mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 12:38:06 +00:00
1136 lines
292 KiB
Plaintext
1136 lines
292 KiB
Plaintext
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{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 1,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div><div></div><div></div><div><strong>Installed Packages</strong><ul><li><span>Plotly.NET, 3.0.1</span></li><li><span>Plotly.NET.Interactive, 3.0.2</span></li><li><span>QuanTAlib, 0.1.15</span></li></ul></div></div>"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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},
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{
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"data": {
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"text/markdown": [
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"Loading extensions from `Plotly.NET.Interactive.dll`"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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}
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],
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"source": [
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"#r \"nuget: Plotly.NET\"\n",
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"#r \"nuget: Plotly.NET.Interactive\"\n",
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"#r \"nuget: QuanTAlib\"\n",
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"\n",
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"using Plotly.NET;\n",
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"using Plotly.NET.LayoutObjects;\n",
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"using QuanTAlib;"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [],
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"source": [
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"List<double> x = new() {1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53,54,55,56,57,58,59,60,61,62,63,64,65,66,67,68,69,70,71,72,73,74,75,76,77,78,79,80,81,82,83,84,85,86,87,88,89,90,91,92,93,94,95,96};\n",
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"List<double> Spike = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0};\n",
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"List<double> Impulse = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1};\n",
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"List<double> Triangle = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,33,32,31,30,29,28,27,26,25,24,23,22,21,20,19,18,17,16,15,14,13,12,11,10,9,8,7,6,5,4,3,2};\n",
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"List<double> Sawtooth = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,33,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0};\n",
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"List<double> Sine = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0.39,0.56,0.72,0.84,0.93,0.99,1,0.97,0.91,0.81,0.68,0.52,0.33,0.14,-0.06,-0.26,-0.44,-0.61,-0.76,-0.87,-0.95,-0.99,-1,-0.96,-0.88,-0.77,-0.63,-0.46,-0.28,-0.08,0.12,0.31,0.49,0.66,0.79,0.9,0.97,1,0.99,0.94,0.85,0.73,0.58,0.41,0.22,0.02,-0.17,-0.37,-0.54,-0.7,-0.83,-0.92,-0.98,-1,-0.98,-0.92,-0.82,-0.69,-0.54,-0.36,-0.17,0.03,0.23,0.42,0.59,0.74};\n",
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"List<double> Chirp = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0.93,0.27,-0.59,-1,-0.71,0.05,0.75,1,0.67,0,-0.67,-0.99,-0.85,-0.34,0.31,0.81,1,0.82,0.35,-0.22,-0.71,-0.98,-0.95,-0.66,-0.2,0.31,0.72,0.96,0.98,0.78,0.43,-0.01,-0.43,-0.77,-0.96,-0.99,-0.85,-0.58,-0.23,0.16,0.51,0.79,0.95,1,0.92,0.73,0.47,0.15,-0.17,-0.47,-0.72,-0.9,-0.99,-0.99,-0.9,-0.74,-0.52,-0.26,0.01,0.28,0.53,0.73,0.88,0.97,1,0.97};\n",
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"List<double> White = new() {-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,0.03,-0.4,-0.47,0.19,-0.4,-0.23,0.31,0.41,0.19,0.16,-0.5,-0.31,-0.21,0.25,0.18,-0.48,-0.1,0.38,0.29,-0.38,-0.08,-0.21,0.34,0.01,-0.46,0.28,-0.48,0.11,0.02,-0.37,0.19,-0.2,0.1,0.24,0.08,-0.22,-0.12,0.15,0.36,-0.43,-0.03,-0.32,0.45,-0.5,-0.04,-0.04,-0.08,-0.18,0.13,-0.33,-0.19,0.36,-0.39,0.2,-0.31,0.28,-0.13,-0.07,-0.29,0.37,0.03,-0.25,-0.06,-0.3,-0.08,-0.09};\n",
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"List<double> Gauss = new() {-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,0,0.03,0.11,-0.1,-0.43,-0.08,0.36,-0.04,-0.04,-0.21,-0.3,0.26,0.2,0.28,0.2,0.27,-0.01,-0.1,-0.23,-0.13,-0.41,-0.23,-0.07,-0.21,0.32,-0.18,-0.48,0.3,0.46,-0.2,0.52,-0.81,-0.25,-0.21,-0.12,-0.18,0.18,0.52,0.29,0.44,0.18,-1.2,0.38,0.24,0.06,0.28,0.34,0.3,-0.13,0.19,-0.5,0.59,-0.36,0.22,-0.23,0.24,0.39,0.13,-0.33,-0.57,-0.23,0.49,-0.13,0.76,0.59,0.61};\n",
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"List<double> B = new() {-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0,-0.28,0.41,-0.54,0.65,-0.75,0.84,-0.91,0.96,-0.99,1,-0.99,0.96,-0.92,0.85,-0.77,0.67,-0.56,0.44,-0.3,0.17,-0.03,-0.11,0.25,-0.39,0.51,-0.63,0.73,-0.82,0.89,-0.95,0.98,-1,0.99,-0.97,0.93,-0.86,0.78,-0.69,0.58,-0.46,0.33,-0.19,0.05,0.09,-0.23,0.36,-0.49,0.61,-0.71,0.81,-0.88,0.94,-0.98,1,-1,0.98,-0.94,0.88,-0.8,0.71,-0.6,0.48,-0.35,0.22,-0.08,-0.06};\n",
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"List<double> HF = new() {-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,0,0.14,-0.76,-0.96,-0.28,0.66,0.99,0.41,-0.54,-1,-0.54,0.42,0.99,0.65,-0.29,-0.96,-0.75,0.15,0.91,0.84,-0.01,-0.85,-0.91,-0.13,0.76,0.96,0.27,-0.66,-0.99,-0.4,0.55,1,0.53,-0.43,-0.99,-0.64,0.3,0.96,0.75,-0.16,-0.92,-0.83,0.02,0.85,0.9,0.12,-0.77,-0.95,-0.26,0.67,0.99,0.4,-0.56,-1,-0.52,0.44,0.99,0.64,-0.3,-0.97,-0.74,0.17,0.92,0.83,-0.03,-0.86};\n",
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"List<double> ImpulseHF = new() {-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0,0,0.05,-0.25,-0.32,-0.09,0.22,0.33,0.14,-0.18,-0.33,-0.18,0.14,0.33,0.22,-0.1,-0.32,-0.25,0.05,0.3,0.28,0,-0.28,-0.3,-0.04,0.25,0.32,0.09,-0.22,-0.33,-0.13,0.18,0.33,0.18,0.86,0.67,0.79,1.1,1.32,1.25,0.95,0.69,0.72,1.01,1.28,1.3,1.04,0.74,0.68,0.91,1.22,1.33,1.13,0.81,0.67,0.83,1.15,1.33,1.21,0.9,0.68,0.75,1.06,1.31,1.28,0.99,0.71};\n",
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"List<double> SawtoothHF = new() {-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0,0,2.7,-0.8,-0.8,3.6,9.3,11.95,10.05,6.3,5,8.3,14.1,17.95,17.25,13.55,11.2,13.25,18.75,23.55,24.2,20.95,17.75,18.45,23.35,28.8,30.8,28.35,24.7,24.05,28,33.75,37,35.65,31.85,28.05,-3.2,1.5,4.8,3.75,-0.8,-4.6,-4.15,0.1,4.25,4.5,0.6,-3.85,-4.75,-1.3,3.35,4.95,2,-2.8,-5,-2.6,2.2,4.95,3.2,-1.5,-4.85,-3.7,0.85,4.6,4.15,-0.15,-4.3};\n",
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"List<double> SineG = new() {-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0,0,0.59,0.83,0.74,0.5,0.91,1.36,0.93,0.87,0.6,0.38,0.78,0.53,0.42,0.14,0.01,-0.45,-0.71,-0.99,-1,-1.36,-1.22,-1.07,-1.17,-0.56,-0.95,-1.11,-0.16,0.18,-0.28,0.64,-0.5,0.24,0.45,0.67,0.72,1.15,1.52,1.28,1.38,1.03,-0.47,0.96,0.65,0.28,0.3,0.17,-0.07,-0.67,-0.51,-1.33,-0.33,-1.34,-0.78,-1.21,-0.68,-0.43,-0.56,-0.87,-0.93,-0.4,0.52,0.1,1.18,1.18,1.35};\n",
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"List<double> ChirpG = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,1.3,0.3,-0.48,-1.1,-1.14,-0.03,1.11,0.96,0.63,-0.21,-0.97,-0.73,-0.65,-0.06,0.51,1.08,0.99,0.72,0.12,-0.35,-1.12,-1.21,-1.02,-0.87,0.12,0.13,0.24,1.26,1.44,0.58,0.95,-0.82,-0.68,-0.98,-1.08,-1.17,-0.67,-0.06,0.06,0.6,0.69,-0.41,1.33,1.24,0.98,1.01,0.81,0.45,-0.3,-0.28,-1.22,-0.31,-1.35,-0.77,-1.13,-0.5,-0.13,-0.13,-0.32,-0.29,0.3,1.22,0.75,1.73,1.59,1.58};\n",
