chores: cleanup (#50)

* fix typos
* make test file names consistent
* use consistent aliases in tests

Indicators/HeikinAshi/README.md

@@ -21,7 +21,7 @@ IEnumerable<HeikinAshiResult>
 
 The first period will have `null` values since there's not enough data to calculate.  We always return the same number of elements as there are in the historical quotes.
 
-### HeikinResult
+### HeikinAshiResult
 
 | name | type | notes
 | -- |-- |--
@@ -46,9 +46,9 @@ IEnumerable<HeikinAshiResult> results = Indicator.GetHeikinAshi(history);
 // use results as needed
 DateTime evalDate = DateTime.Parse("12/31/2018");
 HeikinAshiResult result = results.Where(x=>x.Date==evalDate).FirstOrDefault();
-Console.WriteLine("HeikinAshi open price on {0} was ${1}", result.Date, result.Open);
+Console.WriteLine("Heikin-Ashi open price on {0} was ${1}", result.Date, result.Open);
 ```
 
 ```bash
-HeikinAshi open price on 12/31/2018 was $241.3
+Heikin-Ashi open price on 12/31/2018 was $241.3
 ```

Indicators/Obv/Obv.cs

@@ -59,7 +59,7 @@ private static void ValidateObv(IEnumerable<Quote> history)
             int minHistory = 2;
             if (qtyHistory < minHistory)
             {
-                throw new BadHistoryException("Insufficient history provided for Heikin-Ashi.  " +
+                throw new BadHistoryException("Insufficient history provided for On-balance Volume.  " +
                         string.Format("You provided {0} periods of history when at least {1} is required.", qtyHistory, minHistory));
             }
 

Indicators/Obv/README.md

@@ -27,21 +27,23 @@ The first period OBV will have `0` value since there's not enough data to calcul
 | -- |-- |--
 | `Index` | int | Sequence of dates
 | `Date` | DateTime | Date
-| `Obv` | long | On-balance Volume.  Warning: absolute values in OBV are somewhat meaningless, so use with caution.
+| `Obv` | long | On-balance Volume
+
+**Warning**: absolute values in OBV are somewhat meaningless, so use with caution.
 
 ## Example
 
 ```csharp
 // fetch historical quotes from your favorite feed, in Quote format
-IEnumerable<Quote> history = GetHistoryFromFeed("MSFT");
+IEnumerable<Quote> history = GetHistoryFromFeed("SPY");
 
 // calculate
 IEnumerable<ObvResult> results = Indicator.GetObv(history);
 
 // use results as needed
 DateTime evalDate = DateTime.Parse("12/31/2018");
 ObvResult result = results.Where(x=>x.Date==evalDate).FirstOrDefault();
-Console.WriteLine("OBV on {0} was {1}", result.Date, result.Open);
+Console.WriteLine("OBV on {0} was {1}", result.Date, result.Obv);
 ```
 
