mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Update package version argument in main and dev automation builds
This commit is contained in:
Miha Kralj
@@ -26,7 +26,8 @@ jobs:
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- name: Install GitVersion
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uses: gittools/actions/gitversion/setup@v0
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with:
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versionSpec: '5.5.0'
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versionSpec: '6.x'
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includePrerelease: true
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- name: Determine Version
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id: gitversion
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@@ -34,6 +35,7 @@ jobs:
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with:
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useConfigFile: true
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configFilePath: /a/QuanTAlib/QuanTAlib/GitVersion.yml
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additionalArguments: '/updateassemblyinfo /ensureassemblyinfo'
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- name: Display GitVersion variables (without prefix)
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run: |
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@@ -76,10 +78,17 @@ jobs:
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/d:sonar.host.url="https://sonarcloud.io"
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/d:sonar.cs.dotcover.reportsPaths=./coveragereport.html
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- name: Build Core QuanTAlib DLL
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run: dotnet build ./Calculations/Calculations.csproj --verbosity detailed --configuration Release --nologo
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- name: Build Main branch of QuanTAlib DLL
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if: ${{ github.ref == 'refs/heads/main' }}
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run: dotnet build ./Calculations/Calculations.csproj --verbosity detailed --configuration Release --nologo -p:PackageVersion=${{ steps.gitversion.outputs.MajorMinorPatch }}
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- name: Build dev branch of QuanTAlib DLL
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if: ${{ github.ref == 'refs/heads/dev' }}
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run: dotnet build ./Calculations/Calculations.csproj --verbosity detailed --configuration Release --nologo -p:PackageVersion=${{ steps.gitversion.outputs.FullSemVer }}
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- name: Build Indicators DLL
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run: dotnet build ./Indicators/Indicators.csproj --verbosity detailed --configuration Release --nologo
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- name: Build Strategies DLL
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run: dotnet build ./Strategies/Strategies.csproj --verbosity detailed --configuration Release --nologo
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@@ -104,8 +113,6 @@ jobs:
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project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
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coverage-reports: ./coveragereport.xml
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- name: Publish dev release assets
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if: ${{ github.ref == 'refs/heads/dev' }}
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uses: SourceSprint/upload-multiple-releases@1.0.7
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@@ -1,7 +1,7 @@
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<?xml version="1.0" encoding="utf-8"?>
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<Project Sdk="Microsoft.NET.Sdk">
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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<Title>QuanTAlib</Title>
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<Version>0.2.0</Version>
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<Product>Library of TA Calculations, Charts and Strategies for Quantower</Product>
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<Description>Quantitative Technical Analysis Library in C# for Quantower</Description>
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<RepositoryType>git</RepositoryType>
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@@ -31,6 +31,9 @@
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</PackageTags>
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<PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
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<PackageLicenseFile></PackageLicenseFile>
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<AssemblyVersion>0.2.1.0</AssemblyVersion>
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<FileVersion>0.2.1.0</FileVersion>
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<InformationalVersion>0.2.1-dev.2+Branch.dev.Sha.cb5fe2dc86a78fe9358da810d17952c82299ed3d</InformationalVersion>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
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<DebugType>full</DebugType>
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@@ -51,7 +54,7 @@
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<PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
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<EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
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<CodeAnalysisRuleSet>..\.sonarlint\mihakralj_quantalibcsharp.ruleset</CodeAnalysisRuleSet>
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<Version />
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<Version>0.2.1-dev.2</Version>
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</PropertyGroup>
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<ItemGroup>
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<AdditionalFiles Include="..\.sonarlint\mihakralj_quantalib\CSharp\SonarLint.xml" Link="SonarLint.xml" />
