mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-25 13:58:04 +00:00
sdev, psdev, alphavantage
This commit is contained in:
Miha Kralj
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
@@ -0,0 +1,52 @@
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class JMA_chart : Indicator
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{
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
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[InputParameter("Data source", 1, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int DataSource = 3;
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#endregion Parameters
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private TBars bars ;
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///////
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private JMA_Series indicator;
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///////
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public JMA_chart()
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{
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this.SeparateWindow = false;
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this.Name = "JMA - Jurik Moving Average";
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this.Description = "Jurik Moving Average description";
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this.AddLineSeries("JMA", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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protected override void OnInit()
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{
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this.ShortName =
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"JMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.bars = new();
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this.indicator = new(source: bars.Select(this.DataSource),
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period: this.Period, useNaN: false);
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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double result = this.indicator[this.indicator.Count - 1].v;
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this.SetValue(result);
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}
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}
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@@ -2,7 +2,7 @@ using System.Drawing;
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using TradingPlatform.BusinessLayer;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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namespace QuanTAlib;
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public class SSDEV_chart : Indicator
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public class PSDEV_chart : Indicator
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{
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{
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#region Parameters
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#region Parameters
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@@ -19,22 +19,22 @@ public class SSDEV_chart : Indicator
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private TBars bars;
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private TBars bars;
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///////dotnet
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///////dotnet
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private SSDEV_Series indicator;
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private PSDEV_Series indicator;
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///////
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///////
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public SSDEV_chart()
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public PSDEV_chart()
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{
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{
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this.SeparateWindow = true;
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this.SeparateWindow = true;
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this.Name = "SSDEV - Sample Standard Deviation (Unbiased)";
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this.Name = "PSDEV - Population Standard Deviation (Biased)";
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this.Description = "SSDEV description";
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this.Description = "PSDEV description";
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this.AddLineSeries("SSDEV", Color.RoyalBlue, 3, LineStyle.Solid);
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this.AddLineSeries("PSDEV", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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}
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protected override void OnInit()
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protected override void OnInit()
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{
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{
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this.bars = new();
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this.bars = new();
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this.ShortName =
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this.ShortName =
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"SSDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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"PSDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator = new(source: bars.Select(this.DataSource),
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this.indicator = new(source: bars.Select(this.DataSource),
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period: this.Period, useNaN: true);
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period: this.Period, useNaN: true);
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}
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}
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@@ -0,0 +1,53 @@
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class PSDEV_chart : Indicator
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{
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
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[InputParameter("Data source", 1, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int DataSource = 8;
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#endregion Parameters
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private TBars bars;
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///////dotnet
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private PSDEV_Series indicator;
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///////
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public PSDEV_chart()
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{
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this.SeparateWindow = true;
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this.Name = "PSDEV - Population Standard Deviation (Biased)";
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this.Description = "PSDEV description";
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this.AddLineSeries("PSDEV", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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protected override void OnInit()
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{
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this.bars = new();
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this.ShortName =
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"PSDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator = new(source: bars.Select(this.DataSource),
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period: this.Period, useNaN: true);
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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double result = this.indicator[this.indicator.Count - 1].v;
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this.SetValue(result, 0);
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}
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}
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@@ -0,0 +1,53 @@
