mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-09 14:30:56 +00:00
new: EQUITY_Series
Add new EQUITY_Series and updates to docs, Calculations, Indicators, Strategies, Tests, and .github/workflows
This commit is contained in:
Miha Kralj
+260
-87
@@ -2,14 +2,7 @@
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"# Quick Start\n",
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"\n",
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@@ -24,16 +17,39 @@
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"text": [
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"index\t data\t\t sma(data)\t ema(sma(data))\t wma(ema(sma(data)))\n",
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"0\t 2023-03-27\t 158.28\t\t 158.28\t\t NaN\n",
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"1\t 2023-03-28\t 157.97\t\t 158.12\t\t NaN\n",
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"2\t 2023-03-29\t 158.90\t\t 158.38\t\t NaN\n",
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"3\t 2023-03-30\t 159.77\t\t 158.73\t\t NaN\n",
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"4\t 2023-03-31\t 160.79\t\t 159.14\t\t 158.69\n",
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"5\t 2023-04-03\t 162.37\t\t 160.22\t\t 159.25\n",
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"6\t 2023-04-04\t 163.97\t\t 161.47\t\t 160.10\n",
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"7\t 2023-04-05\t 164.56\t\t 162.50\t\t 161.07\n",
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"8\t 2023-04-06\t 165.02\t\t 163.34\t\t 162.04\n"
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]
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}
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],
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"source": [
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"#r \"nuget:QuanTAlib;\"\n",
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"using QuanTAlib;\n",
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@@ -51,14 +67,7 @@
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},
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"metadata": {},
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"source": [
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"## Understanding QuanTAlib data model\n",
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"\n",
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@@ -67,16 +76,54 @@
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},
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"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><details class=\"dni-treeview\"><summary><span class=\"dni-code-hint\"><code>(4/7/2023 12:00:00 AM, 105.3)</code></span></summary><div><table><thead><tr></tr></thead><tbody><tr><td>Item1</td><td><span>2023-04-07 00:00:00Z</span></td></tr><tr><td>Item2</td><td><div class=\"dni-plaintext\"><pre>105.3</pre></div></td></tr></tbody></table></div></details></td></tr><tr><td>1</td><td><details class=\"dni-treeview\"><summary><span class=\"dni-code-hint\"><code>(4/7/2023 2:34:48 PM, 293.1)</code></span></summary><div><table><thead><tr></tr></thead><tbody><tr><td>Item1</td><td><span>2023-04-07 14:34:48Z</span></td></tr><tr><td>Item2</td><td><div class=\"dni-plaintext\"><pre>293.1</pre></div></td></tr></tbody></table></div></details></td></tr><tr><td>2</td><td><details class=\"dni-treeview\"><summary><span class=\"dni-code-hint\"><code>(4/7/2023 2:34:48 PM, 0)</code></span></summary><div><table><thead><tr></tr></thead><tbody><tr><td>Item1</td><td><span>2023-04-07 14:34:48Z</span></td></tr><tr><td>Item2</td><td><div class=\"dni-plaintext\"><pre>0</pre></div></td></tr></tbody></table></div></details></td></tr><tr><td>3</td><td><details class=\"dni-treeview\"><summary><span class=\"dni-code-hint\"><code>(4/4/2023 2:34:48 PM, 10)</code></span></summary><div><table><thead><tr></tr></thead><tbody><tr><td>Item1</td><td><span>2023-04-04 14:34:48Z</span></td></tr><tr><td>Item2</td><td><div class=\"dni-plaintext\"><pre>10</pre></div></td></tr></tbody></table></div></details></td></tr></tbody></table><style>\r\n",
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"var item1 = (DateTime.Today, 105.3); // (DateTime, Value) tuple\n",
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"double item2 = 293.1; // a simple double\n",
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@@ -92,60 +139,122 @@
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"metadata": {},
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"source": [
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"TSeries list can display only values (without timestamps) or only timestamps (without values) by using `.v` or `.t` properties"
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"The last element on the list can be accessed by .Last() or by [^1] - and using `.t` (time) and `.v` (value) properties. Also, casting a TSeries into (double) will return the value of the last element"
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"bool IsTheSame = data.Last().v == data[^1].v;\n",
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"double lastvalue = data;\n",
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@@ -155,30 +264,61 @@
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"All indicators are just modified TSeries classes; they get all required input during class construction (source of the datafeed, period...) and they automatically subscribe to events of the datafeed. Whenever datafeed gets a new value, indicator will calculate its own value. Indicators are also event publishers, so other indicators can subscribe to their results, chaining indicators together:"
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"<div class=\"dni-plaintext\"><pre>[ Infinity, 0.6666666666666666, 0.3333333333333333, 0.2, 0.14285714285714285, 0.1111111111111111, 0.09090909090909091, 0.07692307692307693, 0.06666666666666667, 0.058823529411764705, 0.25 ]</pre></div><style>\r\n",
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"TSeries t1 = new() {0,1,2,3,4,5,6,7,8,9}; // t1 is loaded with data and activated as a publisher\n",
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"EMA_Series t2 = new(t1, 3); // t2 will auto-load all history of t1 and wait for events from t1\n",
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"source": [
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"# MACD compounded indicator\n",
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"\n",
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||||
"metadata": {},
|
||||
"output_type": "display_data"
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"Yahoo_Feed aapl = new(\"AAPL\", 100);\n",
|
||||
"TSeries close = aapl.Close; // close will get data from history\n",
|
||||
@@ -239,29 +410,31 @@
|
||||
"language": "C#",
|
||||
"name": ".net-csharp"
|
||||
},
|
||||
"language_info": {
|
||||
"name": "polyglot-notebook"
|
||||
},
|
||||
"polyglot_notebook": {
|
||||
"kernelInfo": {
|
||||
"defaultKernelName": "csharp",
|
||||
"items": [
|
||||
{
|
||||
"aliases": [
|
||||
"c#",
|
||||
"C#"
|
||||
"C#",
|
||||
"c#"
|
||||
],
|
||||
"languageName": "C#",
|
||||
"name": "csharp"
|
||||
},
|
||||
{
|
||||
"aliases": [
|
||||
"frontend"
|
||||
],
|
||||
"languageName": null,
|
||||
"name": "vscode"
|
||||
},
|
||||
{
|
||||
"aliases": [],
|
||||
"languageName": "KQL",
|
||||
"name": "kql"
|
||||
},
|
||||
{
|
||||
"aliases": [
|
||||
"frontend"
|
||||
],
|
||||
"name": "vscode"
|
||||
}
|
||||
]
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user