Cleanup

Author: artemiusgreat

Libs/Estimator.csproj

@@ -6,7 +6,7 @@
 
   <PropertyGroup>
     <GeneratePackageOnBuild>True</GeneratePackageOnBuild>
-    <Version>1.0.6</Version>
+    <Version>1.0.8</Version>
     <Description>Statistics and performance metrics in trading, CAGR, Sharpe, MAE, MFE, and others.</Description>
     <Authors>artemiusgreat</Authors>
     <Copyright>indemos.com</Copyright>

Libs/Estimators/CAGR/CAGR.cs

@@ -20,6 +20,14 @@ public class CAGR
     /// <summary>
     /// Calculate
     /// </summary>
-    public virtual double Calculate() => Math.Pow(Items.Sum(o => o.Value), 1.0 / Count) - 1.0;
+    public virtual double Calculate()
+    {
+      if (Count is 0)
+      {
+        return 0;
+      }
+
+      return Math.Pow(Items.Sum(o => o.Value), 1.0 / Count) - 1.0;
+    }
   }
 }

Libs/Estimators/Edge/EdgeRatio.cs

@@ -1,5 +1,4 @@
 using Estimator.Models;
-using System;
 using System.Collections.Generic;
 
 namespace Estimator.Estimators
@@ -19,6 +18,11 @@ public virtual double Calculate()
       var averageGain = new MFE { Items = Items }.Calculate();
       var averageLoss = new MAE { Items = Items }.Calculate();
 
+      if (averageLoss is 0)
+      {
+        return averageGain;
+      }
+
       return averageGain / averageLoss;
     }
   }

Libs/Estimators/Kestner/KestnerRatio.cs

@@ -20,9 +20,9 @@ public virtual double Calculate()
       var slope = regression.Covariance / regression.DevY;
       var error = Math.Sqrt(regression.DevY / (Items.Count - 1));
 
-      if (error == 0)
+      if (error is 0)
       {
-        error = 1.0;
+        return slope;
       }
 
       return slope / error;

Libs/Estimators/MAE/MAE.cs

@@ -1,5 +1,4 @@
 using Estimator.Models;
-using System;
 using System.Collections.Generic;
 using System.Linq;
 

Libs/Estimators/MFE/MFE.cs

@@ -1,5 +1,4 @@
 using Estimator.Models;
-using System;
 using System.Collections.Generic;
 using System.Linq;
 

Libs/Estimators/PF/PF.cs

@@ -20,9 +20,9 @@ public virtual double Calculate()
       var gains = Items.Where(o => o.Value > 0).Sum(o => o.Value);
       var losses = Items.Where(o => o.Value < 0).Sum(o => o.Value);
 
-      if (losses == 0)
+      if (losses is 0)
       {
-        gains = 1.0;
+        return gains;
       }
 
       return Math.Abs(gains / losses);

Libs/Estimators/RAR/RAR.cs

@@ -40,6 +40,11 @@ public class RAR
     /// </summary>
     public virtual double Calculate()
     {
+      if (Items.Count is 0)
+      {
+        return 0;
+      }
+
       var mean = Items.Average(o => o.Value);
       var denominator = 0.0;
 
@@ -64,7 +69,7 @@ public virtual double Calculate()
         case ModeEnum.Sterling: denominator = Math.Abs(denominator / Items.Count); break;
       }
 
-      if (denominator == 0)
+      if (denominator is 0)
       {
         denominator = 1.0;
       }

Libs/Estimators/Regression/Regression.cs

@@ -65,7 +65,7 @@ public virtual RegressionResponse Calculate()
 
       var deviation = devX * devY;
 
-      if (deviation == 0)
+      if (deviation is 0)
       {
         deviation = 1.0;
       }

Libs/Estimators/StandardScore/StandardScore.cs

@@ -37,14 +37,21 @@ public virtual double Calculate()
       }
 
       var sum = gains + losses;
-      var product = 2 * gains * losses;
+      var product = 2.0 * gains * losses;
       var seriesCount = seriesGains + seriesLosses;
-      var mean = product / sum + 1;
-      var deviation = Math.Sqrt(product * (product - sum) / ((sum - 1.0) * sum * sum));
+      var mean = product / sum + 1.0;
+      var denominator = (sum - 1.0) * sum * sum;
 
-      if (deviation == 0)
+      if (denominator is 0)
       {
-        deviation = 1.0;
+        return 0;
+      }
+
+      var deviation = Math.Sqrt(product * (product - sum) / denominator);
+
+      if (deviation is 0)
+      {
+        return 0;
       }
 
       return (seriesCount - mean - 0.5) / deviation;