diff --git a/.editorconfig b/.editorconfig
index 27ae0e75..b99bec2f 100644
--- a/.editorconfig
+++ b/.editorconfig
@@ -5,4 +5,12 @@ root = true
# Suppress S3776 (Cognitive Complexity)
dotnet_diagnostic.S3776.severity = none
# Suppress CA1416 (Platform Compatibility)
-dotnet_diagnostic.CA1416.severity = none
\ No newline at end of file
+dotnet_diagnostic.CA1416.severity = none
+dotnet_style_parentheses_in_control_flow_statements = always_for_clarity:suggestion
+csharp_new_line_before_open_brace = none
+csharp_new_line_before_else = false
+csharp_new_line_before_catch = false
+csharp_new_line_before_finally = false
+csharp_new_line_before_members_in_object_initializers = false
+csharp_new_line_before_members_in_anonymous_types = false
+csharp_new_line_between_query_expression_clauses = false
\ No newline at end of file
diff --git a/.refactoring/base.cs b/.refactoring/base.cs
index 7e61500b..883293e9 100644
--- a/.refactoring/base.cs
+++ b/.refactoring/base.cs
@@ -1,95 +1,237 @@
using System;
-public readonly struct TValue {
- public DateTime Timestamp { get; }
- public double Value { get; }
+public readonly record struct TValue(DateTime Time, double Value, bool IsNew = true, bool IsHot = true)
+{
+ public DateTime Time { get; init; } = Time;
+ public double Value { get; init; } = Value;
+ public bool IsNew { get; init; } = IsNew;
+ public bool IsHot { get; init; } = IsHot;
+
+ public TValue() : this(DateTime.UtcNow, 0) { }
+ public TValue(double value) : this(DateTime.UtcNow, value) { }
+ public TValue((DateTime time, double value) tuple) : this(tuple.time, tuple.value) { }
- public TValue(DateTime timestamp, double value) {
- Timestamp = timestamp;
- Value = value;
- }
- public TValue() : this(DateTime.Now, 0) { }
- public TValue(double value) : this(DateTime.Now, value) { }
public static implicit operator double(TValue tv) => tv.Value;
- public static implicit operator DateTime(TValue tv) => tv.Timestamp;
- public static implicit operator TValue(double value) => new TValue(DateTime.Now, value);
+ public static implicit operator DateTime(TValue tv) => tv.Time;
+ public static implicit operator TValue(double value) => new TValue(DateTime.UtcNow, value);
+
+ public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: {Value:F2}]";
+}
- public override string ToString() {
- return $"[{Timestamp:yyyy-MM-dd HH:mm:ss}: {Value:F2}]";
+public readonly record struct TBar(DateTime Time, double Open, double High, double Low, double Close, double Volume, bool IsNew = true)
+{
+ public DateTime Time { get; init; } = Time;
+ public double Open { get; init; } = Open;
+ public double High { get; init; } = High;
+ public double Low { get; init; } = Low;
+ public double Close { get; init; } = Close;
+ public double Volume { get; init; } = Volume;
+ public bool IsNew { get; init; } = IsNew;
+
+ public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
+ public TBar(double open, double high, double low, double close, double volume) : this(DateTime.UtcNow, open, high, low, close, volume) { }
+ public TBar((DateTime time, double open, double high, double low, double close, double volume) tuple) : this(tuple.time, tuple.open, tuple.high, tuple.low, tuple.close, tuple.volume) { }
+
+ public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
+}
+
+/////////////////////
+///
+/////////////////////
+
+public class GBM_Feed
+{
+ private readonly double _mu;
+ private readonly double _sigma;
+ private readonly Random _random;
+ private double _lastClose;
+ private double _lastHigh;
+ private double _lastLow;
+
+ public GBM_Feed(double initialPrice, double mu, double sigma)
+ {
+ _lastClose = initialPrice;
+ _lastHigh = initialPrice;
+ _lastLow = initialPrice;
+ _mu = mu;
+ _sigma = sigma;
+ _random = Random.Shared;
}
- public override bool Equals(object obj) {
- return obj is TValue other && Equals(in other);
+ public TBar Generate(bool IsNew = true)
+ {
+ DateTime time = DateTime.UtcNow;
+ double dt = 1.0 / 252; // Assuming daily steps in a trading year of 252 days
+ double drift = (_mu - 0.5 * _sigma * _sigma) * dt;
+ double diffusion = _sigma * Math.Sqrt(dt) * NormalRandom();
+ double newClose = _lastClose * Math.Exp(drift + diffusion);
+
+ double open = _lastClose;
+ double high = Math.Max(open, newClose) * (1 + _random.NextDouble() * 0.01);
+ double low = Math.Min(open, newClose) * (1 - _random.NextDouble() * 0.01);
+ double volume = 1000 + _random.NextDouble() * 1000; // Random volume between 1000 and 2000
+
+ if (!IsNew)
+ {
+ high = Math.Max(_lastHigh, high);
+ low = Math.Min(_lastLow, low);
+ }
+ else
+ {
+ _lastClose = newClose;
+ }
+
+ _lastHigh = high;
+ _lastLow = low;
+
+ return new TBar(time, open, high, low, newClose, volume, IsNew);
}
- public bool Equals(in TValue other) {
- return Timestamp == other.Timestamp && Value == other.Value;
- }
-
- public override int GetHashCode() {
- return HashCode.Combine(Timestamp, Value);
+ private double NormalRandom()
+ {
+ // Box-Muller transform to generate standard normal random variable
+ double u1 = 1.0 - _random.NextDouble(); // Uniform(0,1] random doubles
+ double u2 = 1.0 - _random.NextDouble();
+ return Math.Sqrt(-2.0 * Math.Log(u1)) * Math.Sin(2.0 * Math.PI * u2);
}
}
-public readonly struct TBar
+///
+/// ////////////////
+///
+
+public class EMA
{
- public DateTime Timestamp { get; }
- public double Open { get; }
- public double High { get; }
- public double Low { get; }
- public double Close { get; }
- public double Volume { get; }
+ private double lastEma, lastEmaCandidate, k;
+ private int period, i;
+ public TValue Value { get; private set; }
+ public bool IsHot { get; private set; }
- public TBar(DateTime timestamp, double open, double high, double low, double close, double volume)
- {
- Timestamp = timestamp;
- Open = open;
- High = high;
- Low = low;
- Close = close;
- Volume = volume;
+ public EMA(int period) {
+ Init(period);
}
- public override string ToString()
+ public void Init(int period)
{
- return $"[{Timestamp:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
+ this.period = period;
+ this.k = 2.0 / (period + 1);
+ this.lastEma = this.lastEmaCandidate = double.NaN;
+ this.i = 0;
}
+ public TValue Update(TValue input, bool IsNew = true) {
+ double ema;
- public override bool Equals(object obj)
- {
- return obj is TBar other && Equals(in other);
- }
+ if (double.IsNaN(lastEma)) { lastEma = input.Value; }
- public bool Equals(in TBar other)
- {
- return Timestamp == other.Timestamp &&
- Open == other.Open &&
- High == other.High &&
- Low == other.Low &&
- Close == other.Close &&
- Volume == other.Volume;
- }
+ if (IsNew) {
+ lastEma = lastEmaCandidate;
+ i++;
+ }
- public override int GetHashCode()
- {
- return HashCode.Combine(Timestamp, Open, High, Low, Close, Volume);
+ double kk = (i= period;
+ Value = new TValue(input.Time, ema, IsNew, IsHot);
+ return Value;
}
}
+/////////////////
+///
-
-public class EventArg : EventArgs
+public class SMA
{
- public T Data { get; }
- public bool IsClosed { get; }
- public bool IsHot { get; }
+ private CircularBuffer buffer;
+ private int period;
+ private double sum;
+ public TValue Value { get; private set; }
+ public bool IsHot { get; private set; }
- public EventArg(T data, bool isClosed, bool isHot)
+ public SMA(int period)
{
- Data = data;
- IsClosed = isClosed;
- IsHot = isHot;
+ Init(period);
+ }
+
+ public void Init(int period)
+ {
+ this.period = period;
+ this.buffer = new CircularBuffer(period);
+ this.sum = 0;
+ this.IsHot = false;
+ this.Value = default;
+ }
+
+ public TValue Update(TValue input, bool IsNew = true)
+ {
+ if (IsNew)
+ {
+ if (buffer.Count == period) {
+ sum -= buffer[0];
+ }
+ buffer.Add(input);
+ sum += input.Value;
+ } else {
+ if (buffer.Count > 0) {
+ sum -= buffer[buffer.Count - 1];
+ sum += input.Value;
+ buffer[buffer.Count - 1] = input;
+ } else {
+ buffer.Add(input);
+ sum += input.Value;
+ }
+ }
+
+ double sma = buffer.Count > 0 ? sum / buffer.Count : double.NaN;
+ IsHot = buffer.Count >= period;
+ Value = new TValue(input.Time, sma, IsNew, IsHot);
+ return Value;
+ }
+}
+
+/////////////////////
+///
+/////////////////////
+
+
+public class CircularBuffer
+{
+ private double[] _buffer;
+ private int _start;
+ private int _size;
+
+ public CircularBuffer(int capacity) {
+ _buffer = new double[capacity];
+ _start = 0;
+ _size = 0;
+ }
+
+ public int Capacity => _buffer.Length;
+ public int Count => _size;
+
+ public void Add(double item) {
+ if (_size < Capacity) {
+ _buffer[(_start + _size) % Capacity] = item;
+ _size++;
+ } else {
+ _buffer[_start] = item;
+ _start = (_start + 1) % Capacity;
+ }
+ }
+
+ public double this[int index] {
+ get {
+ if (index < 0 || index >= _size)
+ throw new IndexOutOfRangeException();
+ return _buffer[(_start + index) % Capacity];
+ }
+ set {
+ if (index < 0 || index >= _size)
+ throw new IndexOutOfRangeException();
+ _buffer[(_start + index) % Capacity] = value;
+ }
}
}
\ No newline at end of file
diff --git a/.refactoring/test.dib b/.refactoring/test.dib
index 7a0a681d..a55e8863 100644
--- a/.refactoring/test.dib
+++ b/.refactoring/test.dib
@@ -4,17 +4,34 @@
#!csharp
-#load "./base.cs"
+#r "..\v2\bin\Debug\calculations.dll"
+using QuanTAlib;
#!csharp
TValue vv = new(10);
display(vv.ToString());
+display(vv.IsHot);
+
+TBar bb = new(1,1,1,1,10);
+display(bb.ToString());
+display(bb.IsNew);
#!csharp
-TBar bb = new();
-display(bb.ToString());
+int i=10;
+SMA sma = new(i);
+Console.WriteLine($"{"Close",10} {"SMA(" + i + ")",10}");
+for (int i = 0; i < 20; i++)
+{
+ TValue c =(double)i+1;
+ sma.Update(10000,true);
+ sma.Update(1,false);
+ sma.Update(-1000,false);
+ sma.Update(c,false);
+
+ Console.WriteLine($"{i+1} {(double)c,10:F2} {(double)sma.Value,10:F2} {sma.Value.IsHot}");
+}
#!csharp
diff --git a/Calculations/Basics/ADD_Series.cs b/Calculations/Basics/ADD_Series.cs
index 0588d216..6d0436fe 100644
--- a/Calculations/Basics/ADD_Series.cs
+++ b/Calculations/Basics/ADD_Series.cs
@@ -9,21 +9,24 @@ Remarks:
*/
-public class ADD_Series : Pair_TSeries_Indicator
+public class ADD_Series : Pair_TSeries_Indicator
{
- public ADD_Series(TSeries d1, TSeries d2 ) : base(d1, d2) {
- if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i=0; i< base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
+ public ADD_Series(TSeries d1, TSeries d2) : base(d1, d2)
+ {
+ if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
}
- public ADD_Series(TSeries d1, double dd2 ) : base(d1, dd2) {
- if (base._d1.Count > 0) { for (int i=0; i< base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
+ public ADD_Series(TSeries d1, double dd2) : base(d1, dd2)
+ {
+ if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
}
- public ADD_Series(double dd1, TSeries d2 ) : base(dd1, d2) {
- if (base._d2.Count > 0) { for (int i=0; i< base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
+ public ADD_Series(double dd1, TSeries d2) : base(dd1, d2)
+ {
+ if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
}
- public override void Add((System.DateTime t, double v)TValue1, (System.DateTime t, double v)TValue2, bool update)
+ public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update)
{
- (System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t, TValue1.v+TValue2.v);
+ (System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t, TValue1.v + TValue2.v);
if (update) { base[base.Count - 1] = result; } else { base.Add(result); }
}
}
diff --git a/Calculations/Basics/CORR_Series.cs b/Calculations/Basics/CORR_Series.cs
index f82d82de..8052b4e2 100644
--- a/Calculations/Basics/CORR_Series.cs
+++ b/Calculations/Basics/CORR_Series.cs
@@ -17,36 +17,36 @@ Sources:
public class CORR_Series : Pair_TSeries_Indicator
{
- public CORR_Series(TSeries d1, TSeries d2, int period, bool useNaN = false) : base(d1, d2, period, useNaN)
- {
- if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
- }
+ public CORR_Series(TSeries d1, TSeries d2, int period, bool useNaN = false) : base(d1, d2, period, useNaN)
+ {
+ if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
+ }
- private readonly System.Collections.Generic.List _x = new();
- private readonly System.Collections.Generic.List _xx = new();
- private readonly System.Collections.Generic.List _y = new();
- private readonly System.Collections.Generic.List _yy = new();
- private readonly System.Collections.Generic.List _xy = new();
+ private readonly System.Collections.Generic.List _x = new();
+ private readonly System.Collections.Generic.List _xx = new();
+ private readonly System.Collections.Generic.List _y = new();
+ private readonly System.Collections.Generic.List _yy = new();
+ private readonly System.Collections.Generic.List _xy = new();
- public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update)
- {
- Add_Replace_Trim(_x, TValue1.v, _p, update);
- Add_Replace_Trim(_xx, TValue1.v * TValue1.v, _p, update);
- Add_Replace_Trim(_y, TValue2.v, _p, update);
- Add_Replace_Trim(_yy, TValue2.v * TValue2.v, _p, update);
- Add_Replace_Trim(_xy, TValue1.v * TValue2.v, _p, update);
+ public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update)
+ {
+ Add_Replace_Trim(_x, TValue1.v, _p, update);
+ Add_Replace_Trim(_xx, TValue1.v * TValue1.v, _p, update);
+ Add_Replace_Trim(_y, TValue2.v, _p, update);
+ Add_Replace_Trim(_yy, TValue2.v * TValue2.v, _p, update);
+ Add_Replace_Trim(_xy, TValue1.v * TValue2.v, _p, update);
- double _sumx = _x.Sum();
- double _sumxx = _xx.Sum();
- double _sumy = _y.Sum();
- double _sumyy = _yy.Sum();
- double _sumxy = _xy.Sum();
+ double _sumx = _x.Sum();
+ double _sumxx = _xx.Sum();
+ double _sumy = _y.Sum();
+ double _sumyy = _yy.Sum();
+ double _sumxy = _xy.Sum();
- double _covar = (_sumxx - _sumx * _sumx / _p) * (_sumyy - _sumy * _sumy / _p);
- double _cor = (_covar != 0) ? (_sumxy - _sumx * _sumy / _p) / Math.Sqrt(_covar) : 0.0;
+ double _covar = (_sumxx - _sumx * _sumx / _p) * (_sumyy - _sumy * _sumy / _p);
+ double _cor = (_covar != 0) ? (_sumxy - _sumx * _sumy / _p) / Math.Sqrt(_covar) : 0.0;
- var result = (TValue1.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _cor);
- if (update) { base[base.Count - 1] = result; } else { base.Add(result); }
+ var result = (TValue1.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _cor);
+ if (update) { base[base.Count - 1] = result; } else { base.Add(result); }
}
}
diff --git a/Calculations/Basics/COVAR_Series.cs b/Calculations/Basics/COVAR_Series.cs
index 4d6891c6..7368689c 100644
--- a/Calculations/Basics/COVAR_Series.cs
+++ b/Calculations/Basics/COVAR_Series.cs
@@ -16,31 +16,33 @@ Sources:
public class COVAR_Series : Pair_TSeries_Indicator
{
- public COVAR_Series(TSeries d1, TSeries d2, int period, bool useNaN = false) : base(d1, d2, period, useNaN)
- {
- if (base._d1.Count > 0 && base._d2.Count > 0) {
- for (int i = 0; i < base._d1.Count; i++) {
- this.Add(base._d1[i], base._d2[i], false);
- }
- }
- }
+ public COVAR_Series(TSeries d1, TSeries d2, int period, bool useNaN = false) : base(d1, d2, period, useNaN)
+ {
+ if (base._d1.Count > 0 && base._d2.Count > 0)
+ {
+ for (int i = 0; i < base._d1.Count; i++)
+ {
+ this.Add(base._d1[i], base._d2[i], false);
+ }
+ }
+ }
- private readonly System.Collections.Generic.List _x = new();
- private readonly System.Collections.Generic.List _y = new();
- private readonly System.Collections.Generic.List _xy = new();
+ private readonly System.Collections.Generic.List _x = new();
+ private readonly System.Collections.Generic.List _y = new();
+ private readonly System.Collections.Generic.List _xy = new();
- public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update)
- {
- BufferTrim(_x, TValue1.v, _p, update);
- BufferTrim(_y, TValue2.v, _p, update);
- BufferTrim(_xy, TValue1.v * TValue2.v, _p, update);
+ public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update)
+ {
+ BufferTrim(_x, TValue1.v, _p, update);
+ BufferTrim(_y, TValue2.v, _p, update);
+ BufferTrim(_xy, TValue1.v * TValue2.v, _p, update);
- double _avgx = _x.Average();
- double _avgy = _y.Average();
- double _avgxy = _xy.Average();
- double _covar = _avgxy - (_avgx * _avgy);
+ double _avgx = _x.Average();
+ double _avgy = _y.Average();
+ double _avgxy = _xy.Average();
+ double _covar = _avgxy - (_avgx * _avgy);
- var result = (TValue1.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _covar);
- if (update) { base[base.Count - 1] = result; } else { base.Add(result); }
+ var result = (TValue1.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _covar);
+ if (update) { base[base.Count - 1] = result; } else { base.Add(result); }
}
}
diff --git a/Calculations/Basics/DIV_Series.cs b/Calculations/Basics/DIV_Series.cs
index 16069917..962e4f6f 100644
--- a/Calculations/Basics/DIV_Series.cs
+++ b/Calculations/Basics/DIV_Series.cs
@@ -8,22 +8,25 @@ Remarks:
Most of scaffolding is packaged in abstracty class Pair_TSeries_Indicator.
*/
-public class DIV_Series : Pair_TSeries_Indicator
+public class DIV_Series : Pair_TSeries_Indicator
{
- public DIV_Series(TSeries d1, TSeries d2 ) : base(d1, d2) {
- if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i=0; i< base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
+ public DIV_Series(TSeries d1, TSeries d2) : base(d1, d2)
+ {
+ if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
}
- public DIV_Series(TSeries d1, double dd2 ) : base(d1, dd2) {
- if (base._d1.Count > 0) { for (int i=0; i< base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
+ public DIV_Series(TSeries d1, double dd2) : base(d1, dd2)
+ {
+ if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
}
- public DIV_Series(double dd1, TSeries d2 ) : base(dd1, d2) {
- if (base._d2.Count > 0) { for (int i=0; i< base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
+ public DIV_Series(double dd1, TSeries d2) : base(dd1, d2)
+ {
+ if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
}
- public override void Add((System.DateTime t, double v)TValue1, (System.DateTime t, double v)TValue2, bool update)
+ public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update)
{
- (System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t,
- (TValue2.v is not 0) ? TValue1.v/TValue2.v : Double.PositiveInfinity);
+ (System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t,
+ (TValue2.v is not 0) ? TValue1.v / TValue2.v : Double.PositiveInfinity);
if (update) { base[base.Count - 1] = result; } else { base.Add(result); }
}
}
\ No newline at end of file
diff --git a/Calculations/Basics/MUL_Series.cs b/Calculations/Basics/MUL_Series.cs
index c1c573bd..b2bae613 100644
--- a/Calculations/Basics/MUL_Series.cs
+++ b/Calculations/Basics/MUL_Series.cs
@@ -6,22 +6,25 @@ MUL - multiply TSeries*TSeries together, or TSeries*double, or double*TSeries
*/
-public class MUL_Series : Pair_TSeries_Indicator
+public class MUL_Series : Pair_TSeries_Indicator
{
- public MUL_Series(TSeries d1, TSeries d2 ) : base(d1, d2) {
- if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i=0; i< base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
+ public MUL_Series(TSeries d1, TSeries d2) : base(d1, d2)
+ {
+ if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
}
- public MUL_Series(TSeries d1, double dd2 ) : base(d1, dd2) {
- if (base._d1.Count > 0) { for (int i=0; i< base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
+ public MUL_Series(TSeries d1, double dd2) : base(d1, dd2)
+ {
+ if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
}
- public MUL_Series(double dd1, TSeries d2 ) : base(dd1, d2) {
- if (base._d2.Count > 0) { for (int i=0; i< base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
+ public MUL_Series(double dd1, TSeries d2) : base(dd1, d2)
+ {
+ if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
}
- public override void Add((System.DateTime t, double v)TValue1, (System.DateTime t, double v)TValue2, bool update)
+ public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update)
{
- (System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t,
- TValue1.v*TValue2.v);
+ (System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t,
+ TValue1.v * TValue2.v);
if (update) { base[base.Count - 1] = result; } else { base.Add(result); }
}
}
\ No newline at end of file
diff --git a/Calculations/Basics/SUB_Series.cs b/Calculations/Basics/SUB_Series.cs
index 88511f81..e4333ec6 100644
--- a/Calculations/Basics/SUB_Series.cs
+++ b/Calculations/Basics/SUB_Series.cs
@@ -7,22 +7,25 @@ SUB - subtracting TSeries-TSeries, or TSeries-double, or double-TSeries
*/
-public class SUB_Series : Pair_TSeries_Indicator
+public class SUB_Series : Pair_TSeries_Indicator
{
- public SUB_Series(TSeries d1, TSeries d2 ) : base(d1, d2) {
- if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i=0; i< base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
+ public SUB_Series(TSeries d1, TSeries d2) : base(d1, d2)
+ {
+ if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
}
- public SUB_Series(TSeries d1, double dd2 ) : base(d1, dd2) {
- if (base._d1.Count > 0) { for (int i=0; i< base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
+ public SUB_Series(TSeries d1, double dd2) : base(d1, dd2)
+ {
+ if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
}
- public SUB_Series(double dd1, TSeries d2 ) : base(dd1, d2) {
- if (base._d2.Count > 0) { for (int i=0; i< base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
+ public SUB_Series(double dd1, TSeries d2) : base(dd1, d2)
+ {
+ if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
}
- public override void Add((System.DateTime t, double v)TValue1, (System.DateTime t, double v)TValue2, bool update)
+ public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update)
{
- (System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t,
- TValue1.v-TValue2.v);
+ (System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t,
+ TValue1.v - TValue2.v);
if (update) { base[base.Count - 1] = result; } else { base.Add(result); }
}
}
\ No newline at end of file
diff --git a/Calculations/ClassStructures/Pair_TSeries_Abstract.cs b/Calculations/ClassStructures/Pair_TSeries_Abstract.cs
index 99ccfee6..682b1b87 100644
--- a/Calculations/ClassStructures/Pair_TSeries_Abstract.cs
+++ b/Calculations/ClassStructures/Pair_TSeries_Abstract.cs
@@ -16,117 +16,142 @@ Abstract classes with all scaffolding required to build indicators.
*/
-public abstract class Pair_TSeries_Indicator : TSeries {
- protected readonly int _p;
- protected readonly bool _NaN;
- protected readonly TSeries _d1;
- protected readonly TSeries _d2;
- protected readonly double _dd1, _dd2;
+public abstract class Pair_TSeries_Indicator : TSeries
+{
+ protected readonly int _p;
+ protected readonly bool _NaN;
+ protected readonly TSeries _d1;
+ protected readonly TSeries _d2;
+ protected readonly double _dd1, _dd2;
- // Chainable Constructors - add them at the end of primary constructors if needed
- protected Pair_TSeries_Indicator(TSeries source1, TSeries source2, int period, bool useNaN) {
- _p = period;
- _NaN = useNaN;
- _d1 = source1;
- _d2 = source2;
- _dd1 = double.NaN;
- _dd2 = double.NaN;
- _d1.Pub += Sub;
- _d2.Pub += Sub;
- }
+ // Chainable Constructors - add them at the end of primary constructors if needed
+ protected Pair_TSeries_Indicator(TSeries source1, TSeries source2, int period, bool useNaN)
+ {
+ _p = period;
+ _NaN = useNaN;
+ _d1 = source1;
+ _d2 = source2;
+ _dd1 = double.NaN;
+ _dd2 = double.NaN;
+ _d1.Pub += Sub;
+ _d2.Pub += Sub;
+ }
- protected Pair_TSeries_Indicator(TSeries source1, TSeries source2) {
- _d1 = source1;
- _d2 = source2;
- _dd1 = double.NaN;
- _dd2 = double.NaN;
- _d1.Pub += Sub;
- _d2.Pub += Sub;
- }
+ protected Pair_TSeries_Indicator(TSeries source1, TSeries source2)
+ {
+ _d1 = source1;
+ _d2 = source2;
+ _dd1 = double.NaN;
+ _dd2 = double.NaN;
+ _d1.Pub += Sub;
+ _d2.Pub += Sub;
+ }
- protected Pair_TSeries_Indicator(TSeries source1, double dd2) {
- _d1 = source1;
- _d2 = new TSeries();
- _dd1 = double.NaN;
- _dd2 = dd2;
- _d1.Pub += Sub;
- }
+ protected Pair_TSeries_Indicator(TSeries source1, double dd2)
+ {
+ _d1 = source1;
+ _d2 = new TSeries();
+ _dd1 = double.NaN;
+ _dd2 = dd2;
+ _d1.Pub += Sub;
+ }
- protected Pair_TSeries_Indicator(double dd1, TSeries source2) {
- _d1 = new TSeries();
- _d2 = source2;
- _dd1 = dd1;
- _dd2 = double.NaN;
- _d2.Pub += Sub;
- }
+ protected Pair_TSeries_Indicator(double dd1, TSeries source2)
+ {
+ _d1 = new TSeries();
+ _d2 = source2;
+ _dd1 = dd1;
+ _dd2 = double.NaN;
+ _d2.Pub += Sub;
+ }
- // overridable Add(Tvalue, Tvalue) method to add/update a single value at the end of the list
- public virtual void Add((DateTime t, double v) TValue1, (DateTime t, double v) TValue2, bool update) {
- base.Add((TValue1.t, 0), update);
- // default inserts zeros
- }
+ // overridable Add(Tvalue, Tvalue) method to add/update a single value at the end of the list
+ public virtual void Add((DateTime t, double v) TValue1, (DateTime t, double v) TValue2, bool update)
+ {
+ base.Add((TValue1.t, 0), update);
+ // default inserts zeros
+ }
- // potentially overridable Add() bulk variations (could be replaced with faster bulk algos)
- public virtual void Add(TSeries d1, TSeries d2) {
- for (var i = 0; i < d1.Count; i++) {
- Add(d1[i], d2[i], false);
- }
- }
+ // potentially overridable Add() bulk variations (could be replaced with faster bulk algos)
+ public virtual void Add(TSeries d1, TSeries d2)
+ {
+ for (var i = 0; i < d1.Count; i++)
+ {
+ Add(d1[i], d2[i], false);
+ }
+ }
- public virtual void Add(TSeries d1, double dd2) {
- for (var i = 0; i < d1.Count; i++) {
- Add(d1[i], (d1[i].t, dd2), false);
- }
- }
+ public virtual void Add(TSeries d1, double dd2)
+ {
+ for (var i = 0; i < d1.Count; i++)
+ {
+ Add(d1[i], (d1[i].t, dd2), false);
+ }
+ }
- public virtual void Add(double dd1, TSeries d2) {
- for (var i = 0; i < d2.Count; i++) {
- Add((d2[i].t, dd1), d2[i], false);
- }
- }
+ public virtual void Add(double dd1, TSeries d2)
+ {
+ for (var i = 0; i < d2.Count; i++)
+ {
+ Add((d2[i].t, dd1), d2[i], false);
+ }
+ }
- public void Add((DateTime t, double v) TValue1, (DateTime t, double v) TValue2) {
- Add(TValue1, TValue2, false);
- }
+ public void Add((DateTime t, double v) TValue1, (DateTime t, double v) TValue2)
+ {
+ Add(TValue1, TValue2, false);
+ }
- public void Add(bool update) {
- if (_dd1 is double.NaN && _dd2 is double.NaN) {
- // (Series, Series)
- if (update || (_d1.Count > Count && _d2.Count > Count)) {
- Add(_d1[_d1.Count - 1], _d2[_d2.Count - 1], update);
- }
- }
- else if (_dd2 is not double.NaN && _dd1 is double.NaN) {
- // (Series, Double)
- Add(_d1[_d1.Count - 1], (_d1[_d1.Count - 1].t, _dd2), update);
- }
- else {
- // (Double, Series)
- Add((_d2[_d2.Count - 1].t, _dd1), _d2[_d2.Count - 1], update);
- }
- }
+ public void Add(bool update)
+ {
+ if (_dd1 is double.NaN && _dd2 is double.NaN)
+ {
+ // (Series, Series)
+ if (update || (_d1.Count > Count && _d2.Count > Count))
+ {
+ Add(_d1[_d1.Count - 1], _d2[_d2.Count - 1], update);
+ }
+ }
+ else if (_dd2 is not double.NaN && _dd1 is double.NaN)
+ {
+ // (Series, Double)
+ Add(_d1[_d1.Count - 1], (_d1[_d1.Count - 1].t, _dd2), update);
+ }
+ else
+ {
+ // (Double, Series)
+ Add((_d2[_d2.Count - 1].t, _dd1), _d2[_d2.Count - 1], update);
+ }
+ }
- public void Add() {
- Add(false);
- }
+ public void Add()
+ {
+ Add(false);
+ }
- public new void Sub(object source, TSeriesEventArgs e) {
- Add(e.update);
- }
+ public new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(e.update);
+ }
- protected static void Add_Replace(List l, double v, bool update) {
- if (update) {
- l[l.Count - 1] = v;
- }
- else {
- l.Add(v);
- }
- }
+ protected static void Add_Replace(List l, double v, bool update)
+ {
+ if (update)
+ {
+ l[l.Count - 1] = v;
+ }
+ else
+ {
+ l.Add(v);
+ }
+ }
- protected static void Add_Replace_Trim(List l, double v, int p, bool update) {
- Add_Replace(l, v, update);
- if (l.Count > p && p != 0) {
- l.RemoveAt(0);
- }
- }
+ protected static void Add_Replace_Trim(List l, double v, int p, bool update)
+ {
+ Add_Replace(l, v, update);
+ if (l.Count > p && p != 0)
+ {
+ l.RemoveAt(0);
+ }
+ }
}
diff --git a/Calculations/Feeds/Alphavantage_Feed.cs b/Calculations/Feeds/Alphavantage_Feed.cs
index 5c9fc35f..f2bcc60e 100644
--- a/Calculations/Feeds/Alphavantage_Feed.cs
+++ b/Calculations/Feeds/Alphavantage_Feed.cs
@@ -13,7 +13,7 @@ Alphavantage - Free API to collect 100 recent daily quotes. It requires a (free)
*/
public class Alphavantage_Feed : TBars
{
- public enum Interval { Month, Week, Day, Hour, Min30, Min15, Min5, Min1}
+ public enum Interval { Month, Week, Day, Hour, Min30, Min15, Min5, Min1 }
public Alphavantage_Feed(string Symbol = "IBM", string APIkey = "demo")
{
System.Net.Http.HttpClient client = new();
@@ -22,8 +22,8 @@ public class Alphavantage_Feed : TBars
var msg = client.GetStringAsync(req).Result;
var jres = JsonSerializer.Deserialize(msg).RootElement;
jres.TryGetProperty("Time Series (Daily)", out JsonElement json);
-
- if (json.ValueKind == JsonValueKind.Undefined) {throw new InvalidOperationException("Stock symbol "+Symbol+" not found"); }
+
+ if (json.ValueKind == JsonValueKind.Undefined) { throw new InvalidOperationException("Stock symbol " + Symbol + " not found"); }
foreach (var val in json.EnumerateObject()) { base.Add(GetOHLC(val)); }
base.Reverse();
}
diff --git a/Calculations/Feeds/GBM_Feed.cs b/Calculations/Feeds/GBM_Feed.cs
index a08568c1..c99a282f 100644
--- a/Calculations/Feeds/GBM_Feed.cs
+++ b/Calculations/Feeds/GBM_Feed.cs
@@ -23,41 +23,45 @@ public class GBM_Feed : TBars
private double seed;
readonly double drift, volatility;
readonly int precision;
- public GBM_Feed(int Bars = 252, double Volatility = 1.0, double Drift = 0.05, double Seed = 100.0, int Precision = 2) {
+ public GBM_Feed(int Bars = 252, double Volatility = 1.0, double Drift = 0.05, double Seed = 100.0, int Precision = 2)
+ {
this.seed = Seed;
- volatility = Volatility*0.01;
- drift = Drift*0.01;
+ volatility = Volatility * 0.01;
+ drift = Drift * 0.01;
precision = Precision;
- for (int i = 0; i OCMin)? (2 * OCMin) - Low : Low;
+ double OCMin = Math.Min(Open, Close);
+ double Low = (GBM_value(seed, volatility * 0.5, 0, precision));
+ Low = (Low > OCMin) ? (2 * OCMin) - Low : Low;
- double Volume = GBM_value(seed*10, volatility*2, Drift:0, precision: 1);
+ double Volume = GBM_value(seed * 10, volatility * 2, Drift: 0, precision: 1);
base.Add((timestamp, Open, High, Low, Close, Volume), update);
seed = Close;
}
- private static double GBM_value(double Seed, double Volatility, double Drift, int precision) {
+ private static double GBM_value(double Seed, double Volatility, double Drift, int precision)
+ {
Random rnd = new();
- double U1 = 1.0-rnd.NextDouble();
- double U2 = 1.0-rnd.NextDouble();
+ double U1 = 1.0 - rnd.NextDouble();
+ double U2 = 1.0 - rnd.NextDouble();
double Z = Math.Sqrt(-2.0 * Math.Log(U1)) * Math.Sin(2.0 * Math.PI * U2);
- return Math.Round(Seed * Math.Exp( Drift - (Volatility*Volatility*0.5) + (Volatility * Z)), digits: precision);
+ return Math.Round(Seed * Math.Exp(Drift - (Volatility * Volatility * 0.5) + (Volatility * Z)), digits: precision);
}
}
\ No newline at end of file
diff --git a/Calculations/Feeds/Yahoo_Feed.cs b/Calculations/Feeds/Yahoo_Feed.cs
index 5b9029a1..1d87e97d 100644
--- a/Calculations/Feeds/Yahoo_Feed.cs
+++ b/Calculations/Feeds/Yahoo_Feed.cs
@@ -14,34 +14,36 @@ Yahoo Finance - Free API feed to collect daily market quotes
*/
public class Yahoo_Feed : TBars
{
- public Yahoo_Feed(string Symbol = "IBM", int Period = 252) {
- Period = (int)(Period*1.45);
- string requestUrl = "https://query1.finance.yahoo.com/v8/finance/chart/"+
- Symbol+"?interval=1d&period1="+
- (int)new DateTimeOffset(DateTime.UtcNow.AddDays(-Period+1)).ToUnixTimeSeconds()+"&period2="+
+ public Yahoo_Feed(string Symbol = "IBM", int Period = 252)
+ {
+ Period = (int)(Period * 1.45);
+ string requestUrl = "https://query1.finance.yahoo.com/v8/finance/chart/" +
+ Symbol + "?interval=1d&period1=" +
+ (int)new DateTimeOffset(DateTime.UtcNow.AddDays(-Period + 1)).ToUnixTimeSeconds() + "&period2=" +
(int)new DateTimeOffset(DateTime.UtcNow).ToUnixTimeSeconds();
System.Net.Http.HttpClient client = new();
var msg = client.GetStringAsync(requestUrl).Result;
var jresult = JsonSerializer.Deserialize(msg).RootElement;
- jresult.TryGetProperty("chart",out JsonElement json);
- json.TryGetProperty("result",out json);
- json[0].TryGetProperty("timestamp",out JsonElement datetime);
- json[0].TryGetProperty("indicators",out json);
- json.TryGetProperty("quote",out json);
- json[0].TryGetProperty("open",out JsonElement open);
- json[0].TryGetProperty("high",out JsonElement high);
- json[0].TryGetProperty("low",out JsonElement low);
- json[0].TryGetProperty("close",out JsonElement close);
- json[0].TryGetProperty("volume",out JsonElement volume);
+ jresult.TryGetProperty("chart", out JsonElement json);
+ json.TryGetProperty("result", out json);
+ json[0].TryGetProperty("timestamp", out JsonElement datetime);
+ json[0].TryGetProperty("indicators", out json);
+ json.TryGetProperty("quote", out json);
+ json[0].TryGetProperty("open", out JsonElement open);
+ json[0].TryGetProperty("high", out JsonElement high);
+ json[0].TryGetProperty("low", out JsonElement low);
+ json[0].TryGetProperty("close", out JsonElement close);
+ json[0].TryGetProperty("volume", out JsonElement volume);
- for (int i=0; i */
-public class COMPARE_Series : Pair_TSeries_Indicator {
+public class COMPARE_Series : Pair_TSeries_Indicator
+{
- public COMPARE_Series(TSeries d1, TSeries d2) : base(d1, d2) {
- if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
- }
- public COMPARE_Series(TSeries d1, double dd2) : base(d1, dd2) {
- if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
- }
- public COMPARE_Series(double dd1, TSeries d2) : base(dd1, d2) {
- if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
- }
+ public COMPARE_Series(TSeries d1, TSeries d2) : base(d1, d2)
+ {
+ if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
+ }
+ public COMPARE_Series(TSeries d1, double dd2) : base(d1, dd2)
+ {
+ if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
+ }
+ public COMPARE_Series(double dd1, TSeries d2) : base(dd1, d2)
+ {
+ if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
+ }
- public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update) {
+ public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update)
+ {
- double val = TValue1.v > TValue2.v ? 1 : -1;
- val = TValue1.v == TValue2.v ? 0 : val;
- (System.DateTime t, double v) over = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t, TValue1.v > TValue2.v ? 1 : val);
- if (update) { base[^1] = over; }
- else { base.Add(over); }
+ double val = TValue1.v > TValue2.v ? 1 : -1;
+ val = TValue1.v == TValue2.v ? 0 : val;
+ (System.DateTime t, double v) over = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t, TValue1.v > TValue2.v ? 1 : val);
+ if (update) { base[^1] = over; }
+ else { base.Add(over); }
- }
+ }
}
diff --git a/Calculations/Logic/CROSS_Series.cs b/Calculations/Logic/CROSS_Series.cs
index 2c4cad1c..6d62a54c 100644
--- a/Calculations/Logic/CROSS_Series.cs
+++ b/Calculations/Logic/CROSS_Series.cs
@@ -9,36 +9,41 @@ Remarks:
*/
-public class CROSS_Series : Pair_TSeries_Indicator {
- public TSeries Cross { get; set; } = new();
+public class CROSS_Series : Pair_TSeries_Indicator
+{
+ public TSeries Cross { get; set; } = new();
- private double _previous = double.NaN;
- public CROSS_Series(TSeries d1, TSeries d2) : base(d1, d2) {
- if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
- }
- public CROSS_Series(TSeries d1, double dd2) : base(d1, dd2) {
- if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
- }
- public CROSS_Series(double dd1, TSeries d2) : base(dd1, d2) {
- if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
- }
+ private double _previous = double.NaN;
+ public CROSS_Series(TSeries d1, TSeries d2) : base(d1, d2)
+ {
+ if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
+ }
+ public CROSS_Series(TSeries d1, double dd2) : base(d1, dd2)
+ {
+ if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
+ }
+ public CROSS_Series(double dd1, TSeries d2) : base(dd1, d2)
+ {
+ if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
+ }
- public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update) {
+ public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update)
+ {
- double val = TValue1.v > TValue2.v ? 1 : -1;
- val = TValue1.v == TValue2.v ? 0 : val;
- double over = TValue1.v > TValue2.v ? 1 : val;
+ double val = TValue1.v > TValue2.v ? 1 : -1;
+ val = TValue1.v == TValue2.v ? 0 : val;
+ double over = TValue1.v > TValue2.v ? 1 : val;
- val = (_previous < over) ? 1 : -1;
- val = ((_previous == over) || Double.IsNaN(this._previous) || (this._previous == 0)) ? 0 : val;
- (System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t,val);
+ val = (_previous < over) ? 1 : -1;
+ val = ((_previous == over) || Double.IsNaN(this._previous) || (this._previous == 0)) ? 0 : val;
+ (System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t, val);
- this._previous = over;
+ this._previous = over;
- if (update) { base[^1] = result; }
- else { base.Add(result); }
+ if (update) { base[^1] = result; }
+ else { base.Add(result); }
- }
+ }
}
diff --git a/Calculations/Logic/TOrders.cs b/Calculations/Logic/TOrders.cs
index 04d5ffa3..1e122b2b 100644
--- a/Calculations/Logic/TOrders.cs
+++ b/Calculations/Logic/TOrders.cs
@@ -6,29 +6,33 @@ using System.Data;
using System.Linq;
-public enum OType {
- NIL = 0, // No position
- BTO = 1, // Buy to Open
- STC = 2, // Sell to Close
- STO = 3, // Sell to Open
- BTC = 4, // Buy to Close
- END = 5, // Exit the trade
+public enum OType
+{
+ NIL = 0, // No position
+ BTO = 1, // Buy to Open
+ STC = 2, // Sell to Close
+ STO = 3, // Sell to Open
+ BTC = 4, // Buy to Close
+ END = 5, // Exit the trade
}
-public class TOrders : List<(DateTime t, OType o)> {
+public class TOrders : List<(DateTime t, OType o)>
+{
- public void Add((DateTime t, OType o) TOrder, bool update = false)
- {
- if (update) { this[^1] = TOrder; }
- else { base.Add(TOrder); }
- OnEvent(update);
- }
+ public void Add((DateTime t, OType o) TOrder, bool update = false)
+ {
+ if (update) { this[^1] = TOrder; }
+ else { base.Add(TOrder); }
+ OnEvent(update);
+ }
- protected virtual void OnEvent(bool update = false) {
- Pub?.Invoke(this, new TSeriesEventArgs { update = update }); }
- public delegate void NewDataEventHandler(object source, TSeriesEventArgs args);
- public event NewDataEventHandler Pub;
+ protected virtual void OnEvent(bool update = false)
+ {
+ Pub?.Invoke(this, new TSeriesEventArgs { update = update });
+ }
+ public delegate void NewDataEventHandler(object source, TSeriesEventArgs args);
+ public event NewDataEventHandler Pub;
}
\ No newline at end of file
diff --git a/Calculations/_Updated/ADL_Series.cs b/Calculations/_Updated/ADL_Series.cs
index 2222887e..d84c1cf6 100644
--- a/Calculations/_Updated/ADL_Series.cs
+++ b/Calculations/_Updated/ADL_Series.cs
@@ -15,55 +15,65 @@ Sources:
*/
-public class ADL_Series : TSeries {
- protected readonly TBars _data;
- private double _lastadl, _lastlastadl;
+public class ADL_Series : TSeries
+{
+ protected readonly TBars _data;
+ private double _lastadl, _lastlastadl;
- //core constructors
- public ADL_Series() {
- Name = $"ADL()";
- _lastadl = _lastlastadl = 0;
- }
- public ADL_Series(TBars source) {
- _data = source;
- Name = $"ADL({(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _lastadl = _lastlastadl = 0;
- _data.Pub += Sub;
- Add(data: _data);
- }
+ //core constructors
+ public ADL_Series()
+ {
+ Name = $"ADL()";
+ _lastadl = _lastlastadl = 0;
+ }
+ public ADL_Series(TBars source)
+ {
+ _data = source;
+ Name = $"ADL({(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _lastadl = _lastlastadl = 0;
+ _data.Pub += Sub;
+ Add(data: _data);
+ }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
- if (update) { this._lastadl = this._lastlastadl; }
- else { this._lastlastadl = this._lastadl; }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false)
+ {
+ if (update) { this._lastadl = this._lastlastadl; }
+ else { this._lastlastadl = this._lastadl; }
- double _adl = 0;
- double tmp = TBar.h - TBar.l;
- if (tmp > 0.0) {
- _adl = _lastadl + ((2 * TBar.c - TBar.l - TBar.h) / tmp * TBar.v);
- }
- _lastadl = _adl;
+ double _adl = 0;
+ double tmp = TBar.h - TBar.l;
+ if (tmp > 0.0)
+ {
+ _adl = _lastadl + ((2 * TBar.c - TBar.l - TBar.h) / tmp * TBar.v);
+ }
+ _lastadl = _adl;
- var ret = (TBar.t, _adl);
- return base.Add(ret, update);
- }
+ var ret = (TBar.t, _adl);
+ return base.Add(ret, update);
+ }
- public new void Add(TBars data) {
- foreach (var item in data) { Add(item, false); }
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TBar: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TBar: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TBar: _data.Last, update: e.update);
- }
+ public new void Add(TBars data)
+ {
+ foreach (var item in data) { Add(item, false); }
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TBar: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TBar: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TBar: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _lastadl = _lastlastadl = 0;
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _lastadl = _lastlastadl = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/ADOSC_Series.cs b/Calculations/_Updated/ADOSC_Series.cs
index 4c943b07..bc5b4305 100644
--- a/Calculations/_Updated/ADOSC_Series.cs
+++ b/Calculations/_Updated/ADOSC_Series.cs
@@ -14,77 +14,87 @@ Sources:
*/
-public class ADOSC_Series : TSeries {
- protected readonly TBars _data;
- private readonly double _k1, _k2;
- private double _lastema1, _lastlastema1, _lastema2, _lastlastema2;
- private double _lastadl, _lastlastadl;
+public class ADOSC_Series : TSeries
+{
+ protected readonly TBars _data;
+ private readonly double _k1, _k2;
+ private double _lastema1, _lastlastema1, _lastema2, _lastlastema2;
+ private double _lastadl, _lastlastadl;
- //core constructors
- public ADOSC_Series(int shortPeriod, int longPeriod, bool useNaN = false) {
- Name = $"ADOSC()";
- _k1 = 2.0 / (shortPeriod + 1);
- _k2 = 2.0 / (longPeriod + 1);
- _lastadl = _lastlastadl = _lastema1 = _lastlastema1 = _lastema2 = _lastlastema2 = 0;
- }
- public ADOSC_Series(TBars source, int shortPeriod, int longPeriod, bool useNaN = false) :this(shortPeriod, longPeriod, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _lastadl = _lastlastadl = 0;
- _data.Pub += Sub;
- Add(data: _data);
- }
+ //core constructors
+ public ADOSC_Series(int shortPeriod, int longPeriod, bool useNaN = false)
+ {
+ Name = $"ADOSC()";
+ _k1 = 2.0 / (shortPeriod + 1);
+ _k2 = 2.0 / (longPeriod + 1);
+ _lastadl = _lastlastadl = _lastema1 = _lastlastema1 = _lastema2 = _lastlastema2 = 0;
+ }
+ public ADOSC_Series(TBars source, int shortPeriod, int longPeriod, bool useNaN = false) : this(shortPeriod, longPeriod, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _lastadl = _lastlastadl = 0;
+ _data.Pub += Sub;
+ Add(data: _data);
+ }
- public ADOSC_Series() : this(shortPeriod: 3, longPeriod: 10, useNaN: false) {}
+ public ADOSC_Series() : this(shortPeriod: 3, longPeriod: 10, useNaN: false) { }
- public ADOSC_Series(TBars source) : this(source, shortPeriod: 3, longPeriod:10, useNaN:false) { }
+ public ADOSC_Series(TBars source) : this(source, shortPeriod: 3, longPeriod: 10, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update= false) {
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false)
+ {
- if (update) {
- _lastadl = _lastlastadl;
- _lastema1 = _lastlastema1;
- _lastema2 = _lastlastema2;
- }
+ if (update)
+ {
+ _lastadl = _lastlastadl;
+ _lastema1 = _lastlastema1;
+ _lastema2 = _lastlastema2;
+ }
- double _adl = 0;
- double tmp = TBar.h - TBar.l;
- if (tmp > 0.0) { _adl = _lastadl + ((2 * TBar.c - TBar.l - TBar.h) / tmp * TBar.v); }
- if (this.Count == 0) { _lastema1 = _lastema2 = _adl; }
+ double _adl = 0;
+ double tmp = TBar.h - TBar.l;
+ if (tmp > 0.0) { _adl = _lastadl + ((2 * TBar.c - TBar.l - TBar.h) / tmp * TBar.v); }
+ if (this.Count == 0) { _lastema1 = _lastema2 = _adl; }
- double _ema1 = (_adl - _lastema1) * _k1 + _lastema1;
- double _ema2 = (_adl - _lastema2) * _k2 + _lastema2;
+ double _ema1 = (_adl - _lastema1) * _k1 + _lastema1;
+ double _ema2 = (_adl - _lastema2) * _k2 + _lastema2;
- _lastlastadl = _lastadl;
- _lastadl = _adl;
- _lastlastema1 = _lastema1;
- _lastema1 = _ema1;
- _lastlastema2 = _lastema2;
- _lastema2 = _ema2;
+ _lastlastadl = _lastadl;
+ _lastadl = _adl;
+ _lastlastema1 = _lastema1;
+ _lastema1 = _ema1;
+ _lastlastema2 = _lastema2;
+ _lastema2 = _ema2;
- double _adosc = _ema1 - _ema2;
-
- var ret = (TBar.t, _adosc);
- return base.Add(ret, update);
- }
+ double _adosc = _ema1 - _ema2;
- public new void Add(TBars data) {
- foreach (var item in data) { Add(item, false); }
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TBar: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TBar: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TBar: _data.Last, update: e.update);
- }
+ var ret = (TBar.t, _adosc);
+ return base.Add(ret, update);
+ }
- //reset calculation
- public override void Reset() {
- _lastadl = _lastlastadl = _lastema1 = _lastlastema1 = _lastema2 = _lastlastema2 = 0;
- }
+ public new void Add(TBars data)
+ {
+ foreach (var item in data) { Add(item, false); }
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TBar: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TBar: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TBar: _data.Last, update: e.update);
+ }
+
+ //reset calculation
+ public override void Reset()
+ {
+ _lastadl = _lastlastadl = _lastema1 = _lastlastema1 = _lastema2 = _lastlastema2 = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/ALMA_Series.cs b/Calculations/_Updated/ALMA_Series.cs
index e4c8c3de..a25ac7d5 100644
--- a/Calculations/_Updated/ALMA_Series.cs
+++ b/Calculations/_Updated/ALMA_Series.cs
@@ -19,96 +19,111 @@ Sources:
Discrepancy with Pandas-TA (but passes the validation with Skender.GetAlma)
*/
-public class ALMA_Series : TSeries {
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class ALMA_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- private readonly System.Collections.Generic.List _buffer = new();
- private readonly System.Collections.Generic.List _weight;
- private double _norm;
- private readonly double _offset, _sigma;
+ private readonly System.Collections.Generic.List _buffer = new();
+ private readonly System.Collections.Generic.List _weight;
+ private double _norm;
+ private readonly double _offset, _sigma;
- //core constructors
- public ALMA_Series(int period, double offset, double sigma, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"ALMA({period})";
- _offset = offset;
- _sigma = sigma;
- _weight = new();
- }
- public ALMA_Series(TSeries source, int period, double offset, double sigma, bool useNaN) : this(period, offset, sigma, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
+ //core constructors
+ public ALMA_Series(int period, double offset, double sigma, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"ALMA({period})";
+ _offset = offset;
+ _sigma = sigma;
+ _weight = new();
+ }
+ public ALMA_Series(TSeries source, int period, double offset, double sigma, bool useNaN) : this(period, offset, sigma, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
- public ALMA_Series() : this(period:0, offset:0.85, sigma:6.0, useNaN: false) { }
- public ALMA_Series(int period) : this(period: period, offset:0.85, sigma:6.0, useNaN:false) { }
- public ALMA_Series(TBars source) : this(source:source.Close, period:0, offset:0.85, sigma:6.0, useNaN:false) { }
- public ALMA_Series(TBars source, int period) : this(source:source.Close, period:period, offset: 0.85, sigma: 6.0, useNaN: false) { }
- public ALMA_Series(TBars source, int period, double offset, double sigma, bool useNaN) : this(source.Close, period:period, offset: offset, sigma: sigma, useNaN: false) { }
- public ALMA_Series(TSeries source) : this(source, period:0, offset:0.85, sigma:6.0, useNaN:false) { }
- public ALMA_Series(TSeries source, int period) : this(source:source, period:period, offset:0.85, sigma:6.0, useNaN:false) { }
- public ALMA_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, offset: 0.85, sigma: 6.0, useNaN: useNaN) { }
+ public ALMA_Series() : this(period: 0, offset: 0.85, sigma: 6.0, useNaN: false) { }
+ public ALMA_Series(int period) : this(period: period, offset: 0.85, sigma: 6.0, useNaN: false) { }
+ public ALMA_Series(TBars source) : this(source: source.Close, period: 0, offset: 0.85, sigma: 6.0, useNaN: false) { }
+ public ALMA_Series(TBars source, int period) : this(source: source.Close, period: period, offset: 0.85, sigma: 6.0, useNaN: false) { }
+ public ALMA_Series(TBars source, int period, double offset, double sigma, bool useNaN) : this(source.Close, period: period, offset: offset, sigma: sigma, useNaN: false) { }
+ public ALMA_Series(TSeries source) : this(source, period: 0, offset: 0.85, sigma: 6.0, useNaN: false) { }
+ public ALMA_Series(TSeries source, int period) : this(source: source, period: period, offset: 0.85, sigma: 6.0, useNaN: false) { }
+ public ALMA_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, offset: 0.85, sigma: 6.0, useNaN: useNaN) { }
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, double.NaN), update);
- }
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, double.NaN), update);
+ }
- BufferTrim(_buffer, TValue.v, _period, update);
- if (_weight.Count < _buffer.Count) {