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"List<double> Complex = new() {175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.44,176.27,176.04,176.99,175.49,175.68,174.34,176.4,174.05,174.4,174.2,176.16,175,177.72,174.33,176.96,174.62,174.76,170.9,171.12,171.05,170.01,169.24,172.64,171.96,175.72,174.16,175.81,177.3,178.38,176.75,177.19,175.55,178.49,176.52,178.45,178.04,178.25,177.8,176.97,172.94,174.92,173.98,172.29,171.19,172.54,172.11,175.32,175.63,176.65,173.8,176.04,172.74,175.24,171.84,171.54,172.17,171.85,172.38,170.78,173.49,173.69,171.71,174.38,173.99,174.83};\n",
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"List<double> Market = new() {68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,67.75,67.75,72.75,74.75,72.25,71.25,71.75,72.75,77.75,76,76,76,74.75,75.5,74.75,73.75,74,74.75,72.25,72.5,72.25,74.5,74.75,75.75,75.75,75.75,74.25,73.75,74.75,72,71.75,72.5,72.25,71,72,71.75,71.75,73.25,72.5,73.75,74,76.75,75.75,75,75.75,74.5,74.25,73.5,71.75,70.5,69,70.5,70,68.75,67.25,68.5,70.75,70,70.5,68.25,68.25,68.25,63.75,64.25};\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 19,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [],
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"source": [
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"TSeries data = new();\n",
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"\n",
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"// change these two values - the period and the type of observed indicator\n",
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"// currently available indicators are: DEMA_Series, EMA_Series, HEMA_Series, HMA_Series, JMA_Series, RMA_Series, SMA_Series, TEMA_Series, WMA_Series and ZLEMA_Series\n",
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"int Period = 20;\n",
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"ZLEMA_Series indicator=new(source: data, period: Period);\n",
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"\n",
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"//On charts below, blue line is the data input, the green line is a JMA reference"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 20,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"\n",
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"<div>\n",
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" <div id=\"5e84c420-cb7f-4aee-953f-8c23e2e7a755\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
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"<script type=\"text/javascript\">\r\n",
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|
"\r\n",
|
||
|
|
" var renderPlotly_5e84c420cb7f4aee953f8c23e2e7a755 = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,1.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.006666666666666667,0.01,0.008,0.01,0.008571428571428572,0.01,0.008888888888888889,0.01,0.008181818181818182,0.009166666666666668,0.007692307692307694,0.008571428571428574,0.007333333333333335,0.008125000000000002,0.007058823529411767,0.00777777777777778,0.006842105263157897,0.0075000000000000015,0.006785714285714287,0.007091836734693879,0.006416423712342081,0.006757716692119026,0.006114124626202928,0.006484207995135983,0.005866664376551604,0.006260315388308594,0.005664094875136348,0.006077038220361458,0.005498272675565129,0.004974627658844641,0.004500853596097532,0.004072200872659673,0.003684372218120656,0.0033334796259186887,0.0030160053758311947,0.0027287667686091764,0.0024688842192178264,0.0022337523888161285,0.002021014066071735,0.001828536535969665,0.0016543901992106494,0.0014968292278572542,0.0013542740632994205,0.001225295581080428,0.001108600763834673,0.0010030197387075612,0.0009074940493068411,0.0008210660446109514,0.0007428692784575275,0.0006721198233663344,0.0006081084116171597,0.0005501933247964778,0.0004977939605301466,0.00045038501190822785,0.00040749120125030137,0.00036868251541693933,0.00033356989490104035,0.00030180133348189366,0.0002730583493407609,0.00024705279226068847,0.00022352395490252768,0.09544033119729275,0.08635077584516963,0.07812689243134395,0.07068623600931119,0.06395421353223393,0.05786333605297356,0.05235254214316655,0.04736658574857926,0.04285548234395266,0.03877400783500479,0.03508124518405195,0.03174017421414224,0.028717300479462027,0.025982319481418024,0.023507812864140117,0.02126897354374582,0.019243357015770027,0.017410656347601455,0.01575249860021084,0.014252260638285998,0.01289490248225876,0.01166681653156745,0.010555691147608645,0.009550387228788773,0.0086408265403327,0.007817890679348632,0.00707332966226781,0.006399679218242304,0.005790185959362084,0.005238739677518076,0.004739812089183022,0.0042884014140227335],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.0044444444
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('5e84c420-cb7f-4aee-953f-8c23e2e7a755', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_5e84c420cb7f4aee953f8c23e2e7a755();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_5e84c420cb7f4aee953f8c23e2e7a755();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = Spike;\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count-1; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"Spike\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 21,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"f3c45177-7855-413f-be46-64632088ba9c\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_f3c451777855413fbe4664632088ba9c = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.006666666666666667,0.01,0.008,0.01,0.008571428571428572,0.01,0.008888888888888889,0.01,0.008181818181818182,0.009166666666666668,0.007692307692307694,0.008571428571428574,0.007333333333333335,0.008125000000000002,0.007058823529411767,0.00777777777777778,0.006842105263157897,0.0075000000000000015,0.006785714285714287,0.007091836734693879,0.006416423712342081,0.006757716692119026,0.006114124626202928,0.006484207995135983,0.005866664376551604,0.006260315388308594,0.005664094875136348,0.006077038220361458,0.005498272675565129,0.004974627658844641,0.004500853596097532,0.004072200872659673,0.003684372218120656,0.0033334796259186887,0.0030160053758311947,0.0027287667686091764,0.0024688842192178264,0.0022337523888161285,0.002021014066071735,0.001828536535969665,0.0016543901992106494,0.0014968292278572542,0.0013542740632994205,0.001225295581080428,0.001108600763834673,0.0010030197387075612,0.0009074940493068411,0.0008210660446109514,0.0007428692784575275,0.0006721198233663344,0.0006081084116171597,0.0005501933247964778,0.0004977939605301466,0.00045038501190822785,0.00040749120125030137,0.00036868251541693933,0.00033356989490104035,0.00030180133348189366,0.0002730583493407609,0.00024705279226068847,0.00022352395490252768,0.09544033119729275,0.18158887108326488,0.25953278812295394,0.3300534749683869,0.3938579059237786,0.4515857244072283,0.5038156554160637,0.5510713072812005,0.5938264208734672,0.6325096188855179,0.6675087028011829,0.6991745406296417,0.7278245843791996,0.7537460525335615,0.7771988094351271,0.7984179704413055,0.817616258970705,0.8349861390687331,0.8507017448717109,0.8649206263125003,0.8777853285684527,0.889424821085743,0.8999557905061484,0.9094838104579438,0.9181043999381396,0.925903980896412,0.9329607446205632,0.939345435609081,0.9451220607891685,0.9503485311902,0.955077242505419,0.9593556003620458],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.0044444444444444444,0.003888888888888889,0.004733333333333334
