ValidateTema(bd, lookbackPeriod);
+            ValidateTema(bdList, lookbackPeriod);
 
             // initialize
-            List<EmaResult> results = new List<EmaResult>();
-            List<EmaResult> emaN1 = CalcEma(bd, lookbackPeriod).ToList();
+            List<EmaResult> results = new List<EmaResult>(bdList.Count);
+            List<EmaResult> emaN1 = CalcEma(bdList, lookbackPeriod).ToList();
 
             List<BasicData> bd2 = emaN1
                 .Where(x => x.Ema != null)

diff --git a/indicators/HeikinAshi/HeikinAshi.cs b/indicators/HeikinAshi/HeikinAshi.cs
@@ -18,7 +18,7 @@ public static IEnumerable<HeikinAshiResult> GetHeikinAshi<TQuote>(
             ValidateHeikinAshi(history);
 
             // initialize
-            List<HeikinAshiResult> results = new List<HeikinAshiResult>();
+            List<HeikinAshiResult> results = new List<HeikinAshiResult>(historyList.Count);
 
             decimal? prevOpen = null;
             decimal? prevClose = null;

diff --git a/indicators/Ichimoku/Ichimoku.cs b/indicators/Ichimoku/Ichimoku.cs
@@ -22,7 +22,7 @@ public static IEnumerable<IchimokuResult> GetIchimoku<TQuote>(
             ValidateIchimoku(history, signalPeriod, shortSpanPeriod, longSpanPeriod);
 
             // initialize
-            List<IchimokuResult> results = new List<IchimokuResult>();
+            List<IchimokuResult> results = new List<IchimokuResult>(historyList.Count);
 
             // roll through history
             for (int i = 0; i < historyList.Count; i++)

diff --git a/indicators/Keltner/Keltner.cs b/indicators/Keltner/Keltner.cs
@@ -22,7 +22,7 @@ public static IEnumerable<KeltnerResult> GetKeltner<TQuote>(
             ValidateKeltner(history, emaPeriod, multiplier, atrPeriod);
 
             // initialize
-            List<KeltnerResult> results = new List<KeltnerResult>();
+            List<KeltnerResult> results = new List<KeltnerResult>(historyList.Count);
             List<EmaResult> emaResults = GetEma(history, emaPeriod).ToList();
             List<AtrResult> atrResults = GetAtr(history, atrPeriod).ToList();
             int lookbackPeriod = Math.Max(emaPeriod, atrPeriod);

diff --git a/indicators/Macd/Macd.cs b/indicators/Macd/Macd.cs
@@ -26,7 +26,7 @@ public static IEnumerable<MacdResult> GetMacd<TQuote>(
             List<EmaResult> emaSlow = GetEma(history, slowPeriod).ToList();
 
             List<BasicData> emaDiff = new List<BasicData>();
-            List<MacdResult> results = new List<MacdResult>();
+            List<MacdResult> results = new List<MacdResult>(historyList.Count);
 
             for (int i = 0; i < historyList.Count; i++)
             {

diff --git a/indicators/Mfi/Mfi.cs b/indicators/Mfi/Mfi.cs
@@ -20,7 +20,7 @@ public static IEnumerable<MfiResult> GetMfi<TQuote>(
             ValidateMfi(history, lookbackPeriod);
 
             // initialize
-            List<MfiResult> results = new List<MfiResult>();
+            List<MfiResult> results = new List<MfiResult>(historyList.Count);
 
             decimal? prevTP = null;
 

diff --git a/indicators/Obv/Obv.cs b/indicators/Obv/Obv.cs
@@ -20,7 +20,7 @@ public static IEnumerable<ObvResult> GetObv<TQuote>(
             ValidateObv(history, smaPeriod);
 
             // initialize
-            List<ObvResult> results = new List<ObvResult>();
+            List<ObvResult> results = new List<ObvResult>(historyList.Count);
 
             decimal? prevClose = null;
             decimal obv = 0;

diff --git a/indicators/ParabolicSar/ParabolicSar.cs b/indicators/ParabolicSar/ParabolicSar.cs
@@ -21,7 +21,7 @@ public static IEnumerable<ParabolicSarResult> GetParabolicSar<TQuote>(
             ValidateParabolicSar(history, accelerationStep, maxAccelerationFactor);
 