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@@ -66,9 +69,5 @@
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<Visible>False</Visible>
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<PackagePath></PackagePath>
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</None>
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<PackageReference Include="GitVersion.MsBuild" Version="5.12.0">
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<PrivateAssets>all</PrivateAssets>
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<IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
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</PackageReference>
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</ItemGroup>
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</Project>
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@@ -0,0 +1,58 @@
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namespace QuanTAlib;
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using System;
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/* <summary>
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EQUITY - Generates P&L portfolio based on trades signals and equity prices
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</summary> */
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//base prices: bars.close
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//trade signals: trades
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//optional: long, short, long&short
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//optional: warmup period: warmup
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public class EQUITY_Series : Single_TSeries_Indicator {
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int trade_state = 0;
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readonly int _warmup = 0;
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double eq_value = 0;
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readonly TSeries _prices;
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readonly bool _long, _short;
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public EQUITY_Series(TSeries trades, TSeries prices, bool Long = true, bool Short = false, int Warmup = 0) : base(trades, period: 0, useNaN: false) {
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_prices = prices;
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_long = Long;
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_short = Short;
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_warmup = Warmup;
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if (base._data.Count > 0) { base.Add(base._data); }
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}
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public override void Add((System.DateTime t, double v) TValue, bool update) {
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if (this.Count != 0)
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eq_value = this[this.Count - 1].v;
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//buy signal
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if (TValue.v == 1 && this.Count > _warmup) {
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//we are not in-market and we can do long trades
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if (_short) { trade_state = 0; }
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if (_long) { trade_state = 1; }
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}
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//sell signal
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if (TValue.v == -1 && this.Count > _warmup) {
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//we are in-market and we can do long trades
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if (_long) { trade_state = 0; }
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if (_short) { trade_state = -1; }
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}
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if (trade_state == 1) {
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eq_value = this[this.Count - 1].v + (_prices[this.Count].v - _prices[this.Count - 1].v);
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}
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if (trade_state == -1) {
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eq_value = this[this.Count - 1].v + (_prices[this.Count - 1].v - _prices[this.Count].v);
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}
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base.Add((TValue.t, eq_value), update, _NaN);
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}
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}
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@@ -25,7 +25,7 @@ HWMA[i] = F[i] + V[i] + 0.5 * A[i]
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</summary> */
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public class HWMA_Series : Single_TSeries_Indicator {
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double _nA, _nB, _nC;
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readonly double _nA, _nB, _nC;
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double _pF, _pV, _pA;
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double _ppF, _ppV, _ppA;
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@@ -25,7 +25,8 @@ public class MAMA_Series : Single_TSeries_Indicator
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if (base._data.Count > 0) { base.Add(base._data); }
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}
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private double sumPr, jI, jQ, fastl, slowl;
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private double sumPr, jI, jQ;
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readonly double fastl, slowl;
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private (double i, double i1, double i2, double i3, double i4, double i5, double i6, double io) pr, i1, q1, sm, dt;
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private (double i, double i1, double io) i2, q2, re, im, pd, ph, mama, fama;
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public TSeries Fama { get; }
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+6
