mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 21:47:43 +00:00
Reworked KAMA & Charts
This commit is contained in:
@@ -1,73 +0,0 @@
|
||||
name: Build
|
||||
on:
|
||||
workflow_dispatch:
|
||||
|
||||
jobs:
|
||||
build:
|
||||
runs-on: windows-latest
|
||||
steps:
|
||||
- name: Checkout
|
||||
uses: actions/checkout@v2
|
||||
with:
|
||||
fetch-depth: 0
|
||||
|
||||
- name: Install .NET 7.0
|
||||
uses: actions/setup-dotnet@v1
|
||||
with:
|
||||
dotnet-version: |
|
||||
7.0.x
|
||||
5.0.x
|
||||
include-prerelease: true
|
||||
|
||||
- name: Install JDK11 for Sonar Scanner
|
||||
uses: actions/setup-java@v1
|
||||
with:
|
||||
java-version: 1.11
|
||||
|
||||
- name: Install JetBrains
|
||||
run: dotnet tool install JetBrains.dotCover.GlobalTool --global
|
||||
- name: Install Sonar Scanner
|
||||
run: dotnet tool install dotnet-sonarscanner --global
|
||||
- name: Install dotnet-coverage
|
||||
run: dotnet tool install dotnet-coverage --global
|
||||
- name: Install CodeCov
|
||||
run: dotnet tool install --global Codecov.Tool
|
||||
|
||||
- name: Sonar start
|
||||
env:
|
||||
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
|
||||
#run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib" /d:sonar.login="${{ secrets.SONAR_TOKEN }}" /d:sonar.host.url="https://sonarcloud.io" /d:sonar.cs.vscoveragexml.reportsPaths="./coverage.xml"
|
||||
run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib"
|
||||
/d:sonar.login="${{ secrets.SONAR_TOKEN }}"
|
||||
/d:sonar.host.url="https://sonarcloud.io"
|
||||
/d:sonar.cs.dotcover.reportsPaths=./coveragereport.html
|
||||
|
||||
- name: Build Core DLL
|
||||
run: dotnet build ./Source/QuanTAlib.csproj --verbosity normal --configuration Release --nologo
|
||||
- name: Build Quantower DLL
|
||||
run: dotnet build ./Quantower/Quantower.csproj --verbosity normal --configuration Release --nologo
|
||||
|
||||
- name: dotnet Test
|
||||
run: dotnet test ./Tests/Tests.csproj --verbosity normal --configuration Release --nologo
|
||||
- name: DotCover Test XML
|
||||
run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=DetailedXML --dcoutput=./coveragereport.xml
|
||||
- name: DotCover Test HTML
|
||||
run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=HTML --dcoutput=./coveragereport.html
|
||||
# - name: dotnet-coverage
|
||||
# run: dotnet-coverage collect 'dotnet test' -f xml -o './coverage.xml'
|
||||
|
||||
- name: Sonar reporter
|
||||
env:
|
||||
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
|
||||
run: dotnet sonarscanner end /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
|
||||
|
||||
- name: CodeCov run
|
||||
run: codecov -f ./coveragereport.xml -v -t ${{ secrets.CODECOV_TOKEN }}
|
||||
|
||||
- name: Codacy coverage reporter
|
||||
uses: codacy/codacy-coverage-reporter-action@v1
|
||||
with:
|
||||
project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
|
||||
coverage-reports: ./coveragereport.xml
|
||||
@@ -114,7 +114,7 @@ jobs:
|
||||
run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
|
||||
--api-key ${{ secrets.GITHUB_TOKEN }}
|
||||
--source https://nuget.pkg.github.com/mihakralj/index.json
|
||||
--skip-duplicate
|
||||
# --skip-duplicate
|
||||
|
||||
- name: Push package to nuget.org
|
||||
run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
|
||||
@@ -123,74 +123,7 @@ jobs:
|
||||
--skip-duplicate
|
||||
|
||||
|
||||
# build:
|
||||
# runs-on: windows-latest
|
||||
# steps:
|
||||
# - name: Checkout
|
||||
# uses: actions/checkout@v2
|
||||
# with:
|
||||
# fetch-depth: 0
|
||||
|
||||
# - name: Install .NET 7.0
|
||||
# uses: actions/setup-dotnet@v1
|
||||
# with:
|
||||
# dotnet-version: |
|
||||
# 7.0.x
|
||||
# 5.0.x
|
||||
# include-prerelease: true
|
||||
|
||||
# - name: Install JDK11 for Sonar Scanner
|
||||
# uses: actions/setup-java@v1
|
||||
# with:
|
||||
# java-version: 1.11
|
||||
|
||||
# - name: Install JetBrains
|
||||
# run: dotnet tool install JetBrains.dotCover.GlobalTool --global
|
||||
# - name: Install Sonar Scanner
|
||||
# run: dotnet tool install dotnet-sonarscanner --global
|
||||
# - name: Install dotnet-coverage
|
||||
# run: dotnet tool install dotnet-coverage --global
|
||||
# - name: Install CodeCov
|
||||
# run: dotnet tool install --global Codecov.Tool
|
||||
|
||||
# - name: Sonar start
|
||||
# env:
|
||||
# GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
# SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
|
||||