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('f3c45177-7855-413f-be46-64632088ba9c', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_f3c451777855413fbe4664632088ba9c();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_f3c451777855413fbe4664632088ba9c();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = Impulse;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count-1; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"Impulse\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 22,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"60a5e426-ffc8-4bb3-98e7-3a7a820d4dfc\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_60a5e426ffc84bb398e73a7a820d4dfc = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,33.0,32.0,31.0,30.0,29.0,28.0,27.0,26.0,25.0,24.0,23.0,22.0,21.0,20.0,19.0,18.0,17.0,16.0,15.0,14.0,13.0,12.0,11.0,10.0,9.0,8.0,7.0,6.0,5.0,4.0,3.0,2.0],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.006666666666666667,0.01,0.008,0.01,0.008571428571428572,0.01,0.008888888888888889,0.01,0.008181818181818182,0.009166666666666668,0.007692307692307694,0.008571428571428574,0.007333333333333335,0.008125000000000002,0.007058823529411767,0.00777777777777778,0.006842105263157897,0.0075000000000000015,0.006785714285714287,0.007091836734693879,0.006416423712342081,0.006757716692119026,0.006114124626202928,0.006484207995135983,0.005866664376551604,0.006260315388308594,0.005664094875136348,0.006077038220361458,0.10073636791366036,0.28161861858854986,0.5405120834848784,0.8699871231529852,1.263321682852701,1.7144339035333962,2.21782115081593,2.768504850738222,3.361980579239344,3.9941729050260735,4.661394533118829,5.360309339488465,6.08789892620385,6.8414323618034825,7.618438803536485,8.4166827270092,9.234141514913086,10.068985180159459,10.919558020144272,11.784362018225771,12.662041826013793,13.551371175917241,14.451240587734647,15.360646246045633,16.278679936898428,17.2045199429081,18.137422805488278,19.076715871632253,20.021790550524422,20.97209621237924,21.927134668343122,22.886455176119966,23.849649921251398,24.816349928751265,25.595745173632096,26.205674204714754,26.662276661408587,26.98015507460777,27.17252125797846,27.25132875721861,27.22739268510255,27.110498143664216,26.9094983204581,26.63240324231923,26.286460076384067,25.87822578339511,25.413632851643193,24.898048770534317,24.336329840007238,23.732869855244644,23.091644154745154,22.416249473340855,21.709939999689343,20.97565999971893,20.21607333307903,19.433590158500074,18.630391095785782,17.808449086663327,16.969549173647774,16.115306395205128,15.247181976614163,14.366497978841386,13.474450552285063,12.572121928257914,11.660491268423828,10.74044448095489],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.0044444444444444444,0.003888888888888889,0.004733333333333334,0.004733333333333334,0.005019047619047619,0.00482
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('60a5e426-ffc8-4bb3-98e7-3a7a820d4dfc', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_60a5e426ffc84bb398e73a7a820d4dfc();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_60a5e426ffc84bb398e73a7a820d4dfc();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = Triangle;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x, series, false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"Triangle\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 23,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"26cd3fc3-cc8b-4fd2-9ed4-b115b9390085\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_26cd3fc3cc8b4fd29ed4b115b9390085 = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,33.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.006666666666666667,0.01,0.008,0.01,0.008571428571428572,0.01,0.008888888888888889,0.01,0.008181818181818182,0.009166666666666668,0.007692307692307694,0.008571428571428574,0.007333333333333335,0.008125000000000002,0.007058823529411767,0.00777777777777778,0.006842105263157897,0.0075000000000000015,0.006785714285714287,0.007091836734693879,0.006416423712342081,0.006757716692119026,0.006114124626202928,0.006484207995135983,0.005866664376551604,0.006260315388308594,0.005664094875136348,0.006077038220361458,0.10073636791366036,0.28161861858854986,0.5405120834848784,0.8699871231529852,1.263321682852701,1.7144339035333962,2.21782115081593,2.768504850738222,3.361980579239344,3.9941729050260735,4.661394533118829,5.360309339488465,6.08789892620385,6.8414323618034825,7.618438803536485,8.4166827270092,9.234141514913086,10.068985180159459,10.919558020144272,11.784362018225771,12.662041826013793,13.551371175917241,14.451240587734647,15.360646246045633,16.278679936898428,17.2045199429081,18.137422805488278,19.076715871632253,20.021790550524422,20.97209621237924,21.927134668343122,22.886455176119966,23.849649921251398,24.816349928751265,25.595745173632096,23.158055157095706,20.952526094515164,18.957047418847054,17.15161433133781,15.518127252162781,14.040210371004422,12.703047478527811,11.493233432953733,10.398639772672425,9.408293127656004,8.512265210736384,7.701573285904348,6.96809011581822,6.304462485740294,5.704037487098361,5.160795821660422,4.669291457692762,4.224597033150594,3.8222544585648235,3.4582302244157925,3.128874964947622,2.8308868730478483,2.5612785994242437,2.3173473042409825,2.0966475609799367,1.8969668408866094,1.716303332230742,1.5528458720182903,1.4049557889689293,1.2711504757337933,1.1500885256639082],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.0044444444444444444,0.003888888888888889,0.004733333333333334,0.004733333333333334,0.005019047619047619,0.0048285714285714295,0.00505079
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('26cd3fc3-cc8b-4fd2-9ed4-b115b9390085', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_26cd3fc3cc8b4fd29ed4b115b9390085();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_26cd3fc3cc8b4fd29ed4b115b9390085();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = Sawtooth;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"Sawtooth\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 24,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"124a9b46-efee-4dbc-91e8-76fff6a2aead\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_124a9b46efee4dbc91e876fff6a2aead = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.39,0.56,0.72,0.84,0.93,0.99,1.0,0.97,0.91,0.81,0.68,0.52,0.33,0.14,-0.06,-0.26,-0.44,-0.61,-0.76,-0.87,-0.95,-0.99,-1.0,-0.96,-0.88,-0.77,-0.63,-0.46,-0.28,-0.08,0.12,0.31,0.49,0.66,0.79,0.9,0.97,1.0,0.99,0.94,0.85,0.73,0.58,0.41,0.22,0.02,-0.17,-0.37,-0.54,-0.7,-0.83,-0.92,-0.98,-1.0,-0.98,-0.92,-0.82,-0.69,-0.54,-0.36,-0.17,0.03,0.23,0.42,0.59,0.74],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.006666666666666667,0.01,0.008,0.01,0.008571428571428572,0.01,0.008888888888888889,0.01,0.008181818181818182,0.009166666666666668,0.007692307692307694,0.008571428571428574,0.007333333333333335,0.008125000000000002,0.007058823529411767,0.00777777777777778,0.006842105263157897,0.0075000000000000015,0.006785714285714287,0.007091836734693879,0.006416423712342081,0.006757716692119026,0.006114124626202928,0.006484207995135983,0.005866664376551604,0.006260315388308594,0.005664094875136348,0.006077038220361458,0.042641129818422274,0.09191340316904872,0.15173117429580596,0.21728058626763394,0.2851586256707164,0.3522863756068386,0.41397338745380635,0.46692830293439624,0.5091256074168347,0.5377803114723743,0.5513250437131005,0.5483417062166147,0.5275472580055086,0.4906379953383173,0.4381962814965728,0.37170139754451825,0.29439650254027844,0.20826350229834717,0.11604793065088553,0.02213860392222977,-0.07044602502274447,-0.15802259406819735,-0.23821091844265474,-0.3069527357338305,-0.3615286656639418,-0.4004306975054712,-0.4222944406001882,-0.42588544625731317,-0.4119915942328072,-0.380373347163016,-0.3327187426713002,-0.2715074338454621,-0.1989829163363705,-0.11717501954243045,-0.03077739863362755,0.05786806790290841,0.14473777572167904,0.22619132089104294,0.29893500461570555,0.359988813699924,0.4066565457285027,0.4374511604210263,0.45102724038092856,0.4471198841541735,0.4254894189966331,0.3868713790921919,0.3338360096548403,0.26680400873533167,0.18996553171291913,0.10520690964502208,0.016139584916924757,-0.07301656602754428,-0.1593959406915877,-0.23945347014953172,-0.3099817110876716,-0.36807869098408386,-0.4111188156522664,-0.4376789284472886,-0.4474237924046897,-0.4390977169375764,-0.4134693629435215,-0.371234185520329,-0.31397378689934524,-0.24407152148036,-0.16463613848223047,-0.0784803157696371],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('124a9b46-efee-4dbc-91e8-76fff6a2aead', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_124a9b46efee4dbc91e876fff6a2aead();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_124a9b46efee4dbc91e876fff6a2aead();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = Sine;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"Sine\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 