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class PSDEV_chart : Indicator
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{
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
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[InputParameter("Data source", 1, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int DataSource = 8;
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#endregion Parameters
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private TBars bars;
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///////dotnet
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private PSDEV_Series indicator;
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///////
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public PSDEV_chart()
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{
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this.SeparateWindow = true;
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this.Name = "PSDEV - Population Standard Deviation (Biased)";
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this.Description = "PSDEV description";
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this.AddLineSeries("PSDEV", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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protected override void OnInit()
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{
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this.bars = new();
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this.ShortName =
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"PSDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator = new(source: bars.Select(this.DataSource),
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period: this.Period, useNaN: true);
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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double result = this.indicator[this.indicator.Count - 1].v;
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this.SetValue(result, 0);
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}
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}
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@@ -25,7 +25,7 @@ public class SDEV_chart : Indicator
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public SDEV_chart()
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public SDEV_chart()
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{
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{
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this.SeparateWindow = true;
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this.SeparateWindow = true;
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this.Name = "SDEV - Population Standard Deviation (Biased)";
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this.Name = "SDEV - Sample Standard Deviation (Unbiased)";
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this.Description = "SDEV description";
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this.Description = "SDEV description";
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this.AddLineSeries("SDEV", Color.RoyalBlue, 3, LineStyle.Solid);
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this.AddLineSeries("SDEV", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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}
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@@ -72,7 +72,8 @@ public class ZLMA_chart : Indicator
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4 => new TEMA_Series(source: zerolag, period: this.Period, useNaN: false),
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4 => new TEMA_Series(source: zerolag, period: this.Period, useNaN: false),
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5 => new HMA_Series(source: zerolag, period: this.Period, useNaN: false),
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5 => new HMA_Series(source: zerolag, period: this.Period, useNaN: false),
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6 => new KAMA_Series(source: zerolag, period: this.Period, useNaN: false),
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6 => new KAMA_Series(source: zerolag, period: this.Period, useNaN: false),
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7 => new SMMA_Series(source: zerolag, period: this.Period, useNaN: false),
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7 => new JMA_Series(source: zerolag, period: this.Period, useNaN: false),
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8 => new SMMA_Series(source: zerolag, period: this.Period, useNaN: false),
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_ => new EMA_Series(source: zerolag, period: this.Period, useNaN: false)
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_ => new EMA_Series(source: zerolag, period: this.Period, useNaN: false)
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};
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};
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}
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}
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@@ -13,8 +13,6 @@ Alphavantage - Free API to collect quotes for stock, Forex and crypto. It requir
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</summary> */
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</summary> */
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/* TODO: refactor into three feeds: FX, Crypto, Stock */
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public class Alphavantage_Feed : TBars
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public class Alphavantage_Feed : TBars
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{
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{
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public enum Interval { Month, Week, Day, Hour, Min30, Min15, Min5, Min1}
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public enum Interval { Month, Week, Day, Hour, Min30, Min15, Min5, Min1}
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@@ -115,7 +113,7 @@ public class Alphavantage_Feed : TBars
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{
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{
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Interval.Month => "_MONTHLY",
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Interval.Month => "_MONTHLY",
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Interval.Week => "_WEEKLY",
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Interval.Week => "_WEEKLY",
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Interval.Day => "_DAILY_ADJUSTED",
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Interval.Day => "_DAILY",
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Interval.Hour => "_INTRADAY&interval=60min",
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Interval.Hour => "_INTRADAY&interval=60min",
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Interval.Min30 => "_INTRADAY&interval=30min",
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Interval.Min30 => "_INTRADAY&interval=30min",
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Interval.Min15 => "_INTRADAY&interval=15min",
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Interval.Min15 => "_INTRADAY&interval=15min",
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@@ -19,9 +19,6 @@ Issues:
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</summary> */
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</summary> */
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/* TODO: This indicator is not calculating results correctly - needs to be debugged */
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/*
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public class JMA_Series : Single_TSeries_Indicator
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public class JMA_Series : Single_TSeries_Indicator
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{
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{
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private readonly System.Collections.Generic.List<double> vbuffer10;
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private readonly System.Collections.Generic.List<double> vbuffer10;
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@@ -160,5 +157,3 @@ public class JMA_Series : Single_TSeries_Indicator