- for (var i = 0; i < _buffer.Count - _weight.Count; i++) {
- _weight.Add(0.0);
- }
- }
-
+ BufferTrim(_buffer, TValue.v, _period, update);
+ if (_weight.Count < _buffer.Count)
+ {
+ for (var i = 0; i < _buffer.Count - _weight.Count; i++)
+ {
+ _weight.Add(0.0);
+ }
+ }
- if (_buffer.Count <= _period || _period == 0) {
- var _len = _buffer.Count;
- _norm = 0;
- var _m = _offset * (_len - 1);
- var _s = _len / _sigma;
- for (var i = 0; i < _len; i++) {
- var _wt = Math.Exp(-((i - _m) * (i - _m)) / (2 * _s * _s));
- _weight[i] = _wt;
- _norm += _wt;
- }
- }
- double _weightedSum = 0;
- for (var i = 0; i < _buffer.Count; i++) {
- _weightedSum += _weight[i] * _buffer[i];
- }
+ if (_buffer.Count <= _period || _period == 0)
+ {
+ var _len = _buffer.Count;
+ _norm = 0;
+ var _m = _offset * (_len - 1);
+ var _s = _len / _sigma;
+ for (var i = 0; i < _len; i++)
+ {
+ var _wt = Math.Exp(-((i - _m) * (i - _m)) / (2 * _s * _s));
+ _weight[i] = _wt;
+ _norm += _wt;
+ }
+ }
- var _alma = _weightedSum / _norm;
+ double _weightedSum = 0;
+ for (var i = 0; i < _buffer.Count; i++)
+ {
+ _weightedSum += _weight[i] * _buffer[i];
+ }
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _alma);
- return base.Add(res, update);
- }
+ var _alma = _weightedSum / _norm;
- //variation of Add()
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- _weight.Clear();
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _alma);
+ return base.Add(res, update);
+ }
+
+ //variation of Add()
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ _weight.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/ATRP_Series.cs b/Calculations/_Updated/ATRP_Series.cs
index 7f4cf4c7..ee429ea0 100644
--- a/Calculations/_Updated/ATRP_Series.cs
+++ b/Calculations/_Updated/ATRP_Series.cs
@@ -12,76 +12,86 @@ Sources:
*/
-public class ATRP_Series : TSeries {
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TBars _data;
- private double _k;
- private int _len;
- private double _lastatr, _lastlastatr, _cm1, _lastcm1, _sum, _oldsum;
+public class ATRP_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TBars _data;
+ private double _k;
+ private int _len;
+ private double _lastatr, _lastlastatr, _cm1, _lastcm1, _sum, _oldsum;
- //core constructors
- public ATRP_Series(int period, bool useNaN) {
- _period = period;
- _k = 1.0 / (double)(_period);
- _NaN = useNaN;
- _len = 0;
- Name = $"ATRP({period})";
- }
- public ATRP_Series(TBars source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(data: _data);
- }
- public ATRP_Series() : this(period: 1, useNaN: false) { }
- public ATRP_Series(int period) : this(period: period, useNaN: false) { }
- public ATRP_Series(TBars source) : this(source, period: 1, useNaN: false) { }
- public ATRP_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public ATRP_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _k = 1.0 / (double)(_period);
+ _NaN = useNaN;
+ _len = 0;
+ Name = $"ATRP({period})";
+ }
+ public ATRP_Series(TBars source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(data: _data);
+ }
+ public ATRP_Series() : this(period: 1, useNaN: false) { }
+ public ATRP_Series(int period) : this(period: period, useNaN: false) { }
+ public ATRP_Series(TBars source) : this(source, period: 1, useNaN: false) { }
+ public ATRP_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
- if (update) { _lastatr = _lastlastatr; _cm1 = _lastcm1; _sum = _oldsum; }
- else {
- _lastlastatr = _lastatr; _lastcm1 = _cm1; _oldsum = _sum;
- _k = (_period == 0) ? 1 / (double)_len : _k;
- _len++;
- }
-
- if (_len == 1) { _cm1 = TBar.c; }
- double d1 = Math.Abs(TBar.h - TBar.l);
- double d2 = Math.Abs(_cm1 - TBar.h);
- double d3 = Math.Abs(_cm1 - TBar.l);
- (DateTime t, double v) d = (TBar.t, Math.Max(d1, Math.Max(d2, d3)));
- _cm1 = TBar.c;
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false)
+ {
+ if (update) { _lastatr = _lastlastatr; _cm1 = _lastcm1; _sum = _oldsum; }
+ else
+ {
+ _lastlastatr = _lastatr; _lastcm1 = _cm1; _oldsum = _sum;
+ _k = (_period == 0) ? 1 / (double)_len : _k;
+ _len++;
+ }
- double _atr = 0;
- if (this.Count == 0) { _atr = d.v; }
- else if (this.Count < _period + 1) { _sum += d.v; _atr = _sum / (this.Count); }
- else { _atr = _k * (d.v - _lastatr) + _lastatr; }
- _lastatr = _atr;
- double _atrp = 100 * (_atr / TBar.c);
+ if (_len == 1) { _cm1 = TBar.c; }
+ double d1 = Math.Abs(TBar.h - TBar.l);
+ double d2 = Math.Abs(_cm1 - TBar.h);
+ double d3 = Math.Abs(_cm1 - TBar.l);
+ (DateTime t, double v) d = (TBar.t, Math.Max(d1, Math.Max(d2, d3)));
+ _cm1 = TBar.c;
- var res = (TBar.t, Count < _period - 1 && _NaN ? double.NaN : _atrp);
- return base.Add(res, update);
- }
+ double _atr = 0;
+ if (this.Count == 0) { _atr = d.v; }
+ else if (this.Count < _period + 1) { _sum += d.v; _atr = _sum / (this.Count); }
+ else { _atr = _k * (d.v - _lastatr) + _lastatr; }
+ _lastatr = _atr;
+ double _atrp = 100 * (_atr / TBar.c);
- public new void Add(TBars data) {
- foreach (var item in data) { Add(item, false); }
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TBar: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TBar: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TBar: _data.Last, update: e.update);
- }
+ var res = (TBar.t, Count < _period - 1 && _NaN ? double.NaN : _atrp);
+ return base.Add(res, update);
+ }
- //reset calculation
- public override void Reset() {
- _len = 0;
- }
+ public new void Add(TBars data)
+ {
+ foreach (var item in data) { Add(item, false); }
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TBar: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TBar: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TBar: _data.Last, update: e.update);
+ }
+
+ //reset calculation
+ public override void Reset()
+ {
+ _len = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/ATR_Series.cs b/Calculations/_Updated/ATR_Series.cs
index be22668d..c09ce7b2 100644
--- a/Calculations/_Updated/ATR_Series.cs
+++ b/Calculations/_Updated/ATR_Series.cs
@@ -14,75 +14,85 @@ Sources:
*/
-public class ATR_Series : TSeries {
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TBars _data;
- private double _k;
- private int _len;
- private double _lastatr, _lastlastatr, _cm1, _lastcm1, _sum, _oldsum;
+public class ATR_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TBars _data;
+ private double _k;
+ private int _len;
+ private double _lastatr, _lastlastatr, _cm1, _lastcm1, _sum, _oldsum;
- //core constructors
- public ATR_Series(int period, bool useNaN) {
- _period = period;
- _k = 1.0 / (double)(_period);
- _NaN = useNaN;
- _len = 0;
- Name = $"ATR({period})";
- }
- public ATR_Series(TBars source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(data: _data);
- }
- public ATR_Series() : this(period: 1, useNaN: false) { }
- public ATR_Series(int period) : this(period: period, useNaN: false) { }
- public ATR_Series(TBars source) : this(source, period: 1, useNaN: false) { }
- public ATR_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public ATR_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _k = 1.0 / (double)(_period);
+ _NaN = useNaN;
+ _len = 0;
+ Name = $"ATR({period})";
+ }
+ public ATR_Series(TBars source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(data: _data);
+ }
+ public ATR_Series() : this(period: 1, useNaN: false) { }
+ public ATR_Series(int period) : this(period: period, useNaN: false) { }
+ public ATR_Series(TBars source) : this(source, period: 1, useNaN: false) { }
+ public ATR_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
- if (update) { _lastatr = _lastlastatr; _cm1 = _lastcm1; _sum = _oldsum; }
- else {
- _lastlastatr = _lastatr; _lastcm1 = _cm1; _oldsum = _sum;
- _k = (_period == 0) ? 1 / (double)_len : _k;
- _len++;
- }
-
- if (_len == 1) { _cm1 = TBar.c; }
- double d1 = Math.Abs(TBar.h - TBar.l);
- double d2 = Math.Abs(_cm1 - TBar.h);
- double d3 = Math.Abs(_cm1 - TBar.l);
- (DateTime t, double v) d = (TBar.t, Math.Max(d1, Math.Max(d2, d3)));
- _cm1 = TBar.c;
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false)
+ {
+ if (update) { _lastatr = _lastlastatr; _cm1 = _lastcm1; _sum = _oldsum; }
+ else
+ {
+ _lastlastatr = _lastatr; _lastcm1 = _cm1; _oldsum = _sum;
+ _k = (_period == 0) ? 1 / (double)_len : _k;
+ _len++;
+ }
- double _atr = 0;
- if (this.Count == 0) { _atr = d.v; }
- else if (this.Count < _period + 1) { _sum += d.v; _atr = _sum / (this.Count); }
- else { _atr = _k * (d.v - _lastatr) + _lastatr; }
- _lastatr = _atr;
-
- var res = (TBar.t, Count < _period - 1 && _NaN ? double.NaN : _atr);
- return base.Add(res, update);
- }
+ if (_len == 1) { _cm1 = TBar.c; }
+ double d1 = Math.Abs(TBar.h - TBar.l);
+ double d2 = Math.Abs(_cm1 - TBar.h);
+ double d3 = Math.Abs(_cm1 - TBar.l);
+ (DateTime t, double v) d = (TBar.t, Math.Max(d1, Math.Max(d2, d3)));
+ _cm1 = TBar.c;
- public new void Add(TBars data) {
- foreach (var item in data) { Add(item, false); }
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TBar: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TBar: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TBar: _data.Last, update: e.update);
- }
+ double _atr = 0;
+ if (this.Count == 0) { _atr = d.v; }
+ else if (this.Count < _period + 1) { _sum += d.v; _atr = _sum / (this.Count); }
+ else { _atr = _k * (d.v - _lastatr) + _lastatr; }
+ _lastatr = _atr;
- //reset calculation
- public override void Reset() {
- _len = 0;
- }
+ var res = (TBar.t, Count < _period - 1 && _NaN ? double.NaN : _atr);
+ return base.Add(res, update);
+ }
+
+ public new void Add(TBars data)
+ {
+ foreach (var item in data) { Add(item, false); }
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TBar: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TBar: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TBar: _data.Last, update: e.update);
+ }
+
+ //reset calculation
+ public override void Reset()
+ {
+ _len = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/BBANDS_Series.cs b/Calculations/_Updated/BBANDS_Series.cs
index 7cc5a3e0..e64398ff 100644
--- a/Calculations/_Updated/BBANDS_Series.cs
+++ b/Calculations/_Updated/BBANDS_Series.cs
@@ -26,87 +26,96 @@ Note:
*/
-public class BBANDS_Series : TSeries {
- protected readonly int _period;
- protected readonly double _multiplier;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- public SMA_Series Mid { get; }
- public TSeries Upper { get; }
- public TSeries Lower { get; }
- public TSeries PercentB { get; }
- public TSeries Bandwidth { get; }
- public TSeries Zscore { get; }
- private readonly SDEV_Series _sdev;
+public class BBANDS_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly double _multiplier;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ public SMA_Series Mid { get; }
+ public TSeries Upper { get; }
+ public TSeries Lower { get; }
+ public TSeries PercentB { get; }
+ public TSeries Bandwidth { get; }
+ public TSeries Zscore { get; }
+ private readonly SDEV_Series _sdev;
- //core constructors
- public BBANDS_Series(int period, double multiplier, bool useNaN) {
- _period = period;
- _multiplier = multiplier;
- _NaN = useNaN;
- Name = $"BBANDS({period})";
- }
- public BBANDS_Series(TSeries source, int period, double multiplier, bool useNaN) : this(period, multiplier, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- Upper = new("BB_Up");
- Lower = new("BB_Low");
- Bandwidth = new("BBandwidth");
- PercentB = new("%BBandwidth");
- Zscore = new("Zscore");
+ //core constructors
+ public BBANDS_Series(int period, double multiplier, bool useNaN)
+ {
+ _period = period;
+ _multiplier = multiplier;
+ _NaN = useNaN;
+ Name = $"BBANDS({period})";
+ }
+ public BBANDS_Series(TSeries source, int period, double multiplier, bool useNaN) : this(period, multiplier, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ Upper = new("BB_Up");
+ Lower = new("BB_Low");
+ Bandwidth = new("BBandwidth");
+ PercentB = new("%BBandwidth");
+ Zscore = new("Zscore");
- Mid = new(period, false);
- _sdev = new(period, false);
+ Mid = new(period, false);
+ _sdev = new(period, false);
- _data.Pub += Sub;
- Add(_data);
- }
+ _data.Pub += Sub;
+ Add(_data);
+ }
- public BBANDS_Series() : this(period:0, multiplier: 2.0, useNaN: false) { }
- public BBANDS_Series(int period) : this(period: period, multiplier: 2.0, useNaN:false) { }
- public BBANDS_Series(TBars source) : this(source:source.Close, period:0, multiplier: 2.0, useNaN:false) { }
- public BBANDS_Series(TBars source, int period) : this(source:source.Close, period:period, multiplier: 2.0, useNaN: false) { }
- public BBANDS_Series(TBars source, int period, double multiplier, bool useNaN) : this(source.Close, period:period, multiplier:multiplier, useNaN: false) { }
- public BBANDS_Series(TSeries source) : this(source, period:0, useNaN:false) { }
- public BBANDS_Series(TSeries source, int period) : this(source:source, period:period, useNaN:false) { }
- public BBANDS_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, multiplier: 2.0, useNaN: useNaN) { }
+ public BBANDS_Series() : this(period: 0, multiplier: 2.0, useNaN: false) { }
+ public BBANDS_Series(int period) : this(period: period, multiplier: 2.0, useNaN: false) { }
+ public BBANDS_Series(TBars source) : this(source: source.Close, period: 0, multiplier: 2.0, useNaN: false) { }
+ public BBANDS_Series(TBars source, int period) : this(source: source.Close, period: period, multiplier: 2.0, useNaN: false) { }
+ public BBANDS_Series(TBars source, int period, double multiplier, bool useNaN) : this(source.Close, period: period, multiplier: multiplier, useNaN: false) { }
+ public BBANDS_Series(TSeries source) : this(source, period: 0, useNaN: false) { }
+ public BBANDS_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ public BBANDS_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, multiplier: 2.0, useNaN: useNaN) { }
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update=false) {
- var _mid = Mid.Add(TValue,update);
- var _sd = this._sdev.Add(TValue, update);
- var _upper = Upper.Add((TValue.t, _mid.v + _sd.v * _multiplier), update);
- var _lower = Lower.Add((TValue.t, _mid.v - _sd.v * _multiplier), update);
- double _pbdnd = TValue.v - _lower.v;
- double _pbdvr = _upper.v - _lower.v;
- PercentB.Add((TValue.t, _pbdnd/_pbdvr), update);
- Zscore.Add((TValue.t, (TValue.v-_mid.v)/_sd.v), update);
- Bandwidth.Add((TValue.t, _pbdvr / _mid.v), update);
-
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _pbdvr / _mid.v);
- return base.Add(res, update);
- }
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ var _mid = Mid.Add(TValue, update);
+ var _sd = this._sdev.Add(TValue, update);
+ var _upper = Upper.Add((TValue.t, _mid.v + _sd.v * _multiplier), update);
+ var _lower = Lower.Add((TValue.t, _mid.v - _sd.v * _multiplier), update);
+ double _pbdnd = TValue.v - _lower.v;
+ double _pbdvr = _upper.v - _lower.v;
+ PercentB.Add((TValue.t, _pbdnd / _pbdvr), update);
+ Zscore.Add((TValue.t, (TValue.v - _mid.v) / _sd.v), update);
+ Bandwidth.Add((TValue.t, _pbdvr / _mid.v), update);
- //variation of Add()
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
- //reset calculation
- public override void Reset() {
- Mid.Clear();
- _sdev.Clear();
- Upper.Clear();
- Lower.Clear();
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _pbdvr / _mid.v);
+ return base.Add(res, update);
+ }
+
+ //variation of Add()
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
+ //reset calculation
+ public override void Reset()
+ {
+ Mid.Clear();
+ _sdev.Clear();
+ Upper.Clear();
+ Lower.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/BIAS_Series.cs b/Calculations/_Updated/BIAS_Series.cs
index 0c859ee4..cf724bf3 100644
--- a/Calculations/_Updated/BIAS_Series.cs
+++ b/Calculations/_Updated/BIAS_Series.cs
@@ -13,60 +13,69 @@ Sources:
*/
-public class BIAS_Series : TSeries {
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- private readonly SMA_Series _sma;
+public class BIAS_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ private readonly SMA_Series _sma;
- //core constructors
- public BIAS_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"BIAS({period})";
- _sma = new(period, false);
- }
- public BIAS_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public BIAS_Series() : this(period: 0, useNaN: false) { }
- public BIAS_Series(int period) : this(period: period, useNaN: false) { }
- public BIAS_Series(TBars source) : this(source.Close, 0, false) { }
- public BIAS_Series(TBars source, int period) : this(source.Close, period, false) { }
- public BIAS_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public BIAS_Series(TSeries source) : this(source, 0, false) { }
- public BIAS_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public BIAS_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"BIAS({period})";
+ _sma = new(period, false);
+ }
+ public BIAS_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public BIAS_Series() : this(period: 0, useNaN: false) { }
+ public BIAS_Series(int period) : this(period: period, useNaN: false) { }
+ public BIAS_Series(TBars source) : this(source.Close, 0, false) { }
+ public BIAS_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public BIAS_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public BIAS_Series(TSeries source) : this(source, 0, false) { }
+ public BIAS_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- var _s = _sma.Add(TValue,update);
- double _bias = (TValue.v / ((_s.v!=0)?_s.v:1)) - 1;
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ var _s = _sma.Add(TValue, update);
+ double _bias = (TValue.v / ((_s.v != 0) ? _s.v : 1)) - 1;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _bias);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _bias);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _sma.Reset();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _sma.Reset();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/CCI_Series.cs b/Calculations/_Updated/CCI_Series.cs
index 89efbc20..4886857b 100644
--- a/Calculations/_Updated/CCI_Series.cs
+++ b/Calculations/_Updated/CCI_Series.cs
@@ -18,69 +18,80 @@ Sources:
*/
-public class CCI_Series : TSeries {
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TBars _data;
- private readonly System.Collections.Generic.List _tp = new();
+public class CCI_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TBars _data;
+ private readonly System.Collections.Generic.List _tp = new();
- //core constructors
- public CCI_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"CCI({period})";
- }
- public CCI_Series(TBars source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(data: _data);
- }
- public CCI_Series() : this(period: 2, useNaN: false) { }
- public CCI_Series(int period) : this(period: period, useNaN: false) { }
- public CCI_Series(TBars source) : this(source, period: 2, useNaN: false) { }
- public CCI_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public CCI_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"CCI({period})";
+ }
+ public CCI_Series(TBars source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(data: _data);
+ }
+ public CCI_Series() : this(period: 2, useNaN: false) { }
+ public CCI_Series(int period) : this(period: period, useNaN: false) { }
+ public CCI_Series(TBars source) : this(source, period: 2, useNaN: false) { }
+ public CCI_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
- double _tpItem = (TBar.h + TBar.l + TBar.c) / 3.0;
- if (update) {
- this._tp[this._tp.Count - 1] = _tpItem;
- }
- else {
- this._tp.Add(_tpItem);
- }
- if (this._tp.Count > this._period) { this._tp.RemoveAt(0); }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false)
+ {
+ double _tpItem = (TBar.h + TBar.l + TBar.c) / 3.0;
+ if (update)
+ {
+ this._tp[this._tp.Count - 1] = _tpItem;
+ }
+ else
+ {
+ this._tp.Add(_tpItem);
+ }
+ if (this._tp.Count > this._period) { this._tp.RemoveAt(0); }
- // average TP over _tp buffer
- double _avgTp = _tp.Average();
+ // average TP over _tp buffer
+ double _avgTp = _tp.Average();
- // average Deviation over _tp buffer
- double _avgDv = 0;
- for (int i = 0; i < this._tp.Count; i++) { _avgDv += Math.Abs(_avgTp - this._tp[i]); }
- _avgDv /= this._tp.Count;
+ // average Deviation over _tp buffer
+ double _avgDv = 0;
+ for (int i = 0; i < this._tp.Count; i++) { _avgDv += Math.Abs(_avgTp - this._tp[i]); }
+ _avgDv /= this._tp.Count;
- double _cci = (_avgDv == 0) ? 0 : (this._tp[this._tp.Count - 1] - _avgTp) / (0.015 * _avgDv);
- var res = (TBar.t, Count < _period - 1 && _NaN ? double.NaN : _cci);
- return base.Add(res, update);
- }
+ double _cci = (_avgDv == 0) ? 0 : (this._tp[this._tp.Count - 1] - _avgTp) / (0.015 * _avgDv);
+ var res = (TBar.t, Count < _period - 1 && _NaN ? double.NaN : _cci);
+ return base.Add(res, update);
+ }
- public new void Add(TBars data) {
- foreach (var item in data) { Add(item, false); }
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TBar: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TBar: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TBar: _data.Last, update: e.update);
- }
+ public new void Add(TBars data)
+ {
+ foreach (var item in data) { Add(item, false); }
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TBar: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TBar: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TBar: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _tp.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _tp.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/CMO_Series.cs b/Calculations/_Updated/CMO_Series.cs
index ea800ed2..fe793bb0 100644
--- a/Calculations/_Updated/CMO_Series.cs
+++ b/Calculations/_Updated/CMO_Series.cs
@@ -18,73 +18,83 @@ Sources:
*/
-public class CMO_Series : TSeries {
- private readonly System.Collections.Generic.List _buff_up = new();
- private readonly System.Collections.Generic.List _buff_dn = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- private double _plast_value, _last_value;
+public class CMO_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buff_up = new();
+ private readonly System.Collections.Generic.List _buff_dn = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ private double _plast_value, _last_value;
- //core constructors
- public CMO_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"CMO({period})";
- }
- public CMO_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public CMO_Series() : this(period: 0, useNaN: false) { }
- public CMO_Series(int period) : this(period: period, useNaN: false) { }
- public CMO_Series(TBars source) : this(source.Close, 0, false) { }
- public CMO_Series(TBars source, int period) : this(source.Close, period, false) { }
- public CMO_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public CMO_Series(TSeries source) : this(source, 0, false) { }
- public CMO_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public CMO_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"CMO({period})";
+ }
+ public CMO_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public CMO_Series() : this(period: 0, useNaN: false) { }
+ public CMO_Series(int period) : this(period: period, useNaN: false) { }
+ public CMO_Series(TBars source) : this(source.Close, 0, false) { }
+ public CMO_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public CMO_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public CMO_Series(TSeries source) : this(source, 0, false) { }
+ public CMO_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (update) { _last_value = _plast_value; } else { _plast_value = _last_value; }
- BufferTrim(buffer:_buff_up, (TValue.v > _last_value) ? TValue.v - _last_value : 0, period:_period, update: update);
- BufferTrim(buffer: _buff_dn, (TValue.v < _last_value) ? _last_value - TValue.v : 0, period: _period, update: update);
- _last_value = TValue.v;
- double _cmo_up = 0;
- double _cmo_dn = 0;
- for (int i = 0; i < Math.Min(_buff_up.Count, _buff_dn.Count); i++) {
- _cmo_up += _buff_up[i];
- _cmo_dn += _buff_dn[i];
- }
- double _cmo = 100 * (_cmo_up - _cmo_dn) / (_cmo_up + _cmo_dn);
- if (_cmo_up + _cmo_dn == 0) { _cmo = 0; }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (update) { _last_value = _plast_value; } else { _plast_value = _last_value; }
+ BufferTrim(buffer: _buff_up, (TValue.v > _last_value) ? TValue.v - _last_value : 0, period: _period, update: update);
+ BufferTrim(buffer: _buff_dn, (TValue.v < _last_value) ? _last_value - TValue.v : 0, period: _period, update: update);
+ _last_value = TValue.v;
+ double _cmo_up = 0;
+ double _cmo_dn = 0;
+ for (int i = 0; i < Math.Min(_buff_up.Count, _buff_dn.Count); i++)
+ {
+ _cmo_up += _buff_up[i];
+ _cmo_dn += _buff_dn[i];
+ }
+ double _cmo = 100 * (_cmo_up - _cmo_dn) / (_cmo_up + _cmo_dn);
+ if (_cmo_up + _cmo_dn == 0) { _cmo = 0; }
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _cmo);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _cmo);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buff_up.Clear();
- _buff_dn.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buff_up.Clear();
+ _buff_dn.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/CUSUM_Series.cs b/Calculations/_Updated/CUSUM_Series.cs
index 08897f07..38036f94 100644
--- a/Calculations/_Updated/CUSUM_Series.cs
+++ b/Calculations/_Updated/CUSUM_Series.cs
@@ -11,61 +11,70 @@ Sources:
https://en.wikipedia.org/wiki/CUSUM
*/
-public class CUSUM_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
+public class CUSUM_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public CUSUM_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"CUSUM({period})";
- }
- public CUSUM_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public CUSUM_Series() : this(period: 0, useNaN: false) { }
- public CUSUM_Series(int period) : this(period: period, useNaN: false) { }
- public CUSUM_Series(TBars source) : this(source.Close, 0, false) { }
- public CUSUM_Series(TBars source, int period) : this(source.Close, period, false) { }
- public CUSUM_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public CUSUM_Series(TSeries source) : this(source, period: 0, useNaN: false) { }
- public CUSUM_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public CUSUM_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"CUSUM({period})";
+ }
+ public CUSUM_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public CUSUM_Series() : this(period: 0, useNaN: false) { }
+ public CUSUM_Series(int period) : this(period: period, useNaN: false) { }
+ public CUSUM_Series(TBars source) : this(source.Close, 0, false) { }
+ public CUSUM_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public CUSUM_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public CUSUM_Series(TSeries source) : this(source, period: 0, useNaN: false) { }
+ public CUSUM_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _sum = 0;
- for (int i = 0; i < _buffer.Count; i++) { _sum += _buffer[i]; }
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _sum);
- return base.Add(res, update);
- }
+ double _sum = 0;
+ for (int i = 0; i < _buffer.Count; i++) { _sum += _buffer[i]; }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _sum);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/DECAY_Series.cs b/Calculations/_Updated/DECAY_Series.cs
index 263875c3..8236956e 100644
--- a/Calculations/_Updated/DECAY_Series.cs
+++ b/Calculations/_Updated/DECAY_Series.cs
@@ -13,71 +13,81 @@ DECAY:
*/
-public class DECAY_Series : TSeries {
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- private readonly bool _exp;
- private double _pdecay, _ppdecay;
- private readonly double _dfactor;
+public class DECAY_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ private readonly bool _exp;
+ private double _pdecay, _ppdecay;
+ private readonly double _dfactor;
- //core constructors
- public DECAY_Series(int period, bool exponential, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"DECAY({period})";
- _exp = exponential;
- _dfactor = (_exp) ? 1.0 - 1.0 / (double)_period : 1 / (double)_period;
- _pdecay = _ppdecay = 0;
- }
- public DECAY_Series(TSeries source, int period, bool exponential, bool useNaN) : this(period, exponential, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public DECAY_Series() : this(period: 0, exponential: false, useNaN: false) { }
- public DECAY_Series(int period) : this(period: period, exponential: false, useNaN: false) { }
- public DECAY_Series(TBars source) : this(source.Close, period: 0, exponential: false, useNaN: false) { }
- public DECAY_Series(TBars source, int period) : this(source.Close, period: period, exponential:false, useNaN:false) { }
- public DECAY_Series(TBars source, int period, bool useNaN) : this(source.Close, period: period, exponential: false, useNaN) { }
- public DECAY_Series(TSeries source) : this(source, period: 0, exponential: false, useNaN:false) { }
- public DECAY_Series(TSeries source, int period) : this(source: source, period: period, exponential: false, useNaN: false) { }
- public DECAY_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, exponential: false, useNaN: useNaN) { }
+ //core constructors
+ public DECAY_Series(int period, bool exponential, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"DECAY({period})";
+ _exp = exponential;
+ _dfactor = (_exp) ? 1.0 - 1.0 / (double)_period : 1 / (double)_period;
+ _pdecay = _ppdecay = 0;
+ }
+ public DECAY_Series(TSeries source, int period, bool exponential, bool useNaN) : this(period, exponential, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public DECAY_Series() : this(period: 0, exponential: false, useNaN: false) { }
+ public DECAY_Series(int period) : this(period: period, exponential: false, useNaN: false) { }
+ public DECAY_Series(TBars source) : this(source.Close, period: 0, exponential: false, useNaN: false) { }
+ public DECAY_Series(TBars source, int period) : this(source.Close, period: period, exponential: false, useNaN: false) { }
+ public DECAY_Series(TBars source, int period, bool useNaN) : this(source.Close, period: period, exponential: false, useNaN) { }
+ public DECAY_Series(TSeries source) : this(source, period: 0, exponential: false, useNaN: false) { }
+ public DECAY_Series(TSeries source, int period) : this(source: source, period: period, exponential: false, useNaN: false) { }
+ public DECAY_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, exponential: false, useNaN: useNaN) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, Double.NaN), update);
- }
- if (update) { _pdecay = _ppdecay; }
- else { _ppdecay = _pdecay; }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, Double.NaN), update);
+ }
+ if (update) { _pdecay = _ppdecay; }
+ else { _ppdecay = _pdecay; }
- if (this.Count == 0) { _pdecay = TValue.v; }
- double _decay = Math.Max(TValue.v, Math.Max((_exp) ? _pdecay * _dfactor : _pdecay - _dfactor, 0));
- _pdecay = _decay;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _decay);
- return base.Add(res, update);
- }
+ if (this.Count == 0) { _pdecay = TValue.v; }
+ double _decay = Math.Max(TValue.v, Math.Max((_exp) ? _pdecay * _dfactor : _pdecay - _dfactor, 0));
+ _pdecay = _decay;
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _decay);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _pdecay = _ppdecay = 0;
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _pdecay = _ppdecay = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/DEMA_Series.cs b/Calculations/_Updated/DEMA_Series.cs
index dffd9f71..8bcf0ed7 100644
--- a/Calculations/_Updated/DEMA_Series.cs
+++ b/Calculations/_Updated/DEMA_Series.cs
@@ -17,111 +17,128 @@ Remark:
*/
-public class DEMA_Series : TSeries {
- private double _k;
- private double _sum, _oldsum;
- private double _lastema1, _oldema1, _lastema2, _oldema2;
- private int _len;
- private readonly bool _useSMA;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class DEMA_Series : TSeries
+{
+ private double _k;
+ private double _sum, _oldsum;
+ private double _lastema1, _oldema1, _lastema2, _oldema2;
+ private int _len;
+ private readonly bool _useSMA;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
-//core constructor
- public DEMA_Series(int period, bool useNaN, bool useSMA) {
- _period = period;
- _NaN = useNaN;
- _useSMA = useSMA;
- Name = $"DEMA({period})";
- _k = 2.0 / (_period + 1);
- _len = 0;
- _sum = _oldsum = _lastema1 = _lastema2 = 0;
- }
- //generic constructors (source)
+ //core constructor
+ public DEMA_Series(int period, bool useNaN, bool useSMA)
+ {
+ _period = period;
+ _NaN = useNaN;
+ _useSMA = useSMA;
+ Name = $"DEMA({period})";
+ _k = 2.0 / (_period + 1);
+ _len = 0;
+ _sum = _oldsum = _lastema1 = _lastema2 = 0;
+ }
+ //generic constructors (source)
- public DEMA_Series() : this(0, false, true) {}
- public DEMA_Series(int period) : this(period, false, true) {}
- public DEMA_Series(TBars source) : this(source.Close, 0, false) {}
- public DEMA_Series(TBars source, int period) : this(source.Close, period, false) {}
- public DEMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) {}
- public DEMA_Series(TSeries source, int period) : this(source, period, false, true) {}
- public DEMA_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) {}
- public DEMA_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
+ public DEMA_Series() : this(0, false, true) { }
+ public DEMA_Series(int period) : this(period, false, true) { }
+ public DEMA_Series(TBars source) : this(source.Close, 0, false) { }
+ public DEMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public DEMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public DEMA_Series(TSeries source, int period) : this(source, period, false, true) { }
+ public DEMA_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) { }
+ public DEMA_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
-// core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (update) {
- _lastema1 = _oldema1;
- _lastema2 = _oldema2;
- _sum = _oldsum;
- }
- else {
- _oldema1 = _lastema1;
- _oldema2 = _lastema2;
- _oldsum = _sum;
- _len++;
- }
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (update)
+ {
+ _lastema1 = _oldema1;
+ _lastema2 = _oldema2;
+ _sum = _oldsum;
+ }
+ else
+ {
+ _oldema1 = _lastema1;
+ _oldema2 = _lastema2;
+ _oldsum = _sum;
+ _len++;
+ }
- if (_period == 0) {
- _k = 2.0 / (_len + 1);
- }
+ if (_period == 0)
+ {
+ _k = 2.0 / (_len + 1);
+ }
- double _ema1, _ema2, _dema;
- if (Count == 0) {
- _ema1 = _ema2 = _sum = TValue.v;
- }
- else if (_len <= _period && _useSMA && _period != 0) {
- _sum += TValue.v;
- _ema1 = _sum / Math.Min(_len, _period);
- _ema2 = _ema1;
- }
- else {
- _ema1 = (TValue.v - _lastema1) * _k + _lastema1;
- _ema2 = (_ema1 - _lastema2) * _k + _lastema2;
- }
+ double _ema1, _ema2, _dema;
+ if (Count == 0)
+ {
+ _ema1 = _ema2 = _sum = TValue.v;
+ }
+ else if (_len <= _period && _useSMA && _period != 0)
+ {
+ _sum += TValue.v;
+ _ema1 = _sum / Math.Min(_len, _period);
+ _ema2 = _ema1;
+ }
+ else
+ {
+ _ema1 = (TValue.v - _lastema1) * _k + _lastema1;
+ _ema2 = (_ema1 - _lastema2) * _k + _lastema2;
+ }
- _dema = 2 * _ema1 - _ema2;
+ _dema = 2 * _ema1 - _ema2;
- _lastema1 = double.IsNaN(_ema1) ? _lastema1 : _ema1;
- _lastema2 = double.IsNaN(_ema2) ? _lastema2 : _ema2;
+ _lastema1 = double.IsNaN(_ema1) ? _lastema1 : _ema1;
+ _lastema2 = double.IsNaN(_ema2) ? _lastema2 : _ema2;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _dema);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _dema);
+ return base.Add(res, update);
+ }
-//variation of Add()
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) {
- return (DateTime.Today, double.NaN);
- }
+ //variation of Add()
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null)
+ {
+ return (DateTime.Today, double.NaN);
+ }
- foreach (var item in data) {
- Add(item, false);
- }
+ foreach (var item in data)
+ {
+ Add(item, false);
+ }
- return _data.Last;
- }
+ return _data.Last;
+ }
- public (DateTime t, double v) Add(bool update) {
- return Add(_data.Last, update);
- }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return Add(_data.Last, update);
+ }
- public (DateTime t, double v) Add() {
- return Add(_data.Last, false);
- }
+ public (DateTime t, double v) Add()
+ {
+ return Add(_data.Last, false);
+ }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(_data.Last, e.update);
- }
-
- //reset calculation
- public override void Reset() {
- _sum = _oldsum = _lastema1 = _lastema2 = 0;
- _len = 0;
- }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(_data.Last, e.update);
+ }
+
+ //reset calculation
+ public override void Reset()
+ {
+ _sum = _oldsum = _lastema1 = _lastema2 = 0;
+ _len = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/DWMA_Series.cs b/Calculations/_Updated/DWMA_Series.cs
index 20283c34..d9d9b847 100644
--- a/Calculations/_Updated/DWMA_Series.cs
+++ b/Calculations/_Updated/DWMA_Series.cs
@@ -11,112 +11,133 @@ DWMA: Double Weighted Moving Average
*/
-public class DWMA_Series : TSeries {
- private readonly List _buffer = new();
- private List _weights;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- protected int _len;
+public class DWMA_Series : TSeries
+{
+ private readonly List _buffer = new();
+ private List _weights;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ protected int _len;
-//core constructors
- public DWMA_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"DWMA({period})";
- _len = 0;
- _weights = CalculateWeights(_period);
- }
+ //core constructors
+ public DWMA_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"DWMA({period})";
+ _len = 0;
+ _weights = CalculateWeights(_period);
+ }
- public DWMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
+ public DWMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
- public DWMA_Series() : this(0, false) {
- }
+ public DWMA_Series() : this(0, false)
+ {
+ }
- public DWMA_Series(int period) : this(period, false) {
- }
+ public DWMA_Series(int period) : this(period, false)
+ {
+ }
- public DWMA_Series(TBars source) : this(source.Close, 0, false) {
- }
+ public DWMA_Series(TBars source) : this(source.Close, 0, false)
+ {
+ }
- public DWMA_Series(TBars source, int period) : this(source.Close, period, false) {
- }
+ public DWMA_Series(TBars source, int period) : this(source.Close, period, false)
+ {
+ }
- public DWMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) {
- }
+ public DWMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN)
+ {
+ }
- public DWMA_Series(TSeries source, int period) : this(source, period, false) {
- }
+ public DWMA_Series(TSeries source, int period) : this(source, period, false)
+ {
+ }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(_buffer, TValue.v, _period, update);
- if (_period == 0) {
- _len++;
- _weights = CalculateWeights(_len);
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(_buffer, TValue.v, _period, update);
+ if (_period == 0)
+ {
+ _len++;
+ _weights = CalculateWeights(_len);
+ }
- double _dwma = 0, _wsum = 0;
- var bufferCount = _buffer.Count;
+ double _dwma = 0, _wsum = 0;
+ var bufferCount = _buffer.Count;
- var lockObj = new object();
- Parallel.For(0, bufferCount, i =>
- {
- var temp = _buffer[i] * _weights[i];
- lock (lockObj) {
- _dwma += temp;
- _wsum += _weights[i];
- }
- });
- _dwma /= _wsum;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _dwma);
- return base.Add(res, update);
- }
+ var lockObj = new object();
+ Parallel.For(0, bufferCount, i =>
+ {
+ var temp = _buffer[i] * _weights[i];
+ lock (lockObj)
+ {
+ _dwma += temp;
+ _wsum += _weights[i];
+ }
+ });
+ _dwma /= _wsum;
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _dwma);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) {
- return (DateTime.Today, double.NaN);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null)
+ {
+ return (DateTime.Today, double.NaN);
+ }
- foreach (var item in data) {
- Add(item, false);
- }
+ foreach (var item in data)
+ {
+ Add(item, false);
+ }
- return _data.Last;
- }
+ return _data.Last;
+ }
- public (DateTime t, double v) Add(bool update) {
- return Add(_data.Last, update);
- }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return Add(_data.Last, update);
+ }
- public (DateTime t, double v) Add() {
- return Add(_data.Last, false);
- }
+ public (DateTime t, double v) Add()
+ {
+ return Add(_data.Last, false);
+ }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(_data.Last, e.update);
- }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(_data.Last, e.update);
+ }
- //calculating weights
- private static List CalculateWeights(int period) {
- var weights = new List(period);
- for (var i = 0; i < period; i++) {
- weights.Add((i + 1) * (i + 1));
- }
+ //calculating weights
+ private static List CalculateWeights(int period)
+ {
+ var weights = new List(period);
+ for (var i = 0; i < period; i++)
+ {
+ weights.Add((i + 1) * (i + 1));
+ }
- return weights;
- }
+ return weights;
+ }
- //reset calculation
- public override void Reset() {
- _len = 0;
- _buffer.Clear();
- _weights = CalculateWeights(_period);
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _len = 0;
+ _buffer.Clear();
+ _weights = CalculateWeights(_period);
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/EMA_Series.cs b/Calculations/_Updated/EMA_Series.cs
index 174d978a..26edf8ef 100644
--- a/Calculations/_Updated/EMA_Series.cs
+++ b/Calculations/_Updated/EMA_Series.cs
@@ -21,100 +21,116 @@ Issues:
*/
-public class EMA_Series : TSeries {
- private double _k;
- private double _lastema, _oldema;
- private double _sum, _oldsum;
- private int _len;
- private readonly bool _useSMA;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class EMA_Series : TSeries
+{
+ private double _k;
+ private double _lastema, _oldema;
+ private double _sum, _oldsum;
+ private int _len;
+ private readonly bool _useSMA;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
-//core constructors
+ //core constructors
- public EMA_Series(int period, bool useNaN, bool useSMA) {
- _period = period;
- _NaN = useNaN;
- _useSMA = useSMA;
- Name = $"EMA({period})";
- _k = 2.0 / (_period + 1);
- _len = 0;
- _sum = _oldsum = _lastema = _oldema = 0;
- }
- public EMA_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public EMA_Series() : this(0, false, true) {}
- public EMA_Series(int period) : this(period, false, true) {}
- public EMA_Series(TBars source) : this(source.Close, 0, false) {}
- public EMA_Series(TBars source, int period) : this(source.Close, period, false) {}
- public EMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) {}
- public EMA_Series(TSeries source, int period) : this(source, period, false, true) {}
- public EMA_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) {}
+ public EMA_Series(int period, bool useNaN, bool useSMA)
+ {
+ _period = period;
+ _NaN = useNaN;
+ _useSMA = useSMA;
+ Name = $"EMA({period})";
+ _k = 2.0 / (_period + 1);
+ _len = 0;
+ _sum = _oldsum = _lastema = _oldema = 0;
+ }
+ public EMA_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public EMA_Series() : this(0, false, true) { }
+ public EMA_Series(int period) : this(period, false, true) { }
+ public EMA_Series(TBars source) : this(source.Close, 0, false) { }
+ public EMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public EMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public EMA_Series(TSeries source, int period) : this(source, period, false, true) { }
+ public EMA_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (update) {
- _lastema = _oldema;
- _sum = _oldsum;
- }
- else {
- _oldema = _lastema;
- _oldsum = _sum;
- _len++;
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (update)
+ {
+ _lastema = _oldema;
+ _sum = _oldsum;
+ }
+ else
+ {
+ _oldema = _lastema;
+ _oldsum = _sum;
+ _len++;
+ }
- double _ema = 0;
- if (_period == 0) {
- _k = 2.0 / (_len + 1);
- }
+ double _ema = 0;
+ if (_period == 0)
+ {
+ _k = 2.0 / (_len + 1);
+ }
- if (Count == 0) {
- _ema = _sum = TValue.v;
- }
- else if (_len <= _period && _useSMA && _period != 0) {
- _sum += TValue.v;
- if (_period != 0 && _len > _period) {
- _sum -= _data[Count - _period - (update ? 1 : 0)].v;
- }
+ if (Count == 0)
+ {
+ _ema = _sum = TValue.v;
+ }
+ else if (_len <= _period && _useSMA && _period != 0)
+ {
+ _sum += TValue.v;
+ if (_period != 0 && _len > _period)
+ {
+ _sum -= _data[Count - _period - (update ? 1 : 0)].v;
+ }
- _ema = _sum / Math.Min(_len, _period);
- }
- else {
- _ema = _k * (TValue.v - _lastema) + _lastema;
- }
+ _ema = _sum / Math.Min(_len, _period);
+ }
+ else
+ {
+ _ema = _k * (TValue.v - _lastema) + _lastema;
+ }
- _lastema = double.IsNaN(_ema) ? _lastema : _ema;
+ _lastema = double.IsNaN(_ema) ? _lastema : _ema;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _ema);
- return base.Add(res, update);
- }
-
-//variation of Add()
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
-
- //reset calculation
- public override void Reset() {
- _sum = _oldsum = _lastema = _oldema = 0;
- _len = 0;
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _ema);
+ return base.Add(res, update);
+ }
+
+ //variation of Add()
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
+
+ //reset calculation
+ public override void Reset()
+ {
+ _sum = _oldsum = _lastema = _oldema = 0;
+ _len = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/ENTROPY_Series.cs b/Calculations/_Updated/ENTROPY_Series.cs
index 27592dfd..6c3bd399 100644
--- a/Calculations/_Updated/ENTROPY_Series.cs
+++ b/Calculations/_Updated/ENTROPY_Series.cs
@@ -18,70 +18,80 @@ Sources:
*/
-public class ENTROPY_Series : TSeries {
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- private readonly double _logbase;
- private readonly System.Collections.Generic.List _buffer = new();
- private readonly System.Collections.Generic.List _buff2 = new();
+public class ENTROPY_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ private readonly double _logbase;
+ private readonly System.Collections.Generic.List _buffer = new();
+ private readonly System.Collections.Generic.List _buff2 = new();
- //core constructors
- public ENTROPY_Series(int period, double logbase, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- _logbase = logbase;
- Name = $"ENTROPY({period})";
- }
- public ENTROPY_Series(TSeries source, int period, double logbase, bool useNaN) : this(period, logbase, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public ENTROPY_Series() : this(period: 0, logbase: 2.0, useNaN: false) { }
- public ENTROPY_Series(int period) : this(period: period, logbase: 2.0, useNaN: false) { }
- public ENTROPY_Series(TBars source) : this(source.Close, period: 0, logbase: 2.0, useNaN: false) { }
- public ENTROPY_Series(TBars source, int period) : this(source.Close, period, logbase: 2.0, useNaN: false) { }
- public ENTROPY_Series(TBars source, int period, bool useNaN) : this(source.Close, period: period, logbase: 2.0, useNaN: useNaN) { }
- public ENTROPY_Series(TSeries source) : this(source, period: 0, logbase: 2.0, useNaN: false) { }
- public ENTROPY_Series(TSeries source, int period) : this(source: source, period: period, logbase: 2.0, useNaN: false) { }
- public ENTROPY_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, logbase: 2.0, useNaN: useNaN) { }
+ //core constructors
+ public ENTROPY_Series(int period, double logbase, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ _logbase = logbase;
+ Name = $"ENTROPY({period})";
+ }
+ public ENTROPY_Series(TSeries source, int period, double logbase, bool useNaN) : this(period, logbase, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public ENTROPY_Series() : this(period: 0, logbase: 2.0, useNaN: false) { }
+ public ENTROPY_Series(int period) : this(period: period, logbase: 2.0, useNaN: false) { }
+ public ENTROPY_Series(TBars source) : this(source.Close, period: 0, logbase: 2.0, useNaN: false) { }
+ public ENTROPY_Series(TBars source, int period) : this(source.Close, period, logbase: 2.0, useNaN: false) { }
+ public ENTROPY_Series(TBars source, int period, bool useNaN) : this(source.Close, period: period, logbase: 2.0, useNaN: useNaN) { }
+ public ENTROPY_Series(TSeries source) : this(source, period: 0, logbase: 2.0, useNaN: false) { }
+ public ENTROPY_Series(TSeries source, int period) : this(source: source, period: period, logbase: 2.0, useNaN: false) { }
+ public ENTROPY_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, logbase: 2.0, useNaN: useNaN) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, Double.NaN), update);
- }
- BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _sum = _buffer.Sum();
- double _pp = this._buffer[^1] / _sum;
- double _ppp = -_pp * Math.Log(_pp) / Math.Log(this._logbase);
- BufferTrim(_buff2, _ppp, _period, update);
- double _entp = _buff2.Sum();
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _entp);
- return base.Add(res, update);
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, Double.NaN), update);
+ }
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
+ double _sum = _buffer.Sum();
+ double _pp = this._buffer[^1] / _sum;
+ double _ppp = -_pp * Math.Log(_pp) / Math.Log(this._logbase);
+ BufferTrim(_buff2, _ppp, _period, update);
+ double _entp = _buff2.Sum();
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _entp);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- _buff2.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ _buff2.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/FWMA_Series.cs b/Calculations/_Updated/FWMA_Series.cs
index 81134148..f9976814 100644
--- a/Calculations/_Updated/FWMA_Series.cs
+++ b/Calculations/_Updated/FWMA_Series.cs
@@ -10,85 +10,96 @@ FWMA: Fibonacci's Weighted Moving Average is similar to a Weighted Moving Averag
(WMA) where the weights are based on the Fibonacci Sequence.