-4
@@ -6,13 +6,15 @@ branches:
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||||
is-mainline: true
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prevent-increment-of-merged-branch-version: true
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track-merge-target: false
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increment: inherit
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increment: Patch
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source-branches: [ 'develop' ]
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is-release-branch: true
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is-mainline: true
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continuous-delivery-fallback-tag: ''
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label: ''
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#continuous-delivery-fallback-tag: ''
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develop:
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regex: ^dev$
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increment: Patch
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is-release-branch: false
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prevent-increment-of-merged-branch-version: false
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track-merge-target: true
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@@ -20,10 +22,10 @@ branches:
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is-release-branch: false
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tracks-release-branches: true
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is-mainline: false
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tag: dev
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label: dev
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ignore:
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sha: []
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major-version-bump-message: '\+semver:\s?(feature|major)'
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minor-version-bump-message: '\+semver:\s?(new|update|minor)'
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minor-version-bump-message: '\+semver:\s?(new|update|minor|add)'
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no-bump-message: '\+semver:\s?(skip|none|fix)'
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@@ -1,5 +1,4 @@
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<?xml version="1.0" encoding="utf-8"?>
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||||
<Project Sdk="Microsoft.NET.Sdk">
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||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
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<LangVersion>preview</LangVersion>
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@@ -13,6 +12,10 @@
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<Nullable>disable</Nullable>
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<SignAssembly>False</SignAssembly>
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||||
<CodeAnalysisRuleSet>..\.sonarlint\mihakralj_quantalibcsharp.ruleset</CodeAnalysisRuleSet>
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||||
<AssemblyVersion>0.2.1.0</AssemblyVersion>
|
||||
<FileVersion>0.2.1.0</FileVersion>
|
||||
<InformationalVersion>0.2.1-dev.2+Branch.dev.Sha.cb5fe2dc86a78fe9358da810d17952c82299ed3d</InformationalVersion>
|
||||
<Version>0.2.1-dev.2</Version>
|
||||
</PropertyGroup>
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||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
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<Optimize>True</Optimize>
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||||
|
||||
@@ -1,5 +1,4 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
<LangVersion>preview</LangVersion>
|
||||
@@ -13,6 +12,10 @@
|
||||
<Nullable>disable</Nullable>
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<SignAssembly>False</SignAssembly>
|
||||
<CodeAnalysisRuleSet>..\.sonarlint\mihakralj_quantalibcsharp.ruleset</CodeAnalysisRuleSet>
|
||||
<AssemblyVersion>0.2.1.0</AssemblyVersion>
|
||||
<FileVersion>0.2.1.0</FileVersion>
|
||||
<InformationalVersion>0.2.1-dev.2+Branch.dev.Sha.cb5fe2dc86a78fe9358da810d17952c82299ed3d</InformationalVersion>
|
||||
<Version>0.2.1-dev.2</Version>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
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<Optimize>True</Optimize>
|
||||
|
||||
+8
-6
@@ -6,11 +6,15 @@
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<Nullable>enable</Nullable>
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||||
<IsPackable>false</IsPackable>
|
||||
<Platforms>AnyCPU;x64</Platforms>
|
||||
<AssemblyVersion>0.2.1.0</AssemblyVersion>
|
||||
<FileVersion>0.2.1.0</FileVersion>
|
||||
<InformationalVersion>0.2.1-dev.2+Branch.dev.Sha.cb5fe2dc86a78fe9358da810d17952c82299ed3d</InformationalVersion>
|
||||
<Version>0.2.1-dev.2</Version>
|
||||
</PropertyGroup>
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Python.Included" Version="3.11.2" />
|
||||
<PackageReference Include="pythonnet" Version="3.1.0-preview2023-03-04" />
|
||||
<PackageReference Include="xunit" Version="2.4.2" />
|
||||
<PackageReference Include="Python.Included" Version="3.11.2" />
|
||||
<PackageReference Include="pythonnet" Version="3.1.0-preview2023-03-04" />
|
||||
<PackageReference Include="xunit" Version="2.4.2" />
|
||||
<PackageReference Include="xunit.runner.visualstudio" Version="2.4.5">
|
||||
<IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
|
||||
<PrivateAssets>all</PrivateAssets>
|
||||
@@ -21,15 +25,13 @@
|
||||
<PackageReference Include="Tulip.NETCore" Version="0.8.0.1" />
|
||||
<PackageReference Include="System.Text.Json" Version="8.0.0-preview.2.23128.3" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\Calculations\Calculations.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<None Remove="Python.Included" />
|
||||
<None Remove="pythonnet" />
|
||||
<None Remove="Tulip.NETCore" />
|
||||
<None Remove="System.Text.Json" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
</Project>
|
||||
File diff suppressed because one or more lines are too long
+260
-87
@@ -2,14 +2,7 @@
|
||||
"cells": [