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}
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}
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}
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}
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*/
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@@ -13,7 +13,7 @@
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<Authors>Miha Kralj</Authors>
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<Authors>Miha Kralj</Authors>
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<Copyright>Miha Kralj</Copyright>
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<Copyright>Miha Kralj</Copyright>
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<PackageReadmeFile>readme.md</PackageReadmeFile>
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<PackageReadmeFile>readme.md</PackageReadmeFile>
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<TargetFrameworks>net6.0;netstandard2.0</TargetFrameworks>
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<TargetFrameworks>net7.0;net6.0;netstandard2.0</TargetFrameworks>
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<ImplicitUsings>disable</ImplicitUsings>
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<ImplicitUsings>disable</ImplicitUsings>
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<LangVersion>preview</LangVersion>
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<LangVersion>preview</LangVersion>
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<Nullable>disable</Nullable>
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<Nullable>disable</Nullable>
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@@ -67,6 +67,6 @@
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</None>
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</None>
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</ItemGroup>
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</ItemGroup>
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<ItemGroup>
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<ItemGroup>
|
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<PackageReference Include="System.Text.Json" Version="7.0.0-rc.2.22472.3" />
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<PackageReference Include="System.Text.Json" Version="7.0.0-preview.4.22229.4" />
|
||||||
</ItemGroup>
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</ItemGroup>
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</Project>
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</Project>
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@@ -0,0 +1,44 @@
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namespace QuanTAlib;
|
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using System;
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|
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|
/* <summary>
|
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|
PSDEV: Population Standard Deviation
|
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|
Population Standard Deviation is the square root of the biased variance, also knons as
|
||||||
|
Uncorrected Sample Standard Deviation
|
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|
|
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|
Sources:
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https://en.wikipedia.org/wiki/Standard_deviation#Uncorrected_sample_standard_deviation
|
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|
|
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|
Remark:
|
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|
PSDEV (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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|
|
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|
</summary> */
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|
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public class PSDEV_Series : Single_TSeries_Indicator
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{
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public PSDEV_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); }
|
||||||
|
}
|
||||||
|
private readonly System.Collections.Generic.List<double> _buffer = new();
|
||||||
|
|
||||||
|
public override void Add((System.DateTime t, double v) TValue, bool update)
|
||||||
|
{
|
||||||
|
if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
|
||||||
|
else { _buffer.Add(TValue.v); }
|
||||||
|
if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
|
||||||
|
|
||||||
|
double _sma = 0;
|
||||||
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for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
|
||||||
|
_sma /= this._buffer.Count;
|
||||||
|
|
||||||
|
double _pvar = 0;
|
||||||
|
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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||||||
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|
||||||
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var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _psdev);
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||||||
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base.Add(result, update);
|
||||||
|
}
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||||||
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}
|
||||||
@@ -2,16 +2,16 @@
|
|||||||
using System;
|
using System;
|
||||||
|
|
||||||
/* <summary>
|
/* <summary>
|
||||||
SDEV: Population Standard Deviation
|
SDEV: (Corrected) Sample Standard Deviation
|
||||||
Population Standard Deviation is the square root of the biased variance, also known as
|
Sample Standard Deviaton uses Bessel's correction to correct the bias in the variance.
|
||||||
Uncorrected Sample Standard Deviation
|
|
||||||
|
|
||||||
Sources:
|
Sources:
|
||||||
https://en.wikipedia.org/wiki/Standard_deviation#Uncorrected_sample_standard_deviation
|
https://en.wikipedia.org/wiki/Standard_deviation#Corrected_sample_standard_deviation
|
||||||
|
Bessel's correction: https://en.wikipedia.org/wiki/Bessel%27s_correction
|
||||||
|
|
||||||
Remark:
|
Remark:
|
||||||
SDEV (Population Standard Deviation) is also known as a biased/uncorrected Standard Deviation.
|
SSDEV (Sample Standard Deviation) is also known as a unbiased/corrected Standard Deviation.
|
||||||
For unbiased version that uses Bessel's correction, use SDEV instead.
|
For a population/biased/uncorrected Standard Deviation, use PSDEV instead
|
||||||
|
|
||||||
</summary> */
|
</summary> */
|
||||||
|
|
||||||
@@ -25,20 +25,20 @@ public class SDEV_Series : Single_TSeries_Indicator
|
|||||||
|
|
||||||
public override void Add((System.DateTime t, double v) TValue, bool update)
|
public override void Add((System.DateTime t, double v) TValue, bool update)
|
||||||
{
|
{
|
||||||
if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
|
if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; }
|
||||||
else { _buffer.Add(TValue.v); }
|
else { this._buffer.Add(TValue.v); }
|
||||||
if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
|
if (this._buffer.Count > this._p && this._p != 0) { this._buffer.RemoveAt(0); }
|
||||||
|
|
||||||
double _sma = 0;
|
double _sma = 0;
|
||||||
for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
|
for (int i = 0; i < this._buffer.Count; i++) { _sma += this._buffer[i]; }
|
||||||
_sma /= this._buffer.Count;
|
_sma /= this._buffer.Count;
|
||||||
|
|
||||||
double _pvar = 0;
|
double _svar = 0;
|
||||||
for (int i = 0; i < _buffer.Count; i++) { _pvar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
|
for (int i = 0; i < this._buffer.Count; i++) { _svar += (this._buffer[i] - _sma) * (this._buffer[i] - _sma); }
|
||||||
_pvar /= this._buffer.Count;
|
_svar /= (this._buffer.Count > 1) ? this._buffer.Count - 1 : 1; // Bessel's correction
|
||||||
double _psdev = Math.Sqrt(_pvar);
|
double _ssdev = Math.Sqrt(_svar);
|
||||||
|
|
||||||
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _psdev);
|
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _ssdev);
|
||||||
base.Add(result, update);
|
base.Add(result, update);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -1,44 +0,0 @@
|
|||||||
namespace QuanTAlib;
|
|
||||||
using System;
|
|
||||||
|
|
||||||
/* <summary>
|
|
||||||
SSDEV: (Corrected) Sample Standard Deviation
|
|
||||||
Sample Standard Deviaton uses Bessel's correction to correct the bias in the variance.