 ```bash

Indicators/ParabolicSar/README.md

@@ -1,6 +1,6 @@
 # Parabolic SAR
 
-Parabolic SAR is a price-time based indicator.
+Parabolic SAR (stop and reverse) is a price-time based indicator.
 [More info ...](https://school.stockcharts.com/doku.php?id=technical_indicators:parabolic_sar)
 
 ```csharp

IndicatorsTests/Test.Aroon.cs

@@ -24,10 +24,10 @@ public void GetAroonTest()
             Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.AroonUp != null).Count());
 
             // sample value
-            AroonResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)28.0000, Math.Round((decimal)result.AroonUp, 4));
-            Assert.AreEqual((decimal)88.0000, Math.Round((decimal)result.AroonDown, 4));
-            Assert.AreEqual((decimal)-60.0000, Math.Round((decimal)result.Oscillator, 4));
+            AroonResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)28.0000, Math.Round((decimal)r.AroonUp, 4));
+            Assert.AreEqual((decimal)88.0000, Math.Round((decimal)r.AroonDown, 4));
+            Assert.AreEqual((decimal)-60.0000, Math.Round((decimal)r.Oscillator, 4));
         }
 
 

IndicatorsTests/Test.Adx.cs → IndicatorsTests/Test.AvgDirectional.cs

@@ -7,7 +7,7 @@
 namespace StockIndicators.Tests
 {
     [TestClass]
-    public class AdxTests : TestBase
+    public class AvgDirectionalTests : TestBase
     {
 
         [TestMethod()]
@@ -24,10 +24,10 @@ public void GetAdxTest()
             Assert.AreEqual(502 - 2 * lookbackPeriod + 1, results.Where(x => x.Adx != null).Count());
 
             // sample value
-            AdxResult atr = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)17.7565, Math.Round((decimal)atr.Pdi, 4));
-            Assert.AreEqual((decimal)31.1510, Math.Round((decimal)atr.Mdi, 4));
-            Assert.AreEqual((decimal)34.2987, Math.Round((decimal)atr.Adx, 4));
+            AdxResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)17.7565, Math.Round((decimal)r.Pdi, 4));
+            Assert.AreEqual((decimal)31.1510, Math.Round((decimal)r.Mdi, 4));
+            Assert.AreEqual((decimal)34.2987, Math.Round((decimal)r.Adx, 4));
         }
 
 

IndicatorsTests/Test.Atr.cs → IndicatorsTests/Test.AvgTrueRange.cs

@@ -7,7 +7,7 @@
 namespace StockIndicators.Tests
 {
     [TestClass]
-    public class AtrTests : TestBase
+    public class AvgTrueRangeTests : TestBase
     {
 
         [TestMethod()]
@@ -24,10 +24,10 @@ public void GetAtrTest()
             Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.Atr != null).Count());
 
             // sample value
-            AtrResult atr = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)2.67, Math.Round((decimal)atr.Tr, 4));
-            Assert.AreEqual((decimal)6.1497, Math.Round((decimal)atr.Atr, 4));
-            Assert.AreEqual((decimal)2.5072, Math.Round((decimal)atr.Atrp, 4));
+            AtrResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)2.67, Math.Round((decimal)r.Tr, 4));
+            Assert.AreEqual((decimal)6.1497, Math.Round((decimal)r.Atr, 4));
+            Assert.AreEqual((decimal)2.5072, Math.Round((decimal)r.Atrp, 4));
         }
 
 

IndicatorsTests/Test.Beta.cs

@@ -14,7 +14,6 @@ public class BetaTests : TestBase
         public void GetBetaTest()
         {
             int lookbackPeriod = 20;
-
             IEnumerable<BetaResult> results = Indicator.GetBeta(history, historyOther, lookbackPeriod);
 
             // assertions
@@ -25,8 +24,8 @@ public void GetBetaTest()
             Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.Beta != null).Count());
 
             // sample value
-            BetaResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)1.6759, Math.Round((decimal)result.Beta, 4));
+            BetaResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)1.6759, Math.Round((decimal)r.Beta, 4));
         }
 
 
@@ -35,7 +34,6 @@ public void GetBetaSameTest()
         {
             // Beta should be 1 if evaluating against self
             int lookbackPeriod = 20;
-
             IEnumerable<BetaResult> results = Indicator.GetBeta(history, history, lookbackPeriod);
 
             // assertions
@@ -46,8 +44,8 @@ public void GetBetaSameTest()
             Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.Beta != null).Count());
 
             // sample value
-            BetaResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual(1, Math.Round((decimal)result.Beta, 4));
+            BetaResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual(1, Math.Round((decimal)r.Beta, 4));
         }
 
 

IndicatorsTests/Test.BollingerBands.cs

@@ -28,14 +28,14 @@ public void GetBollingerBandsTest()
             Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.LowerBand != null).Count());
 
             // sample value
-            BollingerBandsResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            BollingerBandsResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
 