             // initialize
-            List<ParabolicSarResult> results = new List<ParabolicSarResult>();
+            List<ParabolicSarResult> results = new List<ParabolicSarResult>(historyList.Count);
             TQuote first = historyList[0];
 
             decimal accelerationFactor = accelerationStep;

diff --git a/indicators/Prs/Prs.cs b/indicators/Prs/Prs.cs
@@ -22,7 +22,7 @@ public static IEnumerable<PrsResult> GetPrs<TQuote>(
             ValidatePriceRelative(historyBase, historyEval, lookbackPeriod, smaPeriod);
 
             // initialize
-            List<PrsResult> results = new List<PrsResult>();
+            List<PrsResult> results = new List<PrsResult>(historyEvalList.Count);
 
 
             // roll through history for interim data

diff --git a/indicators/Roc/Roc.cs b/indicators/Roc/Roc.cs
@@ -21,7 +21,7 @@ public static IEnumerable<RocResult> GetRoc<TQuote>(
             ValidateRoc(history, lookbackPeriod, smaPeriod);
 
             // initialize
-            List<RocResult> results = new List<RocResult>();
+            List<RocResult> results = new List<RocResult>(historyList.Count);
 
             // roll through history
             for (int i = 0; i < historyList.Count; i++)

diff --git a/indicators/Rsi/Rsi.cs b/indicators/Rsi/Rsi.cs
@@ -30,7 +30,7 @@ private static IEnumerable<RsiResult> CalcRsi(List<BasicData> bdList, int lookba
             decimal lastValue = bdList[0].Value;
             decimal avgGain = 0m;
             decimal avgLoss = 0m;
-            List<RsiResult> results = new List<RsiResult>();
+            List<RsiResult> results = new List<RsiResult>(bdList.Count);
 
             // roll through history
             for (int i = 0; i < bdList.Count; i++)

diff --git a/indicators/Slope/Slope.cs b/indicators/Slope/Slope.cs
@@ -19,7 +19,7 @@ public static IEnumerable<SlopeResult> GetSlope<TQuote>(
             ValidateSlope(history, lookbackPeriod);
 
             // initialize
-            List<SlopeResult> results = new List<SlopeResult>();
+            List<SlopeResult> results = new List<SlopeResult>(historyList.Count);
 
             // roll through history for interim data
             for (int i = 0; i < historyList.Count; i++)

diff --git a/indicators/Sma/Sma.cs b/indicators/Sma/Sma.cs
@@ -21,7 +21,7 @@ public static IEnumerable<SmaResult> GetSma<TQuote>(
             ValidateSma(history, lookbackPeriod);
 
             // initialize
-            List<SmaResult> results = new List<SmaResult>();
+            List<SmaResult> results = new List<SmaResult>(historyList.Count);
 
             // roll through history
             for (int i = 0; i < historyList.Count; i++)

diff --git a/indicators/StdDev/StdDev.cs b/indicators/StdDev/StdDev.cs
@@ -29,7 +29,7 @@ private static IEnumerable<StdDevResult> CalcStdDev(
             ValidateStdDev(bdList, lookbackPeriod, smaPeriod);
 
             // initialize results
-            List<StdDevResult> results = new List<StdDevResult>();
+            List<StdDevResult> results = new List<StdDevResult>(bdList.Count);
 
             // roll through history and compute lookback standard deviation
             for (int i = 0; i < bdList.Count; i++)

diff --git a/indicators/Stoch/Stoch.cs b/indicators/Stoch/Stoch.cs
@@ -22,7 +22,7 @@ public static IEnumerable<StochResult> GetStoch<TQuote>(
             ValidateStoch(history, lookbackPeriod, signalPeriod, smoothPeriod);
 
             // initialize
-            List<StochResult> results = new List<StochResult>();
+            List<StochResult> results = new List<StochResult>(historyList.Count);
 
