Rebase

Source/Statistics/MAD_Series.cs

@@ -0,0 +1,43 @@
+/**
+MAD: Mean Absolute Deviation
+
+Also known as AAD - Average Absolute Deviation, to differentiate it from Median Absolute Deviation
+MAD defines the degree of variation across the series.
+
+Calculation:
+  MAD = Σ(|close-SMA|) / period
+
+Sources:
+  https://en.wikipedia.org/wiki/Average_absolute_deviation
+   
+**/
+
+using System;
+namespace QuanTAlib;
+
+public class MAD_Series : Single_TSeries_Indicator
+{
+    public MAD_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
+    {
+        if (base._data.Count > 0) { base.Add(base._data); }
+    }
+    private readonly System.Collections.Generic.List<double> _buffer = new();
+
+    public override void Add((System.DateTime t, double v) d, bool update)
+    {
+        if (update) { this._buffer[this._buffer.Count - 1] = d.v; }
+        else { _buffer.Add(d.v); }
+        if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
+
+        double _sma = 0;
+        for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
+        _sma /= this._buffer.Count;
+
+        double _mad = 0;
+        for (int i = 0; i < _buffer.Count; i++) { _mad += Math.Abs(_buffer[i] - _sma); }
+        _mad /= this._buffer.Count;
+
+        var result = (d.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _mad);
+        base.Add(result, update);
+    }
+}