fix: Zig Zag retrace conditions (#633)

DaveSkender · Nov 20, 2021 · e0cd978 · e0cd978
1 parent cdb86be
commit e0cd978
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Showing 4 changed files with 163 additions and 2 deletions.
diff --git a/src/s-z/ZigZag/ZigZag.cs b/src/s-z/ZigZag/ZigZag.cs
@@ -245,8 +245,11 @@ private static void DrawRetraceLine(
                 lastLowPoint.Value = nextPoint.Value;
             }
 
-            // nothing to do if first line or no-span case
-            if (priorPoint.Index == 1 || nextPoint.Index == priorPoint.Index)
+            // nothing to draw cases
+            if (
+                lastDirection == "U"    // first line skipped, single line
+             || priorPoint.Index == 1   // first line skipped, normal case
+             || nextPoint.Index == priorPoint.Index)  // no span
             {
                 return;
             }

diff --git a/tests/indicators/Tests.Indicators.csproj b/tests/indicators/Tests.Indicators.csproj
@@ -37,6 +37,9 @@
     <None Update="s-z\ZigZag\data.ethusdt.json">
       <CopyToOutputDirectory>Always</CopyToOutputDirectory>
     </None>
+    <None Update="s-z\ZigZag\data.issue632.json">
+      <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+    </None>
     <None Update="s-z\ZigZag\data.schrodinger.json">
       <CopyToOutputDirectory>Always</CopyToOutputDirectory>
     </None>

diff --git a/tests/indicators/s-z/ZigZag/ZigZag.Tests.cs b/tests/indicators/s-z/ZigZag/ZigZag.Tests.cs
@@ -140,6 +140,23 @@ public void NoEntry()
             Assert.AreEqual(0, results.Count(x => x.PointType != null));
         }
 
+        [TestMethod]
+        public void Issue632()
+        {
+            // thresholds are never met
+            string json = File.ReadAllText("./s-z/ZigZag/data.issue632.json");
+
+            List<Quote> quotesList = JsonConvert
+                .DeserializeObject<IReadOnlyCollection<Quote>>(json)
+                .ToList();
+
+            List<ZigZagResult> resultsList = quotesList
+                .GetZigZag(EndType.Close, 5m)
+                .ToList();
+
+            Assert.AreEqual(17, resultsList.Count);
+        }
+
         [TestMethod]
         public void BadData()
         {

diff --git a/tests/indicators/s-z/ZigZag/data.issue632.json b/tests/indicators/s-z/ZigZag/data.issue632.json
@@ -0,0 +1,138 @@
+[
+    {
+        "Date": "2021-10-20T00:00:00",
+        "Open": 23.59800,
+        "High": 24.42100,
+        "Low": 23.57500,
+        "Close": 24.29000,
+        "Volume": 91.0
+    },
+    {
+        "Date": "2021-10-21T00:00:00",
+        "Open": 24.29400,
+        "High": 24.48700,
+        "Low": 24.00800,
+        "Close": 24.15400,
+        "Volume": 89.0
+    },
+    {
+        "Date": "2021-10-22T00:00:00",
+        "Open": 24.15200,
+        "High": 24.82600,
+        "Low": 24.12300,
+        "Close": 24.27900,
+        "Volume": 84.0
+    },
+    {
+        "Date": "2021-10-25T00:00:00",
+        "Open": 24.39800,
+        "High": 24.61800,
+        "Low": 24.30600,
+        "Close": 24.55600,
+        "Volume": 92.0
+    },
+    {
+        "Date": "2021-10-26T00:00:00",
+        "Open": 24.55600,
+        "High": 24.55800,
+        "Low": 23.87900,
+        "Close": 24.14500,
+        "Volume": 92.0
+    },
+    {
+        "Date": "2021-10-27T00:00:00",
+        "Open": 24.14500,
+        "High": 24.25400,
+        "Low": 23.83700,
+        "Close": 24.04000,
+        "Volume": 92.0
+    },
+    {
+        "Date": "2021-10-28T00:00:00",
+        "Open": 24.03800,
+        "High": 24.24600,
+        "Low": 23.96300,
+        "Close": 24.06600,
+        "Volume": 92.0
+    },
+    {
+        "Date": "2021-10-29T00:00:00",
+        "Open": 24.06600,
+        "High": 24.08100,
+        "Low": 23.66100,
+        "Close": 23.88900,
+        "Volume": 84.0
+    },
+    {
+        "Date": "2021-11-01T00:00:00",
+        "Open": 23.77900,
+        "High": 24.10200,
+        "Low": 23.74900,
+        "Close": 24.02300,
+        "Volume": 92.0
+    },
+    {
+        "Date": "2021-11-02T00:00:00",
+        "Open": 24.02300,
+        "High": 24.06700,
+        "Low": 23.39200,
+        "Close": 23.52700,
+        "Volume": 92.0
+    },
+    {
+        "Date": "2021-11-03T00:00:00",
+        "Open": 23.52700,
+        "High": 23.72400,
+        "Low": 23.02000,
+        "Close": 23.72200,
+        "Volume": 92.0
+    },
+    {
+        "Date": "2021-11-04T00:00:00",
+        "Open": 23.72100,
+        "High": 24.04100,
+        "Low": 23.44300,
+        "Close": 23.77700,
+        "Volume": 92.0
+    },
+    {
+        "Date": "2021-11-05T00:00:00",
+        "Open": 23.77300,
+        "High": 24.17800,
+        "Low": 23.62700,
+        "Close": 24.16700,
+        "Volume": 84.0
+    },
+    {
+        "Date": "2021-11-08T00:00:00",
+        "Open": 24.13100,
+        "High": 24.51300,
+        "Low": 24.05800,
+        "Close": 24.44800,
+        "Volume": 92.0
+    },
+    {
+        "Date": "2021-11-09T00:00:00",
+        "Open": 24.44700,
+        "High": 24.47700,
+        "Low": 24.02900,
+        "Close": 24.30900,
+        "Volume": 92.0
+    },
+    {
+        "Date": "2021-11-10T00:00:00",
+        "Open": 24.30800,
+        "High": 25.13000,
+        "Low": 24.06500,
+        "Close": 24.64800,
+        "Volume": 92.0
+    },
+    {
+        "Date": "2021-11-11T00:00:00",
+        "Open": 24.64500,
+        "High": 25.01200,
+        "Low": 24.59000,
+        "Close": 24.97400,
+        "Volume": 36.0
+    }
+]