# #run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib" /d:sonar.login="${{ secrets.SONAR_TOKEN }}" /d:sonar.host.url="https://sonarcloud.io" /d:sonar.cs.vscoveragexml.reportsPaths="./coverage.xml"
|
||||
# run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib"
|
||||
# /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
|
||||
# /d:sonar.host.url="https://sonarcloud.io"
|
||||
# /d:sonar.cs.dotcover.reportsPaths=./coveragereport.html
|
||||
|
||||
# - name: Build Core DLL
|
||||
# run: dotnet build ./Source/QuanTAlib.csproj --verbosity normal --configuration Release --nologo
|
||||
# - name: Build Quantower DLL
|
||||
# run: dotnet build ./Quantower/Quantower.csproj --verbosity normal --configuration Release --nologo
|
||||
|
||||
# - name: dotnet Test
|
||||
# run: dotnet test ./Tests/Tests.csproj --verbosity normal --configuration Release --nologo
|
||||
# - name: DotCover Test XML
|
||||
# run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=DetailedXML --dcoutput=./coveragereport.xml
|
||||
# - name: DotCover Test HTML
|
||||
# run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=HTML --dcoutput=./coveragereport.html
|
||||
# # - name: dotnet-coverage
|
||||
# # run: dotnet-coverage collect 'dotnet test' -f xml -o './coverage.xml'
|
||||
|
||||
# - name: Sonar reporter
|
||||
# env:
|
||||
# GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
# SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
|
||||
# run: dotnet sonarscanner end /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
|
||||
|
||||
# - name: CodeCov run
|
||||
# run: codecov -f ./coveragereport.xml -v -t ${{ secrets.CODECOV_TOKEN }}
|
||||
|
||||
# - name: Codacy coverage reporter
|
||||
# uses: codacy/codacy-coverage-reporter-action@v1
|
||||
# with:
|
||||
# project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
|
||||
# coverage-reports: ./coveragereport.xml
|
||||
|
||||
# - name: Zip DLLs
|
||||
# uses: thedoctor0/zip-release@master
|
||||
|
||||
@@ -1,54 +0,0 @@
|
||||
name: Publish
|
||||
on:
|
||||
workflow_dispatch:
|
||||
|
||||
jobs:
|
||||
publish:
|
||||
runs-on: windows-latest
|
||||
needs: build
|
||||
steps:
|
||||
- name: Checkout
|
||||
uses: actions/checkout@v2
|
||||
with:
|
||||
fetch-depth: 0
|
||||
|
||||
- name: Install .NET 7.0
|
||||
uses: actions/setup-dotnet@v1
|
||||
with:
|
||||
dotnet-version: |
|
||||
7.0.x
|
||||
5.0.x
|
||||
include-prerelease: true
|
||||
|
||||
- name: Build Core DLL
|
||||
run: dotnet build ./Source/QuanTAlib.csproj --verbosity normal --configuration Release --nologo
|
||||
- name: Build Quantower DLL
|
||||
run: dotnet build ./Quantower/Quantower.csproj --verbosity normal --configuration Release --nologo
|
||||
|
||||
- name: Zip DLLs
|
||||
uses: thedoctor0/zip-release@master
|
||||
with:
|
||||
type: 'zip'
|
||||
directory: \Quantower\Settings\Scripts\Indicators\QuanTAlib
|
||||
filename: QL_Quantower.zip
|
||||
|
||||
- name: Release
|
||||
uses: marvinpinto/action-automatic-releases@latest
|
||||
with:
|
||||
repo_token: "${{ secrets.GITHUB_TOKEN }}"
|
||||
automatic_release_tag: "latest"
|
||||
prerelease: true
|
||||
title: "Pre-release Build"
|
||||
files: /Quantower/Settings/Scripts/Indicators/QuanTAlib/*.zip
|
||||
|
||||
- name: Push package to nuget.org
|
||||
run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
|
||||
--api-key ${{ secrets.NUGET_DEPLOY_KEY_QUANTLIB }}
|
||||
--source https://api.nuget.org/v3/index.json
|
||||
--skip-duplicate
|
||||
|
||||
- name: Push package to github
|
||||
run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
|
||||
--api-key ${{ secrets.GITHUB_TOKEN }}
|
||||
--source https://nuget.pkg.github.com/mihakralj/index.json
|
||||
--skip-duplicate
|
||||
@@ -11,7 +11,7 @@ public class ATR_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private ATR_Series indicator;
|
||||
@@ -27,9 +27,9 @@ public class ATR_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"ATR (" + this.Period + ")";
|
||||
this.indicator = new(source: bars, period: this.Period, useNaN: false);
|
||||
this.ShortName = "ATR (" + this.Period + ")";
|
||||
this.bars = new();
|
||||
this.indicator = new(source: bars, period: this.Period, useNaN: false);
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
|
||||
@@ -16,7 +16,7 @@ public class BIAS_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private BIAS_Series indicator;
|
||||
@@ -32,10 +32,9 @@ public class BIAS_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"BIAS (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator =
