From 6772a86081ae7186763efb94fe1a1c1e4030e75d Mon Sep 17 00:00:00 2001
From: kjh2064 <kjh2064@gmail.com>
Date: Mon, 13 Jul 2026 00:18:05 +0900
Subject: [PATCH] refactor(dotnet): simplify factor calculator guards

---
 .../Domain/FactorCalculator.cs                | 41 +++++--------------
 1 file changed, 10 insertions(+), 31 deletions(-)

diff --git a/src/dotnet/QuantEngine.Core/Domain/FactorCalculator.cs b/src/dotnet/QuantEngine.Core/Domain/FactorCalculator.cs
index 2b378b49..c1e9d866 100644
--- a/src/dotnet/QuantEngine.Core/Domain/FactorCalculator.cs
+++ b/src/dotnet/QuantEngine.Core/Domain/FactorCalculator.cs
@@ -26,31 +26,16 @@ namespace QuantEngine.Core.Domain
                 return new FactorOutputs(0, 0, 0, 0, 0, 1.0, 0);
             }
 
-            // Ensure sorted chronologically (oldest to newest)
             var sortedStock = stockBars.OrderBy(b => b.TradeDate).ToList();
             var sortedIndex = indexBars?.OrderBy(b => b.TradeDate).ToList() ?? new List<PriceHistoryDailyRecord>();
-
-            int count = sortedStock.Count;
-            double closeToday = (double)sortedStock[^1].Close;
-
-            // 1. Momentum
-            double mom20 = CalculateMomentum(sortedStock, 20);
-            double mom60 = CalculateMomentum(sortedStock, 60);
-            double mom120 = CalculateMomentum(sortedStock, 120);
-
-            // 2. ATR 20D Percentage
-            double atrPct = CalculateAtr20Pct(sortedStock);
-
-            // 3. Price Standard Deviation 20D
-            double stdev = CalculatePriceStDev20D(sortedStock);
-
-            // 4. Beta 60D
-            double beta = CalculateBeta60D(sortedStock, sortedIndex);
-
-            // 5. Relative Strength (RS) 20D (vs Index)
-            double rs = CalculateRs20D(sortedStock, sortedIndex);
-
-            return new FactorOutputs(mom20, mom60, mom120, atrPct, stdev, beta, rs);
+            return new FactorOutputs(
+                CalculateMomentum(sortedStock, 20),
+                CalculateMomentum(sortedStock, 60),
+                CalculateMomentum(sortedStock, 120),
+                CalculateAtr20Pct(sortedStock),
+                CalculatePriceStDev20D(sortedStock),
+                CalculateBeta60D(sortedStock, sortedIndex),
+                CalculateRs20D(sortedStock, sortedIndex));
         }
 
         private static double CalculateMomentum(List<PriceHistoryDailyRecord> bars, int period)
@@ -58,7 +43,7 @@ namespace QuantEngine.Core.Domain
             if (bars.Count <= period) return 0.0;
             double current = (double)bars[^1].Close;
             double prev = (double)bars[^(period + 1)].Close;
-            if (prev <= 0.0) return 0.0;
+            if (prev <= 0.0 || double.IsNaN(prev) || double.IsInfinity(prev)) return 0.0;
             return ((current - prev) / prev) * 100.0;
         }
 
@@ -79,7 +64,7 @@ namespace QuantEngine.Core.Domain
 
             double atr = trList.Average();
             double closeToday = (double)bars[^1].Close;
-            if (closeToday <= 0.0) return 0.0;
+            if (closeToday <= 0.0 || double.IsNaN(closeToday) || double.IsInfinity(closeToday)) return 0.0;
             return (atr / closeToday) * 100.0;
         }
 
@@ -90,8 +75,6 @@ namespace QuantEngine.Core.Domain
             var subset = bars.Skip(bars.Count - 20).Select(b => (double)b.Close).ToList();
             double avg = subset.Average();
             double sumOfSquares = subset.Sum(val => Math.Pow(val - avg, 2));
-            
-            // Sample standard deviation (N-1)
             return Math.Sqrt(sumOfSquares / (subset.Count - 1));
         }
 
@@ -99,11 +82,9 @@ namespace QuantEngine.Core.Domain
         {
             if (stock.Count < 61 || index.Count < 61) return 1.0;
 
-            // Align daily returns
             var stockMap = stock.ToDictionary(b => b.TradeDate);
             var indexMap = index.ToDictionary(b => b.TradeDate);
 
-            // Compute returns for overlapping dates
             var overlappingDates = stockMap.Keys.Intersect(indexMap.Keys).OrderBy(d => d).ToList();
             if (overlappingDates.Count < 61) return 1.0;
 
@@ -113,7 +94,6 @@ namespace QuantEngine.Core.Domain
             var stockReturns = new List<double>();
             var indexReturns = new List<double>();
 
-            // Calculate returns starting from last 60 days
             int startIdx = Math.Max(1, alignedStock.Count - 60);
             for (int i = startIdx; i < alignedStock.Count; i++)
             {
@@ -154,7 +134,6 @@ namespace QuantEngine.Core.Domain
         {
             if (stock.Count < 21 || index.Count < 21) return 0.0;
 
-            // Align dates
             var stockMap = stock.ToDictionary(b => b.TradeDate);
             var indexMap = index.ToDictionary(b => b.TradeDate);