new: EQUITY_Series

Add new EQUITY_Series and updates to docs, Calculations, Indicators, Strategies, Tests, and .github/workflows

Calculations/Calculations.csproj

@@ -1,7 +1,7 @@
-<?xml version="1.0" encoding="utf-8"?>
-<Project Sdk="Microsoft.NET.Sdk">
+<Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
     <Title>QuanTAlib</Title>
+    <Version>0.2.0</Version>
     <Product>Library of TA Calculations, Charts and Strategies for Quantower</Product>
     <Description>Quantitative Technical Analysis Library in C# for Quantower</Description>
     <RepositoryType>git</RepositoryType>
@@ -31,6 +31,9 @@
     </PackageTags>
     <PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
     <PackageLicenseFile></PackageLicenseFile>
+    <AssemblyVersion>0.2.1.0</AssemblyVersion>
+    <FileVersion>0.2.1.0</FileVersion>
+    <InformationalVersion>0.2.1-dev.2+Branch.dev.Sha.cb5fe2dc86a78fe9358da810d17952c82299ed3d</InformationalVersion>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
     <DebugType>full</DebugType>
@@ -51,7 +54,7 @@
     <PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
     <EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
     <CodeAnalysisRuleSet>..\.sonarlint\mihakralj_quantalibcsharp.ruleset</CodeAnalysisRuleSet>
-    <Version />
+    <Version>0.2.1-dev.2</Version>
   </PropertyGroup>
   <ItemGroup>
     <AdditionalFiles Include="..\.sonarlint\mihakralj_quantalib\CSharp\SonarLint.xml" Link="SonarLint.xml" />
@@ -66,9 +69,5 @@
       <Visible>False</Visible>
       <PackagePath></PackagePath>
     </None>
-    <PackageReference Include="GitVersion.MsBuild" Version="5.12.0">
-      <PrivateAssets>all</PrivateAssets>
-      <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
-    </PackageReference>
   </ItemGroup>
 </Project>

Calculations/Logic/EQUITY_Series.cs

@@ -0,0 +1,58 @@
+namespace QuanTAlib;
+using System;
+
+/* <summary>
+EQUITY - Generates P&L portfolio based on trades signals and equity prices
+    
+</summary> */
+
+
+//base prices: bars.close
+//trade signals: trades
+//optional: long, short, long&short
+//optional: warmup period: warmup
+
+public class EQUITY_Series : Single_TSeries_Indicator {
+	int trade_state = 0;
+	readonly int _warmup = 0;
+	double eq_value = 0;
+	readonly TSeries _prices;
+	readonly bool _long, _short;
+	public EQUITY_Series(TSeries trades, TSeries prices, bool Long = true, bool Short = false, int Warmup = 0) : base(trades, period: 0, useNaN: false) {
+		_prices = prices;
+		_long = Long;
+		_short = Short;
+		_warmup = Warmup;
+		if (base._data.Count > 0) { base.Add(base._data); }
+	}
+
+	public override void Add((System.DateTime t, double v) TValue, bool update) {
+		if (this.Count != 0)
+			eq_value = this[this.Count - 1].v;
+
+		//buy signal
+		if (TValue.v == 1 && this.Count > _warmup) {
+			//we are not in-market and we can do long trades
+			if (_short) { trade_state = 0; }
+			if (_long) { trade_state = 1; }
+		}
+
+		//sell signal
+		if (TValue.v == -1 && this.Count > _warmup) {
+			//we are in-market and we can do long trades
+			if (_long) { trade_state = 0; }
+			if (_short) { trade_state = -1; }
+		}
+
+		if (trade_state == 1) {
+			eq_value = this[this.Count - 1].v + (_prices[this.Count].v - _prices[this.Count - 1].v);
+
+		}
+
+		if (trade_state == -1) {
+			eq_value = this[this.Count - 1].v + (_prices[this.Count - 1].v - _prices[this.Count].v);
+
+		}
+		base.Add((TValue.t, eq_value), update, _NaN);
+	}
+}

Calculations/Trends/HWMA_Series.cs

@@ -25,7 +25,7 @@ HWMA[i] = F[i] + V[i] + 0.5 * A[i]
 </summary> */
 
 public class HWMA_Series : Single_TSeries_Indicator {
-	double _nA, _nB, _nC;
+	readonly double _nA, _nB, _nC;
 	double _pF, _pV, _pA;
 	double _ppF, _ppV, _ppA;
 

Calculations/Trends/MAMA_Series.cs

@@ -25,7 +25,8 @@ public class MAMA_Series : Single_TSeries_Indicator
         if (base._data.Count > 0) { base.Add(base._data); }
     }
 
-    private double sumPr, jI, jQ, fastl, slowl;
+  private double sumPr, jI, jQ;
+  readonly 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; }