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"metadata": {
|
||||
"dotnet_interactive": {
|
||||
"language": "csharp"
|
||||
},
|
||||
"polyglot_notebook": {
|
||||
"kernelName": "csharp"
|
||||
}
|
||||
},
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"# Quick Start\n",
|
||||
"\n",
|
||||
@@ -24,16 +17,39 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"execution_count": 1,
|
||||
"metadata": {
|
||||
"dotnet_interactive": {
|
||||
"language": "csharp"
|
||||
},
|
||||
"vscode": {
|
||||
"languageId": "polyglot-notebook"
|
||||
}
|
||||
},
|
||||
"outputs": [],
|
||||
"outputs": [
|
||||
{
|
||||
"data": {
|
||||
"text/html": [
|
||||
"<div><div></div><div></div><div></div></div>"
|
||||
]
|
||||
},
|
||||
"metadata": {},
|
||||
"output_type": "display_data"
|
||||
},
|
||||
{
|
||||
"name": "stdout",
|
||||
"output_type": "stream",
|
||||
"text": [
|
||||
"index\t data\t\t sma(data)\t ema(sma(data))\t wma(ema(sma(data)))\n",
|
||||
"0\t 2023-03-27\t 158.28\t\t 158.28\t\t NaN\n",
|
||||
"1\t 2023-03-28\t 157.97\t\t 158.12\t\t NaN\n",
|
||||
"2\t 2023-03-29\t 158.90\t\t 158.38\t\t NaN\n",
|
||||
"3\t 2023-03-30\t 159.77\t\t 158.73\t\t NaN\n",
|
||||
"4\t 2023-03-31\t 160.79\t\t 159.14\t\t 158.69\n",
|
||||
"5\t 2023-04-03\t 162.37\t\t 160.22\t\t 159.25\n",
|
||||
"6\t 2023-04-04\t 163.97\t\t 161.47\t\t 160.10\n",
|
||||
"7\t 2023-04-05\t 164.56\t\t 162.50\t\t 161.07\n",
|
||||
"8\t 2023-04-06\t 165.02\t\t 163.34\t\t 162.04\n"
|
||||
]
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"#r \"nuget:QuanTAlib;\"\n",
|
||||
"using QuanTAlib;\n",
|
||||
@@ -51,14 +67,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"metadata": {
|
||||
"dotnet_interactive": {
|
||||
"language": "csharp"
|
||||
},
|
||||
"polyglot_notebook": {
|
||||
"kernelName": "csharp"
|
||||
}
|
||||
},
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"## Understanding QuanTAlib data model\n",
|
||||
"\n",
|
||||
@@ -67,16 +76,54 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"execution_count": 2,
|
||||
"metadata": {
|
||||
"dotnet_interactive": {
|
||||
"language": "csharp"
|
||||
},
|
||||
"vscode": {
|
||||
"languageId": "polyglot-notebook"
|
||||
}
|
||||
},
|
||||
"outputs": [],
|
||||
"outputs": [
|
||||
{
|
||||
"data": {
|
||||
"text/html": [
|
||||
"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><details class=\"dni-treeview\"><summary><span class=\"dni-code-hint\"><code>(4/7/2023 12:00:00 AM, 105.3)</code></span></summary><div><table><thead><tr></tr></thead><tbody><tr><td>Item1</td><td><span>2023-04-07 00:00:00Z</span></td></tr><tr><td>Item2</td><td><div class=\"dni-plaintext\"><pre>105.3</pre></div></td></tr></tbody></table></div></details></td></tr><tr><td>1</td><td><details class=\"dni-treeview\"><summary><span class=\"dni-code-hint\"><code>(4/7/2023 2:34:48 PM, 293.1)</code></span></summary><div><table><thead><tr></tr></thead><tbody><tr><td>Item1</td><td><span>2023-04-07 14:34:48Z</span></td></tr><tr><td>Item2</td><td><div class=\"dni-plaintext\"><pre>293.1</pre></div></td></tr></tbody></table></div></details></td></tr><tr><td>2</td><td><details class=\"dni-treeview\"><summary><span class=\"dni-code-hint\"><code>(4/7/2023 2:34:48 PM, 0)</code></span></summary><div><table><thead><tr></tr></thead><tbody><tr><td>Item1</td><td><span>2023-04-07 14:34:48Z</span></td></tr><tr><td>Item2</td><td><div class=\"dni-plaintext\"><pre>0</pre></div></td></tr></tbody></table></div></details></td></tr><tr><td>3</td><td><details class=\"dni-treeview\"><summary><span class=\"dni-code-hint\"><code>(4/4/2023 2:34:48 PM, 10)</code></span></summary><div><table><thead><tr></tr></thead><tbody><tr><td>Item1</td><td><span>2023-04-04 14:34:48Z</span></td></tr><tr><td>Item2</td><td><div class=\"dni-plaintext\"><pre>10</pre></div></td></tr></tbody></table></div></details></td></tr></tbody></table><style>\r\n",
|
||||
".dni-code-hint {\r\n",
|
||||
" font-style: italic;\r\n",
|
||||
" overflow: hidden;\r\n",
|
||||
" white-space: nowrap;\r\n",
|
||||
"}\r\n",
|
||||
".dni-treeview {\r\n",
|
||||
" white-space: nowrap;\r\n",
|
||||
"}\r\n",
|
||||
".dni-treeview td {\r\n",
|
||||
" vertical-align: top;\r\n",
|
||||
" text-align: start;\r\n",
|
||||
"}\r\n",
|
||||
"details.dni-treeview {\r\n",
|
||||
" padding-left: 1em;\r\n",
|
||||
"}\r\n",
|
||||
"table td {\r\n",
|
||||
" text-align: start;\r\n",
|
||||
"}\r\n",
|
||||
"table tr { \r\n",
|
||||
" vertical-align: top; \r\n",
|
||||
" margin: 0em 0px;\r\n",
|
||||
"}\r\n",
|
||||
"table tr td pre \r\n",
|
||||
"{ \r\n",
|
||||
" vertical-align: top !important; \r\n",
|
||||
" margin: 0em 0px !important;\r\n",
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
"output_type": "display_data"
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"var item1 = (DateTime.Today, 105.3); // (DateTime, Value) tuple\n",
|
||||
"double item2 = 293.1; // a simple double\n",
|
||||
@@ -92,60 +139,122 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
"metadata": {},
|
||||
"source": [
|
||||
"TSeries list can display only values (without timestamps) or only timestamps (without values) by using `.v` or `.t` properties"
|
||||
]
|
||||
},
|
||||
{
|
||||
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|
||||
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|
||||
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|
||||
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||||
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||||
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|
||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
{
|
||||
"data": {
|
||||
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|
||||
"<div class=\"dni-plaintext\"><pre>[ 105.3, 293.1, 0, 10 ]</pre></div><style>\r\n",
|
||||
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|
||||
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|
||||
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||||
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||||
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||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
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||||
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||||
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|
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||||