-            Assert.AreEqual((decimal)251.8600, Math.Round((decimal)result.Sma, 4));
-            Assert.AreEqual((decimal)273.7004, Math.Round((decimal)result.UpperBand, 4));
-            Assert.AreEqual((decimal)230.0196, Math.Round((decimal)result.LowerBand, 4));
-            Assert.AreEqual((decimal)-0.602552, Math.Round((decimal)result.ZScore, 6));
-            Assert.AreEqual((decimal)0.173433, Math.Round((decimal)result.Width, 6));
-            Assert.AreEqual(false, result.IsDiverging);
+            Assert.AreEqual((decimal)251.8600, Math.Round((decimal)r.Sma, 4));
+            Assert.AreEqual((decimal)273.7004, Math.Round((decimal)r.UpperBand, 4));
+            Assert.AreEqual((decimal)230.0196, Math.Round((decimal)r.LowerBand, 4));
+            Assert.AreEqual((decimal)-0.602552, Math.Round((decimal)r.ZScore, 6));
+            Assert.AreEqual((decimal)0.173433, Math.Round((decimal)r.Width, 6));
+            Assert.AreEqual(false, r.IsDiverging);
         }
 
 

IndicatorsTests/Test.Cci.cs

@@ -25,8 +25,8 @@ public void GetCciTest()
             Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.Cci != null).Count());
 
             // sample value
-            CciResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)-52.9946, Math.Round((decimal)result.Cci, 4));
+            CciResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)-52.9946, Math.Round((decimal)r.Cci, 4));
         }
 
 

IndicatorsTests/Test.ChaikinOscillator.cs

@@ -26,6 +26,7 @@ public void GetChaikinOscTest()
 
             // sample value
             ChaikinOscResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)3439986548.42, Math.Round(r.Adl, 2));
             Assert.AreEqual((decimal)-19135200.72, Math.Round((decimal)r.Oscillator, 2));
         }
 

IndicatorsTests/Test.Correlation.cs

@@ -14,7 +14,6 @@ public class CorrelationTests : TestBase
         public void GetCorrelationTest()
         {
             int lookbackPeriod = 20;
-
             IEnumerable<CorrResult> results = Indicator.GetCorrelation(history, historyOther, lookbackPeriod);
 
             // assertions
@@ -25,8 +24,8 @@ public void GetCorrelationTest()
             Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.Correlation != null).Count());
 
             // sample value
-            CorrResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)0.8460, Math.Round((decimal)result.Correlation, 4));
+            CorrResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)0.8460, Math.Round((decimal)r.Correlation, 4));
         }
 
 

IndicatorsTests/Test.Ema.cs

@@ -24,8 +24,8 @@ public void GetEmaTest()
             Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.Ema != null).Count());
 
             // sample value
-            EmaResult ema = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)249.3519, Math.Round((decimal)ema.Ema, 4));
+            EmaResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)249.3519, Math.Round((decimal)r.Ema, 4));
         }
 
 

IndicatorsTests/Test.HeikinAshi.cs

@@ -22,13 +22,13 @@ public void GetHeikinAshiTest()
             Assert.AreEqual(502, results.Count());
 
             // sample value
-            HeikinAshiResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)241.3018, Math.Round(result.Open, 4));
-            Assert.AreEqual((decimal)245.54, Math.Round(result.High, 4));
-            Assert.AreEqual((decimal)241.3018, Math.Round(result.Low, 4));
-            Assert.AreEqual((decimal)244.6525, Math.Round(result.Close, 4));
-            Assert.AreEqual(true, result.IsBullish);
-            Assert.AreEqual(0, Math.Round(result.Weakness, 4));
+            HeikinAshiResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)241.3018, Math.Round(r.Open, 4));
+            Assert.AreEqual((decimal)245.54, Math.Round(r.High, 4));
+            Assert.AreEqual((decimal)241.3018, Math.Round(r.Low, 4));
+            Assert.AreEqual((decimal)244.6525, Math.Round(r.Close, 4));
+            Assert.AreEqual(true, r.IsBullish);
+            Assert.AreEqual(0, Math.Round(r.Weakness, 4));
         }
 
 

IndicatorsTests/Test.Macd.cs

@@ -31,12 +31,12 @@ public void GetMacdTest()
             Assert.AreEqual(502 - slowPeriod - signalPeriod, results.Where(x => x.IsDiverging != null).Count());
 
             // sample value
-            MacdResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)-6.2198, Math.Round((decimal)result.Macd, 4));
-            Assert.AreEqual((decimal)-5.8569, Math.Round((decimal)result.Signal, 4));
-            Assert.AreEqual((decimal)-0.3629, Math.Round((decimal)result.Histogram, 4));
-            Assert.AreEqual(false, result.IsBullish);
-            Assert.AreEqual(false, result.IsDiverging);
+            MacdResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)-6.2198, Math.Round((decimal)r.Macd, 4));
+            Assert.AreEqual((decimal)-5.8569, Math.Round((decimal)r.Signal, 4));
+            Assert.AreEqual((decimal)-0.3629, Math.Round((decimal)r.Histogram, 4));