             // oscillator
             for (int i = 0; i < historyList.Count; i++)

diff --git a/indicators/StochRsi/StochRsi.cs b/indicators/StochRsi/StochRsi.cs
@@ -20,10 +20,8 @@ public static IEnumerable<StochRsiResult> GetStochRsi<TQuote>(
             ValidateStochRsi(history, rsiPeriod, stochPeriod, signalPeriod, smoothPeriod);
 
             // initialize
-            List<StochRsiResult> results = new List<StochRsiResult>();
-
-            // get RSI
             List<RsiResult> rsiResults = GetRsi(history, rsiPeriod).ToList();
+            List<StochRsiResult> results = new List<StochRsiResult>(rsiResults.Count);
 
             // convert rsi to quote format
             List<Quote> rsiQuotes = rsiResults

diff --git a/indicators/Trix/Trix.cs b/indicators/Trix/Trix.cs
@@ -15,16 +15,16 @@ public static IEnumerable<TrixResult> GetTrix<TQuote>(
         {
 
             // convert history to basic format
-            List<BasicData> bd = Cleaners.ConvertHistoryToBasic(history, "C");
+            List<BasicData> bdList = Cleaners.ConvertHistoryToBasic(history, "C");
 
             // validate parameters
-            ValidateTrix(bd, lookbackPeriod);
+            ValidateTrix(bdList, lookbackPeriod);
 
             // initialize
-            List<TrixResult> results = new List<TrixResult>();
+            List<TrixResult> results = new List<TrixResult>(bdList.Count);
             decimal? lastEma = null;
 
-            List<EmaResult> emaN1 = CalcEma(bd, lookbackPeriod).ToList();
+            List<EmaResult> emaN1 = CalcEma(bdList, lookbackPeriod).ToList();
 
             List<BasicData> bd2 = emaN1
                 .Where(x => x.Ema != null)

diff --git a/indicators/UlcerIndex/Ulcer.cs b/indicators/UlcerIndex/Ulcer.cs
@@ -20,7 +20,7 @@ public static IEnumerable<UlcerIndexResult> GetUlcerIndex<TQuote>(
             ValidateUlcer(history, lookbackPeriod);
 
             // initialize
-            List<UlcerIndexResult> results = new List<UlcerIndexResult>();
+            List<UlcerIndexResult> results = new List<UlcerIndexResult>(historyList.Count);
 
             // roll through history
             for (int i = 0; i < historyList.Count; i++)

diff --git a/indicators/Ultimate/Ultimate.cs b/indicators/Ultimate/Ultimate.cs
@@ -22,7 +22,7 @@ public static IEnumerable<UltimateResult> GetUltimate<TQuote>(
             ValidateUltimate(history, shortPeriod, middlePeriod, longPeriod);
 
             // initialize
-            List<UltimateResult> results = new List<UltimateResult>();
+            List<UltimateResult> results = new List<UltimateResult>(historyList.Count);
             decimal priorClose = 0;
 
             // roll through history

diff --git a/indicators/Wma/Wma.cs b/indicators/Wma/Wma.cs
@@ -20,7 +20,7 @@ public static IEnumerable<WmaResult> GetWma<TQuote>(
             ValidateWma(history, lookbackPeriod);
 
             // initialize
-            List<WmaResult> results = new List<WmaResult>();
+            List<WmaResult> results = new List<WmaResult>(historyList.Count);
             decimal divisor = (lookbackPeriod * (lookbackPeriod + 1)) / 2m;
 
             // roll through history

diff --git a/indicators/ZigZag/ZigZag.cs b/indicators/ZigZag/ZigZag.cs
@@ -21,7 +21,7 @@ public static IEnumerable<ZigZagResult> GetZigZag<TQuote>(
             ValidateZigZag(history, percentChange);
 
             // initialize
-            List<ZigZagResult> results = new List<ZigZagResult>();
+            List<ZigZagResult> results = new List<ZigZagResult>(historyList.Count);
             decimal changeThreshold = percentChange / 100m;
             TQuote firstQuote = historyList[0];
             ZigZagEval eval = GetZigZagEval(type, 1, firstQuote);