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Stop McClellanOscillator counting one shared bar twice #9713

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Stop McClellanOscillator counting one shared bar twice #9713

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4 changes: 3 additions & 1 deletion Indicators/McClellanOscillator.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -50,7 +50,9 @@ public class McClellanOscillator : TradeBarIndicator, IIndicatorWarmUpPeriodProv
/// <summary>
/// Required period, in data points, for the indicator to be ready and fully initialized.
/// </summary>
public int WarmUpPeriod => EMASlow.WarmUpPeriod + ADDifference.WarmUpPeriod;
/// <remarks>The two periods share a bar: EMASlow is fed by ADDifference and only
/// once it is ready, so ADDifference's last warm-up bar is EMASlow's first input.</remarks>
public int WarmUpPeriod => EMASlow.WarmUpPeriod + ADDifference.WarmUpPeriod - 1;

/// <summary>
/// Initializes a new instance of the <see cref="McClellanOscillator"/> class
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3 changes: 2 additions & 1 deletion Tests/Indicators/McClellanOscillatorTests.cs
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Expand Up @@ -58,11 +58,12 @@ public override void WarmsUpProperly()
indicator.Update(new TradeBar() { Symbol = Symbols.AAPL, Close = i, Volume = 1, Time = reference.AddMinutes(i) });
indicator.Update(new TradeBar() { Symbol = Symbols.MSFT, Close = i, Volume = 1, Time = reference.AddMinutes(i) });
indicator.Update(new TradeBar() { Symbol = Symbols.GOOG, Close = i, Volume = 1, Time = reference.AddMinutes(i) });

Assert.AreEqual(i == indicator.WarmUpPeriod, indicator.IsReady);
}

Assert.AreEqual(0m, indicator.Current.Value);
Assert.AreEqual(indicator.WarmUpPeriod * 3, indicator.Samples);
Assert.IsTrue(indicator.IsReady);
}

[Test]
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3 changes: 2 additions & 1 deletion Tests/Indicators/McClellanSummationIndexTests.cs
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Expand Up @@ -57,11 +57,12 @@ public override void WarmsUpProperly()
indicator.Update(new TradeBar() { Symbol = Symbols.AAPL, Close = i, Volume = 1, Time = reference.AddMinutes(i) });
indicator.Update(new TradeBar() { Symbol = Symbols.MSFT, Close = i, Volume = 1, Time = reference.AddMinutes(i) });
indicator.Update(new TradeBar() { Symbol = Symbols.GOOG, Close = i, Volume = 1, Time = reference.AddMinutes(i) });

Assert.AreEqual(i == indicator.WarmUpPeriod, indicator.IsReady);
}

Assert.AreEqual(60m, indicator.Current.Value);
Assert.AreEqual(indicator.WarmUpPeriod * 3, indicator.Samples);
Assert.IsTrue(indicator.IsReady);
}

[Test]
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