25,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"b47b5488-d44d-4322-860a-093043246f19\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_b47b5488d44d4322860a093043246f19 = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.93,0.27,-0.59,-1.0,-0.71,0.05,0.75,1.0,0.67,0.0,-0.67,-0.99,-0.85,-0.34,0.31,0.81,1.0,0.82,0.35,-0.22,-0.71,-0.98,-0.95,-0.66,-0.2,0.31,0.72,0.96,0.98,0.78,0.43,-0.01,-0.43,-0.77,-0.96,-0.99,-0.85,-0.58,-0.23,0.16,0.51,0.79,0.95,1.0,0.92,0.73,0.47,0.15,-0.17,-0.47,-0.72,-0.9,-0.99,-0.99,-0.9,-0.74,-0.52,-0.26,0.01,0.28,0.53,0.73,0.88,0.97,1.0,0.97],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.006666666666666667,0.01,0.008,0.01,0.008571428571428572,0.01,0.008888888888888889,0.01,0.008181818181818182,0.009166666666666668,0.007692307692307694,0.008571428571428574,0.007333333333333335,0.008125000000000002,0.007058823529411767,0.00777777777777778,0.006842105263157897,0.0075000000000000015,0.006785714285714287,0.007091836734693879,0.006416423712342081,0.006757716692119026,0.006114124626202928,0.006484207995135983,0.005866664376551604,0.006260315388308594,0.005664094875136348,0.006077038220361458,0.0940697012469937,0.11082496779489906,0.044079732766813436,-0.05535643225859736,-0.11770343871015951,-0.10173168264252527,-0.020614379533713353,0.07658698994568791,0.13310251471276524,0.12042608474012094,0.045147410002966556,-0.05343805761636358,-0.12930109974813847,-0.1493676616768872,-0.10561836056480271,-0.01841661193958341,0.07857544634037691,0.14918730859367435,0.16831232682284822,0.13133020045876745,0.05120351470078961,-0.04700634384214272,-0.13300573966670054,-0.1831956692222529,-0.1847960816772764,-0.13767264532705958,-0.05598953624829202,0.04077137196583102,0.13022171749289474,0.1921053634459524,0.21476199549871883,0.1933560911655075,0.13398884438784014,0.04789466873185537,-0.04809529971879751,-0.13780050926938822,-0.20562903219611314,-0.24128341008219759,-0.24020879959817876,-0.20209367582692364,-0.13427523051007378,-0.04624901808054295,0.04863184078427065,0.13923833213814962,0.21359658622023062,0.2627778637230658,0.28251330527324997,0.2698929904853214,0.22799841996290982,0.16152237996644223,0.07756786758868583,-0.015533834086427098,-0.10834013560200546,-0.1923077417351478,-0.25970700442703853,-0.3054491944816063,-0.3258826045309771,-0.31960807076612213,-0.28821682593125336,-0.2341009377473245,-0.1613294198666269,-0.07644090368885292,0.014648706186275923,0.10563454369234487,0.19081220619783584,0.26502056751232766],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('b47b5488-d44d-4322-860a-093043246f19', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_b47b5488d44d4322860a093043246f19();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_b47b5488d44d4322860a093043246f19();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = Chirp;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"Chirp\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 26,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"6af827d0-9609-4499-b3ce-c5f476cafe5c\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_6af827d096094499b3cec5f476cafe5c = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,0.03,-0.4,-0.47,0.19,-0.4,-0.23,0.31,0.41,0.19,0.16,-0.5,-0.31,-0.21,0.25,0.18,-0.48,-0.1,0.38,0.29,-0.38,-0.08,-0.21,0.34,0.01,-0.46,0.28,-0.48,0.11,0.02,-0.37,0.19,-0.2,0.1,0.24,0.08,-0.22,-0.12,0.15,0.36,-0.43,-0.03,-0.32,0.45,-0.5,-0.04,-0.04,-0.08,-0.18,0.13,-0.33,-0.19,0.36,-0.39,0.2,-0.31,0.28,-0.13,-0.07,-0.29,0.37,0.03,-0.25,-0.06,-0.3,-0.08,-0.09],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.4,0.4000000000000001,0.1333333333333334,0.4000000000000001,0.24000000000000005,0.4000000000000001,0.28571428571428575,0.4000000000000001,0.31111111111111117,0.4000000000000001,0.25454545454545463,0.3333333333333334,0.21538461538461545,0.28571428571428575,0.1866666666666667,0.25000000000000006,0.16470588235294123,0.22222222222222227,0.14736842105263162,0.20000000000000004,0.14285714285714288,0.16734693877551024,0.11331389698736641,0.14061733536952198,0.08912997009623416,0.11873663961087853,0.06933315012412819,0.10082523106468741,0.05312759001090765,0.08616305762891645,0.08081419499759107,0.0350223669025824,-0.01307500137385402,0.00626547494746541,-0.0324264750475313,-0.0512430012334807,-0.016838905877911113,0.023812418491413752,0.039639807206517205,0.051102682710658424,-0.001383287071309039,-0.030775354969279606,-0.047844368781729166,-0.019478238421564487,-0.00048031095284406175,-0.04614885276685891,-0.05127753345572949,-0.010203482650421918,0.018387325221046833,-0.019554324800005244,-0.025311055771433316,-0.042900479031296804,-0.006433766742601876,-0.004868646100449316,-0.048214489328977955,-0.016955966535741957,-0.06105539829424272,-0.04476440798050532,-0.038596369125219104,-0.07015861968472203,-0.045381608286177086,-0.06010716940177927,-0.04485886755399077,-0.01772945159646784,-0.008421884777756617,-0.02857218146558932,-0.037279592754580815,-0.01944344106366836,0.016694029513823858,-0.02584825901130222,-0.026243662914987725,-0.05422045692308414,-0.00619946102564755,-0.05322808378510969,-0.05196826628176591,-0.050828431397788205,-0.05360667602657028,-0.0656441354526112,-0.047011360647600614,-0.07396265963354341,-0.08501383490653928,-0.04263156491544032,-0.07571427301873171,-0.04945577082647154,-0.07426950693823615,-0.04052955389649937,-0.04905054876349943,-0.05104573459554711,-0.07380328368168547,-0.03153630428342971,-0.025675703875484027,-0.04703992255400936,-0.0482742156441037,-0.07224809986847477,-0.07298637607147718,-0.07460672120752698],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,6
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('6af827d0-9609-4499-b3ce-c5f476cafe5c', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_6af827d096094499b3cec5f476cafe5c();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_6af827d096094499b3cec5f476cafe5c();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = White;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"White\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 27,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"9c2bf6a0-9c18-4570-9a48-8376013f3da8\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_9c2bf6a09c1845709a488376013f3da8 = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,0.0,0.03,0.11,-0.1,-0.43,-0.08,0.36,-0.04,-0.04,-0.21,-0.3,0.26,0.2,0.28,0.2,0.27,-0.01,-0.1,-0.23,-0.13,-0.41,-0.23,-0.07,-0.21,0.32,-0.18,-0.48,0.3,0.46,-0.2,0.52,-0.81,-0.25,-0.21,-0.12,-0.18,0.18,0.52,0.29,0.44,0.18,-1.2,0.38,0.24,0.06,0.28,0.34,0.3,-0.13,0.19,-0.5,0.59,-0.36,0.22,-0.23,0.24,0.39,0.13,-0.33,-0.57,-0.23,0.49,-0.13,0.76,0.59,0.61],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.4,0.4000000000000001,0.1333333333333334,0.4000000000000001,0.24000000000000005,0.4000000000000001,0.28571428571428575,0.4000000000000001,0.31111111111111117,0.4000000000000001,0.25454545454545463,0.3333333333333334,0.21538461538461545,0.28571428571428575,0.1866666666666667,0.25000000000000006,0.16470588235294123,0.22222222222222227,0.14736842105263162,0.20000000000000004,0.14285714285714288,0.16734693877551024,0.11331389698736641,0.14061733536952198,0.08912997009623416,0.11873663961087853,0.06933315012412819,0.10082523106468741,0.05312759001090765,0.08616305762891645,0.07795705214044822,0.07338971384135792,0.07687640776122859,0.060031035593492536,0.013361413156017063,0.0044698499983011515,0.03832986428417723,0.030869877209493683,