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ArgumentOutOfRangeException for Aggregation with PeriodSize.Month

See original GitHub issue

the problem

Calling public static IEnumerable<Quote> Aggregate<TQuote>(this IEnumerable<TQuote> quotes, PeriodSize newSize) with PeriodSize.Month returns a ArgumentOutOfRangeException. Aggregation by other periods in lower time frame (Daily, Weekly) works as expected.

to reproduce

  1. Create a IEnumerable<Quote> quotes collection with hourly or daily data
  2. Call quotes.Aggregate(PeriodSize.Month)

Error message(s):

  Message=Historical quotes Aggregation must use a new size value that is greater than zero (0). Arg_ParamName_Name
   at Skender.Stock.Indicators.HistoricalQuotes.Aggregate[TQuote](IEnumerable`1 quotes, TimeSpan timeSpan)
   at Skender.Stock.Indicators.HistoricalQuotes.Aggregate[TQuote](IEnumerable`1 quotes, PeriodSize newSize)

Issue Analytics

  • State:closed
  • Created 2 years ago
  • Comments:7 (4 by maintainers)

github_iconTop GitHub Comments

SvenSkrabalcommented, Mar 4, 2022

The PeriodSize enum value is converted to a TimeSpan object with an extension method:

public static IEnumerable<Quote> Aggregate<TQuote>(
        this IEnumerable<TQuote> quotes,
        PeriodSize newSize)
        where TQuote : IQuote
        // parameter conversion
        TimeSpan newTimeSpan = newSize.ToTimeSpan();

        // convert
        return quotes.Aggregate(newTimeSpan);

This extension method is lacking a case for PeriodSize.Month:

    internal static TimeSpan ToTimeSpan(this PeriodSize periodSize)
        return periodSize switch
            PeriodSize.OneMinute => TimeSpan.FromMinutes(1),
            PeriodSize.TwoMinutes => TimeSpan.FromMinutes(2),
            PeriodSize.ThreeMinutes => TimeSpan.FromMinutes(3),
            PeriodSize.FiveMinutes => TimeSpan.FromMinutes(5),
            PeriodSize.FifteenMinutes => TimeSpan.FromMinutes(15),
            PeriodSize.ThirtyMinutes => TimeSpan.FromMinutes(30),
            PeriodSize.OneHour => TimeSpan.FromHours(1),
            PeriodSize.TwoHours => TimeSpan.FromHours(2),
            PeriodSize.FourHours => TimeSpan.FromHours(4),
            PeriodSize.Day => TimeSpan.FromDays(1),
            PeriodSize.Week => TimeSpan.FromDays(7),
            _ => TimeSpan.Zero
DaveSkendercommented, Mar 6, 2022

This was implemented in version 1.22.0 and is now available.

Read more comments on GitHub >

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