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Refactoring the structure, upgrading to .NET 6.0/7.0/8.0
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namespace QuanTAlib;
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using System;
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using System.Linq;
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/* <summary>
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SDEV: Population Standard Deviation
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Population Standard Deviation is the square root of the biased variance, also knons as
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Uncorrected Sample Standard Deviation
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Sources:
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https://en.wikipedia.org/wiki/Standard_deviation#Uncorrected_sample_standard_deviation
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Remark:
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SDEV (Population Standard Deviation) is also known as a biased/uncorrected Standard Deviation.
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For unbiased version that uses Bessel's correction, use SDEV instead.
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</summary> */
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public class SDEV_Series : Single_TSeries_Indicator
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{
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public SDEV_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
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{
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if (base._data.Count > 0) { base.Add(base._data); }
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}
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private readonly System.Collections.Generic.List<double> _buffer = new();
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public override void Add((System.DateTime t, double v) TValue, bool update)
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{
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Add_Replace_Trim(_buffer, TValue.v, _p, update);
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double _sma = _buffer.Average();
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double _pvar = 0;
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for (int i = 0; i < _buffer.Count; i++) { _pvar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
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_pvar /= this._buffer.Count;
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double _psdev = Math.Sqrt(_pvar);
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base.Add((TValue.t, _psdev), update, _NaN);
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}
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}
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