0.024120365094303806,0.0018231874662748733,-0.026921878006703683,0.0004040151367919083,0.01941315655233554,0.04423095116639882,0.05906609867436084,0.07915504165775505,0.07066408530939743,0.054410362898978624,0.02732366167050447,0.012340455797123093,-0.027882444754983866,-0.04713173573069969,-0.049309665661109246,-0.06461350702671789,-0.02798364921464952,-0.04246139690849242,-0.08413174006006456,-0.047547764816248894,0.0007901175472033867,-0.018332750790625508,0.03293703499895788,-0.04734268261999049,-0.06664337951332472,-0.08029639098824617,-0.08407768708460368,-0.09321314545749856,-0.06719284589011776,-0.011269717710106542,0.01742263635752265,0.05766809956156811,0.06931875674618067,-0.051568743896312705,-0.010466958763330543,0.0133870373093676,0.01782636708942783,0.04279528450948232,0.07110049550857925,0.09290044831728599,0.07167183419183018,0.08294118331641778,0.02742297538152086,0.08100173963089982,0.03900157395176651,0.05623951928969351,0.028978612690675074,0.04907588767251554,0.08154485075132359,0.08615962687024516,0.04652537669212657,-0.012191325849980714,-0.03293500910236351,0.016868325097861583,0.0028808655647319086,0.0749874497966622,0.12403626410174198,0.17031852466348085],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('9c2bf6a0-9c18-4570-9a48-8376013f3da8', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_9c2bf6a09c1845709a488376013f3da8();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_9c2bf6a09c1845709a488376013f3da8();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = Gauss;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"Gauss\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 28,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"22e44742-a038-42ee-8d22-4ed9d485aeaf\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_22e44742a03842ee8d224ed9d485aeaf = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.0,-0.28,0.41,-0.54,0.65,-0.75,0.84,-0.91,0.96,-0.99,1.0,-0.99,0.96,-0.92,0.85,-0.77,0.67,-0.56,0.44,-0.3,0.17,-0.03,-0.11,0.25,-0.39,0.51,-0.63,0.73,-0.82,0.89,-0.95,0.98,-1.0,0.99,-0.97,0.93,-0.86,0.78,-0.69,0.58,-0.46,0.33,-0.19,0.05,0.09,-0.23,0.36,-0.49,0.61,-0.71,0.81,-0.88,0.94,-0.98,1.0,-1.0,0.98,-0.94,0.88,-0.8,0.71,-0.6,0.48,-0.35,0.22,-0.08,-0.06],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.4,0.4000000000000001,0.1333333333333334,0.4000000000000001,0.24000000000000005,0.4000000000000001,0.28571428571428575,0.4000000000000001,0.31111111111111117,0.4000000000000001,0.25454545454545463,0.3333333333333334,0.21538461538461545,0.28571428571428575,0.1866666666666667,0.25000000000000006,0.16470588235294123,0.22222222222222227,0.14736842105263162,0.20000000000000004,0.14285714285714288,0.16734693877551024,0.11331389698736641,0.14061733536952198,0.08912997009623416,0.11873663961087853,0.06933315012412819,0.10082523106468741,0.05312759001090765,0.04806781953367835,0.016823265292375645,0.05426866859786368,-0.0023283474590757164,0.059798161822741024,-0.01732547263656764,0.0643245723764388,-0.028468244040364903,0.06567158872538412,-0.03486856258179531,0.06369034814028043,-0.03666111358736531,0.05825899246857423,-0.03490853062367094,0.049368472292869135,-0.028666620306451736,0.03787305781797225,-0.019067233402787015,0.024653455492716508,-0.006265921220875537,0.010521309371588797,0.0066621370504851025,-0.004448542668608716,0.01978465187125878,-0.019242457830765867,0.031161585772164217,-0.03180618430137523,0.04074678563208907,-0.04122909871382417,0.04745938687796861,-0.047536745205647435,0.05032389719489041,-0.04970695015700391,0.04931275938175836,-0.04776464627364719,0.04535579622860492,-0.040868565316976496,0.037309393284640315,-0.03195816798056352,0.026323562303299665,-0.019992967439871733,0.013339696125830337,-0.006025989219486837,-0.0006901807223928524,0.007946979346406466,-0.014714637734203676,0.020972470621434765,-0.027691574199654255,0.03304095667650329,-0.03772484872125892,0.04301085115695621,-0.04489494419132533,0.048904574303086604,-0.04908633753530259,0.05082664699186908,-0.04925208129307082,0.04877192644912639,-0.045396828450790405,0.04273620283023725,-0.03752438791549964,0.03366841093359555,-0.026680961536270684,0.021574368133850327,-0.013813666926516362,0.00845430135219948,3.0082175799530167E-05,-0.005687068507609948],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,6
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('22e44742-a038-42ee-8d22-4ed9d485aeaf', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_22e44742a03842ee8d224ed9d485aeaf();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_22e44742a03842ee8d224ed9d485aeaf();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = B;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"B\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 29,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"133ec24d-84ac-465a-8249-dc21dfae8fb0\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_133ec24d84ac465a8249dc21dfae8fb0 = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,0.0,0.14,-0.76,-0.96,-0.28,0.66,0.99,0.41,-0.54,-1.0,-0.54,0.42,0.99,0.65,-0.29,-0.96,-0.75,0.15,0.91,0.84,-0.01,-0.85,-0.91,-0.13,0.76,0.96,0.27,-0.66,-0.99,-0.4,0.55,1.0,0.53,-0.43,-0.99,-0.64,0.3,0.96,0.75,-0.16,-0.92,-0.83,0.02,0.85,0.9,0.12,-0.77,-0.95,-0.26,0.67,0.99,0.4,-0.56,-1.0,-0.52,0.44,0.99,0.64,-0.3,-0.97,-0.74,0.17,0.92,0.83,-0.03,-0.86],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.6,0.5999999999999999,0.19999999999999993,0.5999999999999999,0.3599999999999999,0.5999999999999999,0.42857142857142844,0.5999999999999999,0.46666666666666656,0.5999999999999999,0.3818181818181818,0.49999999999999994,0.32307692307692304,0.4285714285714285,0.27999999999999997,0.37499999999999994,0.24705882352941172,0.33333333333333326,0.22105263157894733,0.29999999999999993,0.21428571428571422,0.2510204081632652,0.1699708454810495,0.21092600305428286,0.13369495514435117,0.1781049594163177,0.10399972518619222,0.15123784659703104,0.07969138501636144,0.12924458644337464,0.1169355782106723,0.1191321898096559,0.035405314589688666,-0.05939519156171024,-0.08040517331773783,-0.0098903949065247,0.08533726175123955,0.1162575225368358,0.0537568061047562,-0.046600984952839625,-0.09359136733828347,-0.04467790378225647,0.0538628489589108,0.11063781572472883,0.07248183327475466,-0.025849769894269584,-0.09481645847576772,-0.07150060528759938,0.021975642835029133,0.09988272446978826,0.08941770309171318,-5.064958368806993E-05,-0.08671249248047969,-0.09083511224424352,-0.009803196792410804,0.08255901242591401,0.10041053505201744,0.02799048409468244,-0.0689609905810016,-0.10048851528757288,-0.03853722811732784,0.06037107932241766,0.10509764319647312,0.05413596289204711,-0.04530555738338594,-0.101943123346873,-0.06366282588526605,0.03382887181809261,0.10203564593065521,0.07707987012773568,-0.017880117503477247,-0.09522486821743179,-0.08425107124434304,0.004725221255118192,0.08998948589748788,0.09284763009772713,0.01067166532651502,-0.08082087422839115,-0.09788555287330629,-0.02475359545680092,0.07188960411051344,0.1031382132428455,0.03998219293400306,-0.05906373020256865,-0.10296242256422877,-0.05125171565334985,0.047915114408873936,0.10430415113183833,0.06579899388118707,-0.03284852934559264,-0.10019628845553619,-0.07446330860262798,0.020247482692860405,0.09736677005544511,0.08523660147873605,-0.004785931995429288],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('133ec24d-84ac-465a-8249-dc21dfae8fb0', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_133ec24d84ac465a8249dc21dfae8fb0();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_133ec24d84ac465a8249dc21dfae8fb0();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = HF;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"HF\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 30,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"86acd4d0-a953-485b-837e-40377f3a48f7\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_86acd4d0a953485b837e40377f3a48f7 = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.0,0.0,0.05,-0.25,-0.32,-0.09,0.22,0.33,0.14,-0.18,-0.33,-0.18,0.14,0.33,0.22,-0.1,-0.32,-0.25,0.05,0.3,0.28,0.0,-0.28,-0.3,-0.04,0.25,0.32,0.09,-0.22,-0.33,-0.13,0.18,0.33,0.18,0.86,0.67,0.79,1.1,1.32,1.25,0.95,0.69,0.72,1.01,1.28,1.3,1.04,0.74,0.68,0.91,1.22,1.33,1.13,0.81,0.67,0.83,1.15,1.33,1.21,0.9,0.68,0.75,1.06,1.31,1.28,0.99,0.71],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.2,0.20000000000000004,0.0666666666666667,0.20000000000000004,0.12000000000000002,0.20000000000000004,0.14285714285714288,0.20000000000000004,0.15555555555555559,0.20000000000000004,0.12727272727272732,0.1666666666666667,0.10769230769230773,0.14285714285714288,0.09333333333333335,0.12500000000000003,0.08235294117647061,0.11111111111111113,0.07368421052631581,0.10000000000000002,0.07142857142857144,0.08367346938775512,0.056656948493683204,0.07030866768476099,0.04456498504811708,0.05936831980543927,0.034666575062064095,0.050412615532343705,0.026563795005453826,0.024033909766839175,0.021744965979521157,0.02443592160051914,-0.0017008328376255377,-0.032015039234042156,-0.03753741644984766,-0.01301004345462408,0.019657579731530594,0.031118762614241964,0.011012213793837971,-0.021465139900813265,-0.03656369800549772,-0.01974810771925984,0.013561235873050623,0.0332220705518077,0.020534254308778397,-0.011897579434914783,-0.034574000441113376,-0.026519333732435913,0.004577745670653218,0.030808436559162437,0.02787429974400411,-0.0014470621363772349,-0.029880675266246066,-0.030844420478984537,-0.004097332814319343,0.02676907983466345,0.03279107223136217,0.008715732018851487,-0.023542909125801037,-0.03368167968524856,-0.0133310435247487,0.01936715109665594,0.03466551765887918,0.11326880169136687,0.16629082057790337,0.22569169480857926,0.3089591524458574,0.4052487569748234,0.4857012563105545,0.5299201842809779,0.5451658810161228,0.5618167494907778,0.6045008685868941,0.6688341191976661,0.7289451554645551,0.7585694263726926,0.7568009095752933,0.7494865372347892,0.7647735336886188,0.8081284352420837,0.857830489028552,0.8837513948353566,0.8767274524700845,0.8570391236634098,0.8544639690287994,0.8826102576927232,0.9252188045791305,0.952340823190642,0.9473559828867714,0.9218935083261265,0.9055226980093525,0.9202348220084617,0.957355315150513,0.9880833803742737,0.9882659155767238,0.961764399807512],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,8
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('86acd4d0-a953-485b-837e-40377f3a48f7', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_86acd4d0a953485b837e40377f3a48f7();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_86acd4d0a953485b837e40377f3a48f7();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = ImpulseHF;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"ImpulseHF\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 31,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"98ff6151-9eec-445c-9066-d2e023f121f6\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_98ff61519eec445c9066d2e023f121f6 = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.0,0.0,2.7,-0.8,-0.8,3.6,9.3,11.95,10.05,6.3,5.0,8.3,14.1,17.95,17.25,13.55,11.2,13.25,18.75,23.55,24.2,20.95,17.75,18.45,23.35,28.8,30.8,28.35,24.7,24.05,28.0,33.75,37.0,35.65,31.85,28.05,-3.2,1.5,4.8,3.75,-0.8,-4.6,-4.15,0.1,4.25,4.5,0.6,-3.85,-4.75,-1.3,3.35,4.95,2.0,-2.8,-5.0,-2.6,2.2,4.95,3.2,-1.5,-4.85,-3.7,0.85,4.6,4.15,-0.15,-4.3],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.2,0.20000000000000004,0.0666666666666667,0.20000000000000004,0.12000000000000002,0.20000000000000004,0.14285714285714288,0.20000000000000004,0.15555555555555559,0.20000000000000004,0.12727272727272732,0.1666666666666667,0.10769230769230773,0.14285714285714288,0.09333333333333335,0.12500000000000003,0.08235294117647061,0.11111111111111113,0.07368421052631581,0.10000000000000002,0.07142857142857144,0.08367346938775512,0.056656948493683204,0.07030866768476099,0.04456498504811708,0.05936831980543927,0.034666575062064095,0.050412615532343705,0.026563795005453826,0.024033909766839175,0.021744965979521157,0.27681687398147153,0.17426288598323614,0.08147594446102316,0.4165734735599733,1.2626140951256901,2.280460371780386,3.020416526848921,3.3327578100061666,3.49154278048177,3.9494910871025537,4.916206221664215,6.157519914839051,7.213946589616285,7.817380247748067,8.1395345098673,8.626245508927557,9.590412603315409,10.91989711728537,12.184668820401047,13.019462266077138,13.469989669307886,13.944276367469039,14.840059570567227,16.16957770670368,17.562951258446187,18.590289233832266,19.172166449657762,19.636722025880832,20.43322469008266,21.701489005312883,23.15849005242594,24.348157666480613,25.06261884110151,25.347131332425175,22.628356919813253,20.61613245125961,19.109834122568216,17.64699277756172,15.890136322555843,13.938694768026716,12.215961932976553,11.062060796502596,10.413293101597587,9.850122330016864,8.969158298586686,7.74828607967367,6.557973119704749,5.809594727351916,5.575347610461257,5.515790695179233,5.180953486114545,4.42086267791316,3.523637660969049,2.940434074210092,2.8699165433329408,3.0680197296821845,3.0805892792362624,2.6443426812137614,1.9305957591934033,1.3943485440321268,1.3425058255528766,1.6527433659764121,1.890577331121516,1.696236632919467,1.1251664774033274],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.2,-0.022222222222222227,
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('98ff6151-9eec-445c-9066-d2e023f121f6', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_98ff61519eec445c9066d2e023f121f6();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_98ff61519eec445c9066d2e023f121f6();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = SawtoothHF;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"SawtoothHF\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 32,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"f4421c04-cc3d-40a4-a1c4-44de32220091\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_f4421c04cc3d40a4a1c444de32220091 = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.0,0.0,0.59,0.83,0.74,0.5,0.91,1.36,0.93,0.87,0.6,0.38,0.78,0.53,0.42,0.14,0.01,-0.45,-0.71,-0.99,-1.0,-1.36,-1.22,-1.07,-1.17,-0.56,-0.95,-1.11,-0.16,0.18,-0.28,0.64,-0.5,0.24,0.45,0.67,0.72,1.15,1.52,1.28,1.38,1.03,-0.47,0.96,0.65,0.28,0.3,0.17,-0.07,-0.67,-0.51,-1.33,-0.33,-1.34,-0.78,-1.21,-0.68,-0.43,-0.56,-0.87,-0.93,-0.4,0.52,0.1,1.18,1.18,1.35],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[-0.2,0.20000000000000004,0.0666666666666667,0.20000000000000004,0.12000000000000002,0.20000000000000004,0.14285714285714288,0.20000000000000004,0.15555555555555559,0.20000000000000004,0.12727272727272732,0.1666666666666667,0.10769230769230773,0.14285714285714288,0.09333333333333335,0.12500000000000003,0.08235294117647061,0.11111111111111113,0.07368421052631581,0.10000000000000002,0.07142857142857144,0.08367346938775512,0.056656948493683204,0.07030866768476099,0.04456498504811708,0.05936831980543927,0.034666575062064095,0.050412615532343705,0.026563795005453826,0.024033909766839175,0.021744965979521157,0.07586449302909057,0.14768692226441527,0.2040976915725662,0.23227886380375035,0.2968237339176789,0.3980786164017095,0.4487377957920229,0.48885800571659216,0.4994429575531072,0.4880674377861446,0.515870538949369,0.5172162019065719,0.5079575160107079,0.47291394305730716,0.42882690086137315,0.3451291007793376,0.2446406149908293,0.12705579451551224,0.019717147418796793,-0.11168448566870764,-0.21723834417644977,-0.29845373996916885,-0.38145814568639086,-0.3984621318114965,-0.4509895478294492,-0.5137524480361684,-0.4800617386993904,-0.41719871596611513,-0.4041321715883899,-0.3046910123894956,-0.32329186835240076,-0.26964502374741023,-0.20110740243813308,-0.11814479268212039,-0.03832147909334703,0.07485199510601934,0.2124851384292556,0.3141532204836122,0.4156624375804111,0.4741707768584672,0.38424975049099414,0.4390831075870899,0.45917043067403374,0.44210658013364956,0.42857262012092107,0.40394665629988097,0.35880887950941615,0.26082708146090033,0.18741497846462413,0.04289926622989801,0.00738505039847915,-0.12093733535375698,-0.1837052081772087,-0.2814475693031888,-0.31940494365526606,-0.32993780616428836,-0.35184849129149903,-0.40119625402564196,-0.45155851554700943,-0.4466481807330085,-0.35458644923462673,-0.3112925016884718,-0.16926464438480782,-0.040763249681492794,0.09169039314531606],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('f4421c04-cc3d-40a4-a1c4-44de32220091', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_f4421c04cc3d40a4a1c444de32220091();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_f4421c04cc3d40a4a1c444de32220091();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = SineG;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"SineG\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 