+            Assert.AreEqual(false, r.IsBullish);
+            Assert.AreEqual(false, r.IsDiverging);
         }
 
 

IndicatorsTests/Test.Obv.cs

@@ -22,9 +22,8 @@ public void GetObvTest()
             Assert.AreEqual(502, results.Count());
 
             // sample value
-            ObvResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-
-            Assert.AreEqual(539843504, result.Obv);
+            ObvResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual(539843504, r.Obv);
         }
 
 

IndicatorsTests/Test.ParabolicSar.cs

@@ -26,10 +26,10 @@ public void GetParabolicSarTest()
             Assert.AreEqual(501, results.Where(x => x.Sar != null).Count());
 
             // sample value
-            ParabolicSarResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)229.7662, Math.Round((decimal)result.Sar, 4));
-            Assert.AreEqual(true, result.IsRising);
-            Assert.AreEqual(false, result.IsReversal);
+            ParabolicSarResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)229.7662, Math.Round((decimal)r.Sar, 4));
+            Assert.AreEqual(true, r.IsRising);
+            Assert.AreEqual(false, r.IsReversal);
         }
 
 

IndicatorsTests/Test.Rsi.cs

@@ -14,7 +14,6 @@ public class RsiTests : TestBase
         public void GetRsiTest()
         {
             int lookbackPeriod = 14;
-
             IEnumerable<RsiResult> results = Indicator.GetRsi(history, lookbackPeriod);
 
             // assertions
@@ -26,9 +25,9 @@ public void GetRsiTest()
             Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.IsIncreasing != null).Count());
 
             // sample value
-            RsiResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)42.0773, Math.Round((decimal)result.Rsi, 4));
-            Assert.AreEqual(true, result.IsIncreasing);
+            RsiResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)42.0773, Math.Round((decimal)r.Rsi, 4));
+            Assert.AreEqual(true, r.IsIncreasing);
         }
 
 

IndicatorsTests/Test.Sma.cs

@@ -24,11 +24,11 @@ public void GetSmaTest()
             Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.Sma != null).Count());
 
             // sample value
-            SmaResult sma = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)251.86, sma.Sma);
-            Assert.AreEqual((decimal)9.45, sma.Mad);
-            Assert.AreEqual((double)119.2510, Math.Round((double)sma.Mse, 4));
-            Assert.AreEqual((double)0.037637, Math.Round((double)sma.Mape, 6));
+            SmaResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)251.86, r.Sma);
+            Assert.AreEqual((decimal)9.45, r.Mad);
+            Assert.AreEqual((double)119.2510, Math.Round((double)r.Mse, 4));
+            Assert.AreEqual((double)0.037637, Math.Round((double)r.Mape, 6));
         }
 
 

IndicatorsTests/Test.StdDev.cs → IndicatorsTests/Test.StandardDev.cs

@@ -7,7 +7,7 @@
 namespace StockIndicators.Tests
 {
     [TestClass]
-    public class StdDevTests : TestBase
+    public class StandardDevTests : TestBase
     {
 
         [TestMethod()]
@@ -24,10 +24,10 @@ public void GetStdDevTest()
             Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.StdDev != null).Count());
 
             // sample value
-            StdDevResult sd = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            StdDevResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
 
-            Assert.AreEqual((decimal)5.4738, Math.Round((decimal)sd.StdDev, 4));
-            Assert.AreEqual((decimal)0.524312, Math.Round((decimal)sd.ZScore, 6));
+            Assert.AreEqual((decimal)5.4738, Math.Round((decimal)r.StdDev, 4));
+            Assert.AreEqual((decimal)0.524312, Math.Round((decimal)r.ZScore, 6));
         }
 
 

IndicatorsTests/Test.Stoch.cs → IndicatorsTests/Test.Stochastic.cs

@@ -7,7 +7,7 @@
 namespace StockIndicators.Tests
 {
     [TestClass]
-    public class StochTests : TestBase
+    public class StochasticTests : TestBase
     {
 
         [TestMethod()]
@@ -28,10 +28,10 @@ public void GetStochTest()
             Assert.AreEqual(502 - lookbackPeriod + 1 - smoothPeriod - signalPeriod, results.Where(x => x.Signal != null).Count());
 
             // sample value
-            StochResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
-            Assert.AreEqual((decimal)43.1354, Math.Round((decimal)result.Oscillator, 4));
-            Assert.AreEqual((decimal)35.5674, Math.Round((decimal)result.Signal, 4));
-            Assert.AreEqual(true, result.IsIncreasing);
+            StochResult r1 = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
+            Assert.AreEqual((decimal)43.1354, Math.Round((decimal)r1.Oscillator, 4));
+            Assert.AreEqual((decimal)35.5674, Math.Round((decimal)r1.Signal, 4));
+            Assert.AreEqual(true, r1.IsIncreasing);
 
             // no signal period
             IEnumerable<StochResult> results2 = Indicator.GetStoch(history, 5, 1);