Minor update

Calculations/Calculations.csproj

@@ -2,9 +2,9 @@
 <Project Sdk="Microsoft.NET.Sdk">
 	<PropertyGroup>
 		<Title>QuanTAlib</Title>
-		<Version>0.2.5</Version>
+		<Version>0.2.27</Version>
-		<AssemblyVersion>0.2.5</AssemblyVersion>
+		<AssemblyVersion>0.2.27</AssemblyVersion>
-		<FileVersion>0.2.5</FileVersion>
+		<FileVersion>0.2.27</FileVersion>
 		<Product>Library of TA Calculations, Charts and Strategies for Quantower</Product>
 		<Description>Quantitative Technical Analysis Library in C# for Quantower</Description>
 		<RepositoryType>git</RepositoryType>
@@ -24,7 +24,7 @@
 		<IsPublishable>True</IsPublishable>
 		<PlatformTarget>AnyCPU</PlatformTarget>
 		<AllowUnsafeBlocks>False</AllowUnsafeBlocks>
-		<DebugType>embedded</DebugType>
+		<DebugType>full</DebugType>
 		<ProduceReferenceAssembly>True</ProduceReferenceAssembly>
 		<GeneratePackageOnBuild>True</GeneratePackageOnBuild>
 		<PackageTags>

Calculations/_Updated/JMA_Series.cs

@@ -21,7 +21,8 @@ Issues:
 
 </summary> */
 
-public class JMA_Series : TSeries {
+public class JMA_Series : TSeries
+{
     protected readonly int _period;
     protected readonly bool _NaN;
     protected readonly TSeries _data;
@@ -34,7 +35,8 @@ public class JMA_Series : TSeries {
     private readonly int _voltyS, _voltyL;
 
     //core constructors
-	public JMA_Series(int period, double phase, int vshort, int vlong, bool useNaN) {
+    public JMA_Series(int period, double phase, int vshort, int vlong, bool useNaN)
+    {
         _period = period;
         _NaN = useNaN;
         Name = $"JMA({period})";
@@ -46,7 +48,8 @@ public class JMA_Series : TSeries {
         _voltyL = vlong;
     }
 
-	public JMA_Series(TSeries source, int period, double phase, int vshort, int vlong, bool useNaN) : this(period, phase, vshort, vlong, useNaN) {
+    public JMA_Series(TSeries source, int period, double phase, int vshort, int vlong, bool useNaN) : this(period, phase, vshort, vlong, useNaN)
+    {
         _data = source;
         Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
         _data.Pub += Sub;
@@ -63,9 +66,11 @@ public class JMA_Series : TSeries {
 
     //////////////////
     // core Add() algo
-	public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
+    public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+    {
         if (this.Count == 0) { prev_ma1 = prev_jma = TValue.v; }
-		if (update) {
+        if (update)
+        {
             upperBand = p_upperBand;
             lowerBand = p_lowerBand;
             Kv = p_Kv;
@@ -75,7 +80,8 @@ public class JMA_Series : TSeries {
             prev_det1 = p_prev_det1;
             prev_jma = p_prev_jma;
         }
-		else {
+        else
+        {
             p_upperBand = upperBand;
             p_lowerBand = lowerBand;
             p_Kv = Kv;
@@ -86,7 +92,8 @@ public class JMA_Series : TSeries {
             p_prev_jma = prev_jma;
         }
 
-		if (double.IsNaN(TValue.v)) {
+        if (double.IsNaN(TValue.v))
+        {
             return base.Add((TValue.t, double.NaN), update);
         }
 
@@ -95,9 +102,9 @@ public class JMA_Series : TSeries {
         double del2 = TValue.v - lowerBand;
         upperBand = (del1 > 0) ? TValue.v : TValue.v - (Kv * del1);
         lowerBand = (del2 < 0) ? TValue.v : TValue.v - (Kv * del2);
-		double volty = 0;
+        double volty = Math.Abs(del1) > Math.Abs(del2) ? Math.Abs(del1) :
-		if (Math.Abs(del1) > Math.Abs(del2)) { volty = Math.Abs(del1); }
+                 (Math.Abs(del1) < Math.Abs(del2) ? Math.Abs(del2) :
-		if (Math.Abs(del1) < Math.Abs(del2)) { volty = Math.Abs(del2); }
+                     Math.Abs(0.5 * (del1 + del2)));
 
         //// from volty to avolty
         if (update) { volty_short[volty_short.Count - 1] = volty; }
@@ -142,23 +149,28 @@ public class JMA_Series : TSeries {
         return base.Add(res, update);
     }
 
-	public override (DateTime t, double v) Add(TSeries data) {
+    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) {
+    public (DateTime t, double v) Add(bool update)
+    {
         return this.Add(TValue: _data.Last, update: update);
     }
-	public (DateTime t, double v) Add() {
+    public (DateTime t, double v) Add()
+    {
         return Add(TValue: _data.Last, update: false);
     }
-	private new void Sub(object source, TSeriesEventArgs e) {
+    private new void Sub(object source, TSeriesEventArgs e)
+    {
         Add(TValue: _data.Last, update: e.update);
     }
 
     //reset calculation
-	public override void Reset() {
+    public override void Reset()
+    {
         upperBand = lowerBand = prev_ma1 = prev_det0 = prev_det1 = prev_vsum = prev_jma = Kv = 0.0;
     }
 }