*/
-public class FWMA_Series : TSeries {
- private readonly List _buffer = new();
- private List _weights;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- protected int _len;
+public class FWMA_Series : TSeries
+{
+ private readonly List _buffer = new();
+ private List _weights;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ protected int _len;
- public FWMA_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"FWMA({period})";
- _len = 0;
- _weights = CalculateWeights(_period);
- }
+ public FWMA_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"FWMA({period})";
+ _len = 0;
+ _weights = CalculateWeights(_period);
+ }
- public FWMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
+ public FWMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
- public FWMA_Series() : this(period: 0, useNaN: false) { }
- public FWMA_Series(int period) : this(period: period, useNaN: false) { }
- public FWMA_Series(TBars source) : this(source.Close, 0, false) { }
- public FWMA_Series(TBars source, int period) : this(source.Close, period, false) { }
- public FWMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public FWMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ public FWMA_Series() : this(period: 0, useNaN: false) { }
+ public FWMA_Series(int period) : this(period: period, useNaN: false) { }
+ public FWMA_Series(TBars source) : this(source.Close, 0, false) { }
+ public FWMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public FWMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public FWMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- if (_period == 0) {
- _len++;
- _weights = CalculateWeights(_len);
- }
- double _fwma = 0;
- double totalWeights = _weights.Sum();
- object lockObj = new object();
- Parallel.For(0, _buffer.Count, i =>
- {
- double temp = _buffer[i] * _weights[i];
- lock (lockObj) { _fwma += temp; }
- });
- _fwma /= totalWeights;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _fwma);
- return base.Add(res, update);
- }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
+ if (_period == 0)
+ {
+ _len++;
+ _weights = CalculateWeights(_len);
+ }
+ double _fwma = 0;
+ double totalWeights = _weights.Sum();
+ object lockObj = new object();
+ Parallel.For(0, _buffer.Count, i =>
+ {
+ double temp = _buffer[i] * _weights[i];
+ lock (lockObj) { _fwma += temp; }
+ });
+ _fwma /= totalWeights;
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _fwma);
+ return base.Add(res, update);
+ }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- private static List CalculateWeights(int period) {
- //to prevent overflow, max period can be no more than 1476
- period = (period > 1476) ? 1476 : period;
- List weights = new List(period);
- BigInteger a = 0;
- BigInteger b = 1;
- for (int i = 0; i < period; i++) {
- BigInteger temp = a;
- a = b;
- b = temp + b;
- weights.Add((double)Decimal.Parse(a.ToString()));
- }
- return weights;
- }
+ private static List CalculateWeights(int period)
+ {
+ //to prevent overflow, max period can be no more than 1476
+ period = (period > 1476) ? 1476 : period;
+ List weights = new List(period);
+ BigInteger a = 0;
+ BigInteger b = 1;
+ for (int i = 0; i < period; i++)
+ {
+ BigInteger temp = a;
+ a = b;
+ b = temp + b;
+ weights.Add((double)Decimal.Parse(a.ToString()));
+ }
+ return weights;
+ }
- public override void Reset() {
- _weights = CalculateWeights(_period);
- _buffer.Clear();
- }
+ public override void Reset()
+ {
+ _weights = CalculateWeights(_period);
+ _buffer.Clear();
+ }
}
diff --git a/Calculations/_Updated/HEMA_Series.cs b/Calculations/_Updated/HEMA_Series.cs
index 60aacda4..c52f6c06 100644
--- a/Calculations/_Updated/HEMA_Series.cs
+++ b/Calculations/_Updated/HEMA_Series.cs
@@ -13,104 +13,121 @@ Raw HMA = (2 * EMA1) - EMA2
EMA3 = EMA(sqrt(n)) of Raw HMA - where k = 2/(sqrt(n)+1)
*/
-public class HEMA_Series : TSeries {
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- private double _k1, _k2, _k3;
- private int _len;
- private double _lastema1, _oldema1;
- private double _lastema2, _oldema2;
- private double _lasthema, _oldhema;
+public class HEMA_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ private double _k1, _k2, _k3;
+ private int _len;
+ private double _lastema1, _oldema1;
+ private double _lastema2, _oldema2;
+ private double _lasthema, _oldhema;
- //core constructors
- public HEMA_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"HEMA({period})";
- (_k1, _k2, _k3) = CalculateK(_period);
- _len = 0;
- _lastema1 = _oldema1 = _lastema2 = _oldema2 = _lasthema = _oldhema = 0;
- }
- public HEMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public HEMA_Series() : this(period: 0, useNaN: false) { }
- public HEMA_Series(int period) : this(period: period, useNaN: false) { }
- public HEMA_Series(TBars source) : this(source.Close, 0, false) { }
- public HEMA_Series(TBars source, int period) : this(source.Close, period, false) { }
- public HEMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public HEMA_Series(TSeries source) : this(source, 0, false) { }
- public HEMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public HEMA_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"HEMA({period})";
+ (_k1, _k2, _k3) = CalculateK(_period);
+ _len = 0;
+ _lastema1 = _oldema1 = _lastema2 = _oldema2 = _lasthema = _oldhema = 0;
+ }
+ public HEMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public HEMA_Series() : this(period: 0, useNaN: false) { }
+ public HEMA_Series(int period) : this(period: period, useNaN: false) { }
+ public HEMA_Series(TBars source) : this(source.Close, 0, false) { }
+ public HEMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public HEMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public HEMA_Series(TSeries source) : this(source, 0, false) { }
+ public HEMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (update) {
- _lastema1 = _oldema1;
- _lastema2 = _oldema2;
- _lasthema = _oldhema;
- }
- else {
- _oldema1 = _lastema1;
- _oldema2 = _lastema2;
- _oldhema = _lasthema;
- }
- double _ema1, _ema2, _hema;
- if (_period == 0) {
- _len++;
- (_k1, _k2, _k3) = CalculateK(_len);
- }
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, double.NaN), update);
- } else if (this.Count == 0) {
- _ema1 = _ema2 = _hema = TValue.v;
- }
- else {
- _ema1 = _k1 * (TValue.v - _lastema1) + _lastema1;
- _ema2 = _k2 * (TValue.v - _lastema2) + _lastema2;
- _hema = _k3 * (((2 * _ema1) - _ema2) - _lasthema) + _lasthema;
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (update)
+ {
+ _lastema1 = _oldema1;
+ _lastema2 = _oldema2;
+ _lasthema = _oldhema;
+ }
+ else
+ {
+ _oldema1 = _lastema1;
+ _oldema2 = _lastema2;
+ _oldhema = _lasthema;
+ }
+ double _ema1, _ema2, _hema;
+ if (_period == 0)
+ {
+ _len++;
+ (_k1, _k2, _k3) = CalculateK(_len);
+ }
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, double.NaN), update);
+ }
+ else if (this.Count == 0)
+ {
+ _ema1 = _ema2 = _hema = TValue.v;
+ }
+ else
+ {
+ _ema1 = _k1 * (TValue.v - _lastema1) + _lastema1;
+ _ema2 = _k2 * (TValue.v - _lastema2) + _lastema2;
+ _hema = _k3 * (((2 * _ema1) - _ema2) - _lasthema) + _lasthema;
+ }
- _lastema1 = _ema1;
- _lastema2 = _ema2;
- _lasthema = _hema;
+ _lastema1 = _ema1;
+ _lastema2 = _ema2;
+ _lasthema = _hema;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _hema);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _hema);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _lastema1 = _lastema2 = _lasthema = 0;
- _oldema1 = _oldema2 = _oldhema = 0;
- _len = 0;
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _lastema1 = _lastema2 = _lasthema = 0;
+ _oldema1 = _oldema2 = _oldhema = 0;
+ _len = 0;
+ }
- public static (double k1, double k2, double k3) CalculateK(int len) {
- double k1 = 8 / (double)(len + 7);
- double k2 = 3 / (double)(len + 2);
- double k3 = 2 / Math.Sqrt(len + 3);
+ public static (double k1, double k2, double k3) CalculateK(int len)
+ {
+ double k1 = 8 / (double)(len + 7);
+ double k2 = 3 / (double)(len + 2);
+ double k3 = 2 / Math.Sqrt(len + 3);
- return (k1, k2, k3);
- }
+ return (k1, k2, k3);
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/HMA_Series.cs b/Calculations/_Updated/HMA_Series.cs
index 01736639..4401886e 100644
--- a/Calculations/_Updated/HMA_Series.cs
+++ b/Calculations/_Updated/HMA_Series.cs
@@ -18,71 +18,81 @@ HMA = WMA(sqrt(n)) of Raw HMA
*/
-public class HMA_Series : TSeries {
- protected int _period, _period2, _psqrt;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- protected WMA_Series _wma1, _wma2, _wma3;
+public class HMA_Series : TSeries
+{
+ protected int _period, _period2, _psqrt;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ protected WMA_Series _wma1, _wma2, _wma3;
- //core constructors
- public HMA_Series(int period, bool useNaN) {
- _period = period;
- _period2 = period /2;
- _psqrt = (int)Math.Sqrt(period);
- _NaN = useNaN;
- _wma1 = new(Math.Max(_period2,1), false);
- _wma2 = new(Math.Max(_period,1), false);
- _wma3 = new(Math.Max(_psqrt,1), useNaN);
- Name = $"HMA({period})";
- }
- public HMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public HMA_Series() : this(period: 0, useNaN: false) { }
- public HMA_Series(int period) : this(period: period, useNaN: false) { }
- public HMA_Series(TBars source) : this(source.Close, 0, false) { }
- public HMA_Series(TBars source, int period) : this(source.Close, period, false) { }
- public HMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public HMA_Series(TSeries source) : this(source, 0, false) { }
- public HMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public HMA_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _period2 = period / 2;
+ _psqrt = (int)Math.Sqrt(period);
+ _NaN = useNaN;
+ _wma1 = new(Math.Max(_period2, 1), false);
+ _wma2 = new(Math.Max(_period, 1), false);
+ _wma3 = new(Math.Max(_psqrt, 1), useNaN);
+ Name = $"HMA({period})";
+ }
+ public HMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public HMA_Series() : this(period: 0, useNaN: false) { }
+ public HMA_Series(int period) : this(period: period, useNaN: false) { }
+ public HMA_Series(TBars source) : this(source.Close, 0, false) { }
+ public HMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public HMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public HMA_Series(TSeries source) : this(source, 0, false) { }
+ public HMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (_period == 0) {
- _wma1.Len = this.Count / 2;
- _wma2.Len = this.Count;
- _wma1.Len = (int)Math.Sqrt(this.Count);
- }
- double _w1 = _wma1.Add(TValue, update).v;
- double _w2 = _wma2.Add(TValue, update).v;
- double _hma = _wma3.Add((2 * _w1) - _w2, update).v;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _hma);
- return base.Add(res, update);
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (_period == 0)
+ {
+ _wma1.Len = this.Count / 2;
+ _wma2.Len = this.Count;
+ _wma1.Len = (int)Math.Sqrt(this.Count);
+ }
+ double _w1 = _wma1.Add(TValue, update).v;
+ double _w2 = _wma2.Add(TValue, update).v;
+ double _hma = _wma3.Add((2 * _w1) - _w2, update).v;
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _hma);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _wma1.Reset();
- _wma2.Reset();
- _wma3.Reset();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _wma1.Reset();
+ _wma2.Reset();
+ _wma3.Reset();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/HWMA_Series.cs b/Calculations/_Updated/HWMA_Series.cs
index 8f360b52..6e3f7896 100644
--- a/Calculations/_Updated/HWMA_Series.cs
+++ b/Calculations/_Updated/HWMA_Series.cs
@@ -31,102 +31,116 @@ HWMA[i] = F[i] + V[i] + 0.5 * A[i]
*/
-public class HWMA_Series : TSeries {
- private int _len;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- double _nA, _nB, _nC;
- double _pF, _pV, _pA;
- double _ppF, _ppV, _ppA;
+public class HWMA_Series : TSeries
+{
+ private int _len;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ double _nA, _nB, _nC;
+ double _pF, _pV, _pA;
+ double _ppF, _ppV, _ppA;
- //core constructors
+ //core constructors
- public HWMA_Series(double nA, double nB, double nC, bool useNaN) {
- _period = (int)((2 - nA) / nA);
- _nA = nA;
- _nB = nB;
- _nC = nC;
- _NaN = useNaN;
- Name = $"HWMA({_period})";
- _len = 0;
- }
- public HWMA_Series(TSeries source, double nA, double nB, double nC, bool useNaN = false) : this(nA, nB, nC, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public HWMA_Series() : this(period: 0, useNaN: false) { }
- public HWMA_Series(int period) : this(period, useNaN: false) { }
- public HWMA_Series(int period, bool useNaN) : this(nA: 2 / (1 + (double)period), nB: 1 / (double)period, nC: 1 / (double)period, useNaN) {
- _period = period;
- }
- public HWMA_Series(TBars source) : this(source.Close, period: 0, useNaN: false) { }
- public HWMA_Series(TBars source, int period) : this(source.Close, period, false) { }
- public HWMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public HWMA_Series(TSeries source, int period) : this(source, period, false) { }
- public HWMA_Series(TSeries source, int period, bool useNaN) : this(source, nA: 2 / (1 + (double)period), nB: 1 / (double)period, nC: 1 / (double)period, useNaN: useNaN) { }
+ public HWMA_Series(double nA, double nB, double nC, bool useNaN)
+ {
+ _period = (int)((2 - nA) / nA);
+ _nA = nA;
+ _nB = nB;
+ _nC = nC;
+ _NaN = useNaN;
+ Name = $"HWMA({_period})";
+ _len = 0;
+ }
+ public HWMA_Series(TSeries source, double nA, double nB, double nC, bool useNaN = false) : this(nA, nB, nC, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public HWMA_Series() : this(period: 0, useNaN: false) { }
+ public HWMA_Series(int period) : this(period, useNaN: false) { }
+ public HWMA_Series(int period, bool useNaN) : this(nA: 2 / (1 + (double)period), nB: 1 / (double)period, nC: 1 / (double)period, useNaN)
+ {
+ _period = period;
+ }
+ public HWMA_Series(TBars source) : this(source.Close, period: 0, useNaN: false) { }
+ public HWMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public HWMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public HWMA_Series(TSeries source, int period) : this(source, period, false) { }
+ public HWMA_Series(TSeries source, int period, bool useNaN) : this(source, nA: 2 / (1 + (double)period), nB: 1 / (double)period, nC: 1 / (double)period, useNaN: useNaN) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, Double.NaN), update);
- }
- double _F, _V, _A;
- if (_len == 0) { _pF = TValue.v; _pA = _pV = 0; }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, Double.NaN), update);
+ }
+ double _F, _V, _A;
+ if (_len == 0) { _pF = TValue.v; _pA = _pV = 0; }
- if (update) { _pF = _ppF; _pV = _ppV; _pA = _ppA; }
- else {
- _ppF = _pF;
- _ppV = _pV;
- _ppA = _pA;
- _len++;
- }
+ if (update) { _pF = _ppF; _pV = _ppV; _pA = _ppA; }
+ else
+ {
+ _ppF = _pF;
+ _ppV = _pV;
+ _ppA = _pA;
+ _len++;
+ }
- if (_period == 0) {
- _nA = 2 / (1 + (double)_len);
- _nB = 1 / (double)_len;
- _nC = 1 / (double)_len;
- }
- if (_period == 1) {
- _nA = 1;
- _nB = 0;
- _nC = 0;
- }
+ if (_period == 0)
+ {
+ _nA = 2 / (1 + (double)_len);
+ _nB = 1 / (double)_len;
+ _nC = 1 / (double)_len;
+ }
+ if (_period == 1)
+ {
+ _nA = 1;
+ _nB = 0;
+ _nC = 0;
+ }
- _F = (1 - _nA) * (_pF + _pV + 0.5 * _pA) + _nA * TValue.v;
- _V = (1 - _nB) * (_pV + _pA) + _nB * (_F - _pF);
- _A = (1 - _nC) * _pA + _nC * (_V - _pV);
+ _F = (1 - _nA) * (_pF + _pV + 0.5 * _pA) + _nA * TValue.v;
+ _V = (1 - _nB) * (_pV + _pA) + _nB * (_F - _pF);
+ _A = (1 - _nC) * _pA + _nC * (_V - _pV);
- double _hwma = _F + _V + 0.5 * _A;
- _pF = _F;
- _pV = _V;
- _pA = _A;
+ double _hwma = _F + _V + 0.5 * _A;
+ _pF = _F;
+ _pV = _V;
+ _pA = _A;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _hwma);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _hwma);
+ return base.Add(res, update);
+ }
- //variation of Add()
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ //variation of Add()
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _len = 0;
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _len = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/KAMA_Series.cs b/Calculations/_Updated/KAMA_Series.cs
index 74065605..ae3a96cd 100644
--- a/Calculations/_Updated/KAMA_Series.cs
+++ b/Calculations/_Updated/KAMA_Series.cs
@@ -24,84 +24,95 @@ Remark:
*/
-public class KAMA_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- private double _lastkama, _lastlastkama;
- private readonly double _scFast, _scSlow;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class KAMA_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ private double _lastkama, _lastlastkama;
+ private readonly double _scFast, _scSlow;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public KAMA_Series(int period, int fast, int slow, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- _scFast = 2.0 / (((period < fast) ? period : fast) + 1);
- _scSlow = 2.0 / (slow + 1);
- _lastkama = _lastlastkama = 0;
- Name = $"KAMA({period})";
- }
- public KAMA_Series(TSeries source, int period, int fast, int slow, bool useNaN) : this(period, fast, slow, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public KAMA_Series() : this(period: 0, fast: 2, slow: 30, useNaN: false) { }
- public KAMA_Series(int period) : this(period: period, fast: 2, slow: 30, useNaN: false) { }
- public KAMA_Series(TBars source) : this(source.Close, period: 0, fast: 2, slow: 30, useNaN: false) { }
- public KAMA_Series(TBars source, int period) : this(source.Close, period: period, fast: 2, slow: 30, useNaN: false) { }
- public KAMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period: period, fast: 2, slow: 30, useNaN: useNaN) { }
- public KAMA_Series(TSeries source) : this(source, period: 0, fast: 2, slow: 30, useNaN: false) { }
- public KAMA_Series(TSeries source, int period) : this(source: source, period: period, fast: 2, slow: 30, useNaN: false) { }
- public KAMA_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, fast: 2, slow: 30, useNaN: useNaN) { }
- public KAMA_Series(TSeries source, int period, int fast, int slow) : this(source: source, period: period, fast: fast, slow: slow, useNaN: false) { }
+ //core constructors
+ public KAMA_Series(int period, int fast, int slow, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ _scFast = 2.0 / (((period < fast) ? period : fast) + 1);
+ _scSlow = 2.0 / (slow + 1);
+ _lastkama = _lastlastkama = 0;
+ Name = $"KAMA({period})";
+ }
+ public KAMA_Series(TSeries source, int period, int fast, int slow, bool useNaN) : this(period, fast, slow, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public KAMA_Series() : this(period: 0, fast: 2, slow: 30, useNaN: false) { }
+ public KAMA_Series(int period) : this(period: period, fast: 2, slow: 30, useNaN: false) { }
+ public KAMA_Series(TBars source) : this(source.Close, period: 0, fast: 2, slow: 30, useNaN: false) { }
+ public KAMA_Series(TBars source, int period) : this(source.Close, period: period, fast: 2, slow: 30, useNaN: false) { }
+ public KAMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period: period, fast: 2, slow: 30, useNaN: useNaN) { }
+ public KAMA_Series(TSeries source) : this(source, period: 0, fast: 2, slow: 30, useNaN: false) { }
+ public KAMA_Series(TSeries source, int period) : this(source: source, period: period, fast: 2, slow: 30, useNaN: false) { }
+ public KAMA_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, fast: 2, slow: 30, useNaN: useNaN) { }
+ public KAMA_Series(TSeries source, int period, int fast, int slow) : this(source: source, period: period, fast: fast, slow: slow, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, Double.NaN), update);
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, Double.NaN), update);
+ }
- if (update) { _lastkama = _lastlastkama; }
- else { _lastlastkama = _lastkama; }
- BufferTrim(buffer: _buffer, value: TValue.v, period: _period + 1, update: update);
+ if (update) { _lastkama = _lastlastkama; }
+ else { _lastlastkama = _lastkama; }
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period + 1, update: update);
- double _kama = 0;
- if (this.Count < _period) { _kama = TValue.v; }
- else {
- double _change = Math.Abs(_buffer[^1] - _buffer[(_buffer.Count > _period + 1) ? 1 : 0]);
- double _sumpv = 0;
- for (int i = 1; i < _buffer.Count; i++) { _sumpv += Math.Abs(_buffer[(_buffer.Count > 0) ? i : 0] - _buffer[i - 1]); }
- double _er = (_sumpv == 0) ? 0 : _change / _sumpv;
- double _sc = (_er * (_scFast - _scSlow)) + _scSlow;
- _kama = (_lastkama + (_sc * _sc * (TValue.v - _lastkama)));
- }
- _lastkama = _kama;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _kama);
- return base.Add(res, update);
- }
+ double _kama = 0;
+ if (this.Count < _period) { _kama = TValue.v; }
+ else
+ {
+ double _change = Math.Abs(_buffer[^1] - _buffer[(_buffer.Count > _period + 1) ? 1 : 0]);
+ double _sumpv = 0;
+ for (int i = 1; i < _buffer.Count; i++) { _sumpv += Math.Abs(_buffer[(_buffer.Count > 0) ? i : 0] - _buffer[i - 1]); }
+ double _er = (_sumpv == 0) ? 0 : _change / _sumpv;
+ double _sc = (_er * (_scFast - _scSlow)) + _scSlow;
+ _kama = (_lastkama + (_sc * _sc * (TValue.v - _lastkama)));
+ }
+ _lastkama = _kama;
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _kama);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- _lastkama = _lastlastkama = 0;
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ _lastkama = _lastlastkama = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/KURTOSIS_Series.cs b/Calculations/_Updated/KURTOSIS_Series.cs
index 2c4e10c8..bfc972af 100644
--- a/Calculations/_Updated/KURTOSIS_Series.cs
+++ b/Calculations/_Updated/KURTOSIS_Series.cs
@@ -25,72 +25,83 @@ Sources:
*/
-public class KURTOSIS_Series : TSeries {
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- private readonly System.Collections.Generic.List _buffer = new();
+public class KURTOSIS_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ private readonly System.Collections.Generic.List _buffer = new();
- //core constructors
- public KURTOSIS_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"KURTOSIS({period})";
- }
- public KURTOSIS_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public KURTOSIS_Series() : this(period: 0, useNaN: false) { }
- public KURTOSIS_Series(int period) : this(period: period, useNaN: false) { }
- public KURTOSIS_Series(TSeries source) : this(source, period: 0, useNaN: false) { }
- public KURTOSIS_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public KURTOSIS_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"KURTOSIS({period})";
+ }
+ public KURTOSIS_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public KURTOSIS_Series() : this(period: 0, useNaN: false) { }
+ public KURTOSIS_Series(int period) : this(period: period, useNaN: false) { }
+ public KURTOSIS_Series(TSeries source) : this(source, period: 0, useNaN: false) { }
+ public KURTOSIS_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, Double.NaN), update);
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, Double.NaN), update);
+ }
- BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _n = _buffer.Count;
- double _avg = _buffer.Average();
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
+ double _n = _buffer.Count;
+ double _avg = _buffer.Average();
- double _s2 = 0;
- double _s4 = 0;
- for (int i = 0; i < this._buffer.Count; i++) {
- _s2 += (_buffer[i] - _avg) * (_buffer[i] - _avg);
- _s4 += (_buffer[i] - _avg) * (_buffer[i] - _avg) * (_buffer[i] - _avg) * (_buffer[i] - _avg);
- }
+ double _s2 = 0;
+ double _s4 = 0;
+ for (int i = 0; i < this._buffer.Count; i++)
+ {
+ _s2 += (_buffer[i] - _avg) * (_buffer[i] - _avg);
+ _s4 += (_buffer[i] - _avg) * (_buffer[i] - _avg) * (_buffer[i] - _avg) * (_buffer[i] - _avg);
+ }
- double _Vx = _s2 / (_n - 1);
- double _kurt = (_n > 3) ?
- (_n * (_n + 1) * _s4) / (_Vx * _Vx * (_n - 3) * (_n - 1) * (_n - 2)) - (3 * (_n - 1) * (_n - 1) / ((_n - 2) * (_n - 3))) //using Sheskin Algo
- : (_s2 * _s2) / _n - 3; //using Snedecor and Cochran (1967) algo
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _kurt);
- return base.Add(res, update);
- }
+ double _Vx = _s2 / (_n - 1);
+ double _kurt = (_n > 3) ?
+ (_n * (_n + 1) * _s4) / (_Vx * _Vx * (_n - 3) * (_n - 1) * (_n - 2)) - (3 * (_n - 1) * (_n - 1) / ((_n - 2) * (_n - 3))) //using Sheskin Algo
+ : (_s2 * _s2) / _n - 3; //using Snedecor and Cochran (1967) algo
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _kurt);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/MACD_Series.cs b/Calculations/_Updated/MACD_Series.cs
index 20d8c86b..251f6577 100644
--- a/Calculations/_Updated/MACD_Series.cs
+++ b/Calculations/_Updated/MACD_Series.cs
@@ -11,68 +11,78 @@ MACD: Moving Average Convergence/Divergence
*/
-public class MACD_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
+public class MACD_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _slow, _fast, _signal;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- private readonly EMA_Series _TSlow;
- private readonly EMA_Series _TFast;
- public EMA_Series Signal { get; }
+ protected readonly int _slow, _fast, _signal;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ private readonly EMA_Series _TSlow;
+ private readonly EMA_Series _TFast;
+ public EMA_Series Signal { get; }
- //core constructors
- public MACD_Series(int slow = 26, int fast = 12, int signal = 9, bool useNaN = false) {
- _slow = slow;
- _fast = fast;
- _signal = signal;
- _NaN = useNaN;
- Name = $"MACD({slow},{fast},{signal})";
- _TSlow = new(slow, useNaN:false, useSMA:true);
- _TFast = new(fast, useNaN: false, useSMA: true);
- Signal = new(signal, useNaN: false, useSMA: true);
- }
- public MACD_Series(TSeries source, int slow, int fast, int signal, bool useNaN) : this(slow, fast, signal, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public MACD_Series(TSeries source) : this(source:source, slow:26, fast:12, signal:9 , useNaN:false) { }
- public MACD_Series(TSeries source, int slow, int fast, int signal) : this(source: source, slow: slow, fast:fast, signal:signal, useNaN: false) { }
+ //core constructors
+ public MACD_Series(int slow = 26, int fast = 12, int signal = 9, bool useNaN = false)
+ {
+ _slow = slow;
+ _fast = fast;
+ _signal = signal;
+ _NaN = useNaN;
+ Name = $"MACD({slow},{fast},{signal})";
+ _TSlow = new(slow, useNaN: false, useSMA: true);
+ _TFast = new(fast, useNaN: false, useSMA: true);
+ Signal = new(signal, useNaN: false, useSMA: true);
+ }
+ public MACD_Series(TSeries source, int slow, int fast, int signal, bool useNaN) : this(slow, fast, signal, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public MACD_Series(TSeries source) : this(source: source, slow: 26, fast: 12, signal: 9, useNaN: false) { }
+ public MACD_Series(TSeries source, int slow, int fast, int signal) : this(source: source, slow: slow, fast: fast, signal: signal, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, Double.NaN), update);
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, Double.NaN), update);
+ }
- var _sslow = _TSlow.Add(TValue,update);
- var _sfast = _TFast.Add(TValue, update);
- Signal.Add((TValue.t, _sfast.v-_sslow.v));
+ var _sslow = _TSlow.Add(TValue, update);
+ var _sfast = _TFast.Add(TValue, update);
+ Signal.Add((TValue.t, _sfast.v - _sslow.v));
- var res = (TValue.t, Count < _fast - 1 && _NaN ? double.NaN : _sfast.v-_sslow.v);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _fast - 1 && _NaN ? double.NaN : _sfast.v - _sslow.v);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/MAD_Series.cs b/Calculations/_Updated/MAD_Series.cs
index 4f18a04b..3ba8ca1b 100644
--- a/Calculations/_Updated/MAD_Series.cs
+++ b/Calculations/_Updated/MAD_Series.cs
@@ -17,63 +17,72 @@ Sources:
*/
-public class MAD_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class MAD_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public MAD_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"MAD({period})";
- }
- public MAD_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public MAD_Series() : this(period: 0, useNaN: false) { }
- public MAD_Series(int period) : this(period: period, useNaN: false) { }
- public MAD_Series(TBars source) : this(source.Close, 0, false) { }
- public MAD_Series(TBars source, int period) : this(source.Close, period, false) { }
- public MAD_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public MAD_Series(TSeries source) : this(source, 0, false) { }
- public MAD_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public MAD_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"MAD({period})";
+ }
+ public MAD_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public MAD_Series() : this(period: 0, useNaN: false) { }
+ public MAD_Series(int period) : this(period: period, useNaN: false) { }
+ public MAD_Series(TBars source) : this(source.Close, 0, false) { }
+ public MAD_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public MAD_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public MAD_Series(TSeries source) : this(source, 0, false) { }
+ public MAD_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _sma = _buffer.Average();
- double _mad = 0;
- for (int i = 0; i < _buffer.Count; i++) { _mad += Math.Abs(_buffer[i] - _sma); }
- _mad /= this._buffer.Count;
+ double _sma = _buffer.Average();
+ double _mad = 0;
+ for (int i = 0; i < _buffer.Count; i++) { _mad += Math.Abs(_buffer[i] - _sma); }
+ _mad /= this._buffer.Count;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _mad);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _mad);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/MAE_Series.cs b/Calculations/_Updated/MAE_Series.cs
index 9bf7a6a9..7a8d05f6 100644
--- a/Calculations/_Updated/MAE_Series.cs
+++ b/Calculations/_Updated/MAE_Series.cs
@@ -14,64 +14,73 @@ Sources:
*/
-public class MAE_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class MAE_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public MAE_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"MSE({period})";
- }
- public MAE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public MAE_Series() : this(period: 0, useNaN: false) { }
- public MAE_Series(int period) : this(period: period, useNaN: false) { }
- public MAE_Series(TBars source) : this(source.Close, 0, false) { }
- public MAE_Series(TBars source, int period) : this(source.Close, period, false) { }
- public MAE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public MAE_Series(TSeries source) : this(source, 0, false) { }
- public MAE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public MAE_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"MSE({period})";
+ }
+ public MAE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public MAE_Series() : this(period: 0, useNaN: false) { }
+ public MAE_Series(int period) : this(period: period, useNaN: false) { }
+ public MAE_Series(TBars source) : this(source.Close, 0, false) { }
+ public MAE_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public MAE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public MAE_Series(TSeries source) : this(source, 0, false) { }
+ public MAE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _sma = _buffer.Average();
+ double _sma = _buffer.Average();
- double _mae = 0;
- for (int i = 0; i < _buffer.Count; i++) { _mae += Math.Abs(_buffer[i] - _sma); }
- _mae /= this._buffer.Count;
+ double _mae = 0;
+ for (int i = 0; i < _buffer.Count; i++) { _mae += Math.Abs(_buffer[i] - _sma); }
+ _mae /= this._buffer.Count;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _mae);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _mae);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/MAMA_Series.cs b/Calculations/_Updated/MAMA_Series.cs
index c4dd2a51..e450337a 100644
--- a/Calculations/_Updated/MAMA_Series.cs
+++ b/Calculations/_Updated/MAMA_Series.cs
@@ -17,173 +17,191 @@ Sources:
*/
-public class MAMA_Series : TSeries {
- private int _len;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class MAMA_Series : TSeries
+{
+ private int _len;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- private double sumPr;
- private double fastl, slowl;
- private (double i, double i1, double i2, double i3, double i4, double i5, double i6, double io) pr, i1, q1, sm, dt;
- private (double i, double i1, double io) i2, q2, re, im, pd, ph, mama, fama;
- public TSeries Fama { get; }
- private double mamaseed, famaseed;
+ private double sumPr;
+ private double fastl, slowl;
+ private (double i, double i1, double i2, double i3, double i4, double i5, double i6, double io) pr, i1, q1, sm, dt;
+ private (double i, double i1, double io) i2, q2, re, im, pd, ph, mama, fama;
+ public TSeries Fama { get; }
+ private double mamaseed, famaseed;
- //core constructors
+ //core constructors
- public MAMA_Series(double fastlimit, double slowlimit, bool useNaN) {
- _period = (int)(2 / fastlimit) - 1;
- fastl = fastlimit;
- slowl = slowlimit;
- Fama = new TSeries();
- _NaN = useNaN;
- Name = $"MAMA({_period})";
- _len = 0;
- }
- public MAMA_Series(TSeries source, double fastlimit, double slowlimit, bool useNaN = false) : this(fastlimit, slowlimit, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public MAMA_Series() : this(period: 0, useNaN: false) { }
- public MAMA_Series(int period) : this(period, useNaN: false) { }
- public MAMA_Series(int period, bool useNaN) : this(fastlimit: 2 / (period + 1), slowlimit: 0.2 / (period + 1), useNaN) {
- _period = period;
- }
- public MAMA_Series(TBars source) : this(source.Close, period: 0, useNaN: false) { }
- public MAMA_Series(TBars source, int period) : this(source.Close, period, false) { }
- public MAMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public MAMA_Series(TSeries source, int period) : this(source, period, false) { }
- public MAMA_Series(TSeries source, int period, bool useNaN) : this(source, fastlimit: 2 / ((double)period + 1), slowlimit: 0.2 / ((double)period + 1), useNaN: useNaN) { }
+ public MAMA_Series(double fastlimit, double slowlimit, bool useNaN)
+ {
+ _period = (int)(2 / fastlimit) - 1;
+ fastl = fastlimit;
+ slowl = slowlimit;
+ Fama = new TSeries();
+ _NaN = useNaN;
+ Name = $"MAMA({_period})";
+ _len = 0;
+ }
+ public MAMA_Series(TSeries source, double fastlimit, double slowlimit, bool useNaN = false) : this(fastlimit, slowlimit, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public MAMA_Series() : this(period: 0, useNaN: false) { }
+ public MAMA_Series(int period) : this(period, useNaN: false) { }
+ public MAMA_Series(int period, bool useNaN) : this(fastlimit: 2 / (period + 1), slowlimit: 0.2 / (period + 1), useNaN)
+ {
+ _period = period;
+ }
+ public MAMA_Series(TBars source) : this(source.Close, period: 0, useNaN: false) { }
+ public MAMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public MAMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public MAMA_Series(TSeries source, int period) : this(source, period, false) { }
+ public MAMA_Series(TSeries source, int period, bool useNaN) : this(source, fastlimit: 2 / ((double)period + 1), slowlimit: 0.2 / ((double)period + 1), useNaN: useNaN) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, Double.NaN), update);
- }
- if (!update) {
- // roll forward (oldx = x)
- pr.io = pr.i6; pr.i6 = pr.i5; pr.i5 = pr.i4; pr.i4 = pr.i3; pr.i3 = pr.i2; pr.i2 = pr.i1; pr.i1 = pr.i;
- i1.io = i1.i6; i1.i6 = i1.i5; i1.i5 = i1.i4; i1.i4 = i1.i3; i1.i3 = i1.i2; i1.i2 = i1.i1; i1.i1 = i1.i;
- q1.io = q1.i6; q1.i6 = q1.i5; q1.i5 = q1.i4; q1.i4 = q1.i3; q1.i3 = q1.i2; q1.i2 = q1.i1; q1.i1 = q1.i;
- dt.io = dt.i6; dt.i6 = dt.i5; dt.i5 = dt.i4; dt.i4 = dt.i3; dt.i3 = dt.i2; dt.i2 = dt.i1; dt.i1 = dt.i;
- sm.io = sm.i6; sm.i6 = sm.i5; sm.i5 = sm.i4; sm.i4 = sm.i3; sm.i3 = sm.i2; sm.i2 = sm.i1; sm.i1 = sm.i;
- i2.io = i2.i1; i2.i1 = i2.i; q2.io = q2.i1; q2.i1 = q2.i;
- re.io = re.i1; re.i1 = re.i; im.io = im.i1; im.i1 = im.i;
- pd.io = pd.i1; pd.i1 = pd.i; ph.io = ph.i1; ph.i1 = ph.i;
- mama.io = mama.i1; mama.i1 = mama.i;
- fama.io = fama.i1;
- fama.i1 = fama.i;
- _len++;
- }
- if (_period == 0) {
- fastl = 2 / (double)_len;
- slowl = fastl * 0.1;
- }
- if (_period == 1) {
- fastl = 1;
- slowl = 1;
- }
- var i = _len - 1;
- pr.i = TValue.v;
- if (i > 5) {
- var adj = 0.075 * pd.i1 + 0.54;
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, Double.NaN), update);
+ }
+ if (!update)
+ {
+ // roll forward (oldx = x)
+ pr.io = pr.i6; pr.i6 = pr.i5; pr.i5 = pr.i4; pr.i4 = pr.i3; pr.i3 = pr.i2; pr.i2 = pr.i1; pr.i1 = pr.i;
+ i1.io = i1.i6; i1.i6 = i1.i5; i1.i5 = i1.i4; i1.i4 = i1.i3; i1.i3 = i1.i2; i1.i2 = i1.i1; i1.i1 = i1.i;
+ q1.io = q1.i6; q1.i6 = q1.i5; q1.i5 = q1.i4; q1.i4 = q1.i3; q1.i3 = q1.i2; q1.i2 = q1.i1; q1.i1 = q1.i;
+ dt.io = dt.i6; dt.i6 = dt.i5; dt.i5 = dt.i4; dt.i4 = dt.i3; dt.i3 = dt.i2; dt.i2 = dt.i1; dt.i1 = dt.i;
+ sm.io = sm.i6; sm.i6 = sm.i5; sm.i5 = sm.i4; sm.i4 = sm.i3; sm.i3 = sm.i2; sm.i2 = sm.i1; sm.i1 = sm.i;
+ i2.io = i2.i1; i2.i1 = i2.i; q2.io = q2.i1; q2.i1 = q2.i;
+ re.io = re.i1; re.i1 = re.i; im.io = im.i1; im.i1 = im.i;
+ pd.io = pd.i1; pd.i1 = pd.i; ph.io = ph.i1; ph.i1 = ph.i;
+ mama.io = mama.i1; mama.i1 = mama.i;
+ fama.io = fama.i1;
+ fama.i1 = fama.i;
+ _len++;
+ }
+ if (_period == 0)
+ {
+ fastl = 2 / (double)_len;
+ slowl = fastl * 0.1;
+ }
+ if (_period == 1)
+ {
+ fastl = 1;
+ slowl = 1;
+ }
+ var i = _len - 1;
+ pr.i = TValue.v;
+ if (i > 5)
+ {
+ var adj = 0.075 * pd.i1 + 0.54;
- // smooth and detrender
- sm.i = (4 * pr.i + 3 * pr.i1 + 2 * pr.i2 + pr.i3) / 10;
- dt.i = (0.0962 * sm.i + 0.5769 * sm.i2 - 0.5769 * sm.i4 - 0.0962 * sm.i6) * adj;
+ // smooth and detrender
+ sm.i = (4 * pr.i + 3 * pr.i1 + 2 * pr.i2 + pr.i3) / 10;
+ dt.i = (0.0962 * sm.i + 0.5769 * sm.i2 - 0.5769 * sm.i4 - 0.0962 * sm.i6) * adj;
- // in-phase and quadrature
- q1.i = (0.0962 * dt.i + 0.5769 * dt.i2 - 0.5769 * dt.i4 - 0.0962 * dt.i6) * adj;
- i1.i = dt.i3;
+ // in-phase and quadrature
+ q1.i = (0.0962 * dt.i + 0.5769 * dt.i2 - 0.5769 * dt.i4 - 0.0962 * dt.i6) * adj;
+ i1.i = dt.i3;
- // advance the phases by 90 degrees
- double jI = (0.0962 * i1.i + 0.5769 * i1.i2 - 0.5769 * i1.i4 - 0.0962 * i1.i6) * adj;
- double jQ = (0.0962 * q1.i + 0.5769 * q1.i2 - 0.5769 * q1.i4 - 0.0962 * q1.i6) * adj;
+ // advance the phases by 90 degrees
+ double jI = (0.0962 * i1.i + 0.5769 * i1.i2 - 0.5769 * i1.i4 - 0.0962 * i1.i6) * adj;
+ double jQ = (0.0962 * q1.i + 0.5769 * q1.i2 - 0.5769 * q1.i4 - 0.0962 * q1.i6) * adj;
- // phasor addition for 3-bar averaging
- i2.i = i1.i - jQ;
- q2.i = q1.i + jI;
+ // phasor addition for 3-bar averaging
+ i2.i = i1.i - jQ;
+ q2.i = q1.i + jI;
- i2.i = 0.2 * i2.i + 0.8 * i2.i1; // smoothing it
- q2.i = 0.2 * q2.i + 0.8 * q2.i1;
+ i2.i = 0.2 * i2.i + 0.8 * i2.i1; // smoothing it
+ q2.i = 0.2 * q2.i + 0.8 * q2.i1;
- // homodyne discriminator
- re.i = i2.i * i2.i1 + q2.i * q2.i1;
- im.i = i2.i * q2.i1 - q2.i * i2.i1;
+ // homodyne discriminator
+ re.i = i2.i * i2.i1 + q2.i * q2.i1;
+ im.i = i2.i * q2.i1 - q2.i * i2.i1;
- re.i = 0.2 * re.i + 0.8 * re.i1; // smoothing it
- im.i = 0.2 * im.i + 0.8 * im.i1;
+ re.i = 0.2 * re.i + 0.8 * re.i1; // smoothing it
+ im.i = 0.2 * im.i + 0.8 * im.i1;
- // calculate period
- pd.i = im.i != 0 && re.i != 0 ? 6.283185307179586 / Math.Atan(im.i / re.i) : 0d;
+ // calculate period
+ pd.i = im.i != 0 && re.i != 0 ? 6.283185307179586 / Math.Atan(im.i / re.i) : 0d;
- // adjust period to thresholds
- pd.i = pd.i > 1.5 * pd.i1 ? 1.5 * pd.i1 : pd.i;
- pd.i = pd.i < 0.67 * pd.i1 ? 0.67 * pd.i1 : pd.i;
- pd.i = pd.i < 6d ? 6d : pd.i;
- pd.i = pd.i > 50d ? 50d : pd.i;
+ // adjust period to thresholds
+ pd.i = pd.i > 1.5 * pd.i1 ? 1.5 * pd.i1 : pd.i;
+ pd.i = pd.i < 0.67 * pd.i1 ? 0.67 * pd.i1 : pd.i;
+ pd.i = pd.i < 6d ? 6d : pd.i;
+ pd.i = pd.i > 50d ? 50d : pd.i;
- // smooth the period
- pd.i = 0.2 * pd.i + 0.8 * pd.i1;
+ // smooth the period
+ pd.i = 0.2 * pd.i + 0.8 * pd.i1;
- // determine phase position
- ph.i = i1.i != 0 ? Math.Atan(q1.i / i1.i) * 57.29577951308232 : 0;
+ // determine phase position
+ ph.i = i1.i != 0 ? Math.Atan(q1.i / i1.i) * 57.29577951308232 : 0;
- // change in phase
- var delta = Math.Max(ph.i1 - ph.i, 1d);
+ // change in phase
+ var delta = Math.Max(ph.i1 - ph.i, 1d);
- // adaptive alpha value
- var alpha = Math.Max(fastl / delta, slowl);
+ // adaptive alpha value
+ var alpha = Math.Max(fastl / delta, slowl);
- // final indicators
- mama.i = alpha * (pr.i - mama.i1) + mama.i1;
- fama.i = 0.5d * alpha * (mama.i - fama.i1) + fama.i1;
- }
- else {
- sumPr += pr.i;
- pd.i = sm.i = dt.i = i1.i = q1.i = i2.i = q2.i = re.i = im.i = ph.i = 0;
- mama.i = fama.i = sumPr / (i + 1);
+ // final indicators
+ mama.i = alpha * (pr.i - mama.i1) + mama.i1;
+ fama.i = 0.5d * alpha * (mama.i - fama.i1) + fama.i1;
+ }
+ else
+ {
+ sumPr += pr.i;
+ pd.i = sm.i = dt.i = i1.i = q1.i = i2.i = q2.i = re.i = im.i = ph.i = 0;
+ mama.i = fama.i = sumPr / (i + 1);
- if (_len == 1) {
- mamaseed = famaseed = TValue.v;
- }
- else {
- mamaseed = fastl * (TValue.v - mamaseed) + mamaseed;
- famaseed = slowl * (TValue.v - famaseed) + famaseed;
- }
- }
+ if (_len == 1)
+ {
+ mamaseed = famaseed = TValue.v;
+ }
+ else
+ {
+ mamaseed = fastl * (TValue.v - mamaseed) + mamaseed;
+ famaseed = slowl * (TValue.v - famaseed) + famaseed;
+ }
+ }
- double _fama = (i > 5) ? fama.i : famaseed;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _fama);
- Fama.Add(res, update);
- double _mama = (i > 5) ? mama.i : mamaseed;
- res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _mama);
- return base.Add(res, update);
- }
+ double _fama = (i > 5) ? fama.i : famaseed;
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _fama);
+ Fama.Add(res, update);
+ double _mama = (i > 5) ? mama.i : mamaseed;
+ res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _mama);
+ return base.Add(res, update);
+ }
- //variation of Add()
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ //variation of Add()
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _len = 0;
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _len = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/MAPE_Series.cs b/Calculations/_Updated/MAPE_Series.cs
index 944daf86..b2869c63 100644
--- a/Calculations/_Updated/MAPE_Series.cs
+++ b/Calculations/_Updated/MAPE_Series.cs
@@ -20,66 +20,76 @@ Remark:
*/
-public class MAPE_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class MAPE_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public MAPE_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"MAPE({period})";
- }
- public MAPE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public MAPE_Series() : this(period: 0, useNaN: false) { }
- public MAPE_Series(int period) : this(period: period, useNaN: false) { }
- public MAPE_Series(TBars source) : this(source.Close, 0, false) { }
- public MAPE_Series(TBars source, int period) : this(source.Close, period, false) { }
- public MAPE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public MAPE_Series(TSeries source) : this(source, 0, false) { }
- public MAPE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public MAPE_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"MAPE({period})";
+ }
+ public MAPE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public MAPE_Series() : this(period: 0, useNaN: false) { }
+ public MAPE_Series(int period) : this(period: period, useNaN: false) { }
+ public MAPE_Series(TBars source) : this(source.Close, 0, false) { }
+ public MAPE_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public MAPE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public MAPE_Series(TSeries source) : this(source, 0, false) { }
+ public MAPE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _sma = _buffer.Average();
+ double _sma = _buffer.Average();
- double _mape = 0;
- for (int i = 0; i < _buffer.Count; i++) {
- _mape += (_buffer[i] != 0) ? Math.Abs(_buffer[i] - _sma) / Math.Abs(_buffer[i]) : double.PositiveInfinity;
- }
- _mape /= (_buffer.Count > 0) ? _buffer.Count : 1;
+ double _mape = 0;
+ for (int i = 0; i < _buffer.Count; i++)
+ {
+ _mape += (_buffer[i] != 0) ? Math.Abs(_buffer[i] - _sma) / Math.Abs(_buffer[i]) : double.PositiveInfinity;
+ }
+ _mape /= (_buffer.Count > 0) ? _buffer.Count : 1;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _mape);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _mape);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/MAX_Series.cs b/Calculations/_Updated/MAX_Series.cs
index 8a2facff..4c96e41e 100644
--- a/Calculations/_Updated/MAX_Series.cs
+++ b/Calculations/_Updated/MAX_Series.cs
@@ -10,59 +10,68 @@ MAX - Maximum value in the given period in the series.
*/
-public class MAX_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class MAX_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public MAX_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"MAX({period})";
- }
- public MAX_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public MAX_Series() : this(period: 0, useNaN: false) { }
- public MAX_Series(int period) : this(period: period, useNaN: false) { }
- public MAX_Series(TBars source) : this(source.Close, 0, false) { }
- public MAX_Series(TBars source, int period) : this(source.Close, period, false) { }
- public MAX_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public MAX_Series(TSeries source) : this(source, 0, false) { }
- public MAX_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public MAX_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"MAX({period})";
+ }
+ public MAX_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public MAX_Series() : this(period: 0, useNaN: false) { }
+ public MAX_Series(int period) : this(period: period, useNaN: false) { }
+ public MAX_Series(TBars source) : this(source.Close, 0, false) { }
+ public MAX_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public MAX_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public MAX_Series(TSeries source) : this(source, 0, false) { }
+ public MAX_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _max= _buffer.Max();
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _max);
- return base.Add(res, update);
- }
+ double _max = _buffer.Max();
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _max);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/MEDIAN_Series.cs b/Calculations/_Updated/MEDIAN_Series.cs
index fde7c634..e896d1ce 100644
--- a/Calculations/_Updated/MEDIAN_Series.cs
+++ b/Calculations/_Updated/MEDIAN_Series.cs
@@ -23,64 +23,73 @@ Sources:
*/
-public class MEDIAN_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class MEDIAN_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public MEDIAN_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"MEDIAN({period})";
- }
- public MEDIAN_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public MEDIAN_Series() : this(period: 0, useNaN: false) { }
- public MEDIAN_Series(int period) : this(period: period, useNaN: false) { }
- public MEDIAN_Series(TBars source) : this(source.Close, 0, false) { }
- public MEDIAN_Series(TBars source, int period) : this(source.Close, period, false) { }
- public MEDIAN_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public MEDIAN_Series(TSeries source) : this(source, 0, false) { }
- public MEDIAN_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public MEDIAN_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"MEDIAN({period})";
+ }
+ public MEDIAN_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public MEDIAN_Series() : this(period: 0, useNaN: false) { }
+ public MEDIAN_Series(int period) : this(period: period, useNaN: false) { }
+ public MEDIAN_Series(TBars source) : this(source.Close, 0, false) { }
+ public MEDIAN_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public MEDIAN_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public MEDIAN_Series(TSeries source) : this(source, 0, false) { }
+ public MEDIAN_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- System.Collections.Generic.List _s = new(this._buffer);
- _s.Sort();
- int _p1 = _s.Count / 2;
- int _p2 = Math.Max(0, (_s.Count / 2) - 1);
- double _med = (_s.Count % 2 != 0) ? _s[_p1] : (_s[_p1] + _s[_p2]) / 2;
+ System.Collections.Generic.List _s = new(this._buffer);
+ _s.Sort();
+ int _p1 = _s.Count / 2;
+ int _p2 = Math.Max(0, (_s.Count / 2) - 1);
+ double _med = (_s.Count % 2 != 0) ? _s[_p1] : (_s[_p1] + _s[_p2]) / 2;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _med);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _med);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/MIDPOINT_Series.cs b/Calculations/_Updated/MIDPOINT_Series.cs
index c410be23..ca27243a 100644
--- a/Calculations/_Updated/MIDPOINT_Series.cs
+++ b/Calculations/_Updated/MIDPOINT_Series.cs
@@ -13,60 +13,69 @@ Sources:
*/
-public class MIDPOINT_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class MIDPOINT_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public MIDPOINT_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"MIDPOINT({period})";
- }
- public MIDPOINT_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public MIDPOINT_Series() : this(period: 0, useNaN: false) { }
- public MIDPOINT_Series(int period) : this(period: period, useNaN: false) { }
- public MIDPOINT_Series(TBars source) : this(source.Close, 0, false) { }
- public MIDPOINT_Series(TBars source, int period) : this(source.Close, period, false) { }
- public MIDPOINT_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public MIDPOINT_Series(TSeries source) : this(source, 0, false) { }
- public MIDPOINT_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public MIDPOINT_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"MIDPOINT({period})";
+ }
+ public MIDPOINT_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public MIDPOINT_Series() : this(period: 0, useNaN: false) { }
+ public MIDPOINT_Series(int period) : this(period: period, useNaN: false) { }
+ public MIDPOINT_Series(TBars source) : this(source.Close, 0, false) { }
+ public MIDPOINT_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public MIDPOINT_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public MIDPOINT_Series(TSeries source) : this(source, 0, false) { }
+ public MIDPOINT_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _max= _buffer.Max();
- double _min = _buffer.Min();
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : (_max+_min)*0.5);
- return base.Add(res, update);
- }
+ double _max = _buffer.Max();
+ double _min = _buffer.Min();
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : (_max + _min) * 0.5);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/MIDPRICE_Series.cs b/Calculations/_Updated/MIDPRICE_Series.cs
index 5b2bf73f..099f90c8 100644
--- a/Calculations/_Updated/MIDPRICE_Series.cs
+++ b/Calculations/_Updated/MIDPRICE_Series.cs
@@ -9,57 +9,66 @@ MIDPRICE: Midpoint price (highhest high + lowest low)/2 in the given period in t
*/
-public class MIDPRICE_Series : TSeries {
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TBars _data;
- private readonly System.Collections.Generic.List _bufferhi = new();
- private readonly System.Collections.Generic.List _bufferlo = new();
+public class MIDPRICE_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TBars _data;
+ private readonly System.Collections.Generic.List _bufferhi = new();
+ private readonly System.Collections.Generic.List _bufferlo = new();
- //core constructors
- public MIDPRICE_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"MIDPRICE({period})";
- }
- public MIDPRICE_Series(TBars source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(data: _data);
- }
- public MIDPRICE_Series() : this(period: 2, useNaN: false) { }
- public MIDPRICE_Series(int period) : this(period: period, useNaN: false) { }
- public MIDPRICE_Series(TBars source) : this(source, period: 2, useNaN: false) { }
- public MIDPRICE_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public MIDPRICE_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"MIDPRICE({period})";
+ }
+ public MIDPRICE_Series(TBars source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(data: _data);
+ }
+ public MIDPRICE_Series() : this(period: 2, useNaN: false) { }
+ public MIDPRICE_Series(int period) : this(period: period, useNaN: false) { }
+ public MIDPRICE_Series(TBars source) : this(source, period: 2, useNaN: false) { }
+ public MIDPRICE_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
- BufferTrim(_bufferhi, TBar.h, _period, update);
- BufferTrim(_bufferlo, TBar.l, _period, update);
- double _mid = (_bufferhi.Max() + _bufferlo.Min()) * 0.5;
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false)
+ {
+ BufferTrim(_bufferhi, TBar.h, _period, update);
+ BufferTrim(_bufferlo, TBar.l, _period, update);
+ double _mid = (_bufferhi.Max() + _bufferlo.Min()) * 0.5;
- var res = (TBar.t, Count < _period - 1 && _NaN ? double.NaN : _mid);
- return base.Add(res, update);
- }
+ var res = (TBar.t, Count < _period - 1 && _NaN ? double.NaN : _mid);
+ return base.Add(res, update);
+ }
- public new void Add(TBars data) {
- foreach (var item in data) { Add(item, false); }
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TBar: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TBar: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TBar: _data.Last, update: e.update);
- }
+ public new void Add(TBars data)
+ {
+ foreach (var item in data) { Add(item, false); }
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TBar: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TBar: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TBar: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _bufferhi.Clear();
- _bufferlo.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _bufferhi.Clear();
+ _bufferlo.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/MIN_Series.cs b/Calculations/_Updated/MIN_Series.cs
index 2b34aa7b..4bb44ca9 100644
--- a/Calculations/_Updated/MIN_Series.cs
+++ b/Calculations/_Updated/MIN_Series.cs
@@ -10,59 +10,68 @@ MIN - Minimum value in the given period in the series.