|
||||
new(source: bars.Select(this.DataSource), period: this.Period);
|
||||
this.ShortName = "BIAS (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.bars = new();
|
||||
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period);
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
|
||||
@@ -16,7 +16,7 @@ public class DEMA_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars ;
|
||||
|
||||
///////
|
||||
private DEMA_Series indicator;
|
||||
@@ -34,7 +34,8 @@ public class DEMA_chart : Indicator
|
||||
{
|
||||
this.ShortName =
|
||||
"DEMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
this.bars = new();
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
}
|
||||
|
||||
|
||||
@@ -16,7 +16,7 @@ public class EMA_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private EMA_Series indicator;
|
||||
@@ -32,10 +32,9 @@ public class EMA_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"EMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
this.ShortName = "EMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.bars = new();
|
||||
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
|
||||
@@ -16,7 +16,7 @@ public class ENTP_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private ENTP_Series indicator;
|
||||
@@ -32,10 +32,9 @@ public class ENTP_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"ENTP (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
this.ShortName = "ENTP (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.bars = new();
|
||||
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
|
||||
@@ -16,7 +16,7 @@ public class HEMA_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private HEMA_Series indicator;
|
||||
@@ -34,7 +34,8 @@ public class HEMA_chart : Indicator
|
||||
{
|
||||
this.ShortName =
|
||||
"HEMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
this.bars = new();
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
}
|
||||
|
||||
|
||||
@@ -17,7 +17,7 @@ public class HMA_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private HMA_Series indicator;
|
||||
@@ -35,7 +35,8 @@ public class HMA_chart : Indicator
|
||||
{
|
||||
this.ShortName =
|
||||
"HMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
this.bars = new();
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
Debug.WriteLine("Send to debug output.");
|
||||
}
|
||||
|
||||
@@ -16,7 +16,7 @@ public class JMA_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars ;
|
||||
|
||||
///////
|
||||
private JMA_Series indicator;
|
||||
@@ -34,7 +34,8 @@ public class JMA_chart : Indicator
|
||||
{
|
||||
this.ShortName =
|
||||
"JMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
this.bars = new();
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
}
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
|
||||
@@ -9,15 +9,19 @@ public class KAMA_chart : Indicator
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
[InputParameter("Fastest EMA", 1, 1, 999, 1, 1)]
|
||||
private int Fast = 2;
|
||||
[InputParameter("Slowest EMA", 2, 1, 999, 1, 1)]
|
||||
private int Slow = 30;
|
||||
|
||||
[InputParameter("Data source", 1, variants: new object[]
|
||||
[InputParameter("Data source", 3, 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;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private KAMA_Series indicator;
|
||||
@@ -33,10 +37,9 @@ public class KAMA_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"KAMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
Debug.WriteLine($"KAMA on-init. indicator.Count: {indicator.Count}");
|
||||
this.ShortName = "KAMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ":" + this.Fast + ":" + this.Slow + ")";
|
||||
this.bars = new();
|
||||
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, fast: this.Fast, slow: this.Slow, useNaN: false);
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
@@ -46,7 +49,8 @@ public class KAMA_chart : Indicator
|
||||
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);
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
double result = this.indicator;
|
||||
this.SetValue(result);
|
||||
Debug.WriteLine($"{this.indicator[0].v}");
|
||||
}
|
||||
}
|
||||
|
||||
@@ -16,7 +16,7 @@ public class KURT_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private KURT_Series indicator;
|
||||
@@ -34,7 +34,8 @@ public class KURT_chart : Indicator
|
||||
{
|
||||
this.ShortName =
|
