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Ricardo Andrés Marino Rojas 3c9f9aae20 Fix bug in MarketProfile indicator (#7310)
* Fix bug, add unit tests and nit changes

The bug was raised because if two inputs points with repeated close values were inserted,
and the second one had 0 volume, when the first one is removed from
_oldDataPoints, as the reamaining value of it in _volumePerPrice is
zero, that entry is removed from _volumePerPrice. Therefore, when
the second input point is removed from _oldDataPoints, this entry
is not found in _volumePerPrice. Then the changes made were:

- Modify MarketProfile.Add() method to check every removed data point is
  still in _volumePerPrice
- Add unit tests to covert this change
- Nit changes in VolumeProfileTests.cs

* Fix bugs and add more unit tests

- The Fill Forward bars shouldn't be considered in the calculations as
it's not real data.

- If bar inserted is not FF but has zero volume, it could remove a price
  value from VolumePerPrice and leave this sorted list empty, then each
  time we access that list we need to first check it's not empty

* Enhance ComputeNextValue() and add more unit tests
2023-06-09 19:14:45 -03:00
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2016-08-19 22:51:17 +02:00
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