Update main automation workflow to use wildcard for dotcover report path

2026-08-17 18:18:04 +00:00 · 2023-05-04 08:40:37 -07:00
parent 5e7ba2427e
commit 56f8db2949
89 changed files with 1721 additions and 1356 deletions
@@ -0,0 +1,90 @@
+namespace QuanTAlib;
+using System;
+using System.Collections.Generic;
+
+/* <summary>
+ADOSC: Chaikin Accumulation/Distribution Oscillator
+    ADO measures the momentum of ADL using the difference between slow (10-day) EMA(ADL)
+    and fast (3-day) EMA(ADL):
+
+    Chaikin A/D Oscillator is defined as 3-day EMA of ADL  minus  10-day EMA of ADL
+
+Sources:
+    https://school.stockcharts.com/doku.php?id=technical_indicators:chaikin_oscillator
+
+</summary> */
+
+public class ADOSC_Series : TSeries {
+	protected readonly TBars _data;
+	private readonly double _k1, _k2;
+	private double _lastema1, _lastlastema1, _lastema2, _lastlastema2;
+	private double _lastadl, _lastlastadl;
+
+	//core constructors
+	public ADOSC_Series(int shortPeriod, int longPeriod, bool useNaN = false) {
+		Name = $"ADOSC()";
+		_k1 = 2.0 / (shortPeriod + 1);
+		_k2 = 2.0 / (longPeriod + 1);
+		_lastadl = _lastlastadl = _lastema1 = _lastlastema1 = _lastema2 = _lastlastema2 = 0;
+	}
+	public ADOSC_Series(TBars source, int shortPeriod, int longPeriod, bool useNaN = false) :this(shortPeriod, longPeriod, useNaN) {
+		_data = source;
+		Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+		_lastadl = _lastlastadl = 0;
+		_data.Pub += Sub;
+		Add(data: _data);
+	}
+
+	public ADOSC_Series() : this(shortPeriod: 3, longPeriod: 10, useNaN: false) {}
+
+	public ADOSC_Series(TBars source) : this(source, shortPeriod: 3, longPeriod:10, useNaN:false) { }
+
+	//////////////////
+	// core Add() algo
+	public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update= false) {
+
+		if (update) {
+			_lastadl = _lastlastadl;
+			_lastema1 = _lastlastema1;
+			_lastema2 = _lastlastema2;
+		}
+
+		double _adl = 0;
+		double tmp = TBar.h - TBar.l;
+		if (tmp > 0.0) { _adl = _lastadl + ((2 * TBar.c - TBar.l - TBar.h) / tmp * TBar.v); }
+		if (this.Count == 0) { _lastema1 = _lastema2 = _adl; }
+
+		double _ema1 = (_adl - _lastema1) * _k1 + _lastema1;
+		double _ema2 = (_adl - _lastema2) * _k2 + _lastema2;
+
+		_lastlastadl = _lastadl;
+		_lastadl = _adl;
+		_lastlastema1 = _lastema1;
+		_lastema1 = _ema1;
+		_lastlastema2 = _lastema2;
+		_lastema2 = _ema2;
+
+		double _adosc = _ema1 - _ema2;
+		
+		var ret = (TBar.t, _adosc);
+		return base.Add(ret, update);
+	}
+
+	public new void Add(TBars data) {
+			foreach (var item in data) { Add(item, false); }
+		}
+		public (DateTime t, double v) Add(bool update) {
+			return this.Add(TBar: _data.Last, update: update);
+		}
+		public (DateTime t, double v) Add() {
+			return Add(TBar: _data.Last, update: false);
+		}
+	private new void Sub(object source, TSeriesEventArgs e) {
+		Add(TBar: _data.Last, update: e.update);
+	}
+
+	//reset calculation
+	public override void Reset() {
+		_lastadl = _lastlastadl = _lastema1 = _lastlastema1 = _lastema2 = _lastlastema2 = 0;
+	}
+}