add failing tests (TDD), incrementor shell (incomplete)

src/a-d/Adx/Adx.Increments.cs

@@ -0,0 +1,128 @@
+namespace Skender.Stock.Indicators;
+
+/// <summary>
+/// Interface for Average Directional Index (ADX) calculations.
+/// </summary>
+public interface IAdx
+{
+    /// <summary>
+    /// Gets the number of periods to look back for the calculation.
+    /// </summary>
+    int LookbackPeriods { get; }
+}
+
+/// <summary>
+/// Average Directional Index (ADX) from incremental reusable values.
+/// </summary>
+public class AdxList : List<AdxResult>, IAdx, IAddQuote, IAddReusable
+{
+    private readonly Queue<double> _buffer;
+    private double _bufferSum;
+
+    /// <summary>
+    /// Initializes a new instance of the <see cref="AdxList"/> class.
+    /// </summary>
+    /// <param name="lookbackPeriods">The number of periods to look back for the calculation.</param>
+    public AdxList(int lookbackPeriods)
+    {
+        Adx.Validate(lookbackPeriods);
+        LookbackPeriods = lookbackPeriods;
+
+        _buffer = new(lookbackPeriods);
+        _bufferSum = 0;
+    }
+
+    /// <summary>
+    /// Gets the number of periods to look back for the calculation.
+    /// </summary>
+    public int LookbackPeriods { get; init; }
+
+    /// <summary>
+    /// Adds a new value to the ADX list.
+    /// </summary>
+    /// <param name="timestamp">The timestamp of the value.</param>
+    /// <param name="value">The value to add.</param>
+    public void Add(DateTime timestamp, double value)
+    {
+        // update buffer
+        if (_buffer.Count == LookbackPeriods)
+        {
+            _bufferSum -= _buffer.Dequeue();
+        }
+        _buffer.Enqueue(value);
+        _bufferSum += value;
+
+        // add nulls for incalculable periods
+        if (Count < LookbackPeriods - 1)
+        {
+            base.Add(new AdxResult(timestamp));
+            return;
+        }
+
+        // re/initialize as SMA
+        if (this[^1].Adx is null)
+        {
+            base.Add(new AdxResult(
+                timestamp,
+                _bufferSum / LookbackPeriods));
+            return;
+        }
+
+        // calculate ADX normally
+        base.Add(new AdxResult(
+            timestamp,
+            Adx.Increment(this[^1].Adx, value)));
+    }
+
+    /// <summary>
+    /// Adds a new reusable value to the ADX list.
+    /// </summary>
+    /// <param name="value">The reusable value to add.</param>
+    /// <exception cref="ArgumentNullException">Thrown when the value is null.</exception>
+    public void Add(IReusable value)
+    {
+        ArgumentNullException.ThrowIfNull(value);
+        Add(value.Timestamp, value.Value);
+    }
+
+    /// <summary>
+    /// Adds a list of reusable values to the ADX list.
+    /// </summary>
+    /// <param name="values">The list of reusable values to add.</param>
+    /// <exception cref="ArgumentNullException">Thrown when the values list is null.</exception>
+    public void Add(IReadOnlyList<IReusable> values)
+    {
+        ArgumentNullException.ThrowIfNull(values);
+
+        for (int i = 0; i < values.Count; i++)
+        {
+            Add(values[i].Timestamp, values[i].Value);
+        }
+    }
+
+    /// <summary>
+    /// Adds a new quote to the ADX list.
+    /// </summary>
+    /// <param name="quote">The quote to add.</param>
+    /// <exception cref="ArgumentNullException">Thrown when the quote is null.</exception>
+    public void Add(IQuote quote)
+    {
+        ArgumentNullException.ThrowIfNull(quote);
+        Add(quote.Timestamp, quote.Value);
+    }
+
+    /// <summary>
+    /// Adds a list of quotes to the ADX list.
+    /// </summary>
+    /// <param name="quotes">The list of quotes to add.</param>
+    /// <exception cref="ArgumentNullException">Thrown when the quotes list is null.</exception>
+    public void Add(IReadOnlyList<IQuote> quotes)
+    {
+        ArgumentNullException.ThrowIfNull(quotes);
+
+        for (int i = 0; i < quotes.Count; i++)
+        {
+            Add(quotes[i]);
+        }
+    }
+}

src/a-d/Adx/Adx.Utilities.cs

@@ -20,6 +20,17 @@ public static IReadOnlyList<AdxResult> RemoveWarmupPeriods(
         return results.Remove((2 * n) + 100);
     }
 
+    /// <summary>
+    /// Increments the ADX value based on the last ADX value and the new price.
+    /// </summary>
+    /// <param name="lastAdx">The last ADX value.</param>
+    /// <param name="newPrice">The new price.</param>
+    /// <returns>The incremented ADX value.</returns>
+    public static double? Increment(
+        double? lastAdx,
+        double newPrice)
+        => throw new NotImplementedException();
+
     /// <summary>
     /// Validates the parameters for the ADX calculation.
     /// </summary>

tests/indicators/a-d/Adx/Adx.Increments.Tests.cs

@@ -0,0 +1,72 @@
+namespace Increments;
+
+[TestClass]
+public class Adx : IncrementsTestBase
+{
+    private const int lookbackPeriods = 14;
+
+    private static readonly IReadOnlyList<IReusable> reusables
+       = Quotes
+        .Cast<IReusable>()
+        .ToList();
+
+    private static readonly IReadOnlyList<AdxResult> series
+       = Quotes.ToAdx(lookbackPeriods);
+
+    [TestMethod]
+    public void FromReusableSplit()
+    {
+        AdxList sut = new(lookbackPeriods);
+
+        foreach (IReusable item in reusables)
+        {
+            sut.Add(item.Timestamp, item.Value);
+        }
+
+        sut.Should().HaveCount(Quotes.Count);
+        sut.Should().BeEquivalentTo(series);
+    }
+
+    [TestMethod]
+    public void FromReusableItem()
+    {
+        AdxList sut = new(lookbackPeriods);
+
+        foreach (IReusable item in reusables) { sut.Add(item); }
+
+        sut.Should().HaveCount(Quotes.Count);
+        sut.Should().BeEquivalentTo(series);
+    }
+
+    [TestMethod]
+    public void FromReusableBatch()
+    {
+        AdxList sut = new(lookbackPeriods) { reusables };
+
+        sut.Should().HaveCount(Quotes.Count);
+        sut.Should().BeEquivalentTo(series);
+    }
+
+    [TestMethod]
+    public override void FromQuote()
+    {
+        AdxList sut = new(lookbackPeriods);
+
+        foreach (Quote q in Quotes) { sut.Add(q); }
+
+        sut.Should().HaveCount(Quotes.Count);
+        sut.Should().BeEquivalentTo(series);
+    }
+
+    [TestMethod]
+    public override void FromQuoteBatch()
+    {
+        AdxList sut = new(lookbackPeriods) { Quotes };
+
+        IReadOnlyList<AdxResult> series
+            = Quotes.ToAdx(lookbackPeriods);
+
+        sut.Should().HaveCount(Quotes.Count);
+        sut.Should().BeEquivalentTo(series);
+    }
+}