*/
-public class MIN_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class MIN_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public MIN_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"MAX({period})";
- }
- public MIN_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public MIN_Series() : this(period: 0, useNaN: false) { }
- public MIN_Series(int period) : this(period: period, useNaN: false) { }
- public MIN_Series(TBars source) : this(source.Close, 0, false) { }
- public MIN_Series(TBars source, int period) : this(source.Close, period, false) { }
- public MIN_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public MIN_Series(TSeries source) : this(source, 0, false) { }
- public MIN_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public MIN_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"MAX({period})";
+ }
+ public MIN_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public MIN_Series() : this(period: 0, useNaN: false) { }
+ public MIN_Series(int period) : this(period: period, useNaN: false) { }
+ public MIN_Series(TBars source) : this(source.Close, 0, false) { }
+ public MIN_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public MIN_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public MIN_Series(TSeries source) : this(source, 0, false) { }
+ public MIN_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _max= _buffer.Min();
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _max);
- return base.Add(res, update);
- }
+ double _max = _buffer.Min();
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _max);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/MSE_Series.cs b/Calculations/_Updated/MSE_Series.cs
index a918962e..7be1a30a 100644
--- a/Calculations/_Updated/MSE_Series.cs
+++ b/Calculations/_Updated/MSE_Series.cs
@@ -13,64 +13,73 @@ Sources:
*/
-public class MSE_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class MSE_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public MSE_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"MSE({period})";
- }
- public MSE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public MSE_Series() : this(period: 0, useNaN: false) { }
- public MSE_Series(int period) : this(period: period, useNaN: false) { }
- public MSE_Series(TBars source) : this(source.Close, 0, false) { }
- public MSE_Series(TBars source, int period) : this(source.Close, period, false) { }
- public MSE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public MSE_Series(TSeries source) : this(source, 0, false) { }
- public MSE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public MSE_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"MSE({period})";
+ }
+ public MSE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public MSE_Series() : this(period: 0, useNaN: false) { }
+ public MSE_Series(int period) : this(period: period, useNaN: false) { }
+ public MSE_Series(TBars source) : this(source.Close, 0, false) { }
+ public MSE_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public MSE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public MSE_Series(TSeries source) : this(source, 0, false) { }
+ public MSE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _sma = _buffer.Average();
+ double _sma = _buffer.Average();
- double _mse = 0;
- for (int i = 0; i < _buffer.Count; i++) { _mse += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
- _mse /= this._buffer.Count;
+ double _mse = 0;
+ for (int i = 0; i < _buffer.Count; i++) { _mse += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
+ _mse /= this._buffer.Count;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _mse);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _mse);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/OBV_Series.cs b/Calculations/_Updated/OBV_Series.cs
index 40aa2c6e..f589cc3b 100644
--- a/Calculations/_Updated/OBV_Series.cs
+++ b/Calculations/_Updated/OBV_Series.cs
@@ -26,71 +26,81 @@ Note:
*/
-public class OBV_Series : TSeries {
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TBars _data;
- private double _lastobv, _lastlastobv;
- private double _lastclose, _lastlastclose;
+public class OBV_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TBars _data;
+ private double _lastobv, _lastlastobv;
+ private double _lastclose, _lastlastclose;
- //core constructors
- public OBV_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"OBV({period})";
- this._lastobv = this._lastlastobv = 0;
- this._lastclose = this._lastlastclose = 0;
- }
- public OBV_Series(TBars source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(data: _data);
- }
- public OBV_Series() : this(period: 2, useNaN: false) { }
- public OBV_Series(int period) : this(period: period, useNaN: false) { }
- public OBV_Series(TBars source) : this(source, period: 2, useNaN: false) { }
- public OBV_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public OBV_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"OBV({period})";
+ this._lastobv = this._lastlastobv = 0;
+ this._lastclose = this._lastlastclose = 0;
+ }
+ public OBV_Series(TBars source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(data: _data);
+ }
+ public OBV_Series() : this(period: 2, useNaN: false) { }
+ public OBV_Series(int period) : this(period: period, useNaN: false) { }
+ public OBV_Series(TBars source) : this(source, period: 2, useNaN: false) { }
+ public OBV_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false)
+ {
- if (update) {
- this._lastobv = this._lastlastobv;
- this._lastclose = this._lastlastclose;
- }
+ if (update)
+ {
+ this._lastobv = this._lastlastobv;
+ this._lastclose = this._lastlastclose;
+ }
- double _obv = this._lastobv;
- if (TBar.c > this._lastclose) { _obv += TBar.v; }
- if (TBar.c < this._lastclose) { _obv -= TBar.v; }
+ double _obv = this._lastobv;
+ if (TBar.c > this._lastclose) { _obv += TBar.v; }
+ if (TBar.c < this._lastclose) { _obv -= TBar.v; }
- this._lastlastobv = this._lastobv;
- this._lastobv = _obv;
+ this._lastlastobv = this._lastobv;
+ this._lastobv = _obv;
- this._lastlastclose = this._lastclose;
- this._lastclose = TBar.c;
+ this._lastlastclose = this._lastclose;
+ this._lastclose = TBar.c;
- var res = (TBar.t, (this.Count < this._period && this._NaN) ? double.NaN : _obv);
- return base.Add(res, update);
- }
+ var res = (TBar.t, (this.Count < this._period && this._NaN) ? double.NaN : _obv);
+ return base.Add(res, update);
+ }
- public new void Add(TBars data) {
- foreach (var item in data) { Add(item, false); }
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TBar: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TBar: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TBar: _data.Last, update: e.update);
- }
+ public new void Add(TBars data)
+ {
+ foreach (var item in data) { Add(item, false); }
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TBar: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TBar: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TBar: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- this._lastobv = this._lastlastobv = 0;
- this._lastclose = this._lastlastclose = 0;
- }
+ //reset calculation
+ public override void Reset()
+ {
+ this._lastobv = this._lastlastobv = 0;
+ this._lastclose = this._lastlastclose = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/RMA_Series.cs b/Calculations/_Updated/RMA_Series.cs
index 5a624bd9..217c895d 100644
--- a/Calculations/_Updated/RMA_Series.cs
+++ b/Calculations/_Updated/RMA_Series.cs
@@ -20,97 +20,114 @@ Issues:
*/
-public class RMA_Series : TSeries {
- private double _k;
- private double _lastrma, _oldrma;
- private double _sum, _oldsum;
- private readonly bool _useSMA;
- private int _len;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class RMA_Series : TSeries
+{
+ private double _k;
+ private double _lastrma, _oldrma;
+ private double _sum, _oldsum;
+ private readonly bool _useSMA;
+ private int _len;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
-//core constructor
- public RMA_Series(int period, bool useNaN, bool useSMA) {
- _period = period;
- _NaN = useNaN;
- _useSMA = useSMA;
- Name = $"RMA({period})";
- _k = 1.0 / (double)(this._period);
- _len = 0;
- _sum = _oldsum = _lastrma = _oldrma = 0;
- }
- //generic constructors (source)
+ //core constructor
+ public RMA_Series(int period, bool useNaN, bool useSMA)
+ {
+ _period = period;
+ _NaN = useNaN;
+ _useSMA = useSMA;
+ Name = $"RMA({period})";
+ _k = 1.0 / (double)(this._period);
+ _len = 0;
+ _sum = _oldsum = _lastrma = _oldrma = 0;
+ }
+ //generic constructors (source)
- public RMA_Series() : this(0, false, true) {}
- public RMA_Series(int period) : this(period, false, true) {}
- public RMA_Series(TBars source) : this(source.Close, 0, false) {}
- public RMA_Series(TBars source, int period) : this(source.Close, period, false) {}
- public RMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) {}
- public RMA_Series(TSeries source, int period) : this(source, period, false, true) {}
- public RMA_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) {}
- public RMA_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
+ public RMA_Series() : this(0, false, true) { }
+ public RMA_Series(int period) : this(period, false, true) { }
+ public RMA_Series(TBars source) : this(source.Close, 0, false) { }
+ public RMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public RMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public RMA_Series(TSeries source, int period) : this(source, period, false, true) { }
+ public RMA_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) { }
+ public RMA_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
-// core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (update) {
- _lastrma = _oldrma;
- _sum = _oldsum;
- }
- else {
- _oldrma = _lastrma;
- _oldsum = _sum;
- _len++;
- }
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (update)
+ {
+ _lastrma = _oldrma;
+ _sum = _oldsum;
+ }
+ else
+ {
+ _oldrma = _lastrma;
+ _oldsum = _sum;
+ _len++;
+ }
- double _rma = 0;
- if (_period == 0) {
- _k = 1.0 / (double)(this._len);
- }
+ double _rma = 0;
+ if (_period == 0)
+ {
+ _k = 1.0 / (double)(this._len);
+ }
- if (Count == 0) {
- _rma = _sum = TValue.v;
+ if (Count == 0)
+ {
+ _rma = _sum = TValue.v;
- } else if (_len <= _period && _useSMA && _period != 0) {
- _sum += TValue.v;
- if (_period != 0 && _len > _period) {
- _sum -= _data[Count - _period - (update ? 1 : 0)].v;
- }
- _rma = _sum / Math.Min(_len, _period);
- }
- else {
- _rma = _k * (TValue.v - _lastrma) + _lastrma;
- }
+ }
+ else if (_len <= _period && _useSMA && _period != 0)
+ {
+ _sum += TValue.v;
+ if (_period != 0 && _len > _period)
+ {
+ _sum -= _data[Count - _period - (update ? 1 : 0)].v;
+ }
+ _rma = _sum / Math.Min(_len, _period);
+ }
+ else
+ {
+ _rma = _k * (TValue.v - _lastrma) + _lastrma;
+ }
- _lastrma = double.IsNaN(_rma) ? _lastrma : _rma;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _rma);
- return base.Add(res, update);
- }
+ _lastrma = double.IsNaN(_rma) ? _lastrma : _rma;
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _rma);
+ return base.Add(res, update);
+ }
-//variation of Add()
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ //variation of Add()
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _sum = _oldsum = _lastrma = _oldrma = 0;
- _len = 0;
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _sum = _oldsum = _lastrma = _oldrma = 0;
+ _len = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/RSI_Series.cs b/Calculations/_Updated/RSI_Series.cs
index 8d3979a1..ee9c883b 100644
--- a/Calculations/_Updated/RSI_Series.cs
+++ b/Calculations/_Updated/RSI_Series.cs
@@ -15,106 +15,120 @@ Sources:
*/
-public class RSI_Series : TSeries {
- private readonly System.Collections.Generic.List _gain = new();
- private readonly System.Collections.Generic.List _loss = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- private double _avgGain, _avgLoss, _lastValue;
- private double _avgGain_o, _avgLoss_o, _lastValue_o;
- private int i;
+public class RSI_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _gain = new();
+ private readonly System.Collections.Generic.List _loss = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ private double _avgGain, _avgLoss, _lastValue;
+ private double _avgGain_o, _avgLoss_o, _lastValue_o;
+ private int i;
- //core constructors
- public RSI_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"RSI({period})";
- i = 0;
- }
- public RSI_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public RSI_Series() : this(period: 0, useNaN: false) { }
- public RSI_Series(int period) : this(period: period, useNaN: false) { }
- public RSI_Series(TBars source) : this(source.Close, 0, false) { }
- public RSI_Series(TBars source, int period) : this(source.Close, period, false) { }
- public RSI_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public RSI_Series(TSeries source) : this(source, 0, false) { }
- public RSI_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public RSI_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"RSI({period})";
+ i = 0;
+ }
+ public RSI_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public RSI_Series() : this(period: 0, useNaN: false) { }
+ public RSI_Series(int period) : this(period: period, useNaN: false) { }
+ public RSI_Series(TBars source) : this(source.Close, 0, false) { }
+ public RSI_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public RSI_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public RSI_Series(TSeries source) : this(source, 0, false) { }
+ public RSI_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
- double _rsi = 0;
- if (update) {
- _lastValue = _lastValue_o;
- _avgGain = _avgGain_o;
- _avgLoss = _avgLoss_o;
- }
- else {
- _lastValue_o = _lastValue;
- _avgGain_o = _avgGain;
- _avgLoss_o = _avgLoss;
- }
+ double _rsi = 0;
+ if (update)
+ {
+ _lastValue = _lastValue_o;
+ _avgGain = _avgGain_o;
+ _avgLoss = _avgLoss_o;
+ }
+ else
+ {
+ _lastValue_o = _lastValue;
+ _avgGain_o = _avgGain;
+ _avgLoss_o = _avgLoss;
+ }
- if (i == 0) { _lastValue = TValue.v; }
+ if (i == 0) { _lastValue = TValue.v; }
- double _gainval = (TValue.v > _lastValue) ? TValue.v - _lastValue : 0;
- BufferTrim(_gain, _gainval, _period, update);
- double _lossval = (TValue.v < _lastValue) ? _lastValue - TValue.v : 0;
- BufferTrim(_loss, _lossval, _period, update);
- _lastValue = TValue.v;
+ double _gainval = (TValue.v > _lastValue) ? TValue.v - _lastValue : 0;
+ BufferTrim(_gain, _gainval, _period, update);
+ double _lossval = (TValue.v < _lastValue) ? _lastValue - TValue.v : 0;
+ BufferTrim(_loss, _lossval, _period, update);
+ _lastValue = TValue.v;
- // calculate RSI
- if (i > _period && _period != 0) {
- _avgGain = ((_avgGain * (_period - 1)) + _gain[^1]) / _period;
- _avgLoss = ((_avgLoss * (_period - 1)) + _loss[^1]) / _period;
- if (_avgLoss > 0) {
- double rs = _avgGain / _avgLoss;
- _rsi = 100 - (100 / (1 + rs));
- }
- else { _rsi = 100; }
- }
- // initialize average gain
- else {
- double _sumGain = 0;
- for (int p = 0; p < _gain.Count; p++) { _sumGain += _gain[p]; }
- double _sumLoss = 0;
- for (int p = 0; p < _loss.Count; p++) { _sumLoss += _loss[p]; }
+ // calculate RSI
+ if (i > _period && _period != 0)
+ {
+ _avgGain = ((_avgGain * (_period - 1)) + _gain[^1]) / _period;
+ _avgLoss = ((_avgLoss * (_period - 1)) + _loss[^1]) / _period;
+ if (_avgLoss > 0)
+ {
+ double rs = _avgGain / _avgLoss;
+ _rsi = 100 - (100 / (1 + rs));
+ }
+ else { _rsi = 100; }
+ }
+ // initialize average gain
+ else
+ {
+ double _sumGain = 0;
+ for (int p = 0; p < _gain.Count; p++) { _sumGain += _gain[p]; }
+ double _sumLoss = 0;
+ for (int p = 0; p < _loss.Count; p++) { _sumLoss += _loss[p]; }
- _avgGain = _sumGain / _gain.Count;
- _avgLoss = _sumLoss / _loss.Count;
+ _avgGain = _sumGain / _gain.Count;
+ _avgLoss = _sumLoss / _loss.Count;
- _rsi = (_avgLoss > 0) ? 100 - (100 / (1 + (_avgGain / _avgLoss))) : 100;
- }
- if (!update) { i++; }
+ _rsi = (_avgLoss > 0) ? 100 - (100 / (1 + (_avgGain / _avgLoss))) : 100;
+ }
+ if (!update) { i++; }
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _rsi);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _rsi);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- i = 0;
- }
+ //reset calculation
+ public override void Reset()
+ {
+ i = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/SDEV_Series.cs b/Calculations/_Updated/SDEV_Series.cs
index ab5ca503..b7b5cc1a 100644
--- a/Calculations/_Updated/SDEV_Series.cs
+++ b/Calculations/_Updated/SDEV_Series.cs
@@ -18,65 +18,74 @@ Remark:
*/
-public class SDEV_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class SDEV_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public SDEV_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"SDEV({period})";
- }
- public SDEV_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public SDEV_Series() : this(period: 0, useNaN: false) { }
- public SDEV_Series(int period) : this(period: period, useNaN: false) { }
- public SDEV_Series(TBars source) : this(source.Close, 0, false) { }
- public SDEV_Series(TBars source, int period) : this(source.Close, period, false) { }
- public SDEV_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public SDEV_Series(TSeries source) : this(source, 0, false) { }
- public SDEV_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public SDEV_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"SDEV({period})";
+ }
+ public SDEV_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public SDEV_Series() : this(period: 0, useNaN: false) { }
+ public SDEV_Series(int period) : this(period: period, useNaN: false) { }
+ public SDEV_Series(TBars source) : this(source.Close, 0, false) { }
+ public SDEV_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public SDEV_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public SDEV_Series(TSeries source) : this(source, 0, false) { }
+ public SDEV_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _sma = _buffer.Average();
+ double _sma = _buffer.Average();
- double _var = 0;
- for (int i = 0; i < _buffer.Count; i++) { _var += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
- _var /= this._buffer.Count;
- double _sdev = Math.Sqrt(_var);
+ double _var = 0;
+ for (int i = 0; i < _buffer.Count; i++) { _var += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
+ _var /= this._buffer.Count;
+ double _sdev = Math.Sqrt(_var);
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _sdev);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _sdev);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/SLOPE_Series.cs b/Calculations/_Updated/SLOPE_Series.cs
index 4aef642e..8d7580c2 100644
--- a/Calculations/_Updated/SLOPE_Series.cs
+++ b/Calculations/_Updated/SLOPE_Series.cs
@@ -22,101 +22,109 @@ Sources:
*/
-public class SLOPE_Series : TSeries {
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- private readonly TSeries p_Intercept = new();
- private readonly TSeries p_RSquared = new();
- private readonly TSeries p_StdDev = new();
- private readonly System.Collections.Generic.List _buffer = new();
- public TSeries Intercept => p_Intercept;
- public TSeries RSquared => p_RSquared;
- public TSeries StdDev => p_StdDev;
- //core constructors
- public SLOPE_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"SLOPE({period})";
- }
- public SLOPE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public SLOPE_Series() : this(period: 0, useNaN: false) { }
- public SLOPE_Series(int period) : this(period: period, useNaN: false) { }
- public SLOPE_Series(TBars source) : this(source.Close, 0, false) { }
- public SLOPE_Series(TBars source, int period) : this(source.Close, period, false) { }
- public SLOPE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public SLOPE_Series(TSeries source) : this(source, 0, false) { }
- public SLOPE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+public class SLOPE_Series : TSeries
+{
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ private readonly TSeries p_Intercept = new();
+ private readonly TSeries p_RSquared = new();
+ private readonly TSeries p_StdDev = new();
+ private readonly System.Collections.Generic.List _buffer = new();
+ public TSeries Intercept => p_Intercept;
+ public TSeries RSquared => p_RSquared;
+ public TSeries StdDev => p_StdDev;
+ //core constructors
+ public SLOPE_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"SLOPE({period})";
+ }
+ public SLOPE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public SLOPE_Series() : this(period: 0, useNaN: false) { }
+ public SLOPE_Series(int period) : this(period: period, useNaN: false) { }
+ public SLOPE_Series(TBars source) : this(source.Close, 0, false) { }
+ public SLOPE_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public SLOPE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public SLOPE_Series(TSeries source) : this(source, 0, false) { }
+ public SLOPE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- int _len = this._buffer.Count;
+ int _len = this._buffer.Count;
- // get averages for period
- double sumX = 0;
- double sumY = 0;
+ // get averages for period
+ double sumX = 0;
+ double sumY = 0;
- for (int p = 0; p < _len; p++) {
- sumX += this.Count - _len + 2 + p;
- sumY += _buffer[p];
- }
- double avgX = sumX / _len;
- double avgY = sumY / _len;
+ for (int p = 0; p < _len; p++)
+ {
+ sumX += this.Count - _len + 2 + p;
+ sumY += _buffer[p];
+ }
+ double avgX = sumX / _len;
+ double avgY = sumY / _len;
- // least squares method
- double sumSqX = 0;
- double sumSqY = 0;
- double sumSqXY = 0;
+ // least squares method
+ double sumSqX = 0;
+ double sumSqY = 0;
+ double sumSqXY = 0;
- for (int p = 0; p < _len; p++) {
- double devX = this.Count - _len + 2 + p - avgX;
- double devY = _buffer[p] - avgY;
+ for (int p = 0; p < _len; p++)
+ {
+ double devX = this.Count - _len + 2 + p - avgX;
+ double devY = _buffer[p] - avgY;
- sumSqX += devX * devX;
- sumSqY += devY * devY;
- sumSqXY += devX * devY;
- }
+ sumSqX += devX * devX;
+ sumSqY += devY * devY;
+ sumSqXY += devX * devY;
+ }
- double _slope = sumSqXY / sumSqX;
- double _intercept = avgY - (_slope * avgX);
+ double _slope = sumSqXY / sumSqX;
+ double _intercept = avgY - (_slope * avgX);
- // calculate Standard Deviation and R-Squared
- double stdDevX = Math.Sqrt(sumSqX / _len);
- double stdDevY = Math.Sqrt(sumSqY / _len);
- double _StdDev = stdDevY;
+ // calculate Standard Deviation and R-Squared
+ double stdDevX = Math.Sqrt(sumSqX / _len);
+ double stdDevY = Math.Sqrt(sumSqY / _len);
+ double _StdDev = stdDevY;
- double arrr = (stdDevX * stdDevY != 0) ? sumSqXY / (stdDevX * stdDevY) / _len : 0;
- double _RSquared = arrr * arrr;
+ double arrr = (stdDevX * stdDevY != 0) ? sumSqXY / (stdDevX * stdDevY) / _len : 0;
+ double _RSquared = arrr * arrr;
- var ret = (TValue.t, this.Count < this._period - 1 && this._NaN ? double.NaN : _intercept);
- p_Intercept.Add(ret, update);
+ var ret = (TValue.t, this.Count < this._period - 1 && this._NaN ? double.NaN : _intercept);
+ p_Intercept.Add(ret, update);
- ret = (TValue.t, this.Count < this._period - 1 && this._NaN ? double.NaN : _StdDev);
- p_StdDev.Add(ret, update);
+ ret = (TValue.t, this.Count < this._period - 1 && this._NaN ? double.NaN : _StdDev);
+ p_StdDev.Add(ret, update);
- ret = (TValue.t, this.Count < this._period - 1 && this._NaN ? double.NaN : _RSquared);
- p_RSquared.Add(ret, update);
+ ret = (TValue.t, this.Count < this._period - 1 && this._NaN ? double.NaN : _RSquared);
+ p_RSquared.Add(ret, update);
- ret = (TValue.t, this.Count < this._period - 1 && this._NaN ? double.NaN : _slope);
- return base.Add(ret, update);
- }
+ ret = (TValue.t, this.Count < this._period - 1 && this._NaN ? double.NaN : _slope);
+ return base.Add(ret, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/SMAPE_Series.cs b/Calculations/_Updated/SMAPE_Series.cs
index b79a3442..082fcd26 100644
--- a/Calculations/_Updated/SMAPE_Series.cs
+++ b/Calculations/_Updated/SMAPE_Series.cs
@@ -13,63 +13,72 @@ Sources:
*/
-public class SMAPE_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class SMAPE_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public SMAPE_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"SMAPE({period})";
- }
- public SMAPE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public SMAPE_Series() : this(period: 0, useNaN: false) { }
- public SMAPE_Series(int period) : this(period: period, useNaN: false) { }
- public SMAPE_Series(TBars source) : this(source.Close, 0, false) { }
- public SMAPE_Series(TBars source, int period) : this(source.Close, period, false) { }
- public SMAPE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public SMAPE_Series(TSeries source) : this(source, 0, false) { }
- public SMAPE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public SMAPE_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"SMAPE({period})";
+ }
+ public SMAPE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public SMAPE_Series() : this(period: 0, useNaN: false) { }
+ public SMAPE_Series(int period) : this(period: period, useNaN: false) { }
+ public SMAPE_Series(TBars source) : this(source.Close, 0, false) { }
+ public SMAPE_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public SMAPE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public SMAPE_Series(TSeries source) : this(source, 0, false) { }
+ public SMAPE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _sma = _buffer.Average();
- double _smape = 0;
- for (int i = 0; i < _buffer.Count; i++) { _smape += Math.Abs(_buffer[i] - _sma) / (Math.Abs(_buffer[i]) + Math.Abs(_sma)); }
- _smape /= this._buffer.Count;
+ double _sma = _buffer.Average();
+ double _smape = 0;
+ for (int i = 0; i < _buffer.Count; i++) { _smape += Math.Abs(_buffer[i] - _sma) / (Math.Abs(_buffer[i]) + Math.Abs(_sma)); }
+ _smape /= this._buffer.Count;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _smape);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _smape);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/SMA_Series.cs b/Calculations/_Updated/SMA_Series.cs
index c9a817f0..0c5a19fa 100644
--- a/Calculations/_Updated/SMA_Series.cs
+++ b/Calculations/_Updated/SMA_Series.cs
@@ -16,81 +16,97 @@ Remark:
implementation, but it does allow incremental additions of inputs and real-time calculations of SMA()
*/
-public class SMA_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
+public class SMA_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
- private double _sum, _oldsum;
- private readonly int _period;
- private readonly TSeries _data;
- protected readonly bool _NaN;
+ private double _sum, _oldsum;
+ private readonly int _period;
+ private readonly TSeries _data;
+ protected readonly bool _NaN;
- //core constructor
- public SMA_Series(int period, bool useNaN) {
- _period = Math.Max(0, period);
- _NaN = useNaN;
- Name = $"SMA({period})";
- _sum = _oldsum = 0;
- }
- public SMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public SMA_Series() : this(0, false) {}
- public SMA_Series(int period) : this(period, false) {}
- public SMA_Series(TBars source) : this(source.Close, 0, false) {}
- public SMA_Series(TBars source, int period) : this(source.Close, period, false) {}
- public SMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) {}
- public SMA_Series(TSeries source) : this(source, 0, false) {}
- public SMA_Series(TSeries source, int period) : this(source, period, false) {}
+ //core constructor
+ public SMA_Series(int period, bool useNaN)
+ {
+ _period = Math.Max(0, period);
+ _NaN = useNaN;
+ Name = $"SMA({period})";
+ _sum = _oldsum = 0;
+ }
+ public SMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public SMA_Series() : this(0, false) { }
+ public SMA_Series(int period) : this(period, false) { }
+ public SMA_Series(TBars source) : this(source.Close, 0, false) { }
+ public SMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public SMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public SMA_Series(TSeries source) : this(source, 0, false) { }
+ public SMA_Series(TSeries source, int period) : this(source, period, false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (double.IsNaN(TValue.v)) { return (TValue.t, double.NaN);
- } else {
- if (update && _buffer.Count > 0) {
- _sum -= _buffer[^1];
- _buffer[^1] = TValue.v;
- _oldsum = _sum;
- }
- else {
- _buffer.Add(TValue.v);
- _oldsum = _sum;
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (double.IsNaN(TValue.v))
+ {
+ return (TValue.t, double.NaN);
+ }
+ else
+ {
+ if (update && _buffer.Count > 0)
+ {
+ _sum -= _buffer[^1];
+ _buffer[^1] = TValue.v;
+ _oldsum = _sum;
+ }
+ else
+ {
+ _buffer.Add(TValue.v);
+ _oldsum = _sum;
+ }
- _sum += TValue.v;
- if (_period != 0 && _buffer.Count > _period) {
- _sum -= _buffer[0];
- _buffer.RemoveAt(0);
- }
- }
+ _sum += TValue.v;
+ if (_period != 0 && _buffer.Count > _period)
+ {
+ _sum -= _buffer[0];
+ _buffer.RemoveAt(0);
+ }
+ }
- double _div = _period == 0 ? _buffer.Count : Math.Min(_buffer.Count, _period);
- var _sma = _sum / _div;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _sma);
- return base.Add(res, update);
- }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ double _div = _period == 0 ? _buffer.Count : Math.Min(_buffer.Count, _period);
+ var _sma = _sum / _div;
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _sma);
+ return base.Add(res, update);
+ }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _sum = _oldsum = 0;
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _sum = _oldsum = 0;
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/SMMA_Series.cs b/Calculations/_Updated/SMMA_Series.cs
index 8f464cc1..46b975c5 100644
--- a/Calculations/_Updated/SMMA_Series.cs
+++ b/Calculations/_Updated/SMMA_Series.cs
@@ -18,76 +18,88 @@ Sources:
*/
-public class SMMA_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
+public class SMMA_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- private double _lastsmma, _lastlastsmma;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ private double _lastsmma, _lastlastsmma;
- //core constructors
- public SMMA_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"SMMA({period})";
- }
- public SMMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public SMMA_Series() : this(period: 0, useNaN: false) { }
- public SMMA_Series(int period) : this(period: period, useNaN: false) { }
- public SMMA_Series(TBars source) : this(source.Close, 0, false) { }
- public SMMA_Series(TBars source, int period) : this(source.Close, period, false) { }
- public SMMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public SMMA_Series(TSeries source) : this(source, 0, false) { }
- public SMMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public SMMA_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"SMMA({period})";
+ }
+ public SMMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public SMMA_Series() : this(period: 0, useNaN: false) { }
+ public SMMA_Series(int period) : this(period: period, useNaN: false) { }
+ public SMMA_Series(TBars source) : this(source.Close, 0, false) { }
+ public SMMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public SMMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public SMMA_Series(TSeries source) : this(source, 0, false) { }
+ public SMMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, double.NaN),update);
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, double.NaN), update);
+ }
- double _smma = 0;
- if (update) { this._lastsmma = this._lastlastsmma; }
+ double _smma = 0;
+ if (update) { this._lastsmma = this._lastlastsmma; }
- if (this.Count < this._period) {
- BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- _smma = _buffer.Average();
- }
- else {
- _smma = ((_lastsmma * (_period - 1)) + TValue.v) / _period;
- }
+ if (this.Count < this._period)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
+ _smma = _buffer.Average();
+ }
+ else
+ {
+ _smma = ((_lastsmma * (_period - 1)) + TValue.v) / _period;
+ }
- this._lastlastsmma = this._lastsmma;
- this._lastsmma = _smma;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _smma);
- return base.Add(res, update);
- }
+ this._lastlastsmma = this._lastsmma;
+ this._lastsmma = _smma;
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _smma);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- this._lastsmma = this._lastlastsmma = 0;
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ this._lastsmma = this._lastlastsmma = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/SSDEV_Series.cs b/Calculations/_Updated/SSDEV_Series.cs
index 2b5f62d3..490c579c 100644
--- a/Calculations/_Updated/SSDEV_Series.cs
+++ b/Calculations/_Updated/SSDEV_Series.cs
@@ -18,65 +18,74 @@ Remark:
*/
-public class SSDEV_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class SSDEV_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public SSDEV_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"SSDEV({period})";
- }
- public SSDEV_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public SSDEV_Series() : this(period: 0, useNaN: false) { }
- public SSDEV_Series(int period) : this(period: period, useNaN: false) { }
- public SSDEV_Series(TBars source) : this(source.Close, 0, false) { }
- public SSDEV_Series(TBars source, int period) : this(source.Close, period, false) { }
- public SSDEV_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public SSDEV_Series(TSeries source) : this(source, 0, false) { }
- public SSDEV_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public SSDEV_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"SSDEV({period})";
+ }
+ public SSDEV_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public SSDEV_Series() : this(period: 0, useNaN: false) { }
+ public SSDEV_Series(int period) : this(period: period, useNaN: false) { }
+ public SSDEV_Series(TBars source) : this(source.Close, 0, false) { }
+ public SSDEV_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public SSDEV_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public SSDEV_Series(TSeries source) : this(source, 0, false) { }
+ public SSDEV_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _sma = _buffer.Average();
+ double _sma = _buffer.Average();
- double _svar = 0;
- for (int i = 0; i < this._buffer.Count; i++) { _svar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
- _svar /= (_buffer.Count > 1) ? _buffer.Count - 1 : 1; // Bessel's correction
- double _ssdev = Math.Sqrt(_svar);
+ double _svar = 0;
+ for (int i = 0; i < this._buffer.Count; i++) { _svar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
+ _svar /= (_buffer.Count > 1) ? _buffer.Count - 1 : 1; // Bessel's correction
+ double _ssdev = Math.Sqrt(_svar);
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _ssdev);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _ssdev);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/SVAR_Series.cs b/Calculations/_Updated/SVAR_Series.cs
index bb693c54..01020519 100644
--- a/Calculations/_Updated/SVAR_Series.cs
+++ b/Calculations/_Updated/SVAR_Series.cs
@@ -18,64 +18,73 @@ Remark:
*/
-public class SVAR_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class SVAR_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public SVAR_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"SVAR({period})";
- }
- public SVAR_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public SVAR_Series() : this(period: 0, useNaN: false) { }
- public SVAR_Series(int period) : this(period: period, useNaN: false) { }
- public SVAR_Series(TBars source) : this(source.Close, 0, false) { }
- public SVAR_Series(TBars source, int period) : this(source.Close, period, false) { }
- public SVAR_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public SVAR_Series(TSeries source) : this(source, 0, false) { }
- public SVAR_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public SVAR_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"SVAR({period})";
+ }
+ public SVAR_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public SVAR_Series() : this(period: 0, useNaN: false) { }
+ public SVAR_Series(int period) : this(period: period, useNaN: false) { }
+ public SVAR_Series(TBars source) : this(source.Close, 0, false) { }
+ public SVAR_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public SVAR_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public SVAR_Series(TSeries source) : this(source, 0, false) { }
+ public SVAR_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _sma = _buffer.Average();
+ double _sma = _buffer.Average();
- 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 _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
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _svar);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _svar);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/T3_Series.cs b/Calculations/_Updated/T3_Series.cs
index 7cba0dcd..6f87ea07 100644
--- a/Calculations/_Updated/T3_Series.cs
+++ b/Calculations/_Updated/T3_Series.cs
@@ -14,148 +14,160 @@ Sources:
http://www.binarytribune.com/forex-trading-indicators/t3-moving-average-indicator/
*/
-public class T3_Series : TSeries {
- private readonly double _k, _k1m, _c1, _c2, _c3, _c4;
- private readonly System.Collections.Generic.List _buffer1 = new();
- private readonly System.Collections.Generic.List _buffer2 = new();
- private readonly System.Collections.Generic.List _buffer3 = new();
- private readonly System.Collections.Generic.List _buffer4 = new();
- private readonly System.Collections.Generic.List _buffer5 = new();
- private readonly System.Collections.Generic.List _buffer6 = new();
- private readonly bool _useSMA;
- private double _lastema1, _lastema2, _lastema3, _lastema4, _lastema5, _lastema6;
- private double _llastema1, _llastema2, _llastema3, _llastema4, _llastema5, _llastema6;
- protected int _len;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class T3_Series : TSeries
+{
+ private readonly double _k, _k1m, _c1, _c2, _c3, _c4;
+ private readonly System.Collections.Generic.List _buffer1 = new();
+ private readonly System.Collections.Generic.List _buffer2 = new();
+ private readonly System.Collections.Generic.List _buffer3 = new();
+ private readonly System.Collections.Generic.List _buffer4 = new();
+ private readonly System.Collections.Generic.List _buffer5 = new();
+ private readonly System.Collections.Generic.List _buffer6 = new();
+ private readonly bool _useSMA;
+ private double _lastema1, _lastema2, _lastema3, _lastema4, _lastema5, _lastema6;
+ private double _llastema1, _llastema2, _llastema3, _llastema4, _llastema5, _llastema6;
+ protected int _len;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public T3_Series(int period, double vfactor, bool useSMA, bool useNaN) {
- _period = period;
- _len = 0;
- _NaN = useNaN;
- Name = $"T3({period})";
- _useSMA = useSMA;
- double _a = vfactor; //0.7; //0.618
- _c1 = -_a * _a * _a;
- _c2 = 3 * _a * _a + 3 * _a * _a * _a;
- _c3 = -6 * _a * _a - 3 * _a - 3 * _a * _a * _a;
- _c4 = 1 + 3 * _a + _a * _a * _a + 3 * _a * _a;
+ //core constructors
+ public T3_Series(int period, double vfactor, bool useSMA, bool useNaN)
+ {
+ _period = period;
+ _len = 0;
+ _NaN = useNaN;
+ Name = $"T3({period})";
+ _useSMA = useSMA;
+ double _a = vfactor; //0.7; //0.618
+ _c1 = -_a * _a * _a;
+ _c2 = 3 * _a * _a + 3 * _a * _a * _a;
+ _c3 = -6 * _a * _a - 3 * _a - 3 * _a * _a * _a;
+ _c4 = 1 + 3 * _a + _a * _a * _a + 3 * _a * _a;
- _k = 2.0 / (_period + 1);
- _k1m = 1.0 - _k;
- _lastema1 = _llastema1 = _lastema2 = _llastema2 = _lastema3 = _llastema3 = _lastema4 = _llastema4 = _lastema5 = _llastema5 = _lastema5 = _llastema5 = 0;
- }
- public T3_Series(TSeries source, int period, double vfactor, bool useSMA, bool useNaN) : this(period, vfactor, useSMA, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public T3_Series() : this(period: 0, vfactor: 0.7, useSMA: true, useNaN: false) { }
- public T3_Series(int period) : this(period: period, vfactor: 0.7, useSMA: true, useNaN: false) { }
- public T3_Series(TBars source) : this(source.Close, 0, vfactor: 0.7, useSMA: true, useNaN: false) { }
- public T3_Series(TBars source, int period) : this(source.Close, period, vfactor: 0.7, useSMA: true, useNaN: false) { }
- public T3_Series(TBars source, int period, bool useNaN) : this(source.Close, period, vfactor: 0.7, useSMA: true, useNaN: useNaN) { }
- public T3_Series(TBars source, int period, double vfactor, bool useNaN) : this(source.Close, period, vfactor: vfactor, useSMA: true, useNaN: useNaN) { }
- public T3_Series(TBars source, int period, bool useSMA, bool useNaN) : this(source.Close, period, vfactor: 0.7, useSMA: useSMA, useNaN: useNaN) { }
- public T3_Series(TSeries source) : this(source, 0, vfactor: 0.7, useSMA: true, useNaN: false) { }
- public T3_Series(TSeries source, int period) : this(source: source, period: period, vfactor: 0.7, useSMA: true, useNaN: false) { }
- public T3_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, vfactor: 0.7, useSMA: true, useNaN: useNaN) { }
- public T3_Series(TSeries source, int period, double vfactor) : this(source: source, period: period, vfactor: vfactor, useSMA: true, useNaN: false) { }
- public T3_Series(TSeries source, int period, double vfactor, bool useNaN) : this(source: source, period: period, vfactor: vfactor, useSMA: true, useNaN: useNaN) { }
+ _k = 2.0 / (_period + 1);
+ _k1m = 1.0 - _k;
+ _lastema1 = _llastema1 = _lastema2 = _llastema2 = _lastema3 = _llastema3 = _lastema4 = _llastema4 = _lastema5 = _llastema5 = _lastema5 = _llastema5 = 0;
+ }
+ public T3_Series(TSeries source, int period, double vfactor, bool useSMA, bool useNaN) : this(period, vfactor, useSMA, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public T3_Series() : this(period: 0, vfactor: 0.7, useSMA: true, useNaN: false) { }
+ public T3_Series(int period) : this(period: period, vfactor: 0.7, useSMA: true, useNaN: false) { }
+ public T3_Series(TBars source) : this(source.Close, 0, vfactor: 0.7, useSMA: true, useNaN: false) { }
+ public T3_Series(TBars source, int period) : this(source.Close, period, vfactor: 0.7, useSMA: true, useNaN: false) { }
+ public T3_Series(TBars source, int period, bool useNaN) : this(source.Close, period, vfactor: 0.7, useSMA: true, useNaN: useNaN) { }
+ public T3_Series(TBars source, int period, double vfactor, bool useNaN) : this(source.Close, period, vfactor: vfactor, useSMA: true, useNaN: useNaN) { }
+ public T3_Series(TBars source, int period, bool useSMA, bool useNaN) : this(source.Close, period, vfactor: 0.7, useSMA: useSMA, useNaN: useNaN) { }
+ public T3_Series(TSeries source) : this(source, 0, vfactor: 0.7, useSMA: true, useNaN: false) { }
+ public T3_Series(TSeries source, int period) : this(source: source, period: period, vfactor: 0.7, useSMA: true, useNaN: false) { }
+ public T3_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, vfactor: 0.7, useSMA: true, useNaN: useNaN) { }
+ public T3_Series(TSeries source, int period, double vfactor) : this(source: source, period: period, vfactor: vfactor, useSMA: true, useNaN: false) { }
+ public T3_Series(TSeries source, int period, double vfactor, bool useNaN) : this(source: source, period: period, vfactor: vfactor, useSMA: true, useNaN: useNaN) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- double _ema1, _ema2, _ema3, _ema4, _ema5, _ema6;
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, Double.NaN),update);
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ double _ema1, _ema2, _ema3, _ema4, _ema5, _ema6;
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, Double.NaN), update);
+ }
- if (update) { _lastema1 = _llastema1; _lastema2 = _llastema2; _lastema3 = _llastema3; _lastema4 = _llastema4; _lastema5 = _llastema5; _lastema6 = _llastema6; }
- else { _llastema1 = _lastema1; _llastema2 = _lastema2; _llastema3 = _lastema3; _llastema4 = _lastema4; _llastema5 = _lastema5; _llastema6 = _lastema6; }
+ if (update) { _lastema1 = _llastema1; _lastema2 = _llastema2; _lastema3 = _llastema3; _lastema4 = _llastema4; _lastema5 = _llastema5; _lastema6 = _llastema6; }
+ else { _llastema1 = _lastema1; _llastema2 = _lastema2; _llastema3 = _lastema3; _llastema4 = _lastema4; _llastema5 = _lastema5; _llastema6 = _lastema6; }
- if (_len == 0) { _lastema1 = _lastema2 = _lastema3 = _lastema4 = _lastema5 = _lastema6 = TValue.v; }
-
+ if (_len == 0) { _lastema1 = _lastema2 = _lastema3 = _lastema4 = _lastema5 = _lastema6 = TValue.v; }
- if ((_len < _period) && _useSMA) {
- BufferTrim(_buffer1, TValue.v, _period, update);
- _ema1 = 0;
- for (int i = 0; i < _buffer1.Count; i++) { _ema1 += _buffer1[i]; }
- _ema1 /= _buffer1.Count;
- BufferTrim(_buffer2, _ema1, _period, update);
- _ema2 = 0;
- for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
- _ema2 /= _buffer2.Count;
+ if ((_len < _period) && _useSMA)
+ {
+ BufferTrim(_buffer1, TValue.v, _period, update);
+ _ema1 = 0;
+ for (int i = 0; i < _buffer1.Count; i++) { _ema1 += _buffer1[i]; }
+ _ema1 /= _buffer1.Count;
- BufferTrim(_buffer3, _ema2, _period, update);
- _ema3 = 0;
- for (int i = 0; i < _buffer3.Count; i++) { _ema3 += _buffer3[i]; }
- _ema3 /= _buffer3.Count;
+ BufferTrim(_buffer2, _ema1, _period, update);
+ _ema2 = 0;
+ for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
+ _ema2 /= _buffer2.Count;
- BufferTrim(_buffer4, _ema3, _period, update);
- _ema4 = 0;
- for (int i = 0; i < _buffer4.Count; i++) { _ema4 += _buffer4[i]; }
- _ema4 /= _buffer4.Count;
+ BufferTrim(_buffer3, _ema2, _period, update);
+ _ema3 = 0;
+ for (int i = 0; i < _buffer3.Count; i++) { _ema3 += _buffer3[i]; }
+ _ema3 /= _buffer3.Count;
- BufferTrim(_buffer5, _ema4, _period, update);
- _ema5 = 0;
- for (int i = 0; i < _buffer5.Count; i++) { _ema5 += _buffer5[i]; }
- _ema5 /= _buffer5.Count;
+ BufferTrim(_buffer4, _ema3, _period, update);
+ _ema4 = 0;
+ for (int i = 0; i < _buffer4.Count; i++) { _ema4 += _buffer4[i]; }
+ _ema4 /= _buffer4.Count;
- BufferTrim(_buffer6, _ema5, _period, update);
- _ema6 = 0;
- for (int i = 0; i < _buffer6.Count; i++) { _ema6 += _buffer6[i]; }
- _ema6 /= _buffer6.Count;
- }
- else {
- _ema1 = (TValue.v * this._k) + (this._lastema1 * this._k1m);
- _ema2 = (_ema1 * this._k) + (this._lastema2 * this._k1m);
- _ema3 = (_ema2 * this._k) + (this._lastema3 * this._k1m);
- _ema4 = (_ema3 * this._k) + (this._lastema4 * this._k1m);
- _ema5 = (_ema4 * this._k) + (this._lastema5 * this._k1m);
- _ema6 = (_ema5 * this._k) + (this._lastema6 * this._k1m);
- }
- _len++;
- _lastema1 = _ema1;
- _lastema2 = _ema2;
- _lastema3 = _ema3;
- _lastema4 = _ema4;
- _lastema5 = _ema5;
- _lastema6 = _ema6;
+ BufferTrim(_buffer5, _ema4, _period, update);
+ _ema5 = 0;
+ for (int i = 0; i < _buffer5.Count; i++) { _ema5 += _buffer5[i]; }
+ _ema5 /= _buffer5.Count;
- double _T3 = _c1 * _ema6 + _c2 * _ema5 + _c3 * _ema4 + _c4 * _ema3;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _T3);
- return base.Add(res, update);
- }
+ BufferTrim(_buffer6, _ema5, _period, update);
+ _ema6 = 0;
+ for (int i = 0; i < _buffer6.Count; i++) { _ema6 += _buffer6[i]; }
+ _ema6 /= _buffer6.Count;
+ }
+ else
+ {
+ _ema1 = (TValue.v * this._k) + (this._lastema1 * this._k1m);
+ _ema2 = (_ema1 * this._k) + (this._lastema2 * this._k1m);
+ _ema3 = (_ema2 * this._k) + (this._lastema3 * this._k1m);
+ _ema4 = (_ema3 * this._k) + (this._lastema4 * this._k1m);
+ _ema5 = (_ema4 * this._k) + (this._lastema5 * this._k1m);
+ _ema6 = (_ema5 * this._k) + (this._lastema6 * this._k1m);
+ }
+ _len++;
+ _lastema1 = _ema1;
+ _lastema2 = _ema2;
+ _lastema3 = _ema3;
+ _lastema4 = _ema4;
+ _lastema5 = _ema5;
+ _lastema6 = _ema6;
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ double _T3 = _c1 * _ema6 + _c2 * _ema5 + _c3 * _ema4 + _c4 * _ema3;
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _T3);
+ return base.Add(res, update);
+ }
- //reset calculation
- public override void Reset() {
- _lastema1 = _llastema1 = _lastema2 = _llastema2 = _lastema3 = _llastema3 = _lastema4 = _llastema4 = _lastema5 = _llastema5 = _lastema5 = _llastema5 = 0;
- _buffer1.Clear();
- _buffer2.Clear();
- _buffer3.Clear();
- _buffer4.Clear();
- _buffer5.Clear();
- _buffer6.Clear();
- _len = 0;
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
+
+ //reset calculation
+ public override void Reset()
+ {
+ _lastema1 = _llastema1 = _lastema2 = _llastema2 = _lastema3 = _llastema3 = _lastema4 = _llastema4 = _lastema5 = _llastema5 = _lastema5 = _llastema5 = 0;
+ _buffer1.Clear();
+ _buffer2.Clear();
+ _buffer3.Clear();
+ _buffer4.Clear();
+ _buffer5.Clear();
+ _buffer6.Clear();
+ _len = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/TBars.cs b/Calculations/_Updated/TBars.cs
index 0c0274d4..7b9af4ce 100644
--- a/Calculations/_Updated/TBars.cs
+++ b/Calculations/_Updated/TBars.cs
@@ -12,127 +12,142 @@ TBars class - includes all series for common data used in indicators and other c
public class TBars : System.Collections.Generic.List<(DateTime t, double o, double h, double l, double c, double v)>
{
- public string Name { get; set; }
- private readonly TSeries _open = new("open");
- private readonly TSeries _high = new("high");
- private readonly TSeries _low = new("low");
- private readonly TSeries _close = new("close");
- private readonly TSeries _volume = new("volume");
- private readonly TSeries _hl2 = new("HL2");
- private readonly TSeries _oc2 = new("OC2");
- private readonly TSeries _ohl3 = new("OHL3");
- private readonly TSeries _hlc3 = new("HLC3");
- private readonly TSeries _ohlc4 = new("OHLC4");
- private readonly TSeries _hlcc4 = new("HLCC4");
+ public string Name { get; set; }
+ private readonly TSeries _open = new("open");
+ private readonly TSeries _high = new("high");
+ private readonly TSeries _low = new("low");
+ private readonly TSeries _close = new("close");
+ private readonly TSeries _volume = new("volume");
+ private readonly TSeries _hl2 = new("HL2");
+ private readonly TSeries _oc2 = new("OC2");
+ private readonly TSeries _ohl3 = new("OHL3");
+ private readonly TSeries _hlc3 = new("HLC3");
+ private readonly TSeries _ohlc4 = new("OHLC4");
+ private readonly TSeries _hlcc4 = new("HLCC4");
- public TSeries Open => this._open;
- public TSeries High => this._high;
- public TSeries Low => this._low;
- public TSeries Close => this._close;
- public TSeries Volume => this._volume;
- public TSeries HL2 => this._hl2;
- public TSeries OC2 => this._oc2;
- public TSeries OHL3 => this._ohl3;
- public TSeries HLC3 => this._hlc3;
- public TSeries OHLC4 => this._ohlc4;
- public TSeries HLCC4 => this._hlcc4;
+ public TSeries Open => this._open;
+ public TSeries High => this._high;
+ public TSeries Low => this._low;
+ public TSeries Close => this._close;
+ public TSeries Volume => this._volume;
+ public TSeries HL2 => this._hl2;
+ public TSeries OC2 => this._oc2;
+ public TSeries OHL3 => this._ohl3;
+ public TSeries HLC3 => this._hlc3;
+ public TSeries OHLC4 => this._ohlc4;
+ public TSeries HLCC4 => this._hlcc4;
- public TBars() { }
+ public TBars() { }
- public TBars(string Name) {
- this.Name = Name;
- }
-
- public (DateTime t, double o, double h, double l, double c, double v) Last => this[^1];
- public TBars Tail(int count = 10)
- {
- TBars outBars = new();
- if (count > this.Count) { count = this.Count; }
- for (int i = this.Count - count; i < this.Count; i++) { outBars.Add(this[i]); }
- return outBars;
- }
- public TSeries Select(int source)
- {
- return source switch
+ public TBars(string Name)
{
- 0 => _open,
- 1 => _high,
- 2 => _low,
- 3 => _close,
- 4 => _hl2,
- 5 => _oc2,
- 6 => _ohl3,
- 7 => _hlc3,
- 8 => _ohlc4,
- _ => _hlcc4,
- };
- }
- public static string SelectStr(int source)
- {
- return source switch
- {
- 0 => "Open",
- 1 => "High",
- 2 => "Low",
- 3 => "Close",
- 4 => "HL2",
- 5 => "OC2",
- 6 => "OHL3",
- 7 => "HLC3",
- 8 => "OHLC4",
- _ => "HLCC4",
- };
- }
-
- public virtual (DateTime t, double v) Add((double o, double h, double l, double c, double v) p, bool update = false) =>
- Add((t: (this.Count == 0) ? DateTime.Today : this[^1].t.AddDays(1),p.o,p.h,p.l,p.c,p.v),update);
-
- public virtual (DateTime t, double v) Add(double o, double h, double l, double c, double v, bool update = false) =>
- Add((o,h,l,c,v),update);
-
- public virtual (DateTime t, double v) Add(DateTime t, double o, double h, double l, double c, double v, bool update = false) =>
- this.Add((t, o, h, l, c, v), update);
-
- public virtual (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
- if (update) { this[^1] = TBar; } else { base.Add(TBar); }