33,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"b9575080-968c-4e0b-8307-e20fabe709f1\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_b9575080968c4e0b8307e20fabe709f1 = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,0.0,0.01,1.3,0.3,-0.48,-1.1,-1.14,-0.03,1.11,0.96,0.63,-0.21,-0.97,-0.73,-0.65,-0.06,0.51,1.08,0.99,0.72,0.12,-0.35,-1.12,-1.21,-1.02,-0.87,0.12,0.13,0.24,1.26,1.44,0.58,0.95,-0.82,-0.68,-0.98,-1.08,-1.17,-0.67,-0.06,0.06,0.6,0.69,-0.41,1.33,1.24,0.98,1.01,0.81,0.45,-0.3,-0.28,-1.22,-0.31,-1.35,-0.77,-1.13,-0.5,-0.13,-0.13,-0.32,-0.29,0.3,1.22,0.75,1.73,1.59,1.58],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[0.0,0.01,0.006666666666666667,0.01,0.008,0.01,0.008571428571428572,0.01,0.008888888888888889,0.01,0.008181818181818182,0.009166666666666668,0.007692307692307694,0.008571428571428574,0.007333333333333335,0.008125000000000002,0.007058823529411767,0.00777777777777778,0.006842105263157897,0.0075000000000000015,0.006785714285714287,0.007091836734693879,0.006416423712342081,0.006757716692119026,0.006114124626202928,0.006484207995135983,0.005866664376551604,0.006260315388308594,0.005664094875136348,0.006077038220361458,0.12930779648508894,0.14556419681984237,0.08598665426557167,-0.026964455664482773,-0.13296784083929392,-0.12316137980698022,-0.005717438872982095,0.08625565054349238,0.1380408266822074,0.10489408128390193,0.002523216399720807,-0.06724089944787165,-0.12274176616712197,-0.1167663598654913,-0.05707432559258738,0.05121846732099237,0.14062623233804072,0.19580468640108445,0.18858519245812402,0.13729136460496935,0.017549329880686554,-0.09936013010795025,-0.1870401177167169,-0.25208391602941055,-0.2166473525980381,-0.18363331901727256,-0.1432872886346752,-0.009640880193277551,0.128420156015606,0.1714277602045959,0.24557749732796771,0.14409392615387556,0.06560879032969695,-0.03397299922551227,-0.13359461834689207,-0.2322998927900452,-0.2739856172862314,-0.25360603468754267,-0.2237387932887291,-0.14528747964218347,-0.06573629110483266,-0.09852331099961051,0.037526528143209545,0.15204781117718957,0.2309004005888858,0.30510036243756333,0.35318604220541444,0.3624064191382321,0.2993200935060195,0.24414675126735097,0.10470420352760326,0.06520856509640295,-0.0695732030080164,-0.1362805170072529,-0.23092046776846692,-0.2565470898857558,-0.2444949860871124,-0.2335907016978636,-0.24182015867901946,-0.24640871499530334,-0.1943697897576554,-0.0596679050188311,0.017443324030581388,0.18054395983719268,0.3147778684241267,0.4352752142884956],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,9
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('b9575080-968c-4e0b-8307-e20fabe709f1', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_b9575080968c4e0b8307e20fabe709f1();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_b9575080968c4e0b8307e20fabe709f1();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = ChirpG;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"ChirpG\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 34,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"20d382b9-271c-476d-a3e9-9816020f5217\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_20d382b9271c476da3e99816020f5217 = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.44,176.27,176.04,176.99,175.49,175.68,174.34,176.4,174.05,174.4,174.2,176.16,175.0,177.72,174.33,176.96,174.62,174.76,170.9,171.12,171.05,170.01,169.24,172.64,171.96,175.72,174.16,175.81,177.3,178.38,176.75,177.19,175.55,178.49,176.52,178.45,178.04,178.25,177.8,176.97,172.94,174.92,173.98,172.29,171.19,172.54,172.11,175.32,175.63,176.65,173.8,176.04,172.74,175.24,171.84,171.54,172.17,171.85,172.38,170.78,173.49,173.69,171.71,174.38,173.99,174.83],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[175.6,175.1,175.26666666666665,175.1,175.2,175.1,175.17142857142855,175.09999999999997,175.1555555555555,175.09999999999997,175.19090909090903,175.14166666666662,175.21538461538455,175.17142857142852,175.23333333333326,175.25624999999994,175.24705882352936,175.2666666666666,175.25789473684205,175.27499999999992,175.25833333333327,175.29087301587293,175.27269463340883,175.30386657308418,175.28445070898093,175.31450302241132,175.29407416313404,175.32320995712126,175.30195186596686,175.33033740254143,175.34078145944224,175.42927846330488,175.4874424191806,175.6305431411634,175.61715808010024,175.6231430248526,175.5009389272476,175.58656379131926,175.4402243826222,175.34115539380105,175.23247392772475,175.3208097441319,175.29025643516695,175.52166058419868,175.4081690999893,175.55596251903793,175.46682323151052,175.3995067332714,174.97098228248365,174.60422206510427,174.26572472557055,173.86041760884953,173.42037783657815,173.34605613785644,173.2140507913939,173.45271262078495,173.52007332356735,173.73816157846568,174.07738428527847,174.48715721049004,174.70266604758623,174.93955499543517,174.99769261491753,175.33029331825873,175.4435987165198,175.7299226482798,175.94993001511028,176.1689842993855,176.32431912801545,176.38581254439492,176.05763992111923,175.949293261965,175.76174152273026,175.43109947294644,175.02718523742774,174.79031045291083,174.53504279072885,174.60980062018325,174.70696246588008,174.8920136596058,174.78801235869096,174.90724927691087,174.70084458387174,174.7521927187411,174.47484103124197,174.19533236159987,174.002443565257,173.79744893999444,173.66245380285213,173.3879343930567,173.3976549270513,173.42549731495117,173.26211661828916,173.36858170226162,173.42776439728434,173.56131064516202],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('20d382b9-271c-476d-a3e9-9816020f5217', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_20d382b9271c476da3e99816020f5217();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_20d382b9271c476da3e99816020f5217();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = Complex;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"Complex\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"cell_type": "code",
|
||
|
|
"execution_count": 35,
|
||
|
|
"metadata": {
|
||
|
|
"dotnet_interactive": {
|
||
|
|
"language": "csharp"
|
||
|
|
},
|
||
|
|
"vscode": {
|
||
|
|
"languageId": "dotnet-interactive.csharp"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"outputs": [
|
||
|
|
{
|
||
|
|
"data": {
|
||
|
|
"text/html": [
|
||
|
|
"\n",
|
||
|
|
"<div>\n",
|
||
|
|
" <div id=\"30cb1378-1e52-4d85-ac5a-aa00be91d6c5\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
|
||
|
|
"<script type=\"text/javascript\">\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var renderPlotly_30cb13781e524d85ac5aaa00be91d6c5 = function() {\r\n",
|
||
|
|
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
|
||
|
|
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
|
||
|
|
"\r\n",
|
||
|
|
