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refactor structs to records, add new classes for financial calculations, implement EMA and SMA with circular buffer. Generate random financial data using GBM model. Also, test the SMA calculation with sample data.

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This commit is contained in:
Miha Kralj
2024-07-28 21:26:44 -07:00
parent ef534393db
commit 3455baaf6c
95 changed files with 8661 additions and 7012 deletions
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Calculations/Basics/SUB_Series.cs
+13 -10
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@@ -7,22 +7,25 @@ SUB - subtracting TSeries-TSeries, or TSeries-double, or double-TSeries
</summary> */
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); }
}
}