-
- _open.Add((TBar.t, TBar.o), update);
- _high.Add((TBar.t, TBar.h), update);
- _low.Add((TBar.t, TBar.l), update);
- _close.Add((TBar.t, TBar.c), update);
- _volume.Add((TBar.t, TBar.v), update);
- _hl2.Add((TBar.t, (TBar.h + TBar.l) * 0.5), update);
- _oc2.Add((TBar.t, (TBar.o + TBar.c) * 0.5), update);
- _ohl3.Add((TBar.t, (TBar.o + TBar.h + TBar.l) * 0.333333333333333), update);
- _hlc3.Add((TBar.t, (TBar.h + TBar.l + TBar.c) * 0.333333333333333), update);
- _ohlc4.Add((TBar.t, (TBar.o + TBar.h + TBar.l + TBar.c) * 0.25), update);
- _hlcc4.Add((TBar.t, (TBar.h + TBar.l + TBar.c + TBar.c) * 0.25), update);
-
- this.OnEvent(update);
- return (TBar.t, (TBar.o + TBar.h + TBar.l + TBar.c) * 0.25);
- }
-
- public delegate void NewDataEventHandler(object source, TSeriesEventArgs args);
- public event NewDataEventHandler Pub;
- protected virtual void OnEvent(bool update = false) { if (Pub != null && Pub.Target != this) {
- Pub(this, new TSeriesEventArgs { update = update }); } }
-
- public void Sub(object source, TSeriesEventArgs e) { TBars ss = (TBars)source; if (ss.Count > 1) {
- for (int i = 0; i < ss.Count; i++) { this.Add(ss[i]); }
- } else {
- this.Add(ss[^1], e.update);
+ this.Name = Name;
}
- }
- /// common helpers
- public static void BufferTrim(System.Collections.Generic.List buffer, double value, int period, bool update) {
- if (!update) {
- buffer.Add(value);
- if (buffer.Count > period && period > 0) { buffer.RemoveAt(0); }
- return;
- }
- buffer[^1] = value;
- }
- public virtual void Reset() {
- }
+ public (DateTime t, double o, double h, double l, double c, double v) Last => this[^1];
+ public TBars Tail(int count = 10)
+ {
+ TBars outBars = new();
+ if (count > this.Count) { count = this.Count; }
+ for (int i = this.Count - count; i < this.Count; i++) { outBars.Add(this[i]); }
+ return outBars;
+ }
+ public TSeries Select(int source)
+ {
+ return source switch
+ {
+ 0 => _open,
+ 1 => _high,
+ 2 => _low,
+ 3 => _close,
+ 4 => _hl2,
+ 5 => _oc2,
+ 6 => _ohl3,
+ 7 => _hlc3,
+ 8 => _ohlc4,
+ _ => _hlcc4,
+ };
+ }
+ public static string SelectStr(int source)
+ {
+ return source switch
+ {
+ 0 => "Open",
+ 1 => "High",
+ 2 => "Low",
+ 3 => "Close",
+ 4 => "HL2",
+ 5 => "OC2",
+ 6 => "OHL3",
+ 7 => "HLC3",
+ 8 => "OHLC4",
+ _ => "HLCC4",
+ };
+ }
+
+ public virtual (DateTime t, double v) Add((double o, double h, double l, double c, double v) p, bool update = false) =>
+ Add((t: (this.Count == 0) ? DateTime.Today : this[^1].t.AddDays(1), p.o, p.h, p.l, p.c, p.v), update);
+
+ public virtual (DateTime t, double v) Add(double o, double h, double l, double c, double v, bool update = false) =>
+ Add((o, h, l, c, v), update);
+
+ public virtual (DateTime t, double v) Add(DateTime t, double o, double h, double l, double c, double v, bool update = false) =>
+ this.Add((t, o, h, l, c, v), update);
+
+ public virtual (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false)
+ {
+ if (update) { this[^1] = TBar; } else { base.Add(TBar); }
+
+ _open.Add((TBar.t, TBar.o), update);
+ _high.Add((TBar.t, TBar.h), update);
+ _low.Add((TBar.t, TBar.l), update);
+ _close.Add((TBar.t, TBar.c), update);
+ _volume.Add((TBar.t, TBar.v), update);
+ _hl2.Add((TBar.t, (TBar.h + TBar.l) * 0.5), update);
+ _oc2.Add((TBar.t, (TBar.o + TBar.c) * 0.5), update);
+ _ohl3.Add((TBar.t, (TBar.o + TBar.h + TBar.l) * 0.333333333333333), update);
+ _hlc3.Add((TBar.t, (TBar.h + TBar.l + TBar.c) * 0.333333333333333), update);
+ _ohlc4.Add((TBar.t, (TBar.o + TBar.h + TBar.l + TBar.c) * 0.25), update);
+ _hlcc4.Add((TBar.t, (TBar.h + TBar.l + TBar.c + TBar.c) * 0.25), update);
+
+ this.OnEvent(update);
+ return (TBar.t, (TBar.o + TBar.h + TBar.l + TBar.c) * 0.25);
+ }
+
+ public delegate void NewDataEventHandler(object source, TSeriesEventArgs args);
+ public event NewDataEventHandler Pub;
+ protected virtual void OnEvent(bool update = false)
+ {
+ if (Pub != null && Pub.Target != this)
+ {
+ Pub(this, new TSeriesEventArgs { update = update });
+ }
+ }
+
+ public void Sub(object source, TSeriesEventArgs e)
+ {
+ TBars ss = (TBars)source; if (ss.Count > 1)
+ {
+ for (int i = 0; i < ss.Count; i++) { this.Add(ss[i]); }
+ }
+ else
+ {
+ this.Add(ss[^1], e.update);
+ }
+ }
+
+ /// common helpers
+ public static void BufferTrim(System.Collections.Generic.List buffer, double value, int period, bool update)
+ {
+ if (!update)
+ {
+ buffer.Add(value);
+ if (buffer.Count > period && period > 0) { buffer.RemoveAt(0); }
+ return;
+ }
+ buffer[^1] = value;
+ }
+ public virtual void Reset()
+ {
+ }
}
diff --git a/Calculations/_Updated/TEMA_Series.cs b/Calculations/_Updated/TEMA_Series.cs
index f48019fa..88218161 100644
--- a/Calculations/_Updated/TEMA_Series.cs
+++ b/Calculations/_Updated/TEMA_Series.cs
@@ -18,103 +18,117 @@ Remark:
*/
-public class TEMA_Series : TSeries {
- private double _k;
- private double _sum, _oldsum;
- private double _lastema1, _oldema1, _lastema2, _oldema2, _lastema3, _oldema3;
- private int _len;
- private readonly bool _useSMA;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class TEMA_Series : TSeries
+{
+ private double _k;
+ private double _sum, _oldsum;
+ private double _lastema1, _oldema1, _lastema2, _oldema2, _lastema3, _oldema3;
+ private int _len;
+ private readonly bool _useSMA;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
-//core constructor
- public TEMA_Series(int period, bool useNaN, bool useSMA) {
- _period = period;
- _NaN = useNaN;
- _useSMA = useSMA;
- Name = $"TEMA({period})";
- _k = 2.0 / (_period + 1);
- _len = 0;
- _sum = _oldsum = _lastema1 = _lastema2 = _lastema3 = 0;
- }
- public TEMA_Series() : this(0, false, true) {}
- public TEMA_Series(int period) : this(period, false, true) {}
- public TEMA_Series(TBars source) : this(source.Close, 0, false) {}
- public TEMA_Series(TBars source, int period) : this(source.Close, period, false) {}
- public TEMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) {}
- public TEMA_Series(TSeries source, int period) : this(source, period, false, true) {}
- public TEMA_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) {}
- public TEMA_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
-
-// core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (update) {
- _lastema1 = _oldema1;
- _lastema2 = _oldema2;
- _lastema3 = _oldema3;
- _sum = _oldsum;
- }
- else {
- _oldema1 = _lastema1;
- _oldema2 = _lastema2;
- _oldema3 = _lastema3;
- _oldsum = _sum;
- _len++;
- }
+ //core constructor
+ public TEMA_Series(int period, bool useNaN, bool useSMA)
+ {
+ _period = period;
+ _NaN = useNaN;
+ _useSMA = useSMA;
+ Name = $"TEMA({period})";
+ _k = 2.0 / (_period + 1);
+ _len = 0;
+ _sum = _oldsum = _lastema1 = _lastema2 = _lastema3 = 0;
+ }
+ public TEMA_Series() : this(0, false, true) { }
+ public TEMA_Series(int period) : this(period, false, true) { }
+ public TEMA_Series(TBars source) : this(source.Close, 0, false) { }
+ public TEMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public TEMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public TEMA_Series(TSeries source, int period) : this(source, period, false, true) { }
+ public TEMA_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) { }
+ public TEMA_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
- if (_period == 0) { _k = 2.0 / (_len + 1); }
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (update)
+ {
+ _lastema1 = _oldema1;
+ _lastema2 = _oldema2;
+ _lastema3 = _oldema3;
+ _sum = _oldsum;
+ }
+ else
+ {
+ _oldema1 = _lastema1;
+ _oldema2 = _lastema2;
+ _oldema3 = _lastema3;
+ _oldsum = _sum;
+ _len++;
+ }
- double _ema1, _ema2, _ema3, _tema;
- if (this.Count == 0) {
- _ema1 = _ema2 = _ema3 =_sum = TValue.v;
- }
- else if (_len <= _period && _useSMA && _period != 0) {
- _sum += TValue.v;
- _ema1 = _sum / Math.Min(_len, _period);
- _ema2 = _ema1;
- _ema3 = _ema2;
- }
- else {
- _ema1 = (TValue.v - _lastema1) * _k + _lastema1;
- _ema2 = (_ema1 - _lastema2) * _k + _lastema2;
- _ema3 = (_ema2 - _lastema3) * _k + _lastema3;
- }
+ if (_period == 0) { _k = 2.0 / (_len + 1); }
- _tema = (3 * (_ema1 - _ema2)) + _ema3;
+ double _ema1, _ema2, _ema3, _tema;
+ if (this.Count == 0)
+ {
+ _ema1 = _ema2 = _ema3 = _sum = TValue.v;
+ }
+ else if (_len <= _period && _useSMA && _period != 0)
+ {
+ _sum += TValue.v;
+ _ema1 = _sum / Math.Min(_len, _period);
+ _ema2 = _ema1;
+ _ema3 = _ema2;
+ }
+ else
+ {
+ _ema1 = (TValue.v - _lastema1) * _k + _lastema1;
+ _ema2 = (_ema1 - _lastema2) * _k + _lastema2;
+ _ema3 = (_ema2 - _lastema3) * _k + _lastema3;
+ }
- _lastema1 = Double.IsNaN(_ema1)?_lastema1:_ema1;
- _lastema2 = Double.IsNaN(_ema2)?_lastema2:_ema2;
- _lastema3 = Double.IsNaN(_ema3) ? _lastema3 : _ema3;
+ _tema = (3 * (_ema1 - _ema2)) + _ema3;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _tema);
- return base.Add(res, update);
- }
-
-//variation of Add()
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
-
- //reset calculation
- public override void Reset() {
- _sum = _oldsum = _lastema1 = _lastema2 = 0;
- _len = 0;
- }
+ _lastema1 = Double.IsNaN(_ema1) ? _lastema1 : _ema1;
+ _lastema2 = Double.IsNaN(_ema2) ? _lastema2 : _ema2;
+ _lastema3 = Double.IsNaN(_ema3) ? _lastema3 : _ema3;
+
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _tema);
+ return base.Add(res, update);
+ }
+
+ //variation of Add()
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
+
+ //reset calculation
+ public override void Reset()
+ {
+ _sum = _oldsum = _lastema1 = _lastema2 = 0;
+ _len = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/TRIMA_Series.cs b/Calculations/_Updated/TRIMA_Series.cs
index 050a4b88..703f594d 100644
--- a/Calculations/_Updated/TRIMA_Series.cs
+++ b/Calculations/_Updated/TRIMA_Series.cs
@@ -15,70 +15,80 @@ Remark:
*/
-public class TRIMA_Series : TSeries {
- private readonly int _p1a, _p1b;
- private readonly SMA_Series sma, trima;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class TRIMA_Series : TSeries
+{
+ private readonly int _p1a, _p1b;
+ private readonly SMA_Series sma, trima;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public TRIMA_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"xMA({period})";
- _p1a = (int)Math.Floor((period * 0.5) + 1);
- _p1b = (int)Math.Ceiling(0.5 * period);
- sma = new(_p1a);
- trima = new(_p1b);
+ //core constructors
+ public TRIMA_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"xMA({period})";
+ _p1a = (int)Math.Floor((period * 0.5) + 1);
+ _p1b = (int)Math.Ceiling(0.5 * period);
+ sma = new(_p1a);
+ trima = new(_p1b);
- }
- public TRIMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public TRIMA_Series() : this(period: 0, useNaN: false) { }
- public TRIMA_Series(int period) : this(period: period, useNaN: false) { }
- public TRIMA_Series(TBars source) : this(source.Close, 0, false) { }
- public TRIMA_Series(TBars source, int period) : this(source.Close, period, false) { }
- public TRIMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public TRIMA_Series(TSeries source) : this(source, 0, false) { }
- public TRIMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ }
+ public TRIMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public TRIMA_Series() : this(period: 0, useNaN: false) { }
+ public TRIMA_Series(int period) : this(period: period, useNaN: false) { }
+ public TRIMA_Series(TBars source) : this(source.Close, 0, false) { }
+ public TRIMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public TRIMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public TRIMA_Series(TSeries source) : this(source, 0, false) { }
+ public TRIMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, Double.NaN), update);
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, Double.NaN), update);
+ }
- var _sma = sma.Add(TValue, update);
- var _trima = trima.Add(_sma, update);
+ var _sma = sma.Add(TValue, update);
+ var _trima = trima.Add(_sma, update);
- var res = (_trima.t, Count < _period - 1 && _NaN ? double.NaN : _trima.v);
- return base.Add(res, update);
- }
+ var res = (_trima.t, Count < _period - 1 && _NaN ? double.NaN : _trima.v);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- sma.Reset();
- trima.Reset();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ sma.Reset();
+ trima.Reset();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/TRIX_Series.cs b/Calculations/_Updated/TRIX_Series.cs
index f955bf04..049c23da 100644
--- a/Calculations/_Updated/TRIX_Series.cs
+++ b/Calculations/_Updated/TRIX_Series.cs
@@ -14,105 +14,119 @@ Sources:
*/
-public class TRIX_Series : TSeries {
- private readonly double _k;
- private readonly System.Collections.Generic.List _buffer1 = new();
- private readonly System.Collections.Generic.List _buffer2 = new();
- private readonly System.Collections.Generic.List _buffer3 = new();
- private double _lastema1, _lastema2, _lastema3;
- private double _llastema1, _llastema2, _llastema3;
- private int _len;
- private readonly bool _useSMA;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class TRIX_Series : TSeries
+{
+ private readonly double _k;
+ private readonly System.Collections.Generic.List _buffer1 = new();
+ private readonly System.Collections.Generic.List _buffer2 = new();
+ private readonly System.Collections.Generic.List _buffer3 = new();
+ private double _lastema1, _lastema2, _lastema3;
+ private double _llastema1, _llastema2, _llastema3;
+ private int _len;
+ private readonly bool _useSMA;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
-//core constructors
+ //core constructors
- public TRIX_Series(int period, bool useNaN, bool useSMA) {
- _period = period;
- _NaN = useNaN;
- _useSMA = useSMA;
- Name = $"TRIX({period})";
- _k = 2.0 / (_period + 1);
- _len = 0;
- _lastema1 = _llastema1 = _lastema2 = _llastema2 = _lastema3 = _llastema3 = 0;
- }
- public TRIX_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public TRIX_Series() : this(0, false, true) {}
- public TRIX_Series(int period) : this(period, false, true) {}
- public TRIX_Series(TBars source) : this(source.Close, 0, false) {}
- public TRIX_Series(TBars source, int period) : this(source.Close, period, false) {}
- public TRIX_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) {}
- public TRIX_Series(TSeries source, int period) : this(source, period, false, true) {}
- public TRIX_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) {}
+ public TRIX_Series(int period, bool useNaN, bool useSMA)
+ {
+ _period = period;
+ _NaN = useNaN;
+ _useSMA = useSMA;
+ Name = $"TRIX({period})";
+ _k = 2.0 / (_period + 1);
+ _len = 0;
+ _lastema1 = _llastema1 = _lastema2 = _llastema2 = _lastema3 = _llastema3 = 0;
+ }
+ public TRIX_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public TRIX_Series() : this(0, false, true) { }
+ public TRIX_Series(int period) : this(period, false, true) { }
+ public TRIX_Series(TBars source) : this(source.Close, 0, false) { }
+ public TRIX_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public TRIX_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public TRIX_Series(TSeries source, int period) : this(source, period, false, true) { }
+ public TRIX_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (double.IsNaN(TValue.v)) {
- return base.Add((TValue.t, Double.NaN), update);
- }
- if (_len == 0) { _lastema1 = _lastema2 = _lastema3 = TValue.v; }
- if (update) { _lastema1 = _llastema1; _lastema2 = _llastema2; _lastema3 = _llastema3; }
- else { _llastema1 = _lastema1; _llastema2 = _lastema2; _llastema3 = _lastema3; _len++;
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (double.IsNaN(TValue.v))
+ {
+ return base.Add((TValue.t, Double.NaN), update);
+ }
+ if (_len == 0) { _lastema1 = _lastema2 = _lastema3 = TValue.v; }
+ if (update) { _lastema1 = _llastema1; _lastema2 = _llastema2; _lastema3 = _llastema3; }
+ else
+ {
+ _llastema1 = _lastema1; _llastema2 = _lastema2; _llastema3 = _lastema3; _len++;
+ }
- double _ema1, _ema2, _ema3;
- if ((this.Count < _period) && _useSMA) {
- BufferTrim(_buffer1, TValue.v, _period, update);
- _ema1 = 0;
- for (int i = 0; i < _buffer1.Count; i++) { _ema1 += _buffer1[i]; }
- _ema1 /= _buffer1.Count;
+ double _ema1, _ema2, _ema3;
+ if ((this.Count < _period) && _useSMA)
+ {
+ BufferTrim(_buffer1, TValue.v, _period, update);
+ _ema1 = 0;
+ for (int i = 0; i < _buffer1.Count; i++) { _ema1 += _buffer1[i]; }
+ _ema1 /= _buffer1.Count;
- BufferTrim(_buffer2, _ema1, _period, update);
- _ema2 = 0;
- for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
- _ema2 /= _buffer2.Count;
+ BufferTrim(_buffer2, _ema1, _period, update);
+ _ema2 = 0;
+ for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
+ _ema2 /= _buffer2.Count;
- BufferTrim(_buffer3, _ema2, _period, update);
- _ema3 = 0;
- for (int i = 0; i < _buffer3.Count; i++) { _ema3 += _buffer3[i]; }
- _ema3 /= _buffer3.Count;
- }
- else {
- _ema1 = (TValue.v - _lastema1) * _k + _lastema1;
- _ema2 = (_ema1 - _lastema2) * _k + _lastema2;
- _ema3 = (_ema2 - _lastema3) * _k + _lastema3;
- }
- double _trix = 100 * (_ema3 - _lastema3) / _lastema3;
- _lastema1 = _ema1;
- _lastema2 = _ema2;
- _lastema3 = _ema3;
+ BufferTrim(_buffer3, _ema2, _period, update);
+ _ema3 = 0;
+ for (int i = 0; i < _buffer3.Count; i++) { _ema3 += _buffer3[i]; }
+ _ema3 /= _buffer3.Count;
+ }
+ else
+ {
+ _ema1 = (TValue.v - _lastema1) * _k + _lastema1;
+ _ema2 = (_ema1 - _lastema2) * _k + _lastema2;
+ _ema3 = (_ema2 - _lastema3) * _k + _lastema3;
+ }
+ double _trix = 100 * (_ema3 - _lastema3) / _lastema3;
+ _lastema1 = _ema1;
+ _lastema2 = _ema2;
+ _lastema3 = _ema3;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _trix);
- return base.Add(res, update);
- }
-
-//variation of Add()
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
-
- //reset calculation
- public override void Reset() {
- _len = 0;
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _trix);
+ return base.Add(res, update);
+ }
+
+ //variation of Add()
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
+
+ //reset calculation
+ public override void Reset()
+ {
+ _len = 0;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/TR_Series.cs b/Calculations/_Updated/TR_Series.cs
index 9365d5f6..308e08e8 100644
--- a/Calculations/_Updated/TR_Series.cs
+++ b/Calculations/_Updated/TR_Series.cs
@@ -18,62 +18,74 @@ Sources:
*/
-public class TR_Series : TSeries {
- protected readonly TBars _data;
- private double _cm1, _cm1_o;
+public class TR_Series : TSeries
+{
+ protected readonly TBars _data;
+ private double _cm1, _cm1_o;
- //core constructors
- public TR_Series() {
- Name = $"TR()";
- _cm1 = _cm1_o = double.NaN;
- }
- public TR_Series(TBars source) {
- _data = source;
- Name = $"TR({(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _cm1 = _cm1_o = double.NaN;
- _data.Pub += Sub;
- Add(data: _data);
- }
+ //core constructors
+ public TR_Series()
+ {
+ Name = $"TR()";
+ _cm1 = _cm1_o = double.NaN;
+ }
+ public TR_Series(TBars source)
+ {
+ _data = source;
+ Name = $"TR({(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _cm1 = _cm1_o = double.NaN;
+ _data.Pub += Sub;
+ Add(data: _data);
+ }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false)
+ {
- if (update) {
- _cm1 = _cm1_o;
- }
- else {
- _cm1_o = _cm1;
- }
+ if (update)
+ {
+ _cm1 = _cm1_o;
+ }
+ else
+ {
+ _cm1_o = _cm1;
+ }
- if (_cm1 is double.NaN) {
- _cm1 = TBar.c;
- }
+ if (_cm1 is double.NaN)
+ {
+ _cm1 = TBar.c;
+ }
- double d1 = Math.Abs(TBar.h - TBar.l);
- double d2 = Math.Abs(_cm1 - TBar.h);
- double d3 = Math.Abs(_cm1 - TBar.l);
- _cm1 = TBar.c;
- var ret = (TBar.t, Math.Max(d1, Math.Max(d2, d3)));
- return base.Add(ret, update);
+ double d1 = Math.Abs(TBar.h - TBar.l);
+ double d2 = Math.Abs(_cm1 - TBar.h);
+ double d3 = Math.Abs(_cm1 - TBar.l);
+ _cm1 = TBar.c;
+ var ret = (TBar.t, Math.Max(d1, Math.Max(d2, d3)));
+ return base.Add(ret, update);
- }
+ }
- public new void Add(TBars data) {
- foreach (var item in data) { Add(item, false); }
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TBar: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TBar: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TBar: _data.Last, update: e.update);
- }
+ public new void Add(TBars data)
+ {
+ foreach (var item in data) { Add(item, false); }
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TBar: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TBar: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TBar: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _cm1 = _cm1_o = double.NaN;
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _cm1 = _cm1_o = double.NaN;
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/TSeries.cs b/Calculations/_Updated/TSeries.cs
index 4a8a6312..00ba50a2 100644
--- a/Calculations/_Updated/TSeries.cs
+++ b/Calculations/_Updated/TSeries.cs
@@ -15,103 +15,123 @@ TSeries is the cornerstone of all QuanTAlib classes.
- includes publishing and subscribing methods that attach to events
*/
-public class TSeriesEventArgs : EventArgs {
- public bool update { get; set; }
+public class TSeriesEventArgs : EventArgs
+{
+ public bool update { get; set; }
}
-public class TSeries : List<(DateTime t, double v)> {
- private readonly (DateTime t, double v) Default = (DateTime.MinValue, double.NaN);
- public IEnumerable t => this.Select(item => item.t);
- public IEnumerable v => this.Select(item => item.v);
- public (DateTime t, double v) Last => Count > 0 ? this[^1] : Default;
+public class TSeries : List<(DateTime t, double v)>
+{
+ private readonly (DateTime t, double v) Default = (DateTime.MinValue, double.NaN);
+ public IEnumerable t => this.Select(item => item.t);
+ public IEnumerable v => this.Select(item => item.v);
+ public (DateTime t, double v) Last => Count > 0 ? this[^1] : Default;
- public int Length => Count;
- public string Name { get; set; }
- public int Keep = 0;
+ public int Length => Count;
+ public string Name { get; set; }
+ public int Keep = 0;
- public TSeries() {
- this.Name = "data";
- }
+ public TSeries()
+ {
+ this.Name = "data";
+ }
- public TSeries(string Name) {
- this.Name = Name;
- }
+ public TSeries(string Name)
+ {
+ this.Name = Name;
+ }
- public virtual (DateTime t, double v) Add(double v, bool update = false) {
- return Add((t: Count == 0 ? DateTime.Today : this[^1].t.AddDays(1), v), update);
- }
+ public virtual (DateTime t, double v) Add(double v, bool update = false)
+ {
+ return Add((t: Count == 0 ? DateTime.Today : this[^1].t.AddDays(1), v), update);
+ }
- public virtual (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- if (update) {
- this[^1] = TValue;
- }
- else {
- base.Add(TValue);
- }
+ public virtual (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ if (update)
+ {
+ this[^1] = TValue;
+ }
+ else
+ {
+ base.Add(TValue);
+ }
- OnEvent(update);
- return TValue;
- }
+ OnEvent(update);
+ return TValue;
+ }
- public virtual (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
- if (update) {
- this[this.Count - 1] = (TBar.t, TBar.c);
- }
- else {
- base.Add((TBar.t, TBar.c));
- }
+ public virtual (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false)
+ {
+ if (update)
+ {
+ this[this.Count - 1] = (TBar.t, TBar.c);
+ }
+ else
+ {
+ base.Add((TBar.t, TBar.c));
+ }
- OnEvent(update);
- return (TBar.t, TBar.c);
- }
+ OnEvent(update);
+ return (TBar.t, TBar.c);
+ }
- public virtual (DateTime t, double v) Add(TSeries data) {
- foreach (var item in data) { Add(item); }
- return data.Last;
- }
+ public virtual (DateTime t, double v) Add(TSeries data)
+ {
+ foreach (var item in data) { Add(item); }
+ return data.Last;
+ }
- public virtual (DateTime t, double v) Add(TBars data) {
- foreach (var item in data) { Add(item.c, false); }
- return (data.Last.t, data.Last.c);
- }
+ public virtual (DateTime t, double v) Add(TBars data)
+ {
+ foreach (var item in data) { Add(item.c, false); }
+ return (data.Last.t, data.Last.c);
+ }
- public void Sub(object source, TSeriesEventArgs e) {
- var data = (TSeries) source;
- if (data == null) { return; }
- foreach (var item in data) { Add(item); }
- }
+ public void Sub(object source, TSeriesEventArgs e)
+ {
+ var data = (TSeries)source;
+ if (data == null) { return; }
+ foreach (var item in data) { Add(item); }
+ }
- public delegate void NewEventHandler(object source, TSeriesEventArgs args);
+ public delegate void NewEventHandler(object source, TSeriesEventArgs args);
- public event NewEventHandler Pub;
+ public event NewEventHandler Pub;
- protected virtual void OnEvent(bool update = false)
- {
- if (Keep > 0) {
- TrimToSize(keep:Keep);
- }
- Pub?.Invoke(this, new TSeriesEventArgs {update = update});
- }
+ protected virtual void OnEvent(bool update = false)
+ {
+ if (Keep > 0)
+ {
+ TrimToSize(keep: Keep);
+ }
+ Pub?.Invoke(this, new TSeriesEventArgs { update = update });
+ }
- /// common helpers
- public static void BufferTrim(List buffer, double value, int period, bool update) {
- if (!update) {
- buffer.Add(value);
- if (buffer.Count > period && period > 0) { buffer.RemoveAt(0); }
- return;
- }
- buffer[^1] = value;
- }
- public virtual void Reset() {
- }
+ /// common helpers
+ public static void BufferTrim(List buffer, double value, int period, bool update)
+ {
+ if (!update)
+ {
+ buffer.Add(value);
+ if (buffer.Count > period && period > 0) { buffer.RemoveAt(0); }
+ return;
+ }
+ buffer[^1] = value;
+ }
+ public virtual void Reset()
+ {
+ }
- public void TrimToSize(int keep) {
- if (keep >= this.Count) {
- return; // No need to trim if the series is already smaller than or equal to n
- }
+ public void TrimToSize(int keep)
+ {
+ if (keep >= this.Count)
+ {
+ return; // No need to trim if the series is already smaller than or equal to n
+ }
- // Remove elements from the beginning of the list
- int elementsToRemove = this.Count - keep;
- RemoveRange(0, elementsToRemove);
- }
+ // Remove elements from the beginning of the list
+ int elementsToRemove = this.Count - keep;
+ RemoveRange(0, elementsToRemove);
+ }
}
diff --git a/Calculations/_Updated/VAR_Series.cs b/Calculations/_Updated/VAR_Series.cs
index fcd0caba..20b7a556 100644
--- a/Calculations/_Updated/VAR_Series.cs
+++ b/Calculations/_Updated/VAR_Series.cs
@@ -18,64 +18,73 @@ Remark:
*/
-public class VAR_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class VAR_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public VAR_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"VAR({period})";
- }
- public VAR_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public VAR_Series() : this(period: 0, useNaN: false) { }
- public VAR_Series(int period) : this(period: period, useNaN: false) { }
- public VAR_Series(TBars source) : this(source.Close, 0, false) { }
- public VAR_Series(TBars source, int period) : this(source.Close, period, false) { }
- public VAR_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public VAR_Series(TSeries source) : this(source, 0, false) { }
- public VAR_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public VAR_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"VAR({period})";
+ }
+ public VAR_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public VAR_Series() : this(period: 0, useNaN: false) { }
+ public VAR_Series(int period) : this(period: period, useNaN: false) { }
+ public VAR_Series(TBars source) : this(source.Close, 0, false) { }
+ public VAR_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public VAR_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public VAR_Series(TSeries source) : this(source, 0, false) { }
+ public VAR_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _sma = _buffer.Average();
+ double _sma = _buffer.Average();
- double _pvar = 0;
- for (int i = 0; i < _buffer.Count; i++) { _pvar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
- _pvar /= this._buffer.Count;
+ double _pvar = 0;
+ for (int i = 0; i < _buffer.Count; i++) { _pvar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
+ _pvar /= this._buffer.Count;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _pvar);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _pvar);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/WMAPE_Series.cs b/Calculations/_Updated/WMAPE_Series.cs
index bbbdeee4..7dfc95cb 100644
--- a/Calculations/_Updated/WMAPE_Series.cs
+++ b/Calculations/_Updated/WMAPE_Series.cs
@@ -15,68 +15,78 @@ Sources:
*/
-public class WMAPE_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class WMAPE_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public WMAPE_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"WMAPE({period})";
- }
- public WMAPE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public WMAPE_Series() : this(period: 0, useNaN: false) { }
- public WMAPE_Series(int period) : this(period: period, useNaN: false) { }
- public WMAPE_Series(TBars source) : this(source.Close, 0, false) { }
- public WMAPE_Series(TBars source, int period) : this(source.Close, period, false) { }
- public WMAPE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public WMAPE_Series(TSeries source) : this(source, 0, false) { }
- public WMAPE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public WMAPE_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"WMAPE({period})";
+ }
+ public WMAPE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public WMAPE_Series() : this(period: 0, useNaN: false) { }
+ public WMAPE_Series(int period) : this(period: period, useNaN: false) { }
+ public WMAPE_Series(TBars source) : this(source.Close, 0, false) { }
+ public WMAPE_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public WMAPE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public WMAPE_Series(TSeries source) : this(source, 0, false) { }
+ public WMAPE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- double _sma = _buffer.Average();
+ double _sma = _buffer.Average();
- double _div = 0;
- double _wmape = 0;
- for (int i = 0; i < _buffer.Count; i++) {
- _wmape += Math.Abs(_buffer[i] - _sma);
- _div += Math.Abs(_buffer[i]);
- }
- _wmape = (_div != 0) ? _wmape / _div : double.PositiveInfinity;
+ double _div = 0;
+ double _wmape = 0;
+ for (int i = 0; i < _buffer.Count; i++)
+ {
+ _wmape += Math.Abs(_buffer[i] - _sma);
+ _div += Math.Abs(_buffer[i]);
+ }
+ _wmape = (_div != 0) ? _wmape / _div : double.PositiveInfinity;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _wmape);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _wmape);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/WMA_Series.cs b/Calculations/_Updated/WMA_Series.cs
index f423e3ca..957660fd 100644
--- a/Calculations/_Updated/WMA_Series.cs
+++ b/Calculations/_Updated/WMA_Series.cs
@@ -17,88 +17,101 @@ Sources:
*/
-public class WMA_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- private System.Collections.Generic.List _weights;
- protected int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- protected int _len;
- public int Len {
- get { return _len; }
- set { _len = value; }
- }
+public class WMA_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ private System.Collections.Generic.List _weights;
+ protected int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ protected int _len;
+ public int Len
+ {
+ get { return _len; }
+ set { _len = value; }
+ }
- //core constructors
- public WMA_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"WMA({period})";
- _len = 1;
- _weights = CalculateWeights(_period);
- }
- public WMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public WMA_Series() : this(period: 0, useNaN: false) { }
- public WMA_Series(int period) : this(period: period, useNaN: false) { }
- public WMA_Series(TBars source) : this(source.Close, 0, false) { }
- public WMA_Series(TBars source, int period) : this(source.Close, period, false) { }
- public WMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public WMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public WMA_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"WMA({period})";
+ _len = 1;
+ _weights = CalculateWeights(_period);
+ }
+ public WMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public WMA_Series() : this(period: 0, useNaN: false) { }
+ public WMA_Series(int period) : this(period: period, useNaN: false) { }
+ public WMA_Series(TBars source) : this(source.Close, 0, false) { }
+ public WMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public WMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public WMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update=false) {
- BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- if (_period == 0) {
- _weights = CalculateWeights(_len);
- _len++;
- }
- double _wma = 0;
- double totalWeights = (_buffer.Count * (_buffer.Count + 1)) * 0.5;
- object lockObj = new object();
- Parallel.For(0, _buffer.Count, i =>
- {
- double temp = _buffer[i] * this._weights[i];
- lock (lockObj) { _wma += temp; }
- });
- _wma /= totalWeights;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _wma);
- return base.Add(res, update);
- }
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
+ if (_period == 0)
+ {
+ _weights = CalculateWeights(_len);
+ _len++;
+ }
+ double _wma = 0;
+ double totalWeights = (_buffer.Count * (_buffer.Count + 1)) * 0.5;
+ object lockObj = new object();
+ Parallel.For(0, _buffer.Count, i =>
+ {
+ double temp = _buffer[i] * this._weights[i];
+ lock (lockObj) { _wma += temp; }
+ });
+ _wma /= totalWeights;
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _wma);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //calculating weights
- private static List CalculateWeights(int period) {
- List weights = new List(period);
- for (int i = 0; i < period; i++) {
- weights.Add(i + 1);
- }
- return weights;
- }
+ //calculating weights
+ private static List CalculateWeights(int period)
+ {
+ List weights = new List(period);
+ for (int i = 0; i < period; i++)
+ {
+ weights.Add(i + 1);
+ }
+ return weights;
+ }
- //reset calculation
- public override void Reset() {
- _len = 0;
- _weights = CalculateWeights(_period);
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _len = 0;
+ _weights = CalculateWeights(_period);
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/ZLEMA_Series.cs b/Calculations/_Updated/ZLEMA_Series.cs
index 0f7cd56c..d0c2158d 100644
--- a/Calculations/_Updated/ZLEMA_Series.cs
+++ b/Calculations/_Updated/ZLEMA_Series.cs
@@ -21,75 +21,85 @@ Remark:
*/
-public class ZLEMA_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- private int _len;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- private readonly EMA_Series _ema;
+public class ZLEMA_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ private int _len;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ private readonly EMA_Series _ema;
- //core constructor
- public ZLEMA_Series(int period, bool useNaN, bool useSMA) {
- _period = period;
- _NaN = useNaN;
- Name = $"ZLEMA({period})";
- _len = 1;
- _ema = new(period);
- }
- //generic constructors (source)
+ //core constructor
+ public ZLEMA_Series(int period, bool useNaN, bool useSMA)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"ZLEMA({period})";
+ _len = 1;
+ _ema = new(period);
+ }
+ //generic constructors (source)
- public ZLEMA_Series() : this(0, false, true) { }
- public ZLEMA_Series(int period) : this(period, false, true) { }
- public ZLEMA_Series(TBars source) : this(source.Close, 0, false) { }
- public ZLEMA_Series(TBars source, int period) : this(source.Close, period, false) { }
- public ZLEMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public ZLEMA_Series(TSeries source, int period) : this(source, period, false, true) { }
- public ZLEMA_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) { }
- public ZLEMA_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
+ public ZLEMA_Series() : this(0, false, true) { }
+ public ZLEMA_Series(int period) : this(period, false, true) { }
+ public ZLEMA_Series(TBars source) : this(source.Close, 0, false) { }
+ public ZLEMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public ZLEMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public ZLEMA_Series(TSeries source, int period) : this(source, period, false, true) { }
+ public ZLEMA_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) { }
+ public ZLEMA_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- int _lag;
- if (_period == 0) {
- _lag = (int)((_len - 1) * 0.5);
- _len++;
- }
- else { _lag = (int)((_period - 1) * 0.5); }
- _lag = Math.Min(_lag, _buffer.Count - 1);
- _lag = Math.Max(_lag, 0) + 1;
- double _zlValue = 2 * TValue.v - _buffer[^_lag];
- double _zlema = _ema.Add((TValue.t, _zlValue), update).v;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _zlema);
- return base.Add(res, update);
- }
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
+ int _lag;
+ if (_period == 0)
+ {
+ _lag = (int)((_len - 1) * 0.5);
+ _len++;
+ }
+ else { _lag = (int)((_period - 1) * 0.5); }
+ _lag = Math.Min(_lag, _buffer.Count - 1);
+ _lag = Math.Max(_lag, 0) + 1;
+ double _zlValue = 2 * TValue.v - _buffer[^_lag];
+ double _zlema = _ema.Add((TValue.t, _zlValue), update).v;
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _zlema);
+ return base.Add(res, update);
+ }
- //variation of Add()
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
+ //variation of Add()
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- _ema.Reset();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ _ema.Reset();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/ZL_Series.cs b/Calculations/_Updated/ZL_Series.cs
index 033088e4..f7f6088b 100644
--- a/Calculations/_Updated/ZL_Series.cs
+++ b/Calculations/_Updated/ZL_Series.cs
@@ -17,74 +17,84 @@ Sources:
*/
-public class ZL_Series: TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- private int _len;
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
- private readonly EMA_Series _ema;
+public class ZL_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ private int _len;
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
+ private readonly EMA_Series _ema;
- //core constructor
- public ZL_Series(int period, bool useNaN, bool useSMA) {
- _period = period;
- _NaN = useNaN;
- Name = $"ZL({period})";
- _len = 1;
- _ema = new(period);
- }
- //generic constructors (source)
+ //core constructor
+ public ZL_Series(int period, bool useNaN, bool useSMA)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"ZL({period})";
+ _len = 1;
+ _ema = new(period);
+ }
+ //generic constructors (source)
- public ZL_Series() : this(0, false, true) { }
- public ZL_Series(int period) : this(period, false, true) { }
- public ZL_Series(TBars source) : this(source.Close, 0, false) { }
- public ZL_Series(TBars source, int period) : this(source.Close, period, false) { }
- public ZL_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public ZL_Series(TSeries source, int period) : this(source, period, false, true) { }
- public ZL_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) { }
- public ZL_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
+ public ZL_Series() : this(0, false, true) { }
+ public ZL_Series(int period) : this(period, false, true) { }
+ public ZL_Series(TBars source) : this(source.Close, 0, false) { }
+ public ZL_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public ZL_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public ZL_Series(TSeries source, int period) : this(source, period, false, true) { }
+ public ZL_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) { }
+ public ZL_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
- int _lag;
- if (_period == 0) {
- _lag = (int)((_len - 1) * 0.5);
- _len++;
- }
- else { _lag = (int)((_period - 1) * 0.5); }
- _lag = Math.Min(_lag, _buffer.Count - 1);
- _lag = Math.Max(_lag, 0) + 1;
- double _zlValue = 2 * TValue.v - _buffer[^_lag];
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
+ int _lag;
+ if (_period == 0)
+ {
+ _lag = (int)((_len - 1) * 0.5);
+ _len++;
+ }
+ else { _lag = (int)((_period - 1) * 0.5); }
+ _lag = Math.Min(_lag, _buffer.Count - 1);
+ _lag = Math.Max(_lag, 0) + 1;
+ double _zlValue = 2 * TValue.v - _buffer[^_lag];
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _zlValue);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _zlValue);
+ return base.Add(res, update);
+ }
- //variation of Add()
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ //variation of Add()
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- _ema.Reset();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ _ema.Reset();
+ }
}
\ No newline at end of file
diff --git a/Calculations/_Updated/ZSCORE_Series.cs b/Calculations/_Updated/ZSCORE_Series.cs
index 06c37130..d8e5699d 100644
--- a/Calculations/_Updated/ZSCORE_Series.cs
+++ b/Calculations/_Updated/ZSCORE_Series.cs
@@ -24,65 +24,74 @@ Calculation:
*/
-public class ZSCORE_Series : TSeries {
- private readonly System.Collections.Generic.List _buffer = new();
- protected readonly int _period;
- protected readonly bool _NaN;
- protected readonly TSeries _data;
+public class ZSCORE_Series : TSeries
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ protected readonly int _period;
+ protected readonly bool _NaN;
+ protected readonly TSeries _data;
- //core constructors
- public ZSCORE_Series(int period, bool useNaN) {
- _period = period;
- _NaN = useNaN;
- Name = $"ZSCORE({period})";
- }
- public ZSCORE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
- _data = source;
- Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
- _data.Pub += Sub;
- Add(_data);
- }
- public ZSCORE_Series() : this(period: 0, useNaN: false) { }
- public ZSCORE_Series(int period) : this(period: period, useNaN: false) { }
- public ZSCORE_Series(TBars source) : this(source.Close, 0, false) { }
- public ZSCORE_Series(TBars source, int period) : this(source.Close, period, false) { }
- public ZSCORE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
- public ZSCORE_Series(TSeries source) : this(source, 0, false) { }
- public ZSCORE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+ //core constructors
+ public ZSCORE_Series(int period, bool useNaN)
+ {
+ _period = period;
+ _NaN = useNaN;
+ Name = $"ZSCORE({period})";
+ }
+ public ZSCORE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
+ {
+ _data = source;
+ Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+ _data.Pub += Sub;
+ Add(_data);
+ }
+ public ZSCORE_Series() : this(period: 0, useNaN: false) { }
+ public ZSCORE_Series(int period) : this(period: period, useNaN: false) { }
+ public ZSCORE_Series(TBars source) : this(source.Close, 0, false) { }
+ public ZSCORE_Series(TBars source, int period) : this(source.Close, period, false) { }
+ public ZSCORE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+ public ZSCORE_Series(TSeries source) : this(source, 0, false) { }
+ public ZSCORE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
- //////////////////
- // core Add() algo
- public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
- BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
- double _sma = _buffer.Average();
+ //////////////////
+ // core Add() algo
+ public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
+ {
+ BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
+ double _sma = _buffer.Average();
- double _pvar = 0;
- for (int i = 0; i < _buffer.Count; i++) { _pvar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
- _pvar /= this._buffer.Count;
- double _psdev = Math.Sqrt(_pvar);
- double _zscore = (_psdev == 0) ? 1 : (TValue.v - _sma) / _psdev;
+ double _pvar = 0;
+ for (int i = 0; i < _buffer.Count; i++) { _pvar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
+ _pvar /= this._buffer.Count;
+ double _psdev = Math.Sqrt(_pvar);
+ double _zscore = (_psdev == 0) ? 1 : (TValue.v - _sma) / _psdev;
- var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _zscore);
- return base.Add(res, update);
- }
+ var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _zscore);
+ return base.Add(res, update);
+ }
- public override (DateTime t, double v) Add(TSeries data) {
- if (data == null) { return (DateTime.Today, Double.NaN); }
- foreach (var item in data) { Add(item, false); }
- return _data.Last;
- }
- public (DateTime t, double v) Add(bool update) {
- return this.Add(TValue: _data.Last, update: update);
- }
- public (DateTime t, double v) Add() {
- return Add(TValue: _data.Last, update: false);
- }
- private new void Sub(object source, TSeriesEventArgs e) {
- Add(TValue: _data.Last, update: e.update);
- }
+ public override (DateTime t, double v) Add(TSeries data)
+ {
+ if (data == null) { return (DateTime.Today, Double.NaN); }
+ foreach (var item in data) { Add(item, false); }
+ return _data.Last;
+ }
+ public (DateTime t, double v) Add(bool update)
+ {
+ return this.Add(TValue: _data.Last, update: update);
+ }
+ public (DateTime t, double v) Add()
+ {
+ return Add(TValue: _data.Last, update: false);
+ }
+ private new void Sub(object source, TSeriesEventArgs e)
+ {
+ Add(TValue: _data.Last, update: e.update);
+ }
- //reset calculation
- public override void Reset() {
- _buffer.Clear();
- }
+ //reset calculation
+ public override void Reset()
+ {
+ _buffer.Clear();
+ }
}
\ No newline at end of file
diff --git a/Indicators/Charts/2MACross_chart.cs b/Indicators/Charts/2MACross_chart.cs
index 58a8063d..19ead156 100644
--- a/Indicators/Charts/2MACross_chart.cs
+++ b/Indicators/Charts/2MACross_chart.cs
@@ -4,270 +4,284 @@ using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
-public class MovingAverage_chart : Indicator {
- #region Parameters
- [InputParameter("MA1: Type:", 0, variants: new object[]
- { "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
- "ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
- private int MA1type = 15;
+public class MovingAverage_chart : Indicator
+{
+ #region Parameters
+ [InputParameter("MA1: Type:", 0, variants: new object[]
+ { "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
+ "ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
+ private int MA1type = 15;
- [InputParameter("MA1: Smoothing period:", 1, 1, 999, 1, 1)]
- private int MA1Period = 10;
+ [InputParameter("MA1: Smoothing period:", 1, 1, 999, 1, 1)]
+ private int MA1Period = 10;
- [InputParameter("MA1: Data source:", 2, variants: new object[]
- { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
- "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
- private int MA1DataSource = 3;
+ [InputParameter("MA1: Data source:", 2, variants: new object[]
+ { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
+ "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
+ private int MA1DataSource = 3;
- [InputParameter("MA2: Type:", 3, variants: new object[]
- { "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
- "ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
- private int MA2type = 16;
+ [InputParameter("MA2: Type:", 3, variants: new object[]
+ { "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
+ "ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
+ private int MA2type = 16;
- [InputParameter("MA2: Smoothing period:", 4, 1, 999, 1, 1)]
- private int MA2Period = 50;
+ [InputParameter("MA2: Smoothing period:", 4, 1, 999, 1, 1)]
+ private int MA2Period = 50;
- [InputParameter("MA2: Data source:", 5, variants: new object[]
- { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
- "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
- private int MA2DataSource = 8;
+ [InputParameter("MA2: Data source:", 5, variants: new object[]
+ { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
+ "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
+ private int MA2DataSource = 8;
- [InputParameter("Long trades", 6)]
- private bool LongTrades = true;
+ [InputParameter("Long trades", 6)]
+ private bool LongTrades = true;
- [InputParameter("Short trades", 6)]
- private bool ShortTrades = true;
+ [InputParameter("Short trades", 6)]
+ private bool ShortTrades = true;
- #endregion Parameters
+ #endregion Parameters
- protected HistoricalData History;
- private TBars bars;
+ protected HistoricalData History;
+ private TBars bars;
- ///////
- private TSeries MA1, MA2;
- private CROSS_Series trades;
- private COMPARE_Series overunder;
+ ///////
+ private TSeries MA1, MA2;
+ private CROSS_Series trades;
+ private COMPARE_Series overunder;
- ///////
+ ///////
- public MovingAverage_chart() {
- this.SeparateWindow = false;
- this.Name = "MAs Crossover";
- this.AddLineSeries("MA1", Color.LimeGreen, 2, LineStyle.Solid);
- this.AddLineSeries("MA2", Color.OrangeRed, 2, LineStyle.Solid);
- }
+ public MovingAverage_chart()
+ {
+ this.SeparateWindow = false;
+ this.Name = "MAs Crossover";
+ this.AddLineSeries("MA1", Color.LimeGreen, 2, LineStyle.Solid);
+ this.AddLineSeries("MA2", Color.OrangeRed, 2, LineStyle.Solid);
+ }
- protected override void OnInit() {
- this.bars = new();
- this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
- for (int i = this.History.Count - 1; i >= 0; i--) {
- var rec = this.History[i, SeekOriginHistory.Begin];
- bars.Add(rec.TimeLeft, rec[PriceType.Open],
- rec[PriceType.High], rec[PriceType.Low],
- rec[PriceType.Close], rec[PriceType.Volume]);
- }
- this.Name = "MAs Cross: [ ";
- switch (MA1type) {
- case 0:
- MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"SMA";
- break;
- case 1:
- MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"EMA";
- break;
- case 2:
- MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"WMA";
- break;
- case 3:
- MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"T3";
- break;
- case 4:
- MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"SMMA";
- break;
- case 5:
- MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"TRIMA";
- break;
- case 6:
- MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"DWMA";
- break;
- case 7:
- MA1 = new FWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
- this.Name += $"FWMA";
- break;
- case 8:
- MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"DEMA";
- break;
- case 9:
- MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"TEMA";
- break;
- case 10:
- MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"ALMA";
- break;
- case 11:
- MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"HMA";
- break;
- case 12:
- MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"HEMA";
- break;
- case 13:
- double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
- MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
- this.Name += $"MAMA";
- break;
- case 14:
- MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"KAMA";
- break;
- case 15:
- MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"ZLEMA";
- break;
- default:
- MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"JMA";
- break;
- }
+ protected override void OnInit()
+ {
+ this.bars = new();
+ this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
+ for (int i = this.History.Count - 1; i >= 0; i--)
+ {
+ var rec = this.History[i, SeekOriginHistory.Begin];
+ bars.Add(rec.TimeLeft, rec[PriceType.Open],
+ rec[PriceType.High], rec[PriceType.Low],
+ rec[PriceType.Close], rec[PriceType.Volume]);
+ }
+ this.Name = "MAs Cross: [ ";
+ switch (MA1type)
+ {
+ case 0:
+ MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"SMA";
+ break;
+ case 1:
+ MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"EMA";
+ break;
+ case 2:
+ MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"WMA";
+ break;
+ case 3:
+ MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"T3";
+ break;
+ case 4:
+ MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"SMMA";
+ break;
+ case 5:
+ MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"TRIMA";
+ break;
+ case 6:
+ MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"DWMA";
+ break;
+ case 7:
+ MA1 = new FWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
+ this.Name += $"FWMA";
+ break;
+ case 8:
+ MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"DEMA";
+ break;
+ case 9:
+ MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"TEMA";
+ break;
+ case 10:
+ MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"ALMA";
+ break;
+ case 11:
+ MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"HMA";
+ break;
+ case 12:
+ MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"HEMA";
+ break;
+ case 13:
+ double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
+ MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
+ this.Name += $"MAMA";
+ break;
+ case 14:
+ MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"KAMA";
+ break;
+ case 15:
+ MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"ZLEMA";
+ break;
+ default:
+ MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"JMA";
+ break;
+ }
- this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
+ this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
- switch (MA2type) {
- case 0:
- MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"SMA";
- break;
- case 1:
- MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"EMA";
- break;
- case 2:
- MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"WMA";
- break;
- case 3:
- MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"T3";
- break;
- case 4:
- MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"SMMA";
- break;
- case 5:
- MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"TRIMA";
- break;
- case 6:
- MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"DWMA";
- break;
- case 7:
- MA2 = new FWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
- this.Name += $"FWMA";
- break;
- case 8:
- MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"DEMA";
- break;
- case 9:
- MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"TEMA";
- break;
- case 10:
- MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"ALMA";
- break;
- case 11:
- MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"HMA";
- break;
- case 12:
- MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"HEMA";
- break;
- case 13:
- double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
- MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
- this.Name += $"MAMA";
- break;
- case 14:
- MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"KAMA";
- break;
- case 15:
- MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"ZLEMA";
- break;
- default:
- MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"JMA";
- break;
- }
- this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";
+ switch (MA2type)
+ {
+ case 0:
+ MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"SMA";
+ break;
+ case 1:
+ MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"EMA";
+ break;
+ case 2:
+ MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"WMA";
+ break;
+ case 3:
+ MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"T3";
+ break;
+ case 4:
+ MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"SMMA";
+ break;
+ case 5:
+ MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"TRIMA";
+ break;
+ case 6:
+ MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"DWMA";
+ break;
+ case 7:
+ MA2 = new FWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
+ this.Name += $"FWMA";
+ break;
+ case 8:
+ MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"DEMA";
+ break;
+ case 9:
+ MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"TEMA";
+ break;
+ case 10:
+ MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"ALMA";
+ break;
+ case 11:
+ MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"HMA";
+ break;
+ case 12:
+ MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"HEMA";
+ break;
+ case 13:
+ double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
+ MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
+ this.Name += $"MAMA";
+ break;
+ case 14:
+ MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"KAMA";
+ break;
+ case 15:
+ MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"ZLEMA";
+ break;
+ default:
+ MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"JMA";
+ break;
+ }
+ this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";
- int maxKeep = Math.Max(Math.Max(this.MA1Period, this.MA2Period), 100);
- MA1.Keep = maxKeep;
- MA2.Keep = maxKeep;
- trades.Keep = maxKeep;
- overunder.Keep = maxKeep;
+ int maxKeep = Math.Max(Math.Max(this.MA1Period, this.MA2Period), 100);
+ MA1.Keep = maxKeep;
+ MA2.Keep = maxKeep;
+ trades.Keep = maxKeep;
+ overunder.Keep = maxKeep;
- overunder = new(MA1, MA2);
- trades = new(MA1, MA2);
- }
+ overunder = new(MA1, MA2);
+ trades = new(MA1, MA2);
+ }
- protected override void OnUpdate(UpdateArgs args) {
- bool update = !(args.Reason == UpdateReason.NewBar ||
- args.Reason == UpdateReason.HistoricalBar);
- this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
- this.GetPrice(PriceType.High),
- this.GetPrice(PriceType.Low),
- this.GetPrice(PriceType.Close),
- this.GetPrice(PriceType.Volume), update);
- this.SetValue(this.MA1[^1].v, lineIndex: 0);
- this.SetValue(this.MA2[^1].v, lineIndex: 1);
+ protected override void OnUpdate(UpdateArgs args)
+ {
+ bool update = !(args.Reason == UpdateReason.NewBar ||
+ args.Reason == UpdateReason.HistoricalBar);
+ this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
+ this.GetPrice(PriceType.High),
+ this.GetPrice(PriceType.Low),
+ this.GetPrice(PriceType.Close),
+ this.GetPrice(PriceType.Volume), update);
+ this.SetValue(this.MA1[^1].v, lineIndex: 0);
+ this.SetValue(this.MA2[^1].v, lineIndex: 1);
- if (trades[^1].v == 1) {
- this.EndCloud(0, 1, Color.Empty);
- if (LongTrades) {
- this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
- this.BeginCloud(0, 1, Color.FromArgb(127, Color.Green));
- }
- if (ShortTrades) {
- this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
- }
- }
- if (trades[^1].v == -1) {
- this.EndCloud(0, 1, Color.Empty);
- if (ShortTrades) {
- this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
- this.BeginCloud(0, 1, Color.FromArgb(127, Color.Red));
- }
- if (LongTrades) {
- this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
- }
- }
- }
- public override void OnPaintChart(PaintChartEventArgs args) {
- base.OnPaintChart(args);
- if (this.CurrentChart == null) {return;}
- Graphics graphics = args.Graphics;
- var mainWindow = this.CurrentChart.MainWindow;
- int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
- int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
- int historycount = HistoricalData.Count;
- int ymax = mainWindow.ClientRectangle.Height;
- int xmax = mainWindow.ClientRectangle.Width;
+ if (trades[^1].v == 1)
+ {
+ this.EndCloud(0, 1, Color.Empty);
+ if (LongTrades)
+ {
+ this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
+ this.BeginCloud(0, 1, Color.FromArgb(127, Color.Green));
+ }
+ if (ShortTrades)
+ {
+ this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
+ }
+ }
+ if (trades[^1].v == -1)
+ {
+ this.EndCloud(0, 1, Color.Empty);
+ if (ShortTrades)
+ {
+ this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
+ this.BeginCloud(0, 1, Color.FromArgb(127, Color.Red));
+ }
+ if (LongTrades)
+ {
+ this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
+ }
+ }
+ }
+ public override void OnPaintChart(PaintChartEventArgs args)
+ {
+ base.OnPaintChart(args);
+ if (this.CurrentChart == null) { return; }
+ Graphics graphics = args.Graphics;
+ var mainWindow = this.CurrentChart.MainWindow;
+ int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
+ int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
+ int historycount = HistoricalData.Count;
+ int ymax = mainWindow.ClientRectangle.Height;
+ int xmax = mainWindow.ClientRectangle.Width;
- /*
+ /*
for (int i = leftIndex; i <= rightIndex; i++) {
int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
int width = this.CurrentChart.BarsWidth;
@@ -280,5 +294,5 @@ public class MovingAverage_chart : Indicator {
graphics.FillRectangle(bb, xi, ymax - height, width, height);
}
*/
- }
+ }
}
diff --git a/Indicators/Charts/2MASlope_chart.cs b/Indicators/Charts/2MASlope_chart.cs
index 65acfa9c..c031e513 100644
--- a/Indicators/Charts/2MASlope_chart.cs
+++ b/Indicators/Charts/2MASlope_chart.cs
@@ -4,304 +4,317 @@ using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
-public class MovingAverageSlope_chart : Indicator {
- #region Parameters
- [InputParameter("MA1: Type:", 0, variants: new object[]
- { "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
- "ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
- private int MA1type = 16;
+public class MovingAverageSlope_chart : Indicator
+{
+ #region Parameters
+ [InputParameter("MA1: Type:", 0, variants: new object[]
+ { "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
+ "ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
+ private int MA1type = 16;
- [InputParameter("MA1: Smoothing period:", 1, 1, 999, 1, 1)]
- private int MA1Period = 10;
+ [InputParameter("MA1: Smoothing period:", 1, 1, 999, 1, 1)]
+ private int MA1Period = 10;
- [InputParameter("MA1: Data source:", 2, variants: new object[]
- { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
- "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
- private int MA1DataSource = 3;
+ [InputParameter("MA1: Data source:", 2, variants: new object[]
+ { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
+ "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
+ private int MA1DataSource = 3;
- [InputParameter("MA2: Type:", 3, variants: new object[]
- { "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
- "ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
- private int MA2type = 6;
+ [InputParameter("MA2: Type:", 3, variants: new object[]
+ { "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
+ "ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
+ private int MA2type = 6;
- [InputParameter("MA2: Smoothing period:", 4, 1, 999, 1, 1)]
- private int MA2Period = 50;
+ [InputParameter("MA2: Smoothing period:", 4, 1, 999, 1, 1)]
+ private int MA2Period = 50;
- [InputParameter("MA2: Data source:", 5, variants: new object[]
- { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
- "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
- private int MA2DataSource = 8;
+ [InputParameter("MA2: Data source:", 5, variants: new object[]
+ { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
+ "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
+ private int MA2DataSource = 8;
- [InputParameter("Data required for slope calc:", 6, 2, 10, 1, 1)]
- private int SlopePeriod = 3;
+ [InputParameter("Data required for slope calc:", 6, 2, 10, 1, 1)]
+ private int SlopePeriod = 3;
- [InputParameter("Long trades", 7)]
- private bool LongTrades = true;
+ [InputParameter("Long trades", 7)]
+ private bool LongTrades = true;
- [InputParameter("Short trades", 8)]
- private bool ShortTrades;
+ [InputParameter("Short trades", 8)]
+ private bool ShortTrades;
- #endregion Parameters
+ #endregion Parameters
- protected HistoricalData History;
- private TBars bars;
+ protected HistoricalData History;
+ private TBars bars;
- ///////
- private TSeries MA1, MA2;
- private SLOPE_Series sMA1, sMA2;
- private CROSS_Series sig1, sig2;
+ ///////
+ private TSeries MA1, MA2;
+ private SLOPE_Series sMA1, sMA2;
+ private CROSS_Series sig1, sig2;
- private bool inLong, inShort;
- ///////
+ private bool inLong, inShort;
+ ///////
- public MovingAverageSlope_chart() {
- this.SeparateWindow = false;
- this.Name = "Slopes convergence";
- this.AddLineSeries("MA1", Color.DarkSlateGray, 2, LineStyle.Solid);
- this.AddLineSeries("MA2", Color.DarkSlateGray, 2, LineStyle.Solid);
- }
+ public MovingAverageSlope_chart()
+ {
+ this.SeparateWindow = false;
+ this.Name = "Slopes convergence";
+ this.AddLineSeries("MA1", Color.DarkSlateGray, 2, LineStyle.Solid);
+ this.AddLineSeries("MA2", Color.DarkSlateGray, 2, LineStyle.Solid);
+ }
- protected override void OnInit() {
- this.bars = new();
- this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
- for (int i = this.History.Count - 1; i >= 0; i--) {
- var rec = this.History[i, SeekOriginHistory.Begin];
- bars.Add(rec.TimeLeft, rec[PriceType.Open],
- rec[PriceType.High], rec[PriceType.Low],
- rec[PriceType.Close], rec[PriceType.Volume]);
- }
- this.Name = "Slopes convergence: [ ";
- switch (MA1type) {
- case 0:
- MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"SMA";
- break;
- case 1:
- MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"EMA";
- break;
- case 2:
- MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"WMA";
- break;
- case 3:
- MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"T3";
- break;
- case 4:
- MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"SMMA";
- break;
- case 5:
- MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"TRIMA";
- break;
- case 6:
- MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"DWMA";
- break;
- case 7:
- MA1 = new FWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
- this.Name += $"FWMA";
- break;
- case 8:
- MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"DEMA";
- break;
- case 9:
- MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"TEMA";
- break;
- case 10:
- MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"ALMA";
- break;
- case 11:
- MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"HMA";
- break;
- case 12:
- MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"HEMA";
- break;
- case 13:
- double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
- MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
- this.Name += $"MAMA";
- break;
- case 14:
- MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"KAMA";
- break;
- case 15:
- MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"ZLEMA";
- break;
- default:
- MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
- this.Name += $"JMA";
- break;
- }
+ protected override void OnInit()
+ {
+ this.bars = new();
+ this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
+ for (int i = this.History.Count - 1; i >= 0; i--)
+ {
+ var rec = this.History[i, SeekOriginHistory.Begin];
+ bars.Add(rec.TimeLeft, rec[PriceType.Open],
+ rec[PriceType.High], rec[PriceType.Low],
+ rec[PriceType.Close], rec[PriceType.Volume]);
+ }
+ this.Name = "Slopes convergence: [ ";
+ switch (MA1type)
+ {
+ case 0:
+ MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"SMA";
+ break;
+ case 1:
+ MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"EMA";
+ break;
+ case 2:
+ MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"WMA";
+ break;
+ case 3:
+ MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"T3";
+ break;
+ case 4:
+ MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"SMMA";
+ break;
+ case 5:
+ MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"TRIMA";
+ break;
+ case 6:
+ MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"DWMA";
+ break;
+ case 7:
+ MA1 = new FWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
+ this.Name += $"FWMA";
+ break;
+ case 8:
+ MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"DEMA";
+ break;
+ case 9:
+ MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"TEMA";
+ break;
+ case 10:
+ MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"ALMA";
+ break;
+ case 11:
+ MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"HMA";
+ break;
+ case 12:
+ MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"HEMA";
+ break;
+ case 13:
+ double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
+ MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
+ this.Name += $"MAMA";
+ break;
+ case 14:
+ MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"KAMA";
+ break;
+ case 15:
+ MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"ZLEMA";
+ break;
+ default:
+ MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+ this.Name += $"JMA";
+ break;
+ }
- this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
+ this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
- switch (MA2type) {
- case 0:
- MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"SMA";
- break;
- case 1:
- MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"EMA";
- break;
- case 2:
- MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"WMA";
- break;
- case 3:
- MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"T3";
- break;
- case 4:
- MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"SMMA";
- break;
- case 5:
- MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"TRIMA";
- break;
- case 6:
- MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"DWMA";
- break;
- case 7:
- MA2 = new FWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
- this.Name += $"FWMA";
- break;
- case 8:
- MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"DEMA";
- break;
- case 9:
- MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"TEMA";
- break;
- case 10:
- MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"ALMA";
- break;
- case 11:
- MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"HMA";
- break;
- case 12:
- MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"HEMA";
- break;
- case 13:
- double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
- MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
- this.Name += $"MAMA";
- break;
- case 14:
- MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"KAMA";
- break;
- case 15:
- MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"ZLEMA";
- break;
- default:
- MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
- this.Name += $"JMA";
- break;
- }
- this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";
+ switch (MA2type)
+ {
+ case 0:
+ MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"SMA";
+ break;
+ case 1:
+ MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"EMA";
+ break;
+ case 2:
+ MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"WMA";
+ break;
+ case 3:
+ MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"T3";
+ break;
+ case 4:
+ MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"SMMA";
+ break;
+ case 5:
+ MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"TRIMA";
+ break;
+ case 6:
+ MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"DWMA";
+ break;
+ case 7:
+ MA2 = new FWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
+ this.Name += $"FWMA";
+ break;
+ case 8:
+ MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"DEMA";
+ break;
+ case 9:
+ MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"TEMA";
+ break;
+ case 10:
+ MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"ALMA";
+ break;
+ case 11:
+ MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"HMA";
+ break;
+ case 12:
+ MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"HEMA";
+ break;
+ case 13:
+ double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
+ MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
+ this.Name += $"MAMA";
+ break;
+ case 14:
+ MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"KAMA";
+ break;
+ case 15:
+ MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"ZLEMA";
+ break;
+ default:
+ MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+ this.Name += $"JMA";
+ break;
+ }
+ this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";
- sMA1 = new(MA1, SlopePeriod);
- sMA2 = new(MA2, SlopePeriod);
- sig1 = new(sMA1, 0);
- sig2 = new(sMA2, 0);
+ sMA1 = new(MA1, SlopePeriod);
+ sMA2 = new(MA2, SlopePeriod);
+ sig1 = new(sMA1, 0);
+ sig2 = new(sMA2, 0);
- int maxKeep = Math.Max(Math.Max(this.MA1Period, this.MA2Period), 100);
+ int maxKeep = Math.Max(Math.Max(this.MA1Period, this.MA2Period), 100);
- MA1.Keep = maxKeep;
- MA2.Keep = maxKeep;
- sMA1.Keep = maxKeep;
- sMA2.Keep = maxKeep;
- sig1.Keep = maxKeep;
- sig2.Keep = maxKeep;
- }
+ MA1.Keep = maxKeep;
+ MA2.Keep = maxKeep;
+ sMA1.Keep = maxKeep;
+ sMA2.Keep = maxKeep;
+ sig1.Keep = maxKeep;
+ sig2.Keep = maxKeep;
+ }
- protected override void OnUpdate(UpdateArgs args) {
- bool update = !(args.Reason == UpdateReason.NewBar ||
- args.Reason == UpdateReason.HistoricalBar);
- this.bars.Add(this.Time(),this.Open(), this.High(), this.Low(), this.Close(), this.Volume(), update);
- this.SetValue(this.MA1[^1].v, lineIndex: 0);
- this.SetValue(this.MA2[^1].v, lineIndex: 1);
+ protected override void OnUpdate(UpdateArgs args)
+ {
+ bool update = !(args.Reason == UpdateReason.NewBar ||
+ args.Reason == UpdateReason.HistoricalBar);
+ this.bars.Add(this.Time(), this.Open(), this.High(), this.Low(), this.Close(), this.Volume(), update);
+ this.SetValue(this.MA1[^1].v, lineIndex: 0);
+ this.SetValue(this.MA2[^1].v, lineIndex: 1);
- Color s1Color= (this.sMA1[^1].v > 0)?Color.LimeGreen:Color.OrangeRed;
- Color s2Color = (this.sMA2[^1].v > 0) ? Color.LimeGreen : Color.OrangeRed;
+ Color s1Color = (this.sMA1[^1].v > 0) ? Color.LimeGreen : Color.OrangeRed;
+ Color s2Color = (this.sMA2[^1].v > 0) ? Color.LimeGreen : Color.OrangeRed;
- this.LinesSeries[0].SetMarker(0,s1Color);
- this.LinesSeries[1].SetMarker(0,s2Color);
+ this.LinesSeries[0].SetMarker(0, s1Color);
+ this.LinesSeries[1].SetMarker(0, s2Color);
- if (sig1[^1].v > 0 || sig2[^1].v > 0) {
- if (sMA1[^1].v >= 0 && sMA2[^1].v >= 0 && LongTrades)
- {
- inLong = true;
- this.BeginCloud(0, 1, Color.FromArgb(127, Color.DarkGreen));
- this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v)? 0 : 1 ].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
- }
- else {
- this.EndCloud(0, 1, Color.Empty);
- if (inShort && this.Count > 1)
- {
- this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v) ? 1 : 0].SetMarker(1, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
- inShort = false;
- }
- }
- }
+ if (sig1[^1].v > 0 || sig2[^1].v > 0)
+ {
+ if (sMA1[^1].v >= 0 && sMA2[^1].v >= 0 && LongTrades)
+ {
+ inLong = true;
+ this.BeginCloud(0, 1, Color.FromArgb(127, Color.DarkGreen));
+ this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v) ? 0 : 1].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
+ }
+ else
+ {
+ this.EndCloud(0, 1, Color.Empty);
+ if (inShort && this.Count > 1)
+ {
+ this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v) ? 1 : 0].SetMarker(1, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
+ inShort = false;
+ }
+ }
+ }
- if (sig1[^1].v < 0 || sig2[^1].v < 0) {
- if (sMA1[^1].v <= 0 && sMA2[^1].v <= 0 && ShortTrades)
- {
- inShort = true;
- this.BeginCloud(0, 1, Color.FromArgb(100, Color.Red));
- this.LinesSeries[(this.MA1[^1].v > this.MA2[^1].v) ? 0 : 1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
- }
- else {
- this.EndCloud(0, 1, Color.Empty);
- if (inLong && this.Count > 1) {
- LinesSeries[(this.MA1[^1].v > this.MA2[^1].v)?1:0].SetMarker(1, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
- inLong = false;
- }
- }
- }
- }
- public override void OnPaintChart(PaintChartEventArgs args) {
- base.OnPaintChart(args);
- if (this.CurrentChart == null) {return;}
- Graphics graphics = args.Graphics;
- var mainWindow = this.CurrentChart.MainWindow;
- int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
- int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
-/*
- int historycount = HistoricalData.Count;
- int ymax = mainWindow.ClientRectangle.Height;
+ if (sig1[^1].v < 0 || sig2[^1].v < 0)
+ {
+ if (sMA1[^1].v <= 0 && sMA2[^1].v <= 0 && ShortTrades)
+ {
+ inShort = true;
+ this.BeginCloud(0, 1, Color.FromArgb(100, Color.Red));
+ this.LinesSeries[(this.MA1[^1].v > this.MA2[^1].v) ? 0 : 1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
+ }
+ else
+ {
+ this.EndCloud(0, 1, Color.Empty);
+ if (inLong && this.Count > 1)
+ {
+ LinesSeries[(this.MA1[^1].v > this.MA2[^1].v) ? 1 : 0].SetMarker(1, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
+ inLong = false;
+ }
+ }
+ }
+ }
+ public override void OnPaintChart(PaintChartEventArgs args)
+ {
+ base.OnPaintChart(args);
+ if (this.CurrentChart == null) { return; }
+ Graphics graphics = args.Graphics;
+ var mainWindow = this.CurrentChart.MainWindow;
+ int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
+ int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
+ /*
+ int historycount = HistoricalData.Count;
+ int ymax = mainWindow.ClientRectangle.Height;
- for (int i = leftIndex; i <= rightIndex; i++) {
- int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
- int width = this.CurrentChart.BarsWidth;
- int height = (int)((equity[i+historycount].v) *proportion);
+ for (int i = leftIndex; i <= rightIndex; i++) {
+ int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
+ int width = this.CurrentChart.BarsWidth;
+ int height = (int)((equity[i+historycount].v) *proportion);
- Brush bb = Brushes.DarkSlateGray;
- bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
- bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;
+ Brush bb = Brushes.DarkSlateGray;
+ bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
+ bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;
- graphics.FillRectangle(bb, xi, ymax - height, width, height);
- }
-*/
- }
+ graphics.FillRectangle(bb, xi, ymax - height, width, height);
+ }
+ */
+ }
}
diff --git a/Indicators/Charts/JMA_chart.cs b/Indicators/Charts/JMA_chart.cs
index 449f6965..d35174cf 100644
--- a/Indicators/Charts/JMA_chart.cs
+++ b/Indicators/Charts/JMA_chart.cs
@@ -6,92 +6,99 @@ using TradingPlatform.BusinessLayer;
using TradingPlatform.BusinessLayer.Chart;
namespace QuanTAlib;
-public class JMA_chart : Indicator {
- #region Parameters
+public class JMA_chart : Indicator
+{
+ #region Parameters
- [InputParameter("Data source", 0, variants: new object[]
- { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
- "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
- private int DataSource = 3;
+ [InputParameter("Data source", 0, variants: new object[]
+ { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
+ "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
+ private int DataSource = 3;
- [InputParameter("Smoothing period", 1, 1, 999, 1, 1)]
- private int Period = 9;
+ [InputParameter("Smoothing period", 1, 1, 999, 1, 1)]
+ private int Period = 9;
- [InputParameter("Volatility short", 2, 3, 50, 1, 1)]
- private int Vshort = 10;
+ [InputParameter("Volatility short", 2, 3, 50, 1, 1)]
+ private int Vshort = 10;
- [InputParameter("Volatility long", 3, 20, 500, 1, 1)]
- private int Vlong = 65;
+ [InputParameter("Volatility long", 3, 20, 500, 1, 1)]
+ private int Vlong = 65;
- [InputParameter("Phase", 4, -100, 100, 1, 2)]
- private double Jphase;
+ [InputParameter("Phase", 4, -100, 100, 1, 2)]
+ private double Jphase;
- #endregion Parameters
+ #endregion Parameters
- ///////
- private JMA_Series indicator;
- ///////
+ ///////
+ private JMA_Series indicator;
+ ///////
- protected TBars bars;
- protected IChartWindow mainWindow;
- protected Graphics graphics;
- protected int firstOnScreenBarIndex, lastOnScreenBarIndex;
- protected HistoricalData History;
- protected int HistPeriod;
- public JMA_chart() {
- Name = "JMA - Jurik Moving Avg";
- Description = "Jurik Moving Average description";
- AddLineSeries(lineName: "JMA", lineColor: Color.Yellow, lineWidth: 3,lineStyle: LineStyle.Solid);
- SeparateWindow = false;
- HistPeriod = Period;
- }
+ protected TBars bars;
+ protected IChartWindow mainWindow;
+ protected Graphics graphics;
+ protected int firstOnScreenBarIndex, lastOnScreenBarIndex;
+ protected HistoricalData History;
+ protected int HistPeriod;
+ public JMA_chart()
+ {
+ Name = "JMA - Jurik Moving Avg";
+ Description = "Jurik Moving Average description";
+ AddLineSeries(lineName: "JMA", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
+ SeparateWindow = false;
+ HistPeriod = Period;
+ }
- protected override void OnInit() {
- base.OnInit();
- bars = new();
- var dur1 = this.HistoricalData.FromTime;
- var dur = this.HistoricalData.Period.Duration.TotalSeconds * (HistPeriod * 4); //seconds of two periods
+ protected override void OnInit()
+ {
+ base.OnInit();
+ bars = new();
+ var dur1 = this.HistoricalData.FromTime;
+ var dur = this.HistoricalData.Period.Duration.TotalSeconds * (HistPeriod * 4); //seconds of two periods
- this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
+ this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
- for (int i = this.History.Count - 1; i >= 0; i--) {
+ for (int i = this.History.Count - 1; i >= 0; i--)
+ {
- var rec = this.History[i, SeekOriginHistory.Begin];
+ var rec = this.History[i, SeekOriginHistory.Begin];
- bars.Add(rec.TimeLeft, rec[PriceType.Open],
- rec[PriceType.High], rec[PriceType.Low],
- rec[PriceType.Close], rec[PriceType.Volume]);
- }
+ bars.Add(rec.TimeLeft, rec[PriceType.Open],
+ rec[PriceType.High], rec[PriceType.Low],
+ rec[PriceType.Close], rec[PriceType.Volume]);
+ }
- indicator = new(source: bars.Select(DataSource), period: Period, phase: Jphase, vshort: Vshort, vlong: Vlong, useNaN: true);
- indicator.Keep = Math.Max(Period, 100);
- }
+ indicator = new(source: bars.Select(DataSource), period: Period, phase: Jphase, vshort: Vshort, vlong: Vlong, useNaN: true);
+ indicator.Keep = Math.Max(Period, 100);
+ }
- protected override void OnUpdate(UpdateArgs args) {
- base.OnUpdate(args);
- bars.Add(Time(), GetPrice(PriceType.Open),
- GetPrice(PriceType.High),
- GetPrice(PriceType.Low),
- GetPrice(PriceType.Close),
- GetPrice(PriceType.Volume),
- update: !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar));
-
- this.SetValue(indicator[^1].v, lineIndex: 0);
- }
- public override void OnPaintChart(PaintChartEventArgs args) {
- base.OnPaintChart(args);
- if (this.CurrentChart == null) {
- return;
- }
+ protected override void OnUpdate(UpdateArgs args)
+ {
+ base.OnUpdate(args);
+ bars.Add(Time(), GetPrice(PriceType.Open),
+ GetPrice(PriceType.High),
+ GetPrice(PriceType.Low),
+ GetPrice(PriceType.Close),
+ GetPrice(PriceType.Volume),
+ update: !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar));
- graphics = args.Graphics;
- mainWindow = this.CurrentChart.MainWindow;
+ this.SetValue(indicator[^1].v, lineIndex: 0);
+ }
+ public override void OnPaintChart(PaintChartEventArgs args)
+ {
+ base.OnPaintChart(args);
+ if (this.CurrentChart == null)
+ {
+ return;
+ }
- DateTime leftTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left);
- DateTime rightTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right);
- firstOnScreenBarIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(leftTime);
- lastOnScreenBarIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(rightTime));
- }
+ graphics = args.Graphics;
+ mainWindow = this.CurrentChart.MainWindow;
+
+ DateTime leftTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left);
+ DateTime rightTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right);
+ firstOnScreenBarIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(leftTime);
+ lastOnScreenBarIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(rightTime));
+ }
}
diff --git a/Indicators/Charts/TrailingStop.cs b/Indicators/Charts/TrailingStop.cs
index 50a1d4f7..8ee9f476 100644
--- a/Indicators/Charts/TrailingStop.cs
+++ b/Indicators/Charts/TrailingStop.cs
@@ -5,91 +5,98 @@ using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
-public class TrailingStop_chart : Indicator {
- #region Parameters
+public class TrailingStop_chart : Indicator
+{
+ #region Parameters
- [InputParameter("Period", 0, 1, 100, 1, 1)]
- protected int _period = 30;
-
- [InputParameter("Factor", 1, 1, 100, 0.1, 1)]
- protected double _factor = 10;
+ [InputParameter("Period", 0, 1, 100, 1, 1)]
+ protected int _period = 30;
- [InputParameter("Long TS", 2)]
- private bool _LongTS = true;
+ [InputParameter("Factor", 1, 1, 100, 0.1, 1)]
+ protected double _factor = 10;
- [InputParameter("Short TS", 3)]
- private bool _ShortTS = true;
+ [InputParameter("Long TS", 2)]
+ private bool _LongTS = true;
- #endregion Parameters
+ [InputParameter("Short TS", 3)]
+ private bool _ShortTS = true;
- ///////
- private HistoricalData History;
- private TBars bars;
- private ATR_Series _atr;
- private double _tslineL, _ratchetL, _tslineS, _ratchetS;
+ #endregion Parameters
- ///////
+ ///////
+ private HistoricalData History;
+ private TBars bars;
+ private ATR_Series _atr;
+ private double _tslineL, _ratchetL, _tslineS, _ratchetS;
- public TrailingStop_chart() {
- Name = $"ATR Trailing Stop";
- AddLineSeries(lineName: "TrailingATR Long", lineColor: Color.Yellow, lineWidth: 1,lineStyle: LineStyle.Dot);
- AddLineSeries(lineName: "Ratchet Long", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
+ ///////
- AddLineSeries(lineName: "TrailingATR Short", lineColor: Color.Yellow, lineWidth: 1, lineStyle: LineStyle.Dot);
- AddLineSeries(lineName: "Ratchet Short", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
-
- SeparateWindow = false;
- }
+ public TrailingStop_chart()
+ {
+ Name = $"ATR Trailing Stop";
+ AddLineSeries(lineName: "TrailingATR Long", lineColor: Color.Yellow, lineWidth: 1, lineStyle: LineStyle.Dot);
+ AddLineSeries(lineName: "Ratchet Long", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
+
+ AddLineSeries(lineName: "TrailingATR Short", lineColor: Color.Yellow, lineWidth: 1, lineStyle: LineStyle.Dot);
+ AddLineSeries(lineName: "Ratchet Short", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
+
+ SeparateWindow = false;
+ }
- protected override void OnInit() {
- this.Name = $"Trailing Stop (ATR:{_period}, Mult:{_factor:f2})";
- this.bars = new();
+ protected override void OnInit()
+ {
+ this.Name = $"Trailing Stop (ATR:{_period}, Mult:{_factor:f2})";
+ this.bars = new();
- this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
- for (int i = this.History.Count - 1; i >= 0; i--) {
- var rec = this.History[i, SeekOriginHistory.Begin];
- bars.Add(rec.TimeLeft, rec[PriceType.Open],
- rec[PriceType.High], rec[PriceType.Low],
- rec[PriceType.Close], rec[PriceType.Volume]);
- }
- _atr = new(source: bars, _period, useNaN: true);
- _ratchetL = Double.NegativeInfinity;
- _ratchetS = Double.PositiveInfinity;
+ this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
+ for (int i = this.History.Count - 1; i >= 0; i--)
+ {
+ var rec = this.History[i, SeekOriginHistory.Begin];
+ bars.Add(rec.TimeLeft, rec[PriceType.Open],
+ rec[PriceType.High], rec[PriceType.Low],
+ rec[PriceType.Close], rec[PriceType.Volume]);
+ }
+ _atr = new(source: bars, _period, useNaN: true);
+ _ratchetL = Double.NegativeInfinity;
+ _ratchetS = Double.PositiveInfinity;
- this.LinesSeries[0].Visible = _LongTS;
- this.LinesSeries[1].Visible = _LongTS;
- this.LinesSeries[2].Visible = _ShortTS;
- this.LinesSeries[3].Visible = _ShortTS;
- }
+ this.LinesSeries[0].Visible = _LongTS;
+ this.LinesSeries[1].Visible = _LongTS;
+ this.LinesSeries[2].Visible = _ShortTS;
+ this.LinesSeries[3].Visible = _ShortTS;
+ }
- protected override void OnUpdate(UpdateArgs args) {
- bool update = !(args.Reason == UpdateReason.NewBar ||
- args.Reason == UpdateReason.HistoricalBar);
- this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
- this.GetPrice(PriceType.High),
- this.GetPrice(PriceType.Low),
- this.GetPrice(PriceType.Close),
- this.GetPrice(PriceType.Volume), update);
-
- _tslineL = bars.High[^1].v - (_factor * _atr[^1].v);
- _ratchetL = Math.Max(_tslineL,_ratchetL);
- if (_ratchetL > bars.Low[^1].v) {
- this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.Yellow, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
- _ratchetL = _tslineL;
- }
+ protected override void OnUpdate(UpdateArgs args)
+ {
+ bool update = !(args.Reason == UpdateReason.NewBar ||
+ args.Reason == UpdateReason.HistoricalBar);
+ this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
+ this.GetPrice(PriceType.High),
+ this.GetPrice(PriceType.Low),
+ this.GetPrice(PriceType.Close),
+ this.GetPrice(PriceType.Volume), update);
- _tslineS = bars.High[^1].v + (_factor * _atr[^1].v);
- _ratchetS = Math.Min(_tslineS, _ratchetS);
- if (_ratchetS < bars.High[^1].v) {
- this.LinesSeries[3].SetMarker(0, new IndicatorLineMarker(Color.Yellow, upperIcon: IndicatorLineMarkerIconType.UpArrow));
- _ratchetS = _tslineS;
- }
+ _tslineL = bars.High[^1].v - (_factor * _atr[^1].v);
+ _ratchetL = Math.Max(_tslineL, _ratchetL);
+ if (_ratchetL > bars.Low[^1].v)
+ {
+ this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.Yellow, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
+ _ratchetL = _tslineL;
+ }
- this.SetValue(_tslineL, lineIndex: 0);
- this.SetValue(_ratchetL, lineIndex: 1);
- this.SetValue(_tslineS, lineIndex: 2);
- this.SetValue(_ratchetS, lineIndex: 3);
- }
+ _tslineS = bars.High[^1].v + (_factor * _atr[^1].v);
+ _ratchetS = Math.Min(_tslineS, _ratchetS);
+ if (_ratchetS < bars.High[^1].v)
+ {
+ this.LinesSeries[3].SetMarker(0, new IndicatorLineMarker(Color.Yellow, upperIcon: IndicatorLineMarkerIconType.UpArrow));
+ _ratchetS = _tslineS;
+ }
+
+ this.SetValue(_tslineL, lineIndex: 0);
+ this.SetValue(_ratchetL, lineIndex: 1);
+ this.SetValue(_tslineS, lineIndex: 2);
+ this.SetValue(_ratchetS, lineIndex: 3);
+ }
}
diff --git a/Tests/Basic tests/Indicators.cs b/Tests/Basic tests/Indicators.cs
index a9a9175e..0bac1c17 100644
--- a/Tests/Basic tests/Indicators.cs
+++ b/Tests/Basic tests/Indicators.cs
@@ -6,8 +6,8 @@ namespace Basics;
#nullable disable
public class Indicators
{
- private static Type[] maSeriesTypes = new Type[]
- {
+ private static Type[] maSeriesTypes = new Type[]
+ {
typeof(SMA_Series),
typeof(EMA_Series),
typeof(DEMA_Series),
@@ -28,128 +28,129 @@ public class Indicators
typeof(TRIMA_Series),
typeof(MAMA_Series),
typeof(HWMA_Series),
-};
+ };
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Name_exists(Type classType)
- {
- TSeries data = new("Data") {1,2,3};
-
- var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
- Assert.NotEmpty(MA_Series.Name);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Series_Length(Type classType)
- {
- GBM_Feed feed = new(1000);
- TSeries data = feed.OHLC4;
-
- var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
- Assert.Equal(1000, MA_Series.Count);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Return_data(Type classType)
- {
- TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
-
- var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
- var result = MA_Series.Add(20);
- Assert.Equal(result.v, MA_Series.Last.v);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Update(Type classType)
- {
- TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
-
- var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
- var pre_update = MA_Series.Last.v;
-
- double pre_data = data.Last.v;
- data.Add(20, true);
- data.Add(pre_data, true);
-
- Assert.Equal(pre_update, MA_Series.Last.v);
- Assert.Equal(data.Count, MA_Series.Count);
-}
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Period_zero(Type classType)
- {
- GBM_Feed feed = new(100);
- TSeries data = feed.OHLC4;
-
- var MA_Series = Activator.CreateInstance(classType, data, 0, false) as TSeries;
- Assert.Equal(data.Count, MA_Series.Count);
- Assert.False(double.IsNaN(MA_Series.Last.v));
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Reset(Type classType)
- {
- GBM_Feed feed = new(10);
- TSeries data = feed.OHLC4;
- var MA_Series = Activator.CreateInstance(classType, data, 10, false) as TSeries;
- MA_Series.Reset();
- data.Add(0);
- Assert.Equal(data.Last.v, MA_Series.Last.v);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Period_one(Type classType)
- {
- GBM_Feed feed = new(100);
- TSeries data = feed.OHLC4;
-
- var MA_Series = Activator.CreateInstance(classType, data, 1, false) as TSeries;
- Assert.InRange(MA_Series.Last.v - data.Last.v, -10e-6, 10e-6);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void NaN_test(Type classType)
- {
- GBM_Feed feed = new(100);
- TSeries data = feed.OHLC4;
-
- var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
- Assert.True(double.IsNaN(MA_Series[0].v));
- Assert.True(double.IsNaN(MA_Series[8].v));
- Assert.False(double.IsNaN(MA_Series[9].v));
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Edge_numbers(Type classType)
- {
- TSeries data = new() { double.Epsilon, double.PositiveInfinity, double.MaxValue, double.NegativeInfinity };
- var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
- Assert.Equal(4, MA_Series.Count);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void handling_NaN(Type classType) {
- TSeries data = new("Name") { 1, 2, 3, 4, 5, 6, double.NaN, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
-var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
- Assert.False(double.IsNaN(MA_Series.Last.v));
- }
-
-public static IEnumerable MASeriesData()
- {
- foreach (var type in maSeriesTypes)
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Name_exists(Type classType)
{
- yield return new object[] { type };
+ TSeries data = new("Data") { 1, 2, 3 };
+
+ var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
+ Assert.NotEmpty(MA_Series.Name);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Series_Length(Type classType)
+ {
+ GBM_Feed feed = new(1000);
+ TSeries data = feed.OHLC4;
+
+ var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
+ Assert.Equal(1000, MA_Series.Count);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Return_data(Type classType)
+ {
+ TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
+
+ var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
+ var result = MA_Series.Add(20);
+ Assert.Equal(result.v, MA_Series.Last.v);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Update(Type classType)
+ {
+ TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
+
+ var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
+ var pre_update = MA_Series.Last.v;
+
+ double pre_data = data.Last.v;
+ data.Add(20, true);
+ data.Add(pre_data, true);
+
+ Assert.Equal(pre_update, MA_Series.Last.v);
+ Assert.Equal(data.Count, MA_Series.Count);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Period_zero(Type classType)
+ {
+ GBM_Feed feed = new(100);
+ TSeries data = feed.OHLC4;
+
+ var MA_Series = Activator.CreateInstance(classType, data, 0, false) as TSeries;
+ Assert.Equal(data.Count, MA_Series.Count);
+ Assert.False(double.IsNaN(MA_Series.Last.v));
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Reset(Type classType)
+ {
+ GBM_Feed feed = new(10);
+ TSeries data = feed.OHLC4;
+ var MA_Series = Activator.CreateInstance(classType, data, 10, false) as TSeries;
+ MA_Series.Reset();
+ data.Add(0);
+ Assert.Equal(data.Last.v, MA_Series.Last.v);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Period_one(Type classType)
+ {
+ GBM_Feed feed = new(100);
+ TSeries data = feed.OHLC4;
+
+ var MA_Series = Activator.CreateInstance(classType, data, 1, false) as TSeries;
+ Assert.InRange(MA_Series.Last.v - data.Last.v, -10e-6, 10e-6);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void NaN_test(Type classType)
+ {
+ GBM_Feed feed = new(100);
+ TSeries data = feed.OHLC4;
+
+ var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
+ Assert.True(double.IsNaN(MA_Series[0].v));
+ Assert.True(double.IsNaN(MA_Series[8].v));
+ Assert.False(double.IsNaN(MA_Series[9].v));
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Edge_numbers(Type classType)
+ {
+ TSeries data = new() { double.Epsilon, double.PositiveInfinity, double.MaxValue, double.NegativeInfinity };
+ var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
+ Assert.Equal(4, MA_Series.Count);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void handling_NaN(Type classType)
+ {
+ TSeries data = new("Name") { 1, 2, 3, 4, 5, 6, double.NaN, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
+ var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
+ Assert.False(double.IsNaN(MA_Series.Last.v));
+ }
+
+ public static IEnumerable MASeriesData()
+ {
+ foreach (var type in maSeriesTypes)
+ {
+ yield return new object[] { type };
+ }
}
- }
}
#nullable restore
\ No newline at end of file
diff --git a/Tests/Basic tests/Oscillators.cs b/Tests/Basic tests/Oscillators.cs
index 8ca89557..61911d66 100644
--- a/Tests/Basic tests/Oscillators.cs
+++ b/Tests/Basic tests/Oscillators.cs
@@ -7,8 +7,8 @@ namespace Basics;
#nullable disable
public class Oscillators
{
- private static Type[] maSeriesTypes = new[]
- {
+ private static Type[] maSeriesTypes = new[]
+ {
typeof(BIAS_Series),
typeof(MAX_Series),
typeof(MIN_Series),
@@ -20,7 +20,7 @@ public class Oscillators
typeof(MAD_Series),
typeof(MAPE_Series),
typeof(MAE_Series),
- typeof(MSE_Series),
+ typeof(MSE_Series),
typeof(SDEV_Series),
typeof(SMAPE_Series),
typeof(WMAPE_Series),
@@ -35,126 +35,127 @@ public class Oscillators
typeof(BBANDS_Series),
};
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Name_exists(Type classType)
- {
- TSeries data = new("Data") {1,2,3};
-
- var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
- Assert.NotEmpty(MA_Series.Name);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Series_Length(Type classType)
- {
- GBM_Feed feed = new(1000);
- TSeries data = feed.OHLC4;
-
- var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
- Assert.Equal(1000, MA_Series.Count);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Return_data(Type classType)
- {
- TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
-
- var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
- var result = MA_Series.Add(20);
- Assert.Equal(result.v, MA_Series.Last.v);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Update(Type classType)
- {
- TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
-
- var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
- var pre_update = MA_Series.Last.v;
-
- double pre_data = data.Last.v;
- data.Add(20, true);
- data.Add(pre_data, true);
-
- Assert.Equal(pre_update, MA_Series.Last.v);
- Assert.Equal(data.Count, MA_Series.Count);
-}
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Period_zero(Type classType)
- {
- GBM_Feed feed = new(100);
- TSeries data = feed.OHLC4;
-
- var MA_Series = Activator.CreateInstance(classType, data, 0, false) as TSeries;
- Assert.Equal(data.Count, MA_Series.Count);
- Assert.False(double.IsNaN(MA_Series.Last.v));
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Reset(Type classType)
- {
- GBM_Feed feed = new(10);
- TSeries data = feed.OHLC4;
- var MA_Series = Activator.CreateInstance(classType, data, 10, false) as TSeries;
- MA_Series.Reset();
- data.Add(1);
- Assert.False(double.IsNaN(MA_Series.Last.v));
-}
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Period_one(Type classType)
- {
- GBM_Feed feed = new(100);
- TSeries data = feed.OHLC4;
-
- var MA_Series = Activator.CreateInstance(classType, data, 1, false) as TSeries;
- Assert.False(double.IsNaN(MA_Series[^1].v));
-}
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void NaN_test(Type classType)
- {
- GBM_Feed feed = new(100);
- TSeries data = feed.OHLC4;
-
- var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
- Assert.True(double.IsNaN(MA_Series[0].v));
- Assert.True(double.IsNaN(MA_Series[8].v));
- Assert.False(double.IsNaN(MA_Series[9].v));
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Edge_numbers(Type classType)
- {
- TSeries data = new() { double.Epsilon, double.PositiveInfinity, double.MaxValue, double.NegativeInfinity };
- var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
- Assert.Equal(4, MA_Series.Count);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void handling_NaN(Type classType) {
- TSeries data = new("Name") { 1, 2, 3, 4, 5, 6, double.NaN, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
-var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
- Assert.False(double.IsNaN(MA_Series.Last.v));
- }
-
-public static IEnumerable MASeriesData()
- {
- foreach (var type in maSeriesTypes)
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Name_exists(Type classType)
{
- yield return new object[] { type };
+ TSeries data = new("Data") { 1, 2, 3 };
+
+ var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
+ Assert.NotEmpty(MA_Series.Name);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Series_Length(Type classType)
+ {
+ GBM_Feed feed = new(1000);
+ TSeries data = feed.OHLC4;
+
+ var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
+ Assert.Equal(1000, MA_Series.Count);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Return_data(Type classType)
+ {
+ TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
+
+ var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
+ var result = MA_Series.Add(20);
+ Assert.Equal(result.v, MA_Series.Last.v);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Update(Type classType)
+ {
+ TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
+
+ var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
+ var pre_update = MA_Series.Last.v;
+
+ double pre_data = data.Last.v;
+ data.Add(20, true);
+ data.Add(pre_data, true);
+
+ Assert.Equal(pre_update, MA_Series.Last.v);
+ Assert.Equal(data.Count, MA_Series.Count);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Period_zero(Type classType)
+ {
+ GBM_Feed feed = new(100);
+ TSeries data = feed.OHLC4;
+
+ var MA_Series = Activator.CreateInstance(classType, data, 0, false) as TSeries;
+ Assert.Equal(data.Count, MA_Series.Count);
+ Assert.False(double.IsNaN(MA_Series.Last.v));
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Reset(Type classType)
+ {
+ GBM_Feed feed = new(10);
+ TSeries data = feed.OHLC4;
+ var MA_Series = Activator.CreateInstance(classType, data, 10, false) as TSeries;
+ MA_Series.Reset();
+ data.Add(1);
+ Assert.False(double.IsNaN(MA_Series.Last.v));
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Period_one(Type classType)
+ {
+ GBM_Feed feed = new(100);
+ TSeries data = feed.OHLC4;
+
+ var MA_Series = Activator.CreateInstance(classType, data, 1, false) as TSeries;
+ Assert.False(double.IsNaN(MA_Series[^1].v));
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void NaN_test(Type classType)
+ {
+ GBM_Feed feed = new(100);
+ TSeries data = feed.OHLC4;
+
+ var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
+ Assert.True(double.IsNaN(MA_Series[0].v));
+ Assert.True(double.IsNaN(MA_Series[8].v));
+ Assert.False(double.IsNaN(MA_Series[9].v));
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Edge_numbers(Type classType)
+ {
+ TSeries data = new() { double.Epsilon, double.PositiveInfinity, double.MaxValue, double.NegativeInfinity };
+ var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
+ Assert.Equal(4, MA_Series.Count);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void handling_NaN(Type classType)
+ {
+ TSeries data = new("Name") { 1, 2, 3, 4, 5, 6, double.NaN, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
+ var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
+ Assert.False(double.IsNaN(MA_Series.Last.v));
+ }
+
+ public static IEnumerable MASeriesData()
+ {
+ foreach (var type in maSeriesTypes)
+ {
+ yield return new object[] { type };
+ }
}
- }
}
#nullable restore
\ No newline at end of file
diff --git a/Tests/Basic tests/TBars_input.cs b/Tests/Basic tests/TBars_input.cs
index 0b984821..39850ef6 100644
--- a/Tests/Basic tests/TBars_input.cs
+++ b/Tests/Basic tests/TBars_input.cs
@@ -7,8 +7,8 @@ namespace Basics;
#nullable disable
public class TBars
{
- private static Type[] maSeriesTypes = new Type[]
- {
+ private static Type[] maSeriesTypes = new Type[]
+ {
typeof(ATR_Series),
typeof(ATRP_Series),
typeof(TR_Series),
@@ -17,80 +17,81 @@ public class TBars
typeof(OBV_Series),
typeof(ADOSC_Series),
typeof(MIDPRICE_Series),
-};
+ };
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Name_exists(Type classType)
- {
- GBM_Feed data = new(10);
-
- var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
- Assert.NotEmpty(MA_Series.Name);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Series_Length(Type classType)
- {
- GBM_Feed data = new(1000);
-
- var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
- Assert.Equal(1000, MA_Series.Count);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Return_data(Type classType)
- {
- GBM_Feed data = new(10);
- var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
- var result = MA_Series.Add((DateTime.Today, 1,2,3,4,5));
- Assert.Equal(result.v, MA_Series.Last.v);
- }
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Update(Type classType)
- {
- GBM_Feed data = new(10);
- var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
- var pre_update = MA_Series.Last;
-
- var pre_data = data.Last;
- data.Add((DateTime.Today, 1, 2, 3, 4, 5), true);
- data.Add(pre_data, true);
-
- Assert.Equal(pre_update.v, MA_Series.Last.v);
- Assert.Equal(data.Count, MA_Series.Count);
-}
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Reset(Type classType)
- {
- GBM_Feed data = new(10);
- var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
- MA_Series.Reset();
- data.Add();
- Assert.False(double.IsNaN(MA_Series.Last.v));
-}
-
- [Theory]
- [MemberData(nameof(MASeriesData))]
- public void Period_default(Type classType) {
- GBM_Feed data = new(100);
-
- var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
- Assert.False(double.IsNaN(MA_Series.Last.v));
- }
-
- public static IEnumerable MASeriesData()
- {
- foreach (var type in maSeriesTypes)
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Name_exists(Type classType)
{
- yield return new object[] { type };
+ GBM_Feed data = new(10);
+
+ var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