||||
"KURT (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
this.bars = new();
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
|
||||
@@ -16,7 +16,7 @@ public class MAD_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private MAD_Series indicator;
|
||||
@@ -34,7 +34,8 @@ public class MAD_chart : Indicator
|
||||
{
|
||||
this.ShortName =
|
||||
"MAD (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
this.bars = new();
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
|
||||
@@ -16,7 +16,7 @@ public class MAPE_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////dotnet
|
||||
private MAPE_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class MAPE_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"MAPE (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class MAX_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private MAX_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class MAX_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"MAX (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator =
|
||||
new(source: bars.Select(this.DataSource), period: this.Period);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class MED_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private MED_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class MED_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"MED (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator =
|
||||
new(source: bars.Select(this.DataSource), period: this.Period);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class MIN_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private MIN_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class MIN_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"MIN (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator =
|
||||
new(source: bars.Select(this.DataSource), period: this.Period);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class MSE_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private MSE_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class MSE_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"MSE (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class PSDEV_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////dotnet
|
||||
private PSDEV_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class PSDEV_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"PSDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class PVAR_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////dotnet
|
||||
private PVAR_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class PVAR_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"PVAR (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class RMA_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private RMA_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class RMA_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"RMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class SDEV_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////dotnet
|
||||
private SDEV_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class SDEV_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"SDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class SMAPE_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////dotnet
|
||||
private SMAPE_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class SMAPE_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"SMAPE (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class SMA_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private SMA_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class SMA_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"SMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class TEMA_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private TEMA_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class TEMA_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"TEMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class VAR_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////dotnet
|
||||
private VAR_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class VAR_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"VAR (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
|
||||
@@ -25,7 +25,7 @@ public class WMAPE_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly QuanTAlib.TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////dotnet
|
||||
