QuanTAlib/archive/Calculations/_Updated/MACD_Series.cs

namespace QuanTAlib;
using System;
using System.Collections.Generic;

/* <summary>
MACD: Moving Average Convergence/Divergence
    Moving average convergence divergence (MACD) is a trend-following momentum
    indicator that shows the relationship between two moving averages of a series.
    The MACD is calculated by subtracting the 26-period exponential moving average (EMA)
    from the 12-period EMA. MACD Signal is 9-day EMA of MACD.

</summary> */

public class MACD_Series : TSeries {
    private readonly System.Collections.Generic.List<double> _buffer = new();

    protected readonly int _slow, _fast, _signal;
    protected readonly bool _NaN;
    protected readonly TSeries _data;
    private readonly EMA_Series _TSlow;
    private readonly EMA_Series _TFast;
    public EMA_Series Signal { get; }

    //core constructors
    public MACD_Series(int slow = 26, int fast = 12, int signal = 9, bool useNaN = false) {
        _slow = slow;
        _fast = fast;
        _signal = signal;
        _NaN = useNaN;
        Name = $"MACD({slow},{fast},{signal})";
        _TSlow = new(slow, useNaN: false, useSMA: true);
        _TFast = new(fast, useNaN: false, useSMA: true);
        Signal = new(signal, useNaN: false, useSMA: true);
    }
    public MACD_Series(TSeries source, int slow, int fast, int signal, bool useNaN) : this(slow, fast, signal, useNaN) {
        _data = source;
        Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
        _data.Pub += Sub;
        Add(_data);
    }
    public MACD_Series(TSeries source) : this(source: source, slow: 26, fast: 12, signal: 9, useNaN: false) { }
    public MACD_Series(TSeries source, int slow, int fast, int signal) : this(source: source, slow: slow, fast: fast, signal: signal, useNaN: false) { }

    //////////////////
    // core Add() algo
    public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
        if (double.IsNaN(TValue.v)) {
            return base.Add((TValue.t, Double.NaN), update);
        }

        var _sslow = _TSlow.Add(TValue, update);
        var _sfast = _TFast.Add(TValue, update);
        Signal.Add((TValue.t, _sfast.v - _sslow.v));

        var res = (TValue.t, Count < _fast - 1 && _NaN ? double.NaN : _sfast.v - _sslow.v);
        return base.Add(res, update);
    }

    public override (DateTime t, double v) Add(TSeries data) {
        if (data == null) { return (DateTime.Today, Double.NaN); }
        foreach (var item in data) { Add(item, false); }
        return _data.Last;
    }
    public (DateTime t, double v) Add(bool update) {
        return this.Add(TValue: _data.Last, update: update);
    }
    public (DateTime t, double v) Add() {
        return Add(TValue: _data.Last, update: false);
    }
    private new void Sub(object source, TSeriesEventArgs e) {
        Add(TValue: _data.Last, update: e.update);
    }

    //reset calculation
    public override void Reset() {
        _buffer.Clear();
    }
}