Calculations/_Updated/TSeries.cs

@@ -22,7 +22,7 @@ public class TSeriesEventArgs : EventArgs {
 public class TSeries : List<(DateTime t, double v)> {
 	public List<DateTime> t => this.Select(item => item.t).ToList();
 	public List<double> v => this.Select(item => item.v).ToList();
-	public (DateTime t, double v) Last => this[this.Count - 1];
+	public (DateTime t, double v) Last => this[^1];
 	public int Length => Count;
 	public string Name { get; set; }
 

Strategies/SimpleMACross1.cs

@@ -1,89 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using TradingPlatform.BusinessLayer;
-using QuanTAlib;
-using System.Drawing;
-
-namespace SimpleMACross {
-	public class SimpleMACross1 : Strategy, ICurrentAccount, ICurrentSymbol {
-		[InputParameter("Symbol", 0)]
-		public Symbol CurrentSymbol { get; set; }
-
-		[InputParameter("Account", 1)]
-		public Account CurrentAccount { get; set; }
-
-		[InputParameter("Fast MA", 2, minimum: 1, maximum: 100, increment: 1, decimalPlaces: 0)]
-		private int FastMA = 5;
-
-		[InputParameter("Slow MA", 3, minimum: 1, maximum: 100, increment: 1, decimalPlaces: 0)]
-		private int SlowMA = 10;
-
-		[InputParameter("Quantity", 4, 0.1, 99999, 0.1, 2)]
-		private double Quantity = 1.0;
-	
-		[InputParameter("Period", 5)]
-		private Period period = Period.MIN1;
-
-		public override string[] MonitoringConnectionsIds => new string[] { this.CurrentSymbol?.ConnectionId, this.CurrentAccount?.ConnectionId };
-
-		private HistoricalData hdm;
-		private DateTime prev_time;
-		private readonly TBars bars = new();
-
-		public SimpleMACross1() {
-			this.Name = "MA Cross strategy 3";
-			this.Description = "Raw strategy without any additional functional";
-		}
-
-		protected override void OnRun() {
-			if (this.CurrentAccount != null && this.CurrentAccount.State == BusinessObjectState.Fake)	{this.CurrentAccount = Core.Instance.GetAccount(this.CurrentAccount.CreateInfo());}
-			if (this.CurrentSymbol != null && this.CurrentSymbol.State == BusinessObjectState.Fake)	{this.CurrentSymbol = Core.Instance.GetSymbol(this.CurrentSymbol.CreateInfo());}
-			if (this.CurrentSymbol == null || this.CurrentAccount == null || this.CurrentSymbol.ConnectionId != this.CurrentAccount.ConnectionId) {
-				this.Log("Incorrect input parameters... Symbol or Account are not specified or they have different connectionID.", StrategyLoggingLevel.Error);
-				return;	}
-
-			/////////////////////////////////////////////////////
-			this.hdm = this.CurrentSymbol.GetHistory(Period.MIN1, this.CurrentSymbol.HistoryType, Core.TimeUtils.DateTimeUtcNow.AddDays(-1));
-			////////////////////////////////////////////////////
-			
-
-			this.LogInfo($"Symbol: {CurrentSymbol.Name} period: {this.period} :-: {this.CurrentSymbol.HistoryType.ToString()} :-: {this.hdm.Count} bars loaded");
-			this.hdm.HistoryItemUpdated += this.Hdm_HistoryItemUpdated;
-		}
-
-		private void Hdm_HistoryItemUpdated(object sender, HistoryEventArgs e) {
-			this.OnUpdate();
-		}
-
-		private void OnUpdate() {
-			bool update = hdm.Last().TimeLeft - prev_time < this.period.Duration ? true : false;
-			if (!update) {prev_time = hdm.Last().TimeLeft;}
-
-			bars.Add(hdm.Last().TimeLeft, hdm.Last()[PriceType.Open], hdm.Last()[PriceType.High], 
-					hdm.Last()[PriceType.Low], hdm.Last()[PriceType.Close], hdm.Last()[PriceType.Volume], update);
-
-			if (!update) {this.LogInfo($"{bars.Close.Last().t}   OHLC4:{(double)bars.OHLC4.Last.v}");}
-
-		}
-
-		protected override List<StrategyMetric> OnGetMetrics() {
-			var result = base.OnGetMetrics();
-
-			// An example of adding custom strategy metrics:
-			result.Add("Bars processed", this.bars.Count.ToString());
-			
-			return result;
-		}
-
-		protected override void OnStop() {
-			if (this.hdm != null) {
-				this.hdm.HistoryItemUpdated -= this.Hdm_HistoryItemUpdated;
-				this.hdm.Dispose();
-			}
-
-			base.OnStop();
-		}
-	}
-}
-

docs/To illuminate and standardize the vast d.md

@@ -0,0 +1,2 @@
+"To use unique insights from EPAM's history, expertise, and innovative spirit we want to recalibrate technology strategies to deliver solutions that are not just innovative, but driven by value creation. We envision a future where every client engagement is delivers integrated value from strategy to optimization, and where our technical thought leadership is a benchmark for the industry, ensuring that EPAM is synonymous with transformative digital engineering."
+