" var data = [{\"type\":\"scatter\",\"name\":\"data\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,67.75,67.75,72.75,74.75,72.25,71.25,71.75,72.75,77.75,76.0,76.0,76.0,74.75,75.5,74.75,73.75,74.0,74.75,72.25,72.5,72.25,74.5,74.75,75.75,75.75,75.75,74.25,73.75,74.75,72.0,71.75,72.5,72.25,71.0,72.0,71.75,71.75,73.25,72.5,73.75,74.0,76.75,75.75,75.0,75.75,74.5,74.25,73.5,71.75,70.5,69.0,70.5,70.0,68.75,67.25,68.5,70.75,70.0,70.5,68.25,68.25,68.25,63.75,64.25],\"marker\":{},\"line\":{\"color\":\"blue\",\"width\":1.0}},{\"type\":\"scatter\",\"name\":\"sig\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[68.75,68.25,68.41666666666667,68.25,68.35,68.25,68.32142857142857,68.25,68.30555555555556,68.25,68.3409090909091,68.29166666666667,68.36538461538461,68.32142857142857,68.38333333333334,68.34375,68.3970588235294,68.36111111111111,68.40789473684211,68.375,68.41071428571429,68.3954081632653,68.4291788143829,68.41211416539404,68.44429376868985,68.42578960024319,68.45666678117242,68.43698423058456,68.46679525624317,68.44614808898191,68.47508636622173,68.45364956943871,68.38663532473026,68.32600338904167,68.74733639960913,69.3190186472654,69.59815972847822,69.75547784957554,69.94543234009215,70.21253402198813,70.93038792465593,71.41320812230775,71.85004544399273,72.24527921123152,72.48382404825709,72.77107890080403,72.95954757691793,73.03482876006859,73.12674983053826,73.28134508477271,73.18312174336579,73.11806252971189,73.03538990783457,73.17487658327889,73.32488833725233,73.5558513527521,73.76481789058523,73.95388285338663,73.98208448639743,73.95998120197862,74.03522108750447,73.84139050774215,73.64221045938575,73.53342851087281,73.41119722412301,73.18155939325415,73.06902992722995,72.94340802939853,72.82975012183675,72.86977391975707,72.83455735597067,72.92174236968775,73.02443357257464,73.37924942280563,73.60503519206223,73.7378889832944,73.92951860393302,73.9838501654632,74.00919776875241,73.96070274315694,73.75015962476104,73.44062061287903,73.0177043640334,72.77792299603021,72.51335890117019,72.15494376772541,71.68780626603727,71.38420566927181,71.32380512934117,71.1977284503563,71.13127812175092,70.85687068158417,70.60859728333806,70.38396897063919,69.75216240200689,69.22814693514908],\"marker\":{},\"line\":{\"color\":\"red\",\"width\":2.0}},{\"type\":\"scatter\",\"name\":\"ref\",\"mode\":\"lines\",\"x\":[1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0,21.0,22.0,23.0,24.0,25.0,26.0,27.0,28.0,29.0,30.0,31.0,32.0,33.0,34.0,35.0,36.0,37.0,38.0,39.0,40.0,41.0,42.0,43.0,44.0,45.0,46.0,47.0,48.0,49.0,50.0,51.0,52.0,53.0,54.0,55.0,56.0,57.0,58.0,59.0,60.0,61.0,62.0,63.0,64.0,65.0,66.0,67.0,68.0,69.0,70.0,71.0,72.0,73.0,74.0,75.0,76.0,77.0,78.0,79.0,80.0,81.0,82.0,83.0,84.0,85.0,86.0,87.0,88.0,89.0,90.0,91.0,92.0,93.0,94.0,95.0,96.0],\"y\":[68.75,68.52777777777779,68.55555555555556,68.51333333333335,68.51333333333334,68.49904761904762,68.50857142857143,68.49746031746032,68.506349206
|
||
|
|
" var layout = {\"width\":1200,\"height\":400,\"template\":{\"layout\":{\"title\":{\"x\":0.05},\"font\":{\"color\":\"rgba(42, 63, 95, 1.0)\"},\"paper_bgcolor\":\"rgba(255, 255, 255, 1.0)\",\"plot_bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"autotypenumbers\":\"strict\",\"colorscale\":{\"diverging\":[[0.0,\"#8e0152\"],[0.1,\"#c51b7d\"],[0.2,\"#de77ae\"],[0.3,\"#f1b6da\"],[0.4,\"#fde0ef\"],[0.5,\"#f7f7f7\"],[0.6,\"#e6f5d0\"],[0.7,\"#b8e186\"],[0.8,\"#7fbc41\"],[0.9,\"#4d9221\"],[1.0,\"#276419\"]],\"sequential\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]],\"sequentialminus\":[[0.0,\"#0d0887\"],[0.1111111111111111,\"#46039f\"],[0.2222222222222222,\"#7201a8\"],[0.3333333333333333,\"#9c179e\"],[0.4444444444444444,\"#bd3786\"],[0.5555555555555556,\"#d8576b\"],[0.6666666666666666,\"#ed7953\"],[0.7777777777777778,\"#fb9f3a\"],[0.8888888888888888,\"#fdca26\"],[1.0,\"#f0f921\"]]},\"hovermode\":\"closest\",\"hoverlabel\":{\"align\":\"left\"},\"coloraxis\":{\"colorbar\":{\"outlinewidth\":0.0,\"ticks\":\"\"}},\"geo\":{\"showland\":true,\"landcolor\":\"rgba(229, 236, 246, 1.0)\",\"showlakes\":true,\"lakecolor\":\"rgba(255, 255, 255, 1.0)\",\"subunitcolor\":\"rgba(255, 255, 255, 1.0)\",\"bgcolor\":\"rgba(255, 255, 255, 1.0)\"},\"mapbox\":{\"style\":\"light\"},\"polar\":{\"bgcolor\":\"rgba(229, 236, 246, 1.0)\",\"radialaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"},\"angularaxis\":{\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"ticks\":\"\"}},\"scene\":{\"xaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"yaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true},\"zaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"gridwidth\":2.0,\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"backgroundcolor\":\"rgba(229, 236, 246, 1.0)\",\"showbackground\":true}},\"ternary\":{\"aaxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"baxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"caxis\":{\"ticks\":\"\",\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\"},\"bgcolor\":\"rgba(229, 236, 246, 1.0)\"},\"xaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"yaxis\":{\"title\":{\"standoff\":15},\"ticks\":\"\",\"automargin\":true,\"linecolor\":\"rgba(255, 255, 255, 1.0)\",\"gridcolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinecolor\":\"rgba(255, 255, 255, 1.0)\",\"zerolinewidth\":2.0},\"annotationdefaults\":{\"arrowcolor\":\"#2a3f5f\",\"arrowhead\":0,\"arrowwidth\":1},\"shapedefaults\":{\"line\":{\"color\":\"rgba(42, 63, 95, 1.0)\"}},\"colorway\":[\"rgba(99, 110, 250, 1.0)\",\"rgba(239, 85, 59, 1.0)\",\"rgba(0, 204, 150, 1.0)\",\"rgba(171, 99, 250, 1.0)\",\"rgba(255, 161, 90, 1.0)\",\"rgba(25, 211, 243, 1.0)\",\"rgba(255, 102, 146, 1.0)\",\"rgba(182, 232, 128, 1.0)\",\"rgba(255, 151, 255, 1.0)\",\"rgba(254, 203, 82, 1.0)\"]},\"data\":{\"bar\":[{\"marker\":{\"line\":{\"color\":\"rgba(229, 236, 246, 1.0)\",\"width\":0.5},\"pattern\":{\"fillmode\":\"overlay\",\"size\":10,\"solidity\":0.2}},\"error_x\":{\"color\":\"rgba(42, 63
|
||
|
|
" var config = {\"responsive\":true};\r\n",
|
||
|
|
" Plotly.newPlot('30cb1378-1e52-4d85-ac5a-aa00be91d6c5', data, layout, config);\r\n",
|
||
|
|
"});\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
|
||
|
|
" var script = document.createElement(\"script\");\r\n",
|
||
|
|
" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
|
||
|
|
" script.onload = function(){\r\n",
|
||
|
|
" renderPlotly_30cb13781e524d85ac5aaa00be91d6c5();\r\n",
|
||
|
|
" };\r\n",
|
||
|
|
" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
" else {\r\n",
|
||
|
|
" renderPlotly_30cb13781e524d85ac5aaa00be91d6c5();\r\n",
|
||
|
|
" }\r\n",
|
||
|
|
"</script>\r\n",
|
||
|
|
"\n",
|
||
|
|
" \n",
|
||
|
|
"</div> \n"
|
||
|
|
]
|
||
|
|
},
|
||
|
|
"metadata": {},
|
||
|
|
"output_type": "display_data"
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"source": [
|
||
|
|
"var series = Market;\n",
|
||
|
|
"data = new();\n",
|
||
|
|
"indicator=new(source: data, period: Period);\n",
|
||
|
|
"HMA_Series reference = new(source: data, period: Period);\n",
|
||
|
|
"for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));\n",
|
||
|
|
"GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,\"data\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n",
|
||
|
|
"GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,\"sig\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
||
|
|
"GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,\"ref\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
||
|
|
"var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"Maket\");\n",
|
||
|
|
"chart"
|
||
|
|
]
|
||
|
|
}
|
||
|
|
],
|
||
|
|
"metadata": {
|
||
|
|
"kernelspec": {
|
||
|
|
"display_name": ".NET (C#)",
|
||
|
|
"language": "C#",
|
||
|
|
"name": ".net-csharp"
|
||
|
|
},
|
||
|
|
"language_info": {
|
||
|
|
"name": "C#"
|
||
|
|
},
|
||
|
|
"orig_nbformat": 4
|
||
|
|
},
|
||
|
|
"nbformat": 4,
|
||
|
|
"nbformat_minor": 2
|
||
|
|
}
|