private QuanTAlib.WMAPE_Series indicator;
|
||||
@@ -41,8 +41,9 @@ public class WMAPE_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName = "WMAPE (" + QuanTAlib.TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: this.bars.Select(this.DataSource), period: this.Period, useNaN: true);
|
||||
this.bars = new();
|
||||
this.ShortName = "WMAPE (" + QuanTAlib.TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: this.bars.Select(this.DataSource), period: this.Period, useNaN: true);
|
||||
}
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
|
||||
@@ -16,7 +16,7 @@ public class WMA_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private WMA_Series indicator;
|
||||
@@ -32,7 +32,8 @@ public class WMA_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
this.bars = new();
|
||||
this.ShortName =
|
||||
"WMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
|
||||
@@ -16,7 +16,7 @@ public class ZLEMA_chart : Indicator
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private ZLEMA_Series indicator;
|
||||
@@ -32,10 +32,9 @@ public class ZLEMA_chart : Indicator
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"ZLEMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
this.bars = new();
|
||||
this.ShortName = "ZLEMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
}
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
|
||||
@@ -9,11 +9,12 @@
|
||||
<AssemblyName>Quantower_QTAlib</AssemblyName>
|
||||
<RootNamespace>QuanTAlib</RootNamespace>
|
||||
<DebugType>embedded</DebugType>
|
||||
<LangVersion>preview</LangVersion>
|
||||
<PlatformTarget>AnyCPU</PlatformTarget>
|
||||
<Nullable>disable</Nullable>
|
||||
<SignAssembly>False</SignAssembly>
|
||||
</PropertyGroup>
|
||||
|
||||
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
|
||||
<Optimize>True</Optimize>
|
||||
<WarningLevel>3</WarningLevel>
|
||||
@@ -31,7 +32,9 @@
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<Compile Include="..\Source\**\*.cs" Exclude="..\Source\obj\**" />
|
||||
<Compile Include="..\Source\**\*.cs" Exclude="..\Source\obj\**" >
|
||||
<Link>QuanTAlib\%(RecursiveDir)%(Filename)%(Extension)</Link>
|
||||
</Compile>
|
||||
</ItemGroup>
|
||||
|
||||
<Target Name="CopyCustomContent" AfterTargets="AfterBuild">
|
||||
|
||||
@@ -26,28 +26,38 @@ Remark:
|
||||
public class KAMA_Series : Single_TSeries_Indicator
|
||||
{
|
||||
private static double _scFast, _scSlow;
|
||||
private readonly System.Collections.Generic.List<double> _buffer = new();
|
||||
private double _lastkama = double.NaN;
|
||||
private double _lastlastkama;
|
||||
|
||||
public KAMA_Series(TSeries source, int period, int fast = 2, int slow= 30, bool useNaN = false) : base(source, period, useNaN) {
|
||||
_scFast = 2.0 / (fast+1);
|
||||
_scSlow = 2.0 / (slow+1);
|
||||
if (base._data.Count > 0) { base.Add(base._data); }
|
||||
}
|
||||
public override void Add((System.DateTime t, double v) TValue, bool update) {
|
||||
//if (update) { } else { }
|
||||
double _change = Math.Abs( TValue.v - _data[(this.Count>_p)?this.Count-_p : 0].v);
|
||||
double _sumpv = 0;
|
||||
double _kama = TValue.v;
|
||||
for (int i = (this.Count-_p+1>0)?this.Count-_p+1:0; i <= this.Count; i++) {
|
||||
_sumpv += Math.Abs(_data[(i>0)?i:0].v- _data[(i>1)?i-1:0].v);
|
||||
}
|
||||
if (_sumpv != 0) {
|
||||
double _er = _change/_sumpv;
|
||||
double _sc = (_er * (_scFast - _scSlow)) + _scSlow;
|
||||
double _prevKama = (this.Count > 0) ? this[this.Count-1].v : TValue.v;
|
||||
if (double.IsNaN(_prevKama)) { _prevKama = TValue.v; }
|
||||
_kama = (_prevKama + (_sc * _sc * (TValue.v - _prevKama)));
|
||||
}
|
||||
if (update) {
|
||||
_buffer[_buffer.Count - 1] = TValue.v;
|
||||
this._lastkama = this._lastlastkama;
|
||||
}
|
||||
else {
|
||||
_buffer.Add(TValue.v);
|
||||
}
|
||||
if (_buffer.Count>_p+1) { _buffer.RemoveAt(0); }
|
||||
double _kama = TValue.v;
|
||||
double _change = Math.Abs( _buffer[_buffer.Count-1] - _buffer[(_buffer.Count>_p+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;
|
||||
if (_buffer.Count==1) { _lastkama = _buffer[0]; }
|
||||
|
||||
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _kama);
|
||||
base.Add(result, update);
|
||||
_kama = (_lastkama + (_sc * _sc * (TValue.v - _lastkama)));
|
||||
_lastlastkama = _lastkama;
|
||||
_lastkama = _kama;
|
||||
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _kama);
|
||||
base.Add(result, update);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user