+ Assert.NotEmpty(MA_Series.Name);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Series_Length(Type classType)
+ {
+ GBM_Feed data = new(1000);
+
+ var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
+ Assert.Equal(1000, MA_Series.Count);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Return_data(Type classType)
+ {
+ GBM_Feed data = new(10);
+ var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
+ var result = MA_Series.Add((DateTime.Today, 1, 2, 3, 4, 5));
+ Assert.Equal(result.v, MA_Series.Last.v);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Update(Type classType)
+ {
+ GBM_Feed data = new(10);
+ var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
+ var pre_update = MA_Series.Last;
+
+ var pre_data = data.Last;
+ data.Add((DateTime.Today, 1, 2, 3, 4, 5), true);
+ data.Add(pre_data, true);
+
+ Assert.Equal(pre_update.v, MA_Series.Last.v);
+ Assert.Equal(data.Count, MA_Series.Count);
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Reset(Type classType)
+ {
+ GBM_Feed data = new(10);
+ var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
+ MA_Series.Reset();
+ data.Add();
+ Assert.False(double.IsNaN(MA_Series.Last.v));
+ }
+
+ [Theory]
+ [MemberData(nameof(MASeriesData))]
+ public void Period_default(Type classType)
+ {
+ GBM_Feed data = new(100);
+
+ var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
+ Assert.False(double.IsNaN(MA_Series.Last.v));
+ }
+
+ public static IEnumerable MASeriesData()
+ {
+ foreach (var type in maSeriesTypes)
+ {
+ yield return new object[] { type };
+ }
}
- }
}
#nullable restore
\ No newline at end of file
diff --git a/Tests/Pairs/DIV_Test.cs b/Tests/Pairs/DIV_Test.cs
index d3e57573..824bd553 100644
--- a/Tests/Pairs/DIV_Test.cs
+++ b/Tests/Pairs/DIV_Test.cs
@@ -5,60 +5,60 @@ using QuanTAlib;
namespace Pairs;
public class DIV_Test
{
- [Fact]
- public void DIVSeriesSeries_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 15 };
- TSeries b = new() { 5, 4, 3, 2, 1, 3 };
- DIV_Series c = new(a, b);
- Assert.Equal(5, c.Last().v);
- }
+ [Fact]
+ public void DIVSeriesSeries_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 15 };
+ TSeries b = new() { 5, 4, 3, 2, 1, 3 };
+ DIV_Series c = new(a, b);
+ Assert.Equal(5, c.Last().v);
+ }
- [Fact]
- public void DIVSeriesDouble_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
- DIV_Series c = new(a, 0);
- Assert.Equal(double.PositiveInfinity, c.Last().v);
- }
+ [Fact]
+ public void DIVSeriesDouble_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
+ DIV_Series c = new(a, 0);
+ Assert.Equal(double.PositiveInfinity, c.Last().v);
+ }
- [Fact]
- public void DIVDoubleSeries_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 3.0 };
- DIV_Series c = new(12.0, a);
- Assert.Equal(4.0, c.Last().v);
- }
+ [Fact]
+ public void DIVDoubleSeries_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 3.0 };
+ DIV_Series c = new(12.0, a);
+ Assert.Equal(4.0, c.Last().v);
+ }
- [Fact]
- public void DIVEventing_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 5 };
- TSeries b = new() { 5, 4, 3, 2, 1, 0 };
- DIV_Series c = new(a, b);
- a.Add(12.0);
- b.Add(2);
- Assert.Equal(6.0, c.Last().v);
- }
+ [Fact]
+ public void DIVEventing_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+ TSeries b = new() { 5, 4, 3, 2, 1, 0 };
+ DIV_Series c = new(a, b);
+ a.Add(12.0);
+ b.Add(2);
+ Assert.Equal(6.0, c.Last().v);
+ }
- [Fact]
- public void DIVUpdatewDouble_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 15 };
- double b = 2;
- DIV_Series c = new(a, b);
- a.Add(10, true);
- Assert.Equal(5, c.Last().v);
- }
+ [Fact]
+ public void DIVUpdatewDouble_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 15 };
+ double b = 2;
+ DIV_Series c = new(a, b);
+ a.Add(10, true);
+ Assert.Equal(5, c.Last().v);
+ }
- [Fact]
- public void DIVUpdating_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 5 };
- TSeries b = new() { 5, 4, 3, 2, 1, 1 };
- DIV_Series c = new(a, b);
- a.Add(10, true);
- b.Add(2, true);
- Assert.Equal(5, c.Last().v);
- }
+ [Fact]
+ public void DIVUpdating_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+ TSeries b = new() { 5, 4, 3, 2, 1, 1 };
+ DIV_Series c = new(a, b);
+ a.Add(10, true);
+ b.Add(2, true);
+ Assert.Equal(5, c.Last().v);
+ }
}
diff --git a/Tests/Pairs/MUL_Test.cs b/Tests/Pairs/MUL_Test.cs
index 22a343e5..583422b8 100644
--- a/Tests/Pairs/MUL_Test.cs
+++ b/Tests/Pairs/MUL_Test.cs
@@ -5,60 +5,60 @@ using QuanTAlib;
namespace Pairs;
public class MUL_Test
{
- [Fact]
- public void MULSeriesSeries_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 5 };
- TSeries b = new() { 5, 4, 3, 2, 1, 1 };
- MUL_Series c = new(a, b);
- Assert.Equal(5, c.Last().v);
- }
+ [Fact]
+ public void MULSeriesSeries_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+ TSeries b = new() { 5, 4, 3, 2, 1, 1 };
+ MUL_Series c = new(a, b);
+ Assert.Equal(5, c.Last().v);
+ }
- [Fact]
- public void MULSeriesDouble_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 5 };
- MUL_Series c = new(a, 10.0);
- Assert.Equal(50, c.Last().v);
- }
+ [Fact]
+ public void MULSeriesDouble_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+ MUL_Series c = new(a, 10.0);
+ Assert.Equal(50, c.Last().v);
+ }
- [Fact]
- public void MULDoubleSeries_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 5 };
- MUL_Series c = new(5.0, a);
- Assert.Equal(25, c.Last().v);
- }
+ [Fact]
+ public void MULDoubleSeries_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+ MUL_Series c = new(5.0, a);
+ Assert.Equal(25, c.Last().v);
+ }
- [Fact]
- public void MULEventing_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 5 };
- TSeries b = new() { 5, 4, 3, 2, 1, 0 };
- MUL_Series c = new(a, b);
- a.Add(2);
- b.Add(5);
- Assert.Equal(10, c.Last().v);
- }
+ [Fact]
+ public void MULEventing_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+ TSeries b = new() { 5, 4, 3, 2, 1, 0 };
+ MUL_Series c = new(a, b);
+ a.Add(2);
+ b.Add(5);
+ Assert.Equal(10, c.Last().v);
+ }
- [Fact]
- public void MULUpdateDouble_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 5 };
- double b = 10;
- MUL_Series c = new(a, b);
- a.Add(2, true);
- Assert.Equal(20, c.Last().v);
- }
+ [Fact]
+ public void MULUpdateDouble_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+ double b = 10;
+ MUL_Series c = new(a, b);
+ a.Add(2, true);
+ Assert.Equal(20, c.Last().v);
+ }
- [Fact]
- public void MULUpdating_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 5 };
- TSeries b = new() { 5, 4, 3, 2, 1, 0 };
- MUL_Series c = new(a, b);
- a.Add(10, true);
- b.Add(10, true);
- Assert.Equal(100, c.Last().v);
- }
+ [Fact]
+ public void MULUpdating_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+ TSeries b = new() { 5, 4, 3, 2, 1, 0 };
+ MUL_Series c = new(a, b);
+ a.Add(10, true);
+ b.Add(10, true);
+ Assert.Equal(100, c.Last().v);
+ }
}
diff --git a/Tests/Pairs/SUB_Test.cs b/Tests/Pairs/SUB_Test.cs
index abed75f1..e2f3d6af 100644
--- a/Tests/Pairs/SUB_Test.cs
+++ b/Tests/Pairs/SUB_Test.cs
@@ -5,60 +5,60 @@ using QuanTAlib;
namespace Pairs;
public class SUB_Test
{
- [Fact]
- public void SUBSeriesSeries_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 5 };
- TSeries b = new() { 5, 4, 3, 2, 1, 1 };
- SUB_Series c = new(a, b);
- Assert.Equal(4, c.Last().v);
- }
+ [Fact]
+ public void SUBSeriesSeries_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+ TSeries b = new() { 5, 4, 3, 2, 1, 1 };
+ SUB_Series c = new(a, b);
+ Assert.Equal(4, c.Last().v);
+ }
- [Fact]
- public void SUBSeriesDouble_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
- SUB_Series c = new(a, 10.0);
- Assert.Equal(5.0, c.Last().v);
- }
+ [Fact]
+ public void SUBSeriesDouble_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
+ SUB_Series c = new(a, 10.0);
+ Assert.Equal(5.0, c.Last().v);
+ }
- [Fact]
- public void SUBDoubleSeries_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
- SUB_Series c = new(10.0, a);
- Assert.Equal(-5.0, c.Last().v);
- }
+ [Fact]
+ public void SUBDoubleSeries_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
+ SUB_Series c = new(10.0, a);
+ Assert.Equal(-5.0, c.Last().v);
+ }
- [Fact]
- public void SUBEventing_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 5 };
- TSeries b = new() { 5, 4, 3, 2, 1, 0 };
- SUB_Series c = new(a, b);
- a.Add(7.0);
- b.Add(2);
- Assert.Equal(5.0, c.Last().v);
- }
+ [Fact]
+ public void SUBEventing_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+ TSeries b = new() { 5, 4, 3, 2, 1, 0 };
+ SUB_Series c = new(a, b);
+ a.Add(7.0);
+ b.Add(2);
+ Assert.Equal(5.0, c.Last().v);
+ }
- [Fact]
- public void SUBUpdatewDouble_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 15 };
- double b = 10;
- SUB_Series c = new(a, b);
- a.Add(1, true);
- Assert.Equal(-9, c.Last().v);
- }
+ [Fact]
+ public void SUBUpdatewDouble_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 15 };
+ double b = 10;
+ SUB_Series c = new(a, b);
+ a.Add(1, true);
+ Assert.Equal(-9, c.Last().v);
+ }
- [Fact]
- public void SUBUpdating_Test()
- {
- TSeries a = new() { 0, 1, 2, 3, 4, 5 };
- TSeries b = new() { 5, 4, 3, 2, 1, 1 };
- SUB_Series c = new(a, b);
- a.Add(10, true);
- b.Add(0, true);
- Assert.Equal(10, c.Last().v);
- }
+ [Fact]
+ public void SUBUpdating_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+ TSeries b = new() { 5, 4, 3, 2, 1, 1 };
+ SUB_Series c = new(a, b);
+ a.Add(10, true);
+ b.Add(0, true);
+ Assert.Equal(10, c.Last().v);
+ }
}
diff --git a/Tests/Pairs/TBars_Test.cs b/Tests/Pairs/TBars_Test.cs
index e23e10f7..47b97c89 100644
--- a/Tests/Pairs/TBars_Test.cs
+++ b/Tests/Pairs/TBars_Test.cs
@@ -10,52 +10,52 @@ public class TBars_Test
{
TBars s = new() { (t: DateTime.Today, o: double.Epsilon, h: double.NaN, l: Double.MaxValue, c: Double.NegativeInfinity, v: Double.PositiveInfinity) };
var tup = (t: DateTime.Today, o: double.Epsilon, h: double.NaN, l: Double.MaxValue,
- c: Double.NegativeInfinity, v: Double.PositiveInfinity);
+ c: Double.NegativeInfinity, v: Double.PositiveInfinity);
Assert.Equal(tup, s[^1]);
}
[Fact]
public void Casting_Parameters()
{
- TBars s = new()
- {
- { DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1, false }
- };
- Assert.Equal(0.1, s[^1].o);
- Assert.Equal(1.1, s[^1].h);
- Assert.Equal(2.1, s[^1].l);
- Assert.Equal(3.1, s[^1].c);
- Assert.Equal(4.1, s[^1].v);
- Assert.Equal(DateTime.Today, s[^1].t);
- Assert.Single(s);
- }
+ TBars s = new()
+ {
+ { DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1, false }
+ };
+ Assert.Equal(0.1, s[^1].o);
+ Assert.Equal(1.1, s[^1].h);
+ Assert.Equal(2.1, s[^1].l);
+ Assert.Equal(3.1, s[^1].c);
+ Assert.Equal(4.1, s[^1].v);
+ Assert.Equal(DateTime.Today, s[^1].t);
+ Assert.Single(s);
+ }
[Fact]
public void Updating_Value()
{
- TBars s = new()
- {
- { DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1 }
- };
- s.Add(DateTime.Today, 1.0, 1.0, 1.0, 1.0, 1.0, update: false);
- s.Add(DateTime.Today, 0.0, 0.0, 0.0, 0.0, 0.0, update: true);
- Assert.Equal(0.0, s[^1].o);
- Assert.Equal(0.0, s[^1].h);
- Assert.Equal(0.0, s[^1].l);
- Assert.Equal(0.0, s[^1].c);
- Assert.Equal(0.0, s[^1].v);
- Assert.Equal(2, s.Count);
+ TBars s = new()
+ {
+ { DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1 }
+ };
+ s.Add(DateTime.Today, 1.0, 1.0, 1.0, 1.0, 1.0, update: false);
+ s.Add(DateTime.Today, 0.0, 0.0, 0.0, 0.0, 0.0, update: true);
+ Assert.Equal(0.0, s[^1].o);
+ Assert.Equal(0.0, s[^1].h);
+ Assert.Equal(0.0, s[^1].l);
+ Assert.Equal(0.0, s[^1].c);
+ Assert.Equal(0.0, s[^1].v);
+ Assert.Equal(2, s.Count);
}
[Fact]
public void Extracting_TSeries()
{
- TBars s = new()
- {
- { DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1 },
- { DateTime.Today, 2.1, 3.1, 4.1, 5.1, 6.1 }
- };
+ TBars s = new()
+ {
+ { DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1 },
+ { DateTime.Today, 2.1, 3.1, 4.1, 5.1, 6.1 }
+ };
- TSeries t = s.Open;
+ TSeries t = s.Open;
Assert.Equal(t.t, s.Open.t);
Assert.Equal(t.v, s.Open.v);
@@ -91,22 +91,22 @@ public class TBars_Test
Assert.Equal(t.t, s.HLC3.t);
Assert.Equal(t.v, s.HLC3.v);
- t = s.OHLC4;
- Assert.Equal(t.t, s.OHLC4.t);
- Assert.Equal(t.v, s.OHLC4.v);
+ t = s.OHLC4;
+ Assert.Equal(t.t, s.OHLC4.t);
+ Assert.Equal(t.v, s.OHLC4.v);
- t = s.HLCC4;
- Assert.Equal(t.t, s.HLCC4.t);
- Assert.Equal(t.v, s.HLCC4.v);
- }
+ t = s.HLCC4;
+ Assert.Equal(t.t, s.HLCC4.t);
+ Assert.Equal(t.v, s.HLCC4.v);
+ }
[Fact]
public void Broadcasting_Events()
{
- TBars s = new() { (DateTime.Today, 2.1, 3.1, 4.1, 5.1, 6.1) };
- TSeries t = new();
- s.Close.Pub += t.Sub;
- s.Add(DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1, false);
- Assert.Equal(s.Close.v, t.v);
- Assert.Equal(s.Close.Count, t.Count);
- }
+ TBars s = new() { (DateTime.Today, 2.1, 3.1, 4.1, 5.1, 6.1) };
+ TSeries t = new();
+ s.Close.Pub += t.Sub;
+ s.Add(DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1, false);
+ Assert.Equal(s.Close.v, t.v);
+ Assert.Equal(s.Close.Count, t.Count);
+ }
}
diff --git a/Tests/Validations/Trends/Pandas_TA.cs b/Tests/Validations/Trends/Pandas_TA.cs
index f6953454..471d7753 100644
--- a/Tests/Validations/Trends/Pandas_TA.cs
+++ b/Tests/Validations/Trends/Pandas_TA.cs
@@ -7,395 +7,463 @@ using Python.Runtime;
namespace Validations;
-public class PandasTA : IDisposable {
- private bool disposed = false;
- private readonly GBM_Feed bars;
- private readonly Random rnd = new();
- private readonly int period, skip;
- private readonly int digits;
- private readonly dynamic np;
- private readonly dynamic ta;
- private readonly dynamic pd;
- private readonly dynamic df;
+public class PandasTA : IDisposable
+{
+ private bool disposed = false;
+ private readonly GBM_Feed bars;
+ private readonly Random rnd = new();
+ private readonly int period, skip;
+ private readonly int digits;
+ private readonly dynamic np;
+ private readonly dynamic ta;
+ private readonly dynamic pd;
+ private readonly dynamic df;
- public PandasTA() {
- bars = new GBM_Feed(5000, 0.8, 0.0);
- period = rnd.Next(28) + 3;
- skip = period + 50;
- digits = 8;
+ public PandasTA()
+ {
+ bars = new GBM_Feed(5000, 0.8, 0.0);
+ period = rnd.Next(28) + 3;
+ skip = period + 50;
+ digits = 8;
- var pythonDLL = PythonLibrary.Locate();
- Runtime.PythonDLL = pythonDLL;
- PythonEngine.Initialize();
+ var pythonDLL = PythonLibrary.Locate();
+ Runtime.PythonDLL = pythonDLL;
+ PythonEngine.Initialize();
- np = Py.Import("numpy");
- pd = Py.Import("pandas");
- ta = Py.Import("pandas_ta");
+ np = Py.Import("numpy");
+ pd = Py.Import("pandas");
+ ta = Py.Import("pandas_ta");
- string[] cols = {"open", "high", "low", "close", "volume"};
- var ary = new double[bars.Count, 5];
- for (var i = 0; i < bars.Count; i++) {
- ary[i, 0] = bars.Open[i].v;
- ary[i, 1] = bars.High[i].v;
- ary[i, 2] = bars.Low[i].v;
- ary[i, 3] = bars.Close[i].v;
- ary[i, 4] = bars.Volume[i].v;
- }
+ string[] cols = { "open", "high", "low", "close", "volume" };
+ var ary = new double[bars.Count, 5];
+ for (var i = 0; i < bars.Count; i++)
+ {
+ ary[i, 0] = bars.Open[i].v;
+ ary[i, 1] = bars.High[i].v;
+ ary[i, 2] = bars.Low[i].v;
+ ary[i, 3] = bars.Close[i].v;
+ ary[i, 4] = bars.Volume[i].v;
+ }
- df = ta.DataFrame(data: np.array(ary), index: np.array(bars.Close.t), columns: np.array(cols));
- }
+ df = ta.DataFrame(data: np.array(ary), index: np.array(bars.Close.t), columns: np.array(cols));
+ }
- public void Dispose() {
- Dispose(true);
- PythonEngine.Shutdown();
- GC.SuppressFinalize(this);
- }
+ public void Dispose()
+ {
+ Dispose(true);
+ PythonEngine.Shutdown();
+ GC.SuppressFinalize(this);
+ }
- ~PandasTA() {
- Dispose(false);
- }
+ ~PandasTA()
+ {
+ Dispose(false);
+ }
- protected virtual void Dispose(bool disposing) {
- if (!disposed) {
- disposed = true;
- }
- }
+ protected virtual void Dispose(bool disposing)
+ {
+ if (!disposed)
+ {
+ disposed = true;
+ }
+ }
- [Fact]
- private void ADL() {
- ADL_Series QL = new(bars);
- var pta = df.ta.ad(high: df.high, low: df.low, close: df.close, volume: df.volume);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void ADL()
+ {
+ ADL_Series QL = new(bars);
+ var pta = df.ta.ad(high: df.high, low: df.low, close: df.close, volume: df.volume);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void BBANDS() {
- BBANDS_Series QL = new(bars.Close, period);
- var pta = df.ta.bbands(close: df.close, length: period).to_numpy();
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL.Lower[i].v;
- var PanTA_item = (double) pta[i][0]; //lower
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- QL_item = QL.Mid[i].v;
- PanTA_item = (double) pta[i][1]; //mid
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- QL_item = QL.Upper[i].v;
- PanTA_item = (double) pta[i][2]; //upper
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void BBANDS()
+ {
+ BBANDS_Series QL = new(bars.Close, period);
+ var pta = df.ta.bbands(close: df.close, length: period).to_numpy();
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL.Lower[i].v;
+ var PanTA_item = (double)pta[i][0]; //lower
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ QL_item = QL.Mid[i].v;
+ PanTA_item = (double)pta[i][1]; //mid
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ QL_item = QL.Upper[i].v;
+ PanTA_item = (double)pta[i][2]; //upper
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void BIAS() {
- BIAS_Series QL = new(bars.Close, period, false);
- var pta = df.ta.bias(close: df.close, length: period);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void BIAS()
+ {
+ BIAS_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.bias(close: df.close, length: period);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void CCI() {
- CCI_Series QL = new(bars, period, false);
- var pta = df.ta.cci(close: df.close, length: period);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void CCI()
+ {
+ CCI_Series QL = new(bars, period, false);
+ var pta = df.ta.cci(close: df.close, length: period);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void DEMA() {
- DEMA_Series QL = new(bars.Close, period, false);
- var pta = df.ta.dema(close: df.close, length: period);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void DEMA()
+ {
+ DEMA_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.dema(close: df.close, length: period);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void EMA() {
- EMA_Series QL = new(bars.Close, period, false);
- var pta = df.ta.ema(close: df.close, length: period);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void EMA()
+ {
+ EMA_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.ema(close: df.close, length: period);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void ENTROPY() {
- ENTROPY_Series QL = new(bars.Close, period, false);
- var pta = df.ta.entropy(close: df.close, length: period);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void ENTROPY()
+ {
+ ENTROPY_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.entropy(close: df.close, length: period);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void HL2() {
- var pta = df.ta.hl2(high: df.high, low: df.low);
- for (var i = bars.HL2.Length - 1; i > skip; i--) {
- var QL_item = bars.HL2[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void HL2()
+ {
+ var pta = df.ta.hl2(high: df.high, low: df.low);
+ for (var i = bars.HL2.Length - 1; i > skip; i--)
+ {
+ var QL_item = bars.HL2[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void HLC3() {
- var pta = df.ta.hlc3(high: df.high, low: df.low, close: df.close);
- for (var i = bars.HLC3.Length; i > skip; i--) {
- var QL_item = bars.HLC3[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void HLC3()
+ {
+ var pta = df.ta.hlc3(high: df.high, low: df.low, close: df.close);
+ for (var i = bars.HLC3.Length; i > skip; i--)
+ {
+ var QL_item = bars.HLC3[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void HMA() {
- HMA_Series QL = new(bars.Close, period, false);
- var pta = df.ta.hma(close: df.close, length: period);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void HMA()
+ {
+ HMA_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.hma(close: df.close, length: period);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void KURTOSIS() {
- KURTOSIS_Series QL = new(bars.Close, period, false);
- var pta = df.ta.kurtosis(close: df.close, length: period);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void KURTOSIS()
+ {
+ KURTOSIS_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.kurtosis(close: df.close, length: period);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void MACD() {
- MACD_Series QL = new(bars.Close, 26, 12, 9, false);
- var pta = df.ta.macd(close: df.close).to_numpy();
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1][0];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- QL_item = QL.Signal[i - 1].v;
- PanTA_item = (double) pta[i - 1][2];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void MACD()
+ {
+ MACD_Series QL = new(bars.Close, 26, 12, 9, false);
+ var pta = df.ta.macd(close: df.close).to_numpy();
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1][0];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ QL_item = QL.Signal[i - 1].v;
+ PanTA_item = (double)pta[i - 1][2];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void MAD() {
- MAD_Series QL = new(bars.Close, period, false);
- var pta = df.ta.mad(close: df.close, length: period);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void MAD()
+ {
+ MAD_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.mad(close: df.close, length: period);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void MEDIAN() {
- MEDIAN_Series QL = new(bars.Close, period);
- var pta = df.ta.median(close: df.close, length: period);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void MEDIAN()
+ {
+ MEDIAN_Series QL = new(bars.Close, period);
+ var pta = df.ta.median(close: df.close, length: period);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void OBV() {
- OBV_Series QL = new(bars);
- var pta = df.ta.obv(close: df.close, volume: df.volume);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void OBV()
+ {
+ OBV_Series QL = new(bars);
+ var pta = df.ta.obv(close: df.close, volume: df.volume);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void OHLC4() {
- var pta = df.ta.ohlc4(open: df.open, high: df.high, low: df.low, close: df.close);
- for (var i = bars.OHLC4.Length; i > skip; i--) {
- var QL_item = bars.OHLC4[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void OHLC4()
+ {
+ var pta = df.ta.ohlc4(open: df.open, high: df.high, low: df.low, close: df.close);
+ for (var i = bars.OHLC4.Length; i > skip; i--)
+ {
+ var QL_item = bars.OHLC4[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void SDEV() {
- SDEV_Series QL = new(bars.Close, period, false);
- var pta = df.ta.stdev(close: df.close, length: period, ddof: 0);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void SDEV()
+ {
+ SDEV_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.stdev(close: df.close, length: period, ddof: 0);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void SMA() {
- SMA_Series QL = new(bars.Close, period, false);
- var pta = df.ta.sma(close: df.close, length: period);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void SMA()
+ {
+ SMA_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.sma(close: df.close, length: period);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void SSDEV() {
- SSDEV_Series QL = new(bars.Close, period, false);
- var pta = df.ta.stdev(close: df.close, length: period, ddof: 1);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void SSDEV()
+ {
+ SSDEV_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.stdev(close: df.close, length: period, ddof: 1);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void SVARIANCE() {
- SVAR_Series QL = new(bars.Close, period);
- var pta = df.ta.variance(close: df.close, length: period, ddof: 1);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void SVARIANCE()
+ {
+ SVAR_Series QL = new(bars.Close, period);
+ var pta = df.ta.variance(close: df.close, length: period, ddof: 1);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void TEMA() {
- TEMA_Series QL = new(bars.Close, period, false);
- var pta = df.ta.tema(close: df.close, length: period);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void TEMA()
+ {
+ TEMA_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.tema(close: df.close, length: period);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void TR() {
- TR_Series QL = new(bars);
- var pta = df.ta.true_range(high: df.high, low: df.low, close: df.close);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void TR()
+ {
+ TR_Series QL = new(bars);
+ var pta = df.ta.true_range(high: df.high, low: df.low, close: df.close);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void TRIMA() {
- // TODO: return length to variable length (period) when Pandas-TA fixes trima to calculate even periods right
- TRIMA_Series QL = new(bars.Close, 11);
- var pta = df.ta.trima(close: df.close, length: 11);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void TRIMA()
+ {
+ // TODO: return length to variable length (period) when Pandas-TA fixes trima to calculate even periods right
+ TRIMA_Series QL = new(bars.Close, 11);
+ var pta = df.ta.trima(close: df.close, length: 11);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void VARIANCE() {
- VAR_Series QL = new(bars.Close, period);
- var pta = df.ta.variance(close: df.close, length: period, ddof: 0);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void VARIANCE()
+ {
+ VAR_Series QL = new(bars.Close, period);
+ var pta = df.ta.variance(close: df.close, length: period, ddof: 0);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void WMA() {
- WMA_Series QL = new(bars.Close, period, false);
- var pta = df.ta.wma(close: df.close, length: period);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void WMA()
+ {
+ WMA_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.wma(close: df.close, length: period);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- [Fact]
- private void ZSCORE() {
- ZSCORE_Series QL = new(bars.Close, period, false);
- var pta = df.ta.zscore(close: df.close, length: period, ddof: 0);
- for (var i = QL.Length - 1; i > skip; i--) {
- var QL_item = QL[i - 1].v;
- var PanTA_item = (double) pta[i - 1];
- Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
+ [Fact]
+ private void ZSCORE()
+ {
+ ZSCORE_Series QL = new(bars.Close, period, false);
+ var pta = df.ta.zscore(close: df.close, length: period, ddof: 0);
+ for (var i = QL.Length - 1; i > skip; i--)
+ {
+ var QL_item = QL[i - 1].v;
+ var PanTA_item = (double)pta[i - 1];
+ Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
}
-public static class PythonLibrary {
- public static string Locate() {
- if (RuntimeInformation.IsOSPlatform(OSPlatform.Windows)) {
- string[] paths = Environment.GetEnvironmentVariable("PATH")?.Split(';') ?? Array.Empty();
- foreach (string path in paths) {
- string[] pythonDLLs = Directory.GetFiles(path, "python3*.dll");
- if (pythonDLLs.Length > 0) {
- foreach (string item in pythonDLLs) {
- if (!item.EndsWith("python3.dll", StringComparison.OrdinalIgnoreCase)) {
- return item;
- }
- }
+public static class PythonLibrary
+{
+ public static string Locate()
+ {
+ if (RuntimeInformation.IsOSPlatform(OSPlatform.Windows))
+ {
+ string[] paths = Environment.GetEnvironmentVariable("PATH")?.Split(';') ?? Array.Empty();
+ foreach (string path in paths)
+ {
+ string[] pythonDLLs = Directory.GetFiles(path, "python3*.dll");
+ if (pythonDLLs.Length > 0)
+ {
+ foreach (string item in pythonDLLs)
+ {
+ if (!item.EndsWith("python3.dll", StringComparison.OrdinalIgnoreCase))
+ {
+ return item;
+ }
+ }
- }
- }
- throw new FileNotFoundException("Python library not found in PATH");
- }
- else if (RuntimeInformation.IsOSPlatform(OSPlatform.Linux)) {
+ }
+ }
+ throw new FileNotFoundException("Python library not found in PATH");
+ }
+ else if (RuntimeInformation.IsOSPlatform(OSPlatform.Linux))
+ {
return "/usr/lib/x86_64-linux-gnu/libpython3.10.so";
-/*
- List pythonLibraries = new List();
- List directoriesToSearch = new List { "/home/runner/.local/lib" }; // Add more directories as needed
- string filePattern = "libpython3.*.so";
- SearchFiles(directoriesToSearch, filePattern, pythonLibraries);
+ /*
+ List pythonLibraries = new List();
+ List directoriesToSearch = new List { "/home/runner/.local/lib" }; // Add more directories as needed
+ string filePattern = "libpython3.*.so";
+ SearchFiles(directoriesToSearch, filePattern, pythonLibraries);
- if (pythonLibraries.Count > 0) {
- return pythonLibraries[0];
- }
- else {
- throw new FileNotFoundException("Python library not found");
- }
-*/
- }
+ if (pythonLibraries.Count > 0) {
+ return pythonLibraries[0];
+ }
+ else {
+ throw new FileNotFoundException("Python library not found");
+ }
+ */
+ }
- else if (RuntimeInformation.IsOSPlatform(OSPlatform.OSX)) {
- throw new NotSupportedException("Not supported yet");
- }
+ else if (RuntimeInformation.IsOSPlatform(OSPlatform.OSX))
+ {
+ throw new NotSupportedException("Not supported yet");
+ }
- else { throw new NotSupportedException("Unsupported operating system"); }
- }
- static void SearchFiles(List directoriesToSearch, string filePattern, List foundFiles)
+ else { throw new NotSupportedException("Unsupported operating system"); }
+ }
+ static void SearchFiles(List directoriesToSearch, string filePattern, List foundFiles)
{
foreach (string directory in directoriesToSearch)
{
diff --git a/Tests/Validations/Trends/Skender.cs b/Tests/Validations/Trends/Skender.cs
index a3950e96..d26f48e4 100644
--- a/Tests/Validations/Trends/Skender.cs
+++ b/Tests/Validations/Trends/Skender.cs
@@ -6,481 +6,484 @@ using Xunit;
namespace Validations;
public class Skender
{
- private readonly GBM_Feed bars;
- private readonly Random rnd = new();
- private readonly int period, digits, skip;
- private readonly IEnumerable quotes;
+ private readonly GBM_Feed bars;
+ private readonly Random rnd = new();
+ private readonly int period, digits, skip;
+ private readonly IEnumerable quotes;
- public Skender()
- {
- bars = new(Bars: 10000, Volatility: 0.5, Drift: 0.0, Precision: 2);
- period = rnd.Next(30) + 5;
- digits = 6; //minimizing rounding errors in type conversions
- skip = period+2;
+ public Skender()
+ {
+ bars = new(Bars: 10000, Volatility: 0.5, Drift: 0.0, Precision: 2);
+ period = rnd.Next(30) + 5;
+ digits = 6; //minimizing rounding errors in type conversions
+ skip = period + 2;
- quotes = bars.Select(q => new Quote
- {
- Date = q.t,
- Open = (decimal)q.o,
- High = (decimal)q.h,
- Low = (decimal)q.l,
- Close = (decimal)q.c,
- Volume = (decimal)q.v
- });
- }
+ quotes = bars.Select(q => new Quote
+ {
+ Date = q.t,
+ Open = (decimal)q.o,
+ High = (decimal)q.h,
+ Low = (decimal)q.l,
+ Close = (decimal)q.c,
+ Volume = (decimal)q.v
+ });
+ }
-/*
- [Fact]
- public void ADL()
- {
- ADL_Series QL = new(bars);
- var SK = quotes.GetAdl().Select(i => i.Adl);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1)!;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- */
- [Fact]
- public void ALMA()
- {
- ALMA_Series QL = new(bars.Close, period, useNaN: false);
- var SK = quotes.GetAlma(period).Select(i => i.Alma.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
- [Fact]
- public void ATR()
- {
- ATR_Series QL = new(bars, period:period,useNaN: false);
- var SK = quotes.GetAtr(period).Select(i => i.Atr.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
- [Fact]
- public void ATRP()
- {
- ATRP_Series QL = new(bars, period, false);
- var SK = quotes.GetAtr(period).Select(i => i.Atrp.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
- [Fact]
- public void BBANDS()
- {
- BBANDS_Series QL = new(bars.Close, period, 2.0, useNaN: false);
- var SK = quotes.GetBollingerBands(period, 2.0);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL.Mid[i - 1].v;
- double SK_item = SK.ElementAt(i - 1).Sma!.Value;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- QL_item = QL.Upper[i - 1].v;
- SK_item = SK.ElementAt(i - 1).UpperBand!.Value;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- QL_item = QL.Lower[i - 1].v;
- SK_item = SK.ElementAt(i - 1).LowerBand!.Value;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- QL_item = QL.Bandwidth[i - 1].v;
- SK_item = SK.ElementAt(i - 1).Width!.Value;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- QL_item = QL.PercentB[i - 1].v;
- SK_item = SK.ElementAt(i - 1).PercentB!.Value;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- QL_item = QL.Zscore[i - 1].v;
- SK_item = SK.ElementAt(i - 1).ZScore!.Value;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
- [Fact]
- public void CCI()
- {
- CCI_Series QL = new(bars, period, false);
- var SK = quotes.GetCci(period).Select(i => i.Cci.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
+ /*
+ [Fact]
+ public void ADL()
+ {
+ ADL_Series QL = new(bars);
+ var SK = quotes.GetAdl().Select(i => i.Adl);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1)!;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
+ }
+ }
+ */
[Fact]
- public void CMO()
- {
- CMO_Series QL = new(bars.Close, period, false);
- var SK = quotes.GetCmo(period).Select(i => i.Cmo.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
+ public void ALMA()
{
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
- [Fact]
- public void CORR()
- {
- CORR_Series QL = new(bars.High, bars.Low, period, false);
- var SK = quotes.Use(CandlePart.High).GetCorrelation(quotes.Use(CandlePart.Low), period).Select(i => i.Correlation.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
- [Fact]
- public void COVAR()
- {
- COVAR_Series QL = new(bars.High, bars.Low, period, false);
- var SK = quotes.Use(CandlePart.High).GetCorrelation(quotes.Use(CandlePart.Low), period).Select(i => i.Covariance.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
+ ALMA_Series QL = new(bars.Close, period, useNaN: false);
+ var SK = quotes.GetAlma(period).Select(i => i.Alma.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
}
- }
- [Fact]
- public void DEMA()
- {
- DEMA_Series QL = new(bars.Close, period, false, useSMA: true);
- var SK = quotes.GetDema(period).Select(i => i.Dema.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void EMA()
- {
- EMA_Series QL = new(bars.Close, period, false);
- var SK = quotes.GetEma(lookbackPeriods: period).Select(i => i.Ema.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void HL2()
- {
- TSeries QL = bars.HL2;
- var SK = quotes.GetBaseQuote(CandlePart.HL2).ToList();
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1).Value;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
- [Fact]
- public void HLC3()
- {
- TSeries QL = bars.HLC3;
- var SK = quotes.GetBaseQuote(CandlePart.HLC3).ToList();
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1).Value;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
- [Fact]
- public void HMA()
- {
- HMA_Series QL = new(bars.Close, period, useNaN: false);
- var SK = quotes.GetHma(period).Select(i => i.Hma.Null2NaN()!);
- for (int i = QL.Length; i > skip*2; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
-
- [Fact]
- public void KAMA()
- {
- // TODO: check precision of KAMA()
- KAMA_Series QL = new(bars.Close, period, useNaN: false);
- var SK = quotes.GetKama(period).Select(i => i.Kama.Null2NaN()!);
- for (int i = QL.Length; i > skip+2; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void SLOPE()
- {
- SLOPE_Series QL = new(bars.Close, period, useNaN: false);
- var SK = quotes.GetSlope(period);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = (double)SK.ElementAt(i - 1).Slope!;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- QL_item = QL.Intercept[i - 1].v;
- SK_item = (double)SK.ElementAt(i - 1).Intercept!;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- QL_item = QL.RSquared[i - 1].v;
- SK_item = (double)SK.ElementAt(i - 1).RSquared!;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- QL_item = QL.StdDev[i - 1].v;
- SK_item = (double)SK.ElementAt(i - 1).StdDev!;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void MACD()
- {
- MACD_Series QL = new(bars.Close, 26, 12, 9, useNaN: false);
- var SK = quotes.GetMacd(12, 26, 9);
- for (int i = QL.Length; i > 27; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1).Macd.Null2NaN()!;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- //QL_item = QL.Signal[i - 1].v;
- //SK_item = SK.ElementAt(i - 1).Signal.Null2NaN()!;
- //Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void MAD()
- {
- MAD_Series QL = new(bars.Close, period, false);
- var SK = quotes.GetSmaAnalysis(period).Select(i => i.Mad.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void MAMA()
- {
- MAMA_Series QL = new(bars.HL2, fastlimit: 0.5, slowlimit: 0.05);
- var SK = quotes.GetMama(fastLimit: 0.5, slowLimit: 0.05);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1).Mama.Null2NaN()!;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- QL_item = QL.Fama[i - 1].v;
- SK_item = SK.ElementAt(i - 1).Fama.Null2NaN()!;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void MAPE()
- {
- MAPE_Series QL = new(bars.Close, period, false);
- var SK = quotes.GetSmaAnalysis(period).Select(i => i.Mape.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void MSE()
- {
- MSE_Series QL = new(bars.Close, period, false);
- var SK = quotes.GetSmaAnalysis(period).Select(i => i.Mse.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void OBV()
- {
- OBV_Series QL = new(bars, period, false);
- var SK = quotes.GetObv(period).Select(i => i.Obv!);
- for (int i = QL.Length; i > skip; i--) {
- double QL_item = QL.Last().v;
- // adding volume[0] to OBV to pass the test and keep compatibility with TA-LIB
- double SK_item = SK.Last()! + (double)quotes.First().Volume!;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void OC2()
- {
- TSeries QL = bars.OC2;
- var SK = quotes.GetBaseQuote(CandlePart.OC2).ToList();
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1).Value;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
- [Fact]
- public void OHL3()
- {
- TSeries QL = bars.OHL3;
- var SK = quotes.GetBaseQuote(CandlePart.OHL3).ToList();
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1).Value;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
- [Fact]
- public void OHLC4()
- {
- TSeries QL = bars.OHLC4;
- var SK = quotes.GetBaseQuote(CandlePart.OHLC4).ToList();
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1).Value;
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
- [Fact]
- public void RSI()
- {
- RSI_Series QL = new(bars.Close, period, useNaN: false);
- var SK = quotes.GetRsi(period).Select(i => i.Rsi.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void SDEV()
- {
- SDEV_Series QL = new(bars.Close, period, useNaN: false);
- var SK = quotes.GetStdDev(period).Select(i => i.StdDev.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void SMA()
- {
- SMA_Series QL = new(bars.Close, period, false);
- var SK = quotes.GetSma(period).Select(i => i.Sma.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void SMMA()
- {
- SMMA_Series QL = new(bars.Close, period, useNaN: false);
- var SK = quotes.GetSmma(period).Select(i => i.Smma.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void T3()
- {
- T3_Series QL = new(source: bars.Close, period: period, vfactor: 0.7, false);
- var SK = quotes.GetT3(lookbackPeriods: period, volumeFactor: 0.7).Select(i => i.T3.Null2NaN()!);
- for (int i = QL.Length; i > period*15; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void TRIX() {
- TRIX_Series QL = new(bars.Close, period, false);
- var SK = quotes.GetTrix(period).Select(i => i.Trix.Null2NaN()!);
- for (int i = QL.Length; i > period*12; i--) {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
- }
- }
- [Fact]
- public void TEMA()
- {
- TEMA_Series QL = new(bars.Close, period, false);
- var SK = quotes.GetTema(period).Select(i => i.Tema.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void TR()
- {
- TR_Series QL = new(bars);
- var SK = quotes.GetTr().Select(i => i.Tr.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
- [Fact]
- public void WMA()
- {
- WMA_Series QL = new(bars.Close, period, false);
- var SK = quotes.GetWma(period).Select(i => i.Wma.Null2NaN()!);
- for (int i = QL.Length; i > skip*2; i--)
- {
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
- }
- }
[Fact]
- public void ZSCORE()
- {
- ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
- var SK = quotes.GetStdDev(period).Select(i => i.ZScore.Null2NaN()!);
- for (int i = QL.Length; i > skip; i--)
+ public void ATR()
{
- double QL_item = QL[i - 1].v;
- double SK_item = SK.ElementAt(i - 1);
- Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
+ ATR_Series QL = new(bars, period: period, useNaN: false);
+ var SK = quotes.GetAtr(period).Select(i => i.Atr.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void ATRP()
+ {
+ ATRP_Series QL = new(bars, period, false);
+ var SK = quotes.GetAtr(period).Select(i => i.Atrp.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void BBANDS()
+ {
+ BBANDS_Series QL = new(bars.Close, period, 2.0, useNaN: false);
+ var SK = quotes.GetBollingerBands(period, 2.0);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL.Mid[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1).Sma!.Value;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ QL_item = QL.Upper[i - 1].v;
+ SK_item = SK.ElementAt(i - 1).UpperBand!.Value;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ QL_item = QL.Lower[i - 1].v;
+ SK_item = SK.ElementAt(i - 1).LowerBand!.Value;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ QL_item = QL.Bandwidth[i - 1].v;
+ SK_item = SK.ElementAt(i - 1).Width!.Value;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ QL_item = QL.PercentB[i - 1].v;
+ SK_item = SK.ElementAt(i - 1).PercentB!.Value;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ QL_item = QL.Zscore[i - 1].v;
+ SK_item = SK.ElementAt(i - 1).ZScore!.Value;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void CCI()
+ {
+ CCI_Series QL = new(bars, period, false);
+ var SK = quotes.GetCci(period).Select(i => i.Cci.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void CMO()
+ {
+ CMO_Series QL = new(bars.Close, period, false);
+ var SK = quotes.GetCmo(period).Select(i => i.Cmo.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void CORR()
+ {
+ CORR_Series QL = new(bars.High, bars.Low, period, false);
+ var SK = quotes.Use(CandlePart.High).GetCorrelation(quotes.Use(CandlePart.Low), period).Select(i => i.Correlation.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void COVAR()
+ {
+ COVAR_Series QL = new(bars.High, bars.Low, period, false);
+ var SK = quotes.Use(CandlePart.High).GetCorrelation(quotes.Use(CandlePart.Low), period).Select(i => i.Covariance.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void DEMA()
+ {
+ DEMA_Series QL = new(bars.Close, period, false, useSMA: true);
+ var SK = quotes.GetDema(period).Select(i => i.Dema.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void EMA()
+ {
+ EMA_Series QL = new(bars.Close, period, false);
+ var SK = quotes.GetEma(lookbackPeriods: period).Select(i => i.Ema.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void HL2()
+ {
+ TSeries QL = bars.HL2;
+ var SK = quotes.GetBaseQuote(CandlePart.HL2).ToList();
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1).Value;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void HLC3()
+ {
+ TSeries QL = bars.HLC3;
+ var SK = quotes.GetBaseQuote(CandlePart.HLC3).ToList();
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1).Value;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void HMA()
+ {
+ HMA_Series QL = new(bars.Close, period, useNaN: false);
+ var SK = quotes.GetHma(period).Select(i => i.Hma.Null2NaN()!);
+ for (int i = QL.Length; i > skip * 2; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+
+ [Fact]
+ public void KAMA()
+ {
+ // TODO: check precision of KAMA()
+ KAMA_Series QL = new(bars.Close, period, useNaN: false);
+ var SK = quotes.GetKama(period).Select(i => i.Kama.Null2NaN()!);
+ for (int i = QL.Length; i > skip + 2; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void SLOPE()
+ {
+ SLOPE_Series QL = new(bars.Close, period, useNaN: false);
+ var SK = quotes.GetSlope(period);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = (double)SK.ElementAt(i - 1).Slope!;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ QL_item = QL.Intercept[i - 1].v;
+ SK_item = (double)SK.ElementAt(i - 1).Intercept!;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ QL_item = QL.RSquared[i - 1].v;
+ SK_item = (double)SK.ElementAt(i - 1).RSquared!;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ QL_item = QL.StdDev[i - 1].v;
+ SK_item = (double)SK.ElementAt(i - 1).StdDev!;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void MACD()
+ {
+ MACD_Series QL = new(bars.Close, 26, 12, 9, useNaN: false);
+ var SK = quotes.GetMacd(12, 26, 9);
+ for (int i = QL.Length; i > 27; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1).Macd.Null2NaN()!;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ //QL_item = QL.Signal[i - 1].v;
+ //SK_item = SK.ElementAt(i - 1).Signal.Null2NaN()!;
+ //Assert.InRange(SK_item! - QL_item, -Math.Pow(10,-digits), Math.Pow(10,-digits));
+ }
+ }
+ [Fact]
+ public void MAD()
+ {
+ MAD_Series QL = new(bars.Close, period, false);
+ var SK = quotes.GetSmaAnalysis(period).Select(i => i.Mad.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void MAMA()
+ {
+ MAMA_Series QL = new(bars.HL2, fastlimit: 0.5, slowlimit: 0.05);
+ var SK = quotes.GetMama(fastLimit: 0.5, slowLimit: 0.05);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1).Mama.Null2NaN()!;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ QL_item = QL.Fama[i - 1].v;
+ SK_item = SK.ElementAt(i - 1).Fama.Null2NaN()!;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void MAPE()
+ {
+ MAPE_Series QL = new(bars.Close, period, false);
+ var SK = quotes.GetSmaAnalysis(period).Select(i => i.Mape.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void MSE()
+ {
+ MSE_Series QL = new(bars.Close, period, false);
+ var SK = quotes.GetSmaAnalysis(period).Select(i => i.Mse.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void OBV()
+ {
+ OBV_Series QL = new(bars, period, false);
+ var SK = quotes.GetObv(period).Select(i => i.Obv!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL.Last().v;
+ // adding volume[0] to OBV to pass the test and keep compatibility with TA-LIB
+ double SK_item = SK.Last()! + (double)quotes.First().Volume!;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void OC2()
+ {
+ TSeries QL = bars.OC2;
+ var SK = quotes.GetBaseQuote(CandlePart.OC2).ToList();
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1).Value;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void OHL3()
+ {
+ TSeries QL = bars.OHL3;
+ var SK = quotes.GetBaseQuote(CandlePart.OHL3).ToList();
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1).Value;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void OHLC4()
+ {
+ TSeries QL = bars.OHLC4;
+ var SK = quotes.GetBaseQuote(CandlePart.OHLC4).ToList();
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1).Value;
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void RSI()
+ {
+ RSI_Series QL = new(bars.Close, period, useNaN: false);
+ var SK = quotes.GetRsi(period).Select(i => i.Rsi.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void SDEV()
+ {
+ SDEV_Series QL = new(bars.Close, period, useNaN: false);
+ var SK = quotes.GetStdDev(period).Select(i => i.StdDev.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void SMA()
+ {
+ SMA_Series QL = new(bars.Close, period, false);
+ var SK = quotes.GetSma(period).Select(i => i.Sma.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void SMMA()
+ {
+ SMMA_Series QL = new(bars.Close, period, useNaN: false);
+ var SK = quotes.GetSmma(period).Select(i => i.Smma.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void T3()
+ {
+ T3_Series QL = new(source: bars.Close, period: period, vfactor: 0.7, false);
+ var SK = quotes.GetT3(lookbackPeriods: period, volumeFactor: 0.7).Select(i => i.T3.Null2NaN()!);
+ for (int i = QL.Length; i > period * 15; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void TRIX()
+ {
+ TRIX_Series QL = new(bars.Close, period, false);
+ var SK = quotes.GetTrix(period).Select(i => i.Trix.Null2NaN()!);
+ for (int i = QL.Length; i > period * 12; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void TEMA()
+ {
+ TEMA_Series QL = new(bars.Close, period, false);
+ var SK = quotes.GetTema(period).Select(i => i.Tema.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void TR()
+ {
+ TR_Series QL = new(bars);
+ var SK = quotes.GetTr().Select(i => i.Tr.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void WMA()
+ {
+ WMA_Series QL = new(bars.Close, period, false);
+ var SK = quotes.GetWma(period).Select(i => i.Wma.Null2NaN()!);
+ for (int i = QL.Length; i > skip * 2; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
+ }
+ [Fact]
+ public void ZSCORE()
+ {
+ ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
+ var SK = quotes.GetStdDev(period).Select(i => i.ZScore.Null2NaN()!);
+ for (int i = QL.Length; i > skip; i--)
+ {
+ double QL_item = QL[i - 1].v;
+ double SK_item = SK.ElementAt(i - 1);
+ Assert.InRange(SK_item! - QL_item, -Math.Pow(10, -digits), Math.Pow(10, -digits));
+ }
}
- }
}
diff --git a/Tests/Validations/Trends/TA_LIB.cs b/Tests/Validations/Trends/TA_LIB.cs
index 01e40c2a..9c8e27f9 100644
--- a/Tests/Validations/Trends/TA_LIB.cs
+++ b/Tests/Validations/Trends/TA_LIB.cs
@@ -6,478 +6,482 @@ using QuanTAlib;
namespace Validations;
public class Ta_Lib
{
- private readonly GBM_Feed bars;
- private readonly Random rnd = new();
- private readonly int period, digits, skip;
- private readonly double[] TALIB;
- private readonly double[] TALIB2;
- private readonly double[] inopen;
- private readonly double[] inhigh;
- private readonly double[] inlow;
- private readonly double[] inclose;
- private readonly double[] involume;
+ private readonly GBM_Feed bars;
+ private readonly Random rnd = new();
+ private readonly int period, digits, skip;
+ private readonly double[] TALIB;
+ private readonly double[] TALIB2;
+ private readonly double[] inopen;
+ private readonly double[] inhigh;
+ private readonly double[] inlow;
+ private readonly double[] inclose;
+ private readonly double[] involume;
- public Ta_Lib()
- {
- bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0, Precision: 3);
- period = rnd.Next(28) + 3;
- skip = period+2;
- digits = 9;
+ public Ta_Lib()
+ {
+ bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0, Precision: 3);
+ period = rnd.Next(28) + 3;
+ skip = period + 2;
+ digits = 9;
- TALIB = new double[bars.Count];
- TALIB2 = new double[bars.Count];
- inopen = bars.Open.v.ToArray();
- inhigh = bars.High.v.ToArray();
- inlow = bars.Low.v.ToArray();
- inclose = bars.Close.v.ToArray();
- involume = bars.Volume.v.ToArray();
- }
+ TALIB = new double[bars.Count];
+ TALIB2 = new double[bars.Count];
+ inopen = bars.Open.v.ToArray();
+ inhigh = bars.High.v.ToArray();
+ inlow = bars.Low.v.ToArray();
+ inclose = bars.Close.v.ToArray();
+ involume = bars.Volume.v.ToArray();
+ }
- [Fact]
- public void ADD()
- {
- ADD_Series QL = new(bars.Open, bars.Close);
- Core.Add(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void ADD()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ ADD_Series QL = new(bars.Open, bars.Close);
+ Core.Add(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void ADL()
- {
- ADL_Series QL = new(bars);
- Core.Ad(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
- for (int i = QL.Length - 1; i > 0; i--)
+ [Fact]
+ public void ADL()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void ADOSC()
- {
- ADOSC_Series QL = new(bars, 3, 10, false);
- Core.AdOsc(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
- for (int i = QL.Length - 1; i > skip*2; i--)
- {
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ ADL_Series QL = new(bars);
+ Core.Ad(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
+ for (int i = QL.Length - 1; i > 0; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void ATR()
- {
- ATR_Series QL = new(bars, period:period, useNaN: false);
- Core.Atr(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void ADOSC()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ ADOSC_Series QL = new(bars, 3, 10, false);
+ Core.AdOsc(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