|
|
||||||
|
|
||||||
Sources:
|
|
||||||
https://en.wikipedia.org/wiki/Standard_deviation#Corrected_sample_standard_deviation
|
|
||||||
Bessel's correction: https://en.wikipedia.org/wiki/Bessel%27s_correction
|
|
||||||
|
|
||||||
Remark:
|
|
||||||
SSDEV (Sample Standard Deviation) is also known as a unbiased/corrected Standard Deviation.
|
|
||||||
For a population/biased/uncorrected Standard Deviation, use SDEV instead
|
|
||||||
|
|
||||||
</summary> */
|
|
||||||
|
|
||||||
public class SSDEV_Series : Single_TSeries_Indicator
|
|
||||||
{
|
|
||||||
public SSDEV_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
|
|
||||||
{
|
|
||||||
if (base._data.Count > 0) { base.Add(base._data); }
|
|
||||||
}
|
|
||||||
private readonly System.Collections.Generic.List<double> _buffer = new();
|
|
||||||
|
|
||||||
public override void Add((System.DateTime t, double v) TValue, bool update)
|
|
||||||
{
|
|
||||||
if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; }
|
|
||||||
else { this._buffer.Add(TValue.v); }
|
|
||||||
if (this._buffer.Count > this._p && this._p != 0) { this._buffer.RemoveAt(0); }
|
|
||||||
|
|
||||||
double _sma = 0;
|
|
||||||
for (int i = 0; i < this._buffer.Count; i++) { _sma += this._buffer[i]; }
|
|
||||||
_sma /= this._buffer.Count;
|
|
||||||
|
|
||||||
double _svar = 0;
|
|
||||||
for (int i = 0; i < this._buffer.Count; i++) { _svar += (this._buffer[i] - _sma) * (this._buffer[i] - _sma); }
|
|
||||||
_svar /= (this._buffer.Count > 1) ? this._buffer.Count - 1 : 1; // Bessel's correction
|
|
||||||
double _ssdev = Math.Sqrt(_svar);
|
|
||||||
|
|
||||||
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _ssdev);
|
|
||||||
base.Add(result, update);
|
|
||||||
}
|
|
||||||
}
|
|
||||||
@@ -0,0 +1,33 @@
|
|||||||
|
using Xunit;
|
||||||
|
using System;
|
||||||
|
using QuanTAlib;
|
||||||
|
|
||||||
|
namespace MovingAvg;
|
||||||
|
public class JMA_Test
|
||||||
|
{
|
||||||
|
[Fact]
|
||||||
|
public void Add_Test()
|
||||||
|
{
|
||||||
|
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
|
||||||
|
JMA_Series c = new(a, 3);
|
||||||
|
Assert.Equal(6, c.Count);
|
||||||
|
a.Add(5);
|
||||||
|
Assert.Equal(a.Count, c.Count);
|
||||||
|
a.Add(0, update: true);
|
||||||
|
Assert.Equal(a.Count, c.Count);
|
||||||
|
}
|
||||||
|
|
||||||
|
[Fact]
|
||||||
|
public void Edge_Test()
|
||||||
|
{
|
||||||
|
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
|
||||||
|
JMA_Series c = new(a, 3);
|
||||||
|
Assert.Equal(a.Count, c.Count);
|
||||||
|
a.Add(double.NaN);
|
||||||
|
Assert.Equal(a.Count, c.Count);
|
||||||
|
a.Add(double.PositiveInfinity);
|
||||||
|
Assert.Equal(a.Count, c.Count);
|
||||||
|
|
||||||
|
}
|
||||||
|
|
||||||
|
}
|
||||||
@@ -9,7 +9,7 @@ public class PSDEV_Test
|
|||||||
public void Add_Test()
|
public void Add_Test()
|
||||||
{
|
{
|
||||||
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
|
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
|
||||||
SDEV_Series c = new(a, 3);
|
PSDEV_Series c = new(a, 3);
|
||||||
Assert.Equal(6, c.Count);
|
Assert.Equal(6, c.Count);
|
||||||
a.Add(5);
|
a.Add(5);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
@@ -21,7 +21,7 @@ public class PSDEV_Test
|
|||||||
public void Edge_Test()
|
public void Edge_Test()
|
||||||
{
|
{
|
||||||
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
|
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
|
||||||
SDEV_Series c = new(a, 3);
|
PSDEV_Series c = new(a, 3);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
a.Add(double.NaN);
|
a.Add(double.NaN);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
|
|||||||
@@ -9,7 +9,7 @@ public class SDEV_Test
|
|||||||
public void Add_Test()
|
public void Add_Test()
|
||||||
{
|
{
|
||||||
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
|
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
|
||||||
SSDEV_Series c = new(a, 3);
