HMA throws exception with a misleading / incorrect message.

[bobtabor]

The problem

I called:

var values = quotes.GetHma(9);

Where quotes only had 10 items. This throws an exception, which is fine. The text of the exception is not quite right. (See next section.)

Error message(s):

Skender.Stock.Indicators.BadQuotesException: 'Insufficient quotes provided for WMA.  You provided 2 periods of quotes when at least 3 is required. (Parameter 'quotes')'

To Reproduce

Call the GetHma() extension method passing in 9 as the number of lookback periods, calling from a List with 10 instances of Quote.

Expected behavior

I expected the error message use the term "HMA" rather than "WMA", and I expected the count of items to reflect the actual number of items in my collection (which was 10).

Screenshots or other reference materials

[bobtabor]

(BTW, love this library ... thank you so much for your hard work on it!!!)

[DaveSkender]

I'm glad you're enjoying it! Thank you.

And thanks for finding this interestingly strange bug. HMA uses WMA internally and on their face they have the same historical quotes requirements. HMA basically takes two WMAs then does another aggregate WMA calculation that uses square root of N lookback — square root of 9 is 3 — and then it uses N-1 quotes.

Clearly a rounding error in here that pops up with certain historical quote quantities or lookback periods. I may have to increase the minimum threshold if small quote quantities are the actual problem. I'll dig in on it this weekend.

[DaveSkender]

Turns out this has less to do with the smallness of history, but rather the calculation of minimum history. Originally, I was saying you need a minimum of N periods of historical quotes, where N is the lookback period. The math on this is hard to follow in the formula, but it turns out the calculation needs a minimum of N+(integer of SQRT(N))-1 quotes.

[DaveSkender]

This was fixed in version 1.15.1

[github-actions]

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