+ for (int i = QL.Length - 1; i > skip * 2; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void ATR()
+ {
+ ATR_Series QL = new(bars, period: period, useNaN: false);
+ Core.Atr(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void BBANDS()
- {
- double[] outMiddle = new double[bars.Count];
- double[] outUpper = new double[bars.Count];
- double[] outLower = new double[bars.Count];
- BBANDS_Series QL = new(bars.Close, period: period, multiplier: 2.0, false);
- Core.Bbands(inclose, 0, bars.Count - 1, outRealUpperBand: outUpper, outRealMiddleBand: outMiddle, outRealLowerBand: outLower, out int outBegIdx, out _, optInTimePeriod: period, optInNbDevUp: 2.0, optInNbDevDn: 2.0);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void BBANDS()
{
- double QL_item = QL.Upper[i].v;
- double TA_item = outUpper[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), high: Math.Exp(-digits));
- QL_item = QL.Mid[i].v;
- TA_item = outMiddle[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), high: Math.Exp(-digits));
- QL_item = QL.Lower[i].v;
- TA_item = outLower[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), high: Math.Exp(-digits));
+ double[] outMiddle = new double[bars.Count];
+ double[] outUpper = new double[bars.Count];
+ double[] outLower = new double[bars.Count];
+ BBANDS_Series QL = new(bars.Close, period: period, multiplier: 2.0, false);
+ Core.Bbands(inclose, 0, bars.Count - 1, outRealUpperBand: outUpper, outRealMiddleBand: outMiddle, outRealLowerBand: outLower, out int outBegIdx, out _, optInTimePeriod: period, optInNbDevUp: 2.0, optInNbDevDn: 2.0);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL.Upper[i].v;
+ double TA_item = outUpper[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), high: Math.Exp(-digits));
+ QL_item = QL.Mid[i].v;
+ TA_item = outMiddle[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), high: Math.Exp(-digits));
+ QL_item = QL.Lower[i].v;
+ TA_item = outLower[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), high: Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void CCI()
- {
- CCI_Series QL = new(bars, period, false);
- Core.Cci(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void CCI()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ CCI_Series QL = new(bars, period, false);
+ Core.Cci(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- /* CMO in TA-LIB is not valid
- [Fact]
- public void CMO() {
- CMO_Series QL = new(bars.Close, period, false);
- Core.Cmo(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- */
- [Fact]
- public void CORR()
- {
- CORR_Series QL = new(bars.Open, bars.Close, period);
- Core.Correl(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, optInTimePeriod: period);
- for (int i = QL.Length - 1; i > skip; i--)
+ /* CMO in TA-LIB is not valid
+ [Fact]
+ public void CMO() {
+ CMO_Series QL = new(bars.Close, period, false);
+ Core.Cmo(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--) {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ */
+ [Fact]
+ public void CORR()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ CORR_Series QL = new(bars.Open, bars.Close, period);
+ Core.Correl(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, optInTimePeriod: period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void DEMA()
- {
- DEMA_Series QL = new(bars.Close, period, false, useSMA: false);
- Core.Dema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > period*10; i--)
+ [Fact]
+ public void DEMA()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ DEMA_Series QL = new(bars.Close, period, false, useSMA: false);
+ Core.Dema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > period * 10; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void DIV()
- {
- DIV_Series QL = new(bars.Open, bars.Close);
- Core.Div(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void DIV()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ DIV_Series QL = new(bars.Open, bars.Close);
+ Core.Div(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void EMA()
- {
- EMA_Series QL = new(bars.Close, period, false);
- Core.Ema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void EMA()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ EMA_Series QL = new(bars.Close, period, false);
+ Core.Ema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void HL2()
- {
- TSeries QL = bars.HL2;
- Core.MedPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void HL2()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ TSeries QL = bars.HL2;
+ Core.MedPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void HLC3()
- {
- TSeries QL = bars.HLC3;
- Core.TypPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void HLC3()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ TSeries QL = bars.HLC3;
+ Core.TypPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void HLCC4()
- {
- TSeries QL = bars.HLCC4;
- Core.WclPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void HLCC4()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ TSeries QL = bars.HLCC4;
+ Core.WclPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void KAMA() {
- KAMA_Series QL = new(bars.Close, period, fast: 2, slow: 30);
- Core.Kama(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outReal: TALIB, outBegIdx: out int outBegIdx, outNbElement: out _, optInTimePeriod: period);
- for (int i = QL.Length - 1; i > skip * 15; i--) {
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void MACD()
- {
- double[] macdSignal = new double[bars.Count];
- double[] macdHist = new double[bars.Count];
- MACD_Series QL = new(bars.Close, slow: 26, fast: 12, signal: 9, false);
- // TA-LIB runs EMA without SMA, leaving first 100 values for convergence
- Core.Macd(inclose, 0, bars.Count - 1, outMacd: TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _, optInFastPeriod: 12, optInSlowPeriod: 26, optInSignalPeriod: 9);
- for (int i = QL.Length - 1; i > 100; i--)
+ [Fact]
+ public void KAMA()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- QL_item = QL.Signal[i].v;
- TA_item = macdSignal[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ KAMA_Series QL = new(bars.Close, period, fast: 2, slow: 30);
+ Core.Kama(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outReal: TALIB, outBegIdx: out int outBegIdx, outNbElement: out _, optInTimePeriod: period);
+ for (int i = QL.Length - 1; i > skip * 15; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- /*
- [Fact]
- public void MAMA()
- {
- MAMA_Series QL = new(bars.Close, fastlimit: 0.5, slowlimit: 0.05);
- Core.Mama(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outMama: TALIB, outFama: TALIB2, outBegIdx: out int outBegIdx, outNbElement: out _, optInFastLimit: 0.5, optInSlowLimit: 0.05);
- for (int i = QL.Length - 1; i > skip * 10; i--)
+ [Fact]
+ public void MACD()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits-1), Math.Exp(-digits-1));
+ double[] macdSignal = new double[bars.Count];
+ double[] macdHist = new double[bars.Count];
+ MACD_Series QL = new(bars.Close, slow: 26, fast: 12, signal: 9, false);
+ // TA-LIB runs EMA without SMA, leaving first 100 values for convergence
+ Core.Macd(inclose, 0, bars.Count - 1, outMacd: TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _, optInFastPeriod: 12, optInSlowPeriod: 26, optInSignalPeriod: 9);
+ for (int i = QL.Length - 1; i > 100; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ QL_item = QL.Signal[i].v;
+ TA_item = macdSignal[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- */
- [Fact]
- public void MAX()
- {
- MAX_Series QL = new(bars.Close, period, false);
- Core.Max(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ /*
+ [Fact]
+ public void MAMA()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ MAMA_Series QL = new(bars.Close, fastlimit: 0.5, slowlimit: 0.05);
+ Core.Mama(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outMama: TALIB, outFama: TALIB2, outBegIdx: out int outBegIdx, outNbElement: out _, optInFastLimit: 0.5, optInSlowLimit: 0.05);
+ for (int i = QL.Length - 1; i > skip * 10; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits-1), Math.Exp(-digits-1));
+ }
}
- }
- [Fact]
- public void MIDPOINT()
- {
- MIDPOINT_Series QL = new(bars.Close, period, false);
- Core.MidPoint(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ */
+ [Fact]
+ public void MAX()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ MAX_Series QL = new(bars.Close, period, false);
+ Core.Max(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void MIDPRICE()
- {
- MIDPRICE_Series QL = new(bars, period, false);
- Core.MidPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void MIDPOINT()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ MIDPOINT_Series QL = new(bars.Close, period, false);
+ Core.MidPoint(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void MIN()
- {
- MIN_Series QL = new(bars.Close, period, false);
- Core.Min(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void MIDPRICE()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ MIDPRICE_Series QL = new(bars, period, false);
+ Core.MidPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void MUL()
- {
- MUL_Series QL = new(bars.Open, bars.Close);
- Core.Mult(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void MIN()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ MIN_Series QL = new(bars.Close, period, false);
+ Core.Min(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void OBV()
- {
- OBV_Series QL = new(bars, period, false);
- Core.Obv(inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void MUL()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ MUL_Series QL = new(bars.Open, bars.Close);
+ Core.Mult(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void OHLC4()
- {
- TSeries QL = bars.OHLC4;
- Core.AvgPrice(inopen, inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void OBV()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ OBV_Series QL = new(bars, period, false);
+ Core.Obv(inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void RSI()
- {
- RSI_Series QL = new(bars.Close, period, false);
- Core.Rsi(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void OHLC4()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ TSeries QL = bars.OHLC4;
+ Core.AvgPrice(inopen, inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void SDEV()
- {
- SDEV_Series QL = new(bars.Close, period, false);
- Core.StdDev(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void RSI()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ RSI_Series QL = new(bars.Close, period, false);
+ Core.Rsi(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void SMA()
- {
- SMA_Series QL = new(bars.Close, period, false);
- Core.Sma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void SDEV()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ SDEV_Series QL = new(bars.Close, period, false);
+ Core.StdDev(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void SUB()
- {
- SUB_Series QL = new(bars.Open, bars.Close);
- Core.Sub(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void SMA()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ SMA_Series QL = new(bars.Close, period, false);
+ Core.Sma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void SUM()
- {
- CUSUM_Series QL = new(bars.Close, period, false);
- Core.Sum(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void SUB()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ SUB_Series QL = new(bars.Open, bars.Close);
+ Core.Sub(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void T3()
- {
- T3_Series QL = new(source: bars.Close, period: period, vfactor: 0.7, useNaN: false);
- Core.T3(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outReal: TALIB, outBegIdx: out int outBegIdx, outNbElement: out _, optInTimePeriod: period, optInVFactor: 0.7);
- for (int i = QL.Length - 1; i > period*10; i--)
+ [Fact]
+ public void SUM()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ CUSUM_Series QL = new(bars.Close, period, false);
+ Core.Sum(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void TEMA()
- {
- TEMA_Series QL = new(bars.Close, period, false);
- Core.Tema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip * 15; i--)
+ [Fact]
+ public void T3()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ T3_Series QL = new(source: bars.Close, period: period, vfactor: 0.7, useNaN: false);
+ Core.T3(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outReal: TALIB, outBegIdx: out int outBegIdx, outNbElement: out _, optInTimePeriod: period, optInVFactor: 0.7);
+ for (int i = QL.Length - 1; i > period * 10; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void TR()
- {
- TR_Series QL = new(bars);
- Core.TRange(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void TEMA()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ TEMA_Series QL = new(bars.Close, period, false);
+ Core.Tema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip * 15; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void TRIMA()
- {
- TRIMA_Series QL = new(bars.Close, period, false);
- Core.Trima(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void TR()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ TR_Series QL = new(bars);
+ Core.TRange(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void TRIX() {
- TRIX_Series QL = new(bars.Close, period, useNaN: false, useSMA: true);
- Core.Trix(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > period*10; i--) {
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void VAR()
- {
- VAR_Series QL = new(bars.Close, period, false);
- Core.Var(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip * 15; i--)
+ [Fact]
+ public void TRIMA()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ TRIMA_Series QL = new(bars.Close, period, false);
+ Core.Trima(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void WMA()
- {
- WMA_Series QL = new(bars.Close, period, false);
- Core.Wma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void TRIX()
{
- double QL_item = QL[i].v;
- double TA_item = TALIB[i - outBegIdx];
- Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ TRIX_Series QL = new(bars.Close, period, useNaN: false, useSMA: true);
+ Core.Trix(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > period * 10; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void VAR()
+ {
+ VAR_Series QL = new(bars.Close, period, false);
+ Core.Var(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip * 15; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void WMA()
+ {
+ WMA_Series QL = new(bars.Close, period, false);
+ Core.Wma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TA_item = TALIB[i - outBegIdx];
+ Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
}
diff --git a/Tests/Validations/Trends/Tulip.cs b/Tests/Validations/Trends/Tulip.cs
index 150f3688..32774221 100644
--- a/Tests/Validations/Trends/Tulip.cs
+++ b/Tests/Validations/Trends/Tulip.cs
@@ -6,114 +6,114 @@ using QuanTAlib;
namespace Validations;
public class Tulip_Test
{
- private readonly GBM_Feed bars;
- private readonly Random rnd = new();
- private readonly int period, digits, skip;
- private readonly double[] outdata;
- private readonly double[] inopen;
- private readonly double[] inhigh;
- private readonly double[] inlow;
- private readonly double[] inclose;
- private readonly double[] involume;
+ private readonly GBM_Feed bars;
+ private readonly Random rnd = new();
+ private readonly int period, digits, skip;
+ private readonly double[] outdata;
+ private readonly double[] inopen;
+ private readonly double[] inhigh;
+ private readonly double[] inlow;
+ private readonly double[] inclose;
+ private readonly double[] involume;
- public Tulip_Test()
- {
- bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0, Precision: 3);
- period = rnd.Next(28) + 3;
- skip = period+5;
- digits = 8;
+ public Tulip_Test()
+ {
+ bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0, Precision: 3);
+ period = rnd.Next(28) + 3;
+ skip = period + 5;
+ digits = 8;
- outdata = new double[bars.Count];
- inopen = bars.Open.v.ToArray();
- inhigh = bars.High.v.ToArray();
- inlow = bars.Low.v.ToArray();
- inclose = bars.Close.v.ToArray()!;
- involume = bars.Volume.v.ToArray()!;
+ outdata = new double[bars.Count];
+ inopen = bars.Open.v.ToArray();
+ inhigh = bars.High.v.ToArray();
+ inlow = bars.Low.v.ToArray();
+ inclose = bars.Close.v.ToArray()!;
+ involume = bars.Volume.v.ToArray()!;
- }
- [Fact]
- public void ADL()
- {
- double[][] arrin = {inhigh, inlow, inclose, involume };
- double[][] arrout = { outdata };
- ADL_Series QL = new(bars);
- Tulip.Indicators.ad.Run(inputs: arrin, options: new double[] { }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--)
- {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void ADD()
- {
- double[][] arrin = { inhigh, inlow };
- double[][] arrout = { outdata };
- ADD_Series QL = new(bars.High, bars.Low);
- Tulip.Indicators.add.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--)
- {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void ADOSC()
- {
- double[][] arrin = { inhigh, inlow, inclose, involume };
- double[][] arrout = { outdata };
- int s = 3;
- ADOSC_Series QL = new(bars, s, period, false);
- Tulip.Indicators.adosc.Run(inputs: arrin, options: new double[] { s, period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--)
- {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i-period+1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void ATR()
- {
- double[][] arrin = { inhigh, inlow, inclose };
- double[][] arrout = { outdata };
+ }
+ [Fact]
+ public void ADL()
+ {
+ double[][] arrin = { inhigh, inlow, inclose, involume };
+ double[][] arrout = { outdata };
+ ADL_Series QL = new(bars);
+ Tulip.Indicators.ad.Run(inputs: arrin, options: new double[] { }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void ADD()
+ {
+ double[][] arrin = { inhigh, inlow };
+ double[][] arrout = { outdata };
+ ADD_Series QL = new(bars.High, bars.Low);
+ Tulip.Indicators.add.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void ADOSC()
+ {
+ double[][] arrin = { inhigh, inlow, inclose, involume };
+ double[][] arrout = { outdata };
+ int s = 3;
+ ADOSC_Series QL = new(bars, s, period, false);
+ Tulip.Indicators.adosc.Run(inputs: arrin, options: new double[] { s, period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void ATR()
+ {
+ double[][] arrin = { inhigh, inlow, inclose };
+ double[][] arrout = { outdata };
- ATR_Series QL = new(bars, period:period, useNaN:false);
- Tulip.Indicators.atr.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- //Tulip ATR doesn't use warm-up SMA, compensating with 200 warming bars
- for (int i = QL.Length - 1; i > 200+skip; i--)
- {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - period + 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void BBANDS()
- {
- double[][] arrin = { inclose };
- double[] outmid = new double[bars.Count];
- double[] outlower = new double[bars.Count];
- double[] outupper = new double[bars.Count];
- double[][] arrout = { outlower, outmid, outupper};
- BBANDS_Series QL = new(bars.Close, period, 2, false);
- Tulip.Indicators.bbands.Run(inputs: arrin, options: new double[] { period, 2 }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--)
- {
- double QL_item = QL.Lower[i].v;
- double TU_item = outlower[i - period + 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- QL_item = QL.Mid[i].v;
- TU_item = outmid[i - period + 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- QL_item = QL.Upper[i].v;
- TU_item = outupper[i - period + 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- /*
+ ATR_Series QL = new(bars, period: period, useNaN: false);
+ Tulip.Indicators.atr.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ //Tulip ATR doesn't use warm-up SMA, compensating with 200 warming bars
+ for (int i = QL.Length - 1; i > 200 + skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void BBANDS()
+ {
+ double[][] arrin = { inclose };
+ double[] outmid = new double[bars.Count];
+ double[] outlower = new double[bars.Count];
+ double[] outupper = new double[bars.Count];
+ double[][] arrout = { outlower, outmid, outupper };
+ BBANDS_Series QL = new(bars.Close, period, 2, false);
+ Tulip.Indicators.bbands.Run(inputs: arrin, options: new double[] { period, 2 }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL.Lower[i].v;
+ double TU_item = outlower[i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ QL_item = QL.Mid[i].v;
+ TU_item = outmid[i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ QL_item = QL.Upper[i].v;
+ TU_item = outupper[i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ /*
[Fact]
public void CCI() {
double[][] arrin = { inhigh, inlow, inclose };
@@ -128,349 +128,397 @@ public class Tulip_Test
}
}
*/
- [Fact]
- public void CMO() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- CMO_Series QL = new(bars.Close, period, useNaN: false);
- Tulip.Indicators.cmo.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - period];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void DECAY() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- DECAY_Series QL = new(bars.Close, period, useNaN: false);
- Tulip.Indicators.decay.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip + 200; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void DEMA() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- DEMA_Series QL = new(bars.Close, period, useNaN: false, useSMA: false);
- Tulip.Indicators.dema.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip+200; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i-(period+period-2)];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void DIV() {
- double[][] arrin = { inhigh, inlow };
- double[][] arrout = { outdata };
- DIV_Series QL = new(bars.High, bars.Low);
- Tulip.Indicators.div.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void EDECAY() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- DECAY_Series QL = new(bars.Close, period, exponential: true, useNaN: false);
- Tulip.Indicators.edecay.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip + 200; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void EMA()
- {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- // Tulip EMA doesn't use SMA to warm-up
- EMA_Series QL = new(bars.Close, period, false, useSMA: false);
- Tulip.Indicators.ema.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--)
+ [Fact]
+ public void CMO()
{
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ CMO_Series QL = new(bars.Close, period, useNaN: false);
+ Tulip.Indicators.cmo.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
}
- }
- [Fact]
- public void HL2() {
- double[][] arrin = { inhigh, inlow };
- double[][] arrout = { outdata };
+ [Fact]
+ public void DECAY()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ DECAY_Series QL = new(bars.Close, period, useNaN: false);
+ Tulip.Indicators.decay.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip + 200; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void DEMA()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ DEMA_Series QL = new(bars.Close, period, useNaN: false, useSMA: false);
+ Tulip.Indicators.dema.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip + 200; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - (period + period - 2)];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void DIV()
+ {
+ double[][] arrin = { inhigh, inlow };
+ double[][] arrout = { outdata };
+ DIV_Series QL = new(bars.High, bars.Low);
+ Tulip.Indicators.div.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void EDECAY()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ DECAY_Series QL = new(bars.Close, period, exponential: true, useNaN: false);
+ Tulip.Indicators.edecay.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip + 200; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void EMA()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ // Tulip EMA doesn't use SMA to warm-up
+ EMA_Series QL = new(bars.Close, period, false, useSMA: false);
+ Tulip.Indicators.ema.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void HL2()
+ {
+ double[][] arrin = { inhigh, inlow };
+ double[][] arrout = { outdata };
- TSeries QL = bars.HL2;
- Tulip.Indicators.medprice.Run(inputs: arrin, options: new double[] { }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void HLC3() {
- double[][] arrin = { inhigh, inlow, inclose };
- double[][] arrout = { outdata };
+ TSeries QL = bars.HL2;
+ Tulip.Indicators.medprice.Run(inputs: arrin, options: new double[] { }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void HLC3()
+ {
+ double[][] arrin = { inhigh, inlow, inclose };
+ double[][] arrout = { outdata };
- TSeries QL = bars.HLC3;
- Tulip.Indicators.typprice.Run(inputs: arrin, options: new double[] { }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void HLCC4() {
- double[][] arrin = { inhigh, inlow, inclose };
- double[][] arrout = { outdata };
+ TSeries QL = bars.HLC3;
+ Tulip.Indicators.typprice.Run(inputs: arrin, options: new double[] { }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void HLCC4()
+ {
+ double[][] arrin = { inhigh, inlow, inclose };
+ double[][] arrout = { outdata };
- TSeries QL = bars.HLCC4;
- Tulip.Indicators.wcprice.Run(inputs: arrin, options: new double[] { }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
-
- [Fact]
- public void HMA() {
- int p = 10;
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- HMA_Series QL = new(bars.Close, p, false);
- Tulip.Indicators.hma.Run(inputs: arrin, options: new double[] { p }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip+2; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - p - 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits-2), Math.Exp(-digits-2));
- }
- }
-
- [Fact]
- public void KAMA() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- KAMA_Series QL = new(bars.Close, period);
- Tulip.Indicators.kama.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > 250; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - period + 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
-
- [Fact]
- public void LINREG() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- SLOPE_Series QL = new(bars.Close, period);
- Tulip.Indicators.linregslope.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - period+1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void MACD() {
+ TSeries QL = bars.HLCC4;
+ Tulip.Indicators.wcprice.Run(inputs: arrin, options: new double[] { }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
- double[] outsignal = new double[bars.Count];
- double[] outhist = new double[bars.Count];
- double[][] arrin = { inclose };
- double[][] arrout = { outdata, outsignal, outhist };
- MACD_Series QL = new(bars.Close, slow: 26,fast: 10, signal: 9);
- Tulip.Indicators.macd.Run(inputs: arrin, options: new double[] { 10,26,9 }, outputs: arrout);
- for (int i = QL.Length - 1; i > 150; i--) {
- double QL_item = QL[i].v;
- double TU_item =outdata[i - 26+1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void MAX() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- MAX_Series QL = new(bars.Close, period, false);
- Tulip.Indicators.max.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i-period+1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void MIN() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- MIN_Series QL = new(bars.Close, period, false);
- Tulip.Indicators.min.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - period + 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void MUL() {
- double[][] arrin = { inhigh, inlow };
- double[][] arrout = { outdata };
- MUL_Series QL = new(bars.High, bars.Low);
- Tulip.Indicators.mul.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void OBV() {
- double[][] arrin = { inclose, involume };
- double[][] arrout = { outdata };
- OBV_Series QL = new(bars, period, false);
- Tulip.Indicators.obv.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i] + arrin[1][0];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void OHLC4()
- {
- double[][] arrin = { inopen, inhigh, inlow, inclose };
- double[][] arrout = { outdata };
+ [Fact]
+ public void HMA()
+ {
+ int p = 10;
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ HMA_Series QL = new(bars.Close, p, false);
+ Tulip.Indicators.hma.Run(inputs: arrin, options: new double[] { p }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip + 2; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - p - 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits - 2), Math.Exp(-digits - 2));
+ }
+ }
- TSeries QL = bars.OHLC4;
- Tulip.Indicators.avgprice.Run(inputs: arrin, options: new double[] { }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--)
- {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void RMA() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- RMA_Series QL = new(bars.Close, period, false);
- Tulip.Indicators.wilders.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - period + 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void RSI() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- RSI_Series QL = new(bars.Close, period, false);
- Tulip.Indicators.rsi.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - period];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void SMA()
- {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- SMA_Series QL = new(bars.Close, period, false);
- Tulip.Indicators.sma.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--)
- {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i-period+1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void SDEV() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- SDEV_Series QL = new(bars.Close, period, false);
- Tulip.Indicators.stddev.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - period + 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void SUB() {
- double[][] arrin = { inhigh, inlow };
- double[][] arrout = { outdata };
- SUB_Series QL = new(bars.High, bars.Low);
- Tulip.Indicators.sub.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void SUM() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- CUSUM_Series QL = new(bars.Close, period, false);
- Tulip.Indicators.sum.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - period + 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void TR() {
- double[][] arrin = { inhigh,inlow,inclose };
- double[][] arrout = { outdata };
- TR_Series QL = new(bars);
- Tulip.Indicators.tr.Run(inputs: arrin, options: new double[] {}, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void TEMA() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- TEMA_Series QL = new(bars.Close, period, false);
- Tulip.Indicators.tema.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip+200; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - (period-1)*3];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void TRIMA() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- TRIMA_Series QL = new(bars.Close, period, false);
- Tulip.Indicators.trima.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - period + 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- /*
+ [Fact]
+ public void KAMA()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ KAMA_Series QL = new(bars.Close, period);
+ Tulip.Indicators.kama.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > 250; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+
+ [Fact]
+ public void LINREG()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ SLOPE_Series QL = new(bars.Close, period);
+ Tulip.Indicators.linregslope.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void MACD()
+ {
+
+ double[] outsignal = new double[bars.Count];
+ double[] outhist = new double[bars.Count];
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata, outsignal, outhist };
+ MACD_Series QL = new(bars.Close, slow: 26, fast: 10, signal: 9);
+ Tulip.Indicators.macd.Run(inputs: arrin, options: new double[] { 10, 26, 9 }, outputs: arrout);
+ for (int i = QL.Length - 1; i > 150; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = outdata[i - 26 + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void MAX()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ MAX_Series QL = new(bars.Close, period, false);
+ Tulip.Indicators.max.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void MIN()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ MIN_Series QL = new(bars.Close, period, false);
+ Tulip.Indicators.min.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void MUL()
+ {
+ double[][] arrin = { inhigh, inlow };
+ double[][] arrout = { outdata };
+ MUL_Series QL = new(bars.High, bars.Low);
+ Tulip.Indicators.mul.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void OBV()
+ {
+ double[][] arrin = { inclose, involume };
+ double[][] arrout = { outdata };
+ OBV_Series QL = new(bars, period, false);
+ Tulip.Indicators.obv.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i] + arrin[1][0];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void OHLC4()
+ {
+ double[][] arrin = { inopen, inhigh, inlow, inclose };
+ double[][] arrout = { outdata };
+
+ TSeries QL = bars.OHLC4;
+ Tulip.Indicators.avgprice.Run(inputs: arrin, options: new double[] { }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void RMA()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ RMA_Series QL = new(bars.Close, period, false);
+ Tulip.Indicators.wilders.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void RSI()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ RSI_Series QL = new(bars.Close, period, false);
+ Tulip.Indicators.rsi.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void SMA()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ SMA_Series QL = new(bars.Close, period, false);
+ Tulip.Indicators.sma.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void SDEV()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ SDEV_Series QL = new(bars.Close, period, false);
+ Tulip.Indicators.stddev.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void SUB()
+ {
+ double[][] arrin = { inhigh, inlow };
+ double[][] arrout = { outdata };
+ SUB_Series QL = new(bars.High, bars.Low);
+ Tulip.Indicators.sub.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void SUM()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ CUSUM_Series QL = new(bars.Close, period, false);
+ Tulip.Indicators.sum.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void TR()
+ {
+ double[][] arrin = { inhigh, inlow, inclose };
+ double[][] arrout = { outdata };
+ TR_Series QL = new(bars);
+ Tulip.Indicators.tr.Run(inputs: arrin, options: new double[] { }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void TEMA()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ TEMA_Series QL = new(bars.Close, period, false);
+ Tulip.Indicators.tema.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip + 200; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - (period - 1) * 3];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void TRIMA()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ TRIMA_Series QL = new(bars.Close, period, false);
+ Tulip.Indicators.trima.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ /*
[Fact]
public void TRIX() {
double[][] arrin = { inclose };
@@ -484,41 +532,47 @@ public class Tulip_Test
}
}
*/
- [Fact]
- public void VAR() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- VAR_Series QL = new(bars.Close, period, false);
- Tulip.Indicators.var.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - period + 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void WMA() {
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- WMA_Series QL = new(bars.Close, period, false);
- Tulip.Indicators.wma.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip; i--) {
- double QL_item = QL[i].v;
- double TU_item = arrout[0][i - period + 1];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
- }
- }
- [Fact]
- public void ZLEMA() {
- int p = 4;
- double[][] arrin = { inclose };
- double[][] arrout = { outdata };
- ZLEMA_Series QL = new(bars.Close, p, false);
- Tulip.Indicators.zlema.Run(inputs: arrin, options: new double[] { p }, outputs: arrout);
- for (int i = QL.Length - 1; i > skip+20; i--) {
- double QL_item = QL[i].v;
- double TU_item = outdata[i];
- Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits-2), Math.Exp(-digits-2));
- }
- }
+ [Fact]
+ public void VAR()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ VAR_Series QL = new(bars.Close, period, false);
+ Tulip.Indicators.var.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void WMA()
+ {
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ WMA_Series QL = new(bars.Close, period, false);
+ Tulip.Indicators.wma.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = arrout[0][i - period + 1];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
+ }
+ }
+ [Fact]
+ public void ZLEMA()
+ {
+ int p = 4;
+ double[][] arrin = { inclose };
+ double[][] arrout = { outdata };
+ ZLEMA_Series QL = new(bars.Close, p, false);
+ Tulip.Indicators.zlema.Run(inputs: arrin, options: new double[] { p }, outputs: arrout);
+ for (int i = QL.Length - 1; i > skip + 20; i--)
+ {
+ double QL_item = QL[i].v;
+ double TU_item = outdata[i];
+ Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits - 2), Math.Exp(-digits - 2));
+ }
+ }
}
diff --git a/v2/GBM_Feed.cs b/v2/GBM_Feed.cs
new file mode 100644
index 00000000..6a203c1f
--- /dev/null
+++ b/v2/GBM_Feed.cs
@@ -0,0 +1,57 @@
+namespace QuanTAlib;
+public class GBM_Feed
+{
+ private readonly double _mu;
+ private readonly double _sigma;
+ private readonly Random _random;
+ private double _lastClose;
+ private double _lastHigh;
+ private double _lastLow;
+
+ public GBM_Feed(double initialPrice, double mu, double sigma)
+ {
+ _lastClose = initialPrice;
+ _lastHigh = initialPrice;
+ _lastLow = initialPrice;
+ _mu = mu;
+ _sigma = sigma;
+ _random = Random.Shared;
+ }
+
+ public TBar Generate(bool IsNew = true)
+ {
+ DateTime time = DateTime.UtcNow;
+ double dt = 1.0 / 252; // Assuming daily steps in a trading year of 252 days
+ double drift = (_mu - 0.5 * _sigma * _sigma) * dt;
+ double diffusion = _sigma * Math.Sqrt(dt) * NormalRandom();
+ double newClose = _lastClose * Math.Exp(drift + diffusion);
+
+ double open = _lastClose;
+ double high = Math.Max(open, newClose) * (1 + _random.NextDouble() * 0.01);
+ double low = Math.Min(open, newClose) * (1 - _random.NextDouble() * 0.01);
+ double volume = 1000 + _random.NextDouble() * 1000; // Random volume between 1000 and 2000
+
+ if (!IsNew)
+ {
+ high = Math.Max(_lastHigh, high);
+ low = Math.Min(_lastLow, low);
+ }
+ else
+ {
+ _lastClose = newClose;
+ }
+
+ _lastHigh = high;
+ _lastLow = low;
+
+ return new TBar(time, open, high, low, newClose, volume, IsNew);
+ }
+
+ private double NormalRandom()
+ {
+ // Box-Muller transform to generate standard normal random variable
+ double u1 = 1.0 - _random.NextDouble(); // Uniform(0,1] random doubles
+ double u2 = 1.0 - _random.NextDouble();
+ return Math.Sqrt(-2.0 * Math.Log(u1)) * Math.Sin(2.0 * Math.PI * u2);
+ }
+}
\ No newline at end of file
diff --git a/v2/Indicators/EMA.cs b/v2/Indicators/EMA.cs
new file mode 100644
index 00000000..3448461a
--- /dev/null
+++ b/v2/Indicators/EMA.cs
@@ -0,0 +1,42 @@
+namespace QuanTAlib;
+
+public class EMA
+{
+ private double lastEma, lastEmaCandidate, k;
+ private int period, i;
+ public TValue Value { get; private set; }
+ public bool IsHot { get; private set; }
+
+ public EMA(int period)
+ {
+ Init(period);
+ }
+
+ public void Init(int period)
+ {
+ this.period = period;
+ this.k = 2.0 / (period + 1);
+ this.lastEma = this.lastEmaCandidate = double.NaN;
+ this.i = 0;
+ }
+ public TValue Update(TValue input, bool IsNew = true)
+ {
+ double ema;
+
+ if (double.IsNaN(lastEma)) { lastEma = input.Value; }
+
+ if (IsNew)
+ {
+ lastEma = lastEmaCandidate;
+ i++;
+ }
+
+ double kk = (i < period) ? (2.0 / (i + 1)) : k;
+ ema = lastEma + kk * (input.Value - lastEma);
+ lastEmaCandidate = ema;
+
+ IsHot = i >= period;
+ Value = new TValue(input.Time, ema, IsNew, IsHot);
+ return Value;
+ }
+}
\ No newline at end of file
diff --git a/v2/Indicators/SMA.cs b/v2/Indicators/SMA.cs
new file mode 100644
index 00000000..2929cdf0
--- /dev/null
+++ b/v2/Indicators/SMA.cs
@@ -0,0 +1,53 @@
+namespace QuanTAlib;
+
+public class SMA
+{
+ private CircularBuffer buffer = null!;
+ private int period;
+ private double sum;
+ public TValue Value { get; private set; }
+ public bool IsHot { get; private set; }
+
+ public SMA(int period)
+ {
+ Init(period);
+ }
+
+ public void Init(int period)
+ {
+ this.period = period;
+ this.buffer = new CircularBuffer(period);
+ this.sum = 0;
+ this.IsHot = false;
+ this.Value = default;
+ }
+
+ public TValue Update(TValue input, bool IsNew = true)
+ {
+ if (buffer.Count == 0 || isNew)
+ {
+ if (buffer.Count == period)
+ {
+ sum -= buffer[0];
+ }
+ buffer.Add(input);
+ sum += input.Value;
+ }
+ else
+ {
+ sum -= buffer[buffer.Count - 1];
+ sum += input.Value;
+ buffer[buffer.Count - 1] = input;
+ }
+
+ double sma = sum / buffer.Count;
+ Value = new TValue(input.Time, sma, isNew, IsHot);
+ return Value;
+ }
+
+ double sma = buffer.Count > 0 ? sum / buffer.Count : double.NaN;
+ IsHot = buffer.Count >= period;
+ Value = new TValue(input.Time, sma, IsNew, IsHot);
+ return Value;
+ }
+}
diff --git a/v2/Indicators/WMA.cs b/v2/Indicators/WMA.cs
new file mode 100644
index 00000000..f938fab9
--- /dev/null
+++ b/v2/Indicators/WMA.cs
@@ -0,0 +1,64 @@
+namespace QuanTAlib;
+
+public class WMA
+{
+ private CircularBuffer buffer = null!;
+ private CircularBuffer weights = null!;
+ private int period;
+ public TValue Value { get; private set; }
+ public bool IsHot { get; private set; }
+
+ public WMA(int period)
+ {
+ Init(period);
+ }
+
+ public void Init(int period)
+ {
+ this.period = period;
+ this.buffer = new CircularBuffer(period);
+ this.weights = new CircularBuffer(period);
+ CalculateWeights();
+ this.IsHot = false;
+ this.Value = default;
+ }
+
+ public TValue Update(TValue input, bool IsNew = true)
+ {
+ if (IsNew)
+ {
+ buffer.Add(input);
+ }
+ else if (buffer.Count > 0)
+ {
+ buffer[buffer.Count - 1] = input;
+ }
+ else
+ {
+ buffer.Add(input);
+ }
+
+ double wma = 0;
+ double totalWeights = 0;
+
+ for (int i = 0; i < buffer.Count; i++)
+ {
+ wma += buffer[i] * weights[i];
+ totalWeights += weights[i];
+ }
+
+ wma /= totalWeights;
+
+ IsHot = buffer.Count >= period;
+ Value = new TValue(input.Time, wma, IsNew, IsHot);
+ return Value;
+ }
+
+ private void CalculateWeights()
+ {
+ for (int i = 1; i <= period; i++)
+ {
+ weights.Add(i);
+ }
+ }
+}
\ No newline at end of file
diff --git a/v2/basics/CircularBuffer.cs b/v2/basics/CircularBuffer.cs
new file mode 100644
index 00000000..3e087dd1
--- /dev/null
+++ b/v2/basics/CircularBuffer.cs
@@ -0,0 +1,57 @@
+namespace QuanTAlib;
+
+public class CircularBuffer
+{
+ private double[] _buffer = null!;
+ private int _start;
+ private int _size;
+
+ public CircularBuffer(int capacity)
+ {
+ _buffer = new double[capacity];
+ _start = 0;
+ _size = 0;
+ }
+
+ public int Capacity => _buffer.Length;
+ public int Count => _size;
+
+ public void Add(double item, bool isNew)
+ {
+ if (_size == 0 || isNew)
+ {
+ // If buffer is empty or isNew is true, add new item
+ if (_size < Capacity)
+ {
+ _buffer[(_start + _size) % Capacity] = item;
+ _size++;
+ }
+ else
+ {
+ _buffer[_start] = item;
+ _start = (_start + 1) % Capacity;
+ }
+ }
+ else
+ {
+ // If isNew is false, just update the last item
+ _buffer[(_start + _size - 1) % Capacity] = item;
+ }
+ }
+
+ public double this[int index]
+ {
+ get
+ {
+ if (index < 0 || index >= _size)
+ throw new IndexOutOfRangeException();
+ return _buffer[(_start + index) % Capacity];
+ }
+ set
+ {
+ if (index < 0 || index >= _size)
+ throw new IndexOutOfRangeException();
+ _buffer[(_start + index) % Capacity] = value;
+ }
+ }
+}
\ No newline at end of file
diff --git a/v2/basics/TBar.cs b/v2/basics/TBar.cs
new file mode 100644
index 00000000..bb98d683
--- /dev/null
+++ b/v2/basics/TBar.cs
@@ -0,0 +1,17 @@
+namespace QuanTAlib;
+public readonly record struct TBar(DateTime Time, double Open, double High, double Low, double Close, double Volume, bool IsNew = true)
+{
+ public DateTime Time { get; init; } = Time;
+ public double Open { get; init; } = Open;
+ public double High { get; init; } = High;
+ public double Low { get; init; } = Low;
+ public double Close { get; init; } = Close;
+ public double Volume { get; init; } = Volume;
+ public bool IsNew { get; init; } = IsNew;
+
+ public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
+ public TBar(double open, double high, double low, double close, double volume) : this(DateTime.UtcNow, open, high, low, close, volume) { }
+ public TBar((DateTime time, double open, double high, double low, double close, double volume) tuple) : this(tuple.time, tuple.open, tuple.high, tuple.low, tuple.close, tuple.volume) { }
+
+ public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
+}
\ No newline at end of file
diff --git a/v2/basics/TValue.cs b/v2/basics/TValue.cs
new file mode 100644
index 00000000..83a8efd7
--- /dev/null
+++ b/v2/basics/TValue.cs
@@ -0,0 +1,20 @@
+namespace QuanTAlib;
+
+public readonly record struct TValue(DateTime Time, double Value, bool IsNew = true, bool IsHot = true)
+{
+ public DateTime Time { get; init; } = Time;
+ public double Value { get; init; } = Value;
+ public bool IsNew { get; init; } = IsNew;
+ public bool IsHot { get; init; } = IsHot;
+
+ public TValue() : this(DateTime.UtcNow, 0) { }
+ public TValue(double value) : this(DateTime.UtcNow, value) { }
+ public TValue((DateTime time, double value) tuple) : this(tuple.time, tuple.value) { }
+
+ public static implicit operator double(TValue tv) => tv.Value;
+ public static implicit operator DateTime(TValue tv) => tv.Time;
+ public static implicit operator TValue(double value) => new TValue(DateTime.UtcNow, value);
+
+ public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: {Value:F2}]";
+}
+
diff --git a/v2/calculations.csproj b/v2/calculations.csproj
new file mode 100644
index 00000000..a7ad53bd
--- /dev/null
+++ b/v2/calculations.csproj
@@ -0,0 +1,31 @@
+
+
+
+ net8.0
+ enable
+ enable
+ preview
+ false
+ Indicator
+ git
+ Apache-2.0
+ false
+ true
+ true
+ true
+ D:\Quantower\TradingPlatform
+ v1.140.8
+
+
+
+ $(QuantowerPath)\$(QuantowerVersion)\bin\TradingPlatform.BusinessLayer.dll
+
+
+
+
+
+ TradingPlatform.BusinessLayer.xml
+
+
+
+
\ No newline at end of file
diff --git a/v2/test.dib b/v2/test.dib
new file mode 100644
index 00000000..6c4454f6
--- /dev/null
+++ b/v2/test.dib
@@ -0,0 +1,277 @@
+#!meta
+
+{"kernelInfo":{"defaultKernelName":"csharp","items":[{"aliases":[],"name":"csharp"}]}}
+
+#!csharp
+
+#r ".\bin\Debug\calculations.dll"
+using QuanTAlib;
+
+#!csharp
+
+public class CircularBuffer
+{
+ private double[] _buffer;
+ private int _start;
+ private int _size;
+
+ public CircularBuffer(int capacity)
+ {
+ _buffer = new double[capacity];
+ _start = 0;
+ _size = 0;
+ }
+
+ public int Capacity => _buffer.Length;
+ public int Count => _size;
+
+ public void Add(double item, bool isNew)
+ {
+ if (!isNew)
+ {
+ // Add new item
+ if (_size < Capacity)
+ {
+ _buffer[(_start + _size) % Capacity] = item;
+ _size++;
+ }
+ else
+ {
+ _start = (_start + 1) % Capacity;
+ _buffer[(_start + _size - 1) % Capacity] = item;
+ }
+ }
+ else
+ {
+ // Update the last item
+ if (_size > 0)
+ {
+ _buffer[(_start + _size - 1) % Capacity] = item;
+ }
+ else
+ {
+ // If buffer is empty, add the item even if isNew is true
+ _buffer[0] = item;
+ _size = 1;
+ }
+ }
+ }
+
+ public double this[int index]
+ {
+ get
+ {
+ if (index < 0 || index >= _size)
+ throw new IndexOutOfRangeException();
+ return _buffer[(_start + index) % Capacity];
+ }
+ set
+ {
+ if (index < 0 || index >= _size)
+ throw new IndexOutOfRangeException();
+ _buffer[(_start + index) % Capacity] = value;
+ }
+ }
+}
+
+#!csharp
+
+public class SMA1
+{
+ private CircularBuffer buffer;
+ private int period;
+ private double sum;
+ public TValue Value { get; private set; }
+ public bool IsHot => buffer.Count >= period;
+
+ public SMA1(int period)
+ {
+ Init(period);
+ }
+
+ public void Init(int period)
+ {
+ this.period = period;
+ this.buffer = new CircularBuffer(period);
+ this.sum = 0;
+ this.Value = default;
+ }
+
+ public TValue Update(TValue input, bool isNew = true)
+ {
+ if (!isNew)
+ {
+ if (buffer.Count == period)
+ {
+ sum -= buffer[0];
+ }
+ sum += input.Value;
+ buffer.Add(input.Value, isNew);
+ }
+ else
+ {
+ if (buffer.Count > 0)
+ {
+ sum -= buffer[buffer.Count - 1];
+ sum += input.Value;
+ buffer.Add(input.Value, isNew);
+ }
+ else
+ {
+ // If buffer is empty, add the item even if isNew is true
+ sum += input.Value;
+ buffer.Add(input.Value, false);
+ }
+ }
+
+ double sma = buffer.Count > 0 ? sum / buffer.Count : double.NaN;
+ Value = new TValue(input.Time, sma, isNew, IsHot);
+ return Value;
+ }
+}
+
+#!csharp
+
+GBM_Feed feed = new(initialPrice: 100, mu: 0.1, sigma: 0.9);
+int i=10;
+SMA1 ma = new(i);
+Console.WriteLine($"{"Close",10} {"MA(" + i + ")",10}");
+for (int i = 0; i < 20; i++)
+{
+ TValue c =(double)feed.Generate().Close;
+ ma.Update(1000,false);
+ ma.Update(-10000,false);
+
+ ma.Update(c,true);
+
+ Console.WriteLine($"{i+1} {(double)c,10:F2} {(double)ma.Value,10:F2}");
+}
+
+#!csharp
+
+public class Emitter {
+ private Random random = new Random();
+ public event EventHandler> Pub;
+ public void Emit() {
+ DateTime now = DateTime.Now;
+ double randomValue = random.NextDouble() * 100; // Generates a random number between 0 and 100
+ TValue value = new TValue(now, randomValue);
+
+ EventArg eventArg = new EventArg(value, true, true);
+ OnValuePub(eventArg);
+ }
+ protected virtual void OnValuePub(EventArg eventArg) {
+ Pub?.Invoke(this, eventArg);
+ }
+}
+
+public class BarEmitter
+{
+ private Random random = new Random();
+ public event EventHandler> Pub;
+ private double lastClose = 100.0; // Starting price
+
+ public void Emit()
+ {
+ double open = lastClose;
+ double close = open * (1 + (random.NextDouble() - 0.5) * 0.02); // +/- 1% change
+ double high = Math.Max(open, close) * (1 + random.NextDouble() * 0.005); // Up to 0.5% higher
+ double low = Math.Min(open, close) * (1 - random.NextDouble() * 0.005); // Up to 0.5% lower
+ double volume = random.NextDouble() * 1000000; // Random volume between 0 and 1,000,000
+
+ TBar bar = new TBar(DateTime.Now, open, high, low, close, volume);
+ lastClose = close;
+
+ EventArg eventArg = new EventArg(bar, true, true);
+ OnBarPub(eventArg);
+ }
+
+ protected virtual void OnBarPub(EventArg eventArg)
+ {
+ Pub?.Invoke(this, eventArg);
+ }
+}
+
+
+public class Listener
+{
+ public void Sub(object sender, EventArgs e)
+ {
+ if (e is EventArg tValueArg) {
+ Console.WriteLine($"TValue: {tValueArg.Data.Value:F2}");
+ } else if (e is EventArg tBarArg) {
+ Console.WriteLine($"TBar: o={tBarArg.Data.Open:F2}, v={tBarArg.Data.Volume:F2}");
+ } else {
+ Console.WriteLine($"Unknown type: {e.GetType().Name}");
+ }
+ }
+}
+
+#!csharp
+
+Emitter em1 = new();
+BarEmitter em2 = new();
+Listener list = new();
+
+em1.Pub += list.Sub;
+em2.Pub += list.Sub;
+
+// Emit 5 random values
+for (int i = 0; i < 3; i++) {
+ em1.Emit();
+ em2.Emit();
+}
+
+#!csharp
+
+public abstract class Indicator {
+ protected Indicator() {
+ Init(); }
+ public virtual void Init() {}
+ public virtual TValue Calc(TValue input, bool isNew=true, bool isHot=true) {
+ return new TValue();
+ }
+}
+
+public class EMA : Indicator
+{
+ private double lastEma, lastEmaCandidate, k;
+ private int period, i;
+
+ public EMA(int period) {
+ Init(period);
+ }
+
+ public void Init(int period)
+ {
+ this.period = period;
+ this.k = 2.0 / (period + 1);
+ this.lastEma = this.lastEmaCandidate = double.NaN;
+ this.i = 0;
+ }
+
+ public override TValue Calc(TValue input, bool isNew = true, bool isHot = true) {
+ double ema;
+
+ if (double.IsNaN(lastEma)) { lastEma = lastEmaCandidate = input.Value; }
+
+ if (isNew) {
+ lastEma = lastEmaCandidate;
+ i++;
+ }
+
+ double kk = (i>=period)?k:(2.0/(i+1));
+ ema = lastEma + kk * (input.Value - lastEma);
+ lastEmaCandidate = ema;
+
+ return new TValue(input.Timestamp, ema);
+ }
+}
+
+#!csharp
+
+EMA ema = new(3);
+display(ema.Calc(100));
+display(ema.Calc(0,false));
+display(ema.Calc(100,false));
+display(ema.Calc(0));