|
SDEV_Series c = new(a, 3);
|
||||||
Assert.Equal(6, c.Count);
|
Assert.Equal(6, c.Count);
|
||||||
a.Add(5);
|
a.Add(5);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
@@ -21,7 +21,7 @@ public class SDEV_Test
|
|||||||
public void Edge_Test()
|
public void Edge_Test()
|
||||||
{
|
{
|
||||||
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
|
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
|
||||||
SSDEV_Series c = new(a, 3);
|
SDEV_Series c = new(a, 3);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
a.Add(double.NaN);
|
a.Add(double.NaN);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
|
|||||||
@@ -129,14 +129,4 @@ MACD_Series QL = new(this.bars.Close, slow: 26, fast: 12, signal: 9, false);
|
|||||||
Core.Macd(this.inclose, 0, this.bars.Count - 1, outMacd: this.TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
|
Core.Macd(this.inclose, 0, this.bars.Count - 1, outMacd: this.TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
|
||||||
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
|
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
|
||||||
public void SDEV()
|
|
||||||
{
|
|
||||||
SDEV_Series QL = new(this.bars.Close, this.period, false);
|
|
||||||
Core.StdDev(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
|
|
||||||
|
|
||||||
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
|
|
||||||
}
|
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -0,0 +1,244 @@
|
|||||||
|
#!csharp
|
||||||
|
|
||||||
|
#r "nuget: Plotly.NET, 2.0.0-preview.18 "
|
||||||
|
#r "nuget: Plotly.NET.Interactive, 2.0.0-preview.18 "
|
||||||
|
#r "nuget: QuanTAlib"
|
||||||
|
|
||||||
|
using Plotly.NET;
|
||||||
|
using Plotly.NET.LayoutObjects;
|
||||||
|
using QuanTAlib;
|
||||||
|
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
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};
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
TSeries data = new();
|
||||||
|
|
||||||
|
// change these two values - the period and the type of observed indicator
|
||||||
|
// 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
|
||||||
|
int Period = 20;
|
||||||
|
HMA_Series indicator=new(source: data, period: Period);
|
||||||
|
|
||||||
|
//On charts below, blue line is the data input, the green line is a JMA reference
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = Spike;
|
||||||
|
ZLEMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count-1; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = Impulse;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count-1; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = Triangle;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x, series, false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = Sawtooth;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = Sine;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = Chirp;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = White;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = Gauss;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = B;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = HF;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = ImpulseHF;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = SawtoothHF;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = SineG;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = ChirpG;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = Complex;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
|
|
||||||
|
#!csharp
|
||||||
|
|
||||||
|
var series = Market;
|
||||||
|
data = new();
|
||||||
|
indicator=new(source: data, period: Period);
|
||||||
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
|
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");
|
||||||
|
chart
|
||||||
File diff suppressed because one or more lines are too long
Reference in New Issue
Block a user