daveskender Series indicator development
File structure
All files live in src/Indicators/{category}/{Indicator}/:
| File | Purpose |
|---|---|
{Indicator}.Series.cs |
Static partial class — To{Indicator}() series entry point |
{Indicator}Hub.cs |
Hub class (internal ctor) + To{Indicator}Hub() extension |
{Indicator}List.cs |
List class + To{Indicator}List() extension |
{Indicator}.Catalog.cs |
CommonListing, SeriesListing, StreamListing, BufferListing |
{Indicator}Result.cs |
Result record |
{Indicator}.Utilities.cs |
Validate() (internal), Increment() (public), RemoveWarmupPeriods() |
I{Indicator}.cs |
Parameter interface (parameter properties only; NOT result properties) |
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.csand register inCatalog.Listings.cs - Interface file: Create
src/**/{Indicator}/I{Indicator}.cswith 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
IsBetweenif applicable
- Inherit from
- 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.csinheriting fromRegressionTestBase<TResult>with[TestCategory("Regression")]on the class — these compare the full result set to a frozen*.standard.jsonbaseline so it can be filtered via--filter TestCategory=Regression - Migration guide: Update
docs/migration/v3.mdfor notable and breaking changes from v2
Precision testing
- Store reference data in
{Indicator}.Data.csat 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