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|
||||
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||||
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|
||||
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|
||||
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|
||||
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||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
"source": [
|
||||
"data.v"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
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|
||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
}
|
||||
},
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"The last element on the list can be accessed by .Last() or by [^1] - and using `.t` (time) and `.v` (value) properties. Also, casting a TSeries into (double) will return the value of the last element"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
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|
||||
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|
||||
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|
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
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|
||||
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|
||||
{
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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||||
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||||
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|
||||
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||||
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||||
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||||
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|
||||
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|
||||
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|
||||
" text-align: start;\r\n",
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
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|
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|
||||
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|
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|
||||
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|
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|
||||
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|
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|
||||
"output_type": "display_data"
|
||||
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|
||||
],
|
||||
"source": [
|
||||
"bool IsTheSame = data.Last().v == data[^1].v;\n",
|
||||
"double lastvalue = data;\n",
|
||||
@@ -155,30 +264,61 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"metadata": {
|
||||
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|
||||
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|
||||
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|
||||
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|
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|
||||
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|
||||
},
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"All indicators are just modified TSeries classes; they get all required input during class construction (source of the datafeed, period...) and they automatically subscribe to events of the datafeed. Whenever datafeed gets a new value, indicator will calculate its own value. Indicators are also event publishers, so other indicators can subscribe to their results, chaining indicators together:"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"execution_count": 5,
|
||||
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|
||||
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|
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|
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|
||||
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|
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|
||||
"outputs": [
|
||||
{
|
||||
"data": {
|
||||
"text/html": [
|
||||
"<div class=\"dni-plaintext\"><pre>[ Infinity, 0.6666666666666666, 0.3333333333333333, 0.2, 0.14285714285714285, 0.1111111111111111, 0.09090909090909091, 0.07692307692307693, 0.06666666666666667, 0.058823529411764705, 0.25 ]</pre></div><style>\r\n",
|
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
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|
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|
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|
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||||
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|
||||
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|
||||
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|
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|
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|
||||
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|
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|
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|
||||
"output_type": "display_data"
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"TSeries t1 = new() {0,1,2,3,4,5,6,7,8,9}; // t1 is loaded with data and activated as a publisher\n",
|
||||
"EMA_Series t2 = new(t1, 3); // t2 will auto-load all history of t1 and wait for events from t1\n",
|
||||
@@ -194,14 +334,7 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
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||||
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|
||||
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|
||||
},
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"# MACD compounded indicator\n",
|
||||
"\n",
|
||||
@@ -210,16 +343,54 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
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|
||||
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|
||||
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|
||||
{
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||||
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|
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"source": [
|
||||
"Yahoo_Feed aapl = new(\"AAPL\", 100);\n",
|
||||
"TSeries close = aapl.Close; // close will get data from history\n",
|
||||
@@ -239,29 +410,31 @@
|
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Reference in New Issue
Block a user