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Update main automation workflow to use wildcard for dotcover report path
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@@ -0,0 +1,78 @@
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namespace QuanTAlib;
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using System;
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using System.Collections.Generic;
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/* <summary>
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MACD: Moving Average Convergence/Divergence
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Moving average convergence divergence (MACD) is a trend-following momentum
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indicator that shows the relationship between two moving averages of a series.
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The MACD is calculated by subtracting the 26-period exponential moving average (EMA)
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from the 12-period EMA. MACD Signal is 9-day EMA of MACD.
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</summary> */
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public class MACD_Series : TSeries {
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private readonly System.Collections.Generic.List<double> _buffer = new();
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protected readonly int _slow, _fast, _signal;
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protected readonly bool _NaN;
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protected readonly TSeries _data;
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private readonly EMA_Series _TSlow;
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private readonly EMA_Series _TFast;
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public EMA_Series Signal { get; }
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//core constructors
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public MACD_Series(int slow = 26, int fast = 12, int signal = 9, bool useNaN = false) {
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_slow = slow;
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_fast = fast;
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_signal = signal;
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_NaN = useNaN;
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Name = $"MACD({slow},{fast},{signal})";
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_TSlow = new(slow, useNaN:false, useSMA:true);
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_TFast = new(fast, useNaN: false, useSMA: true);
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Signal = new(signal, useNaN: false, useSMA: true);
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}
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public MACD_Series(TSeries source, int slow, int fast, int signal, bool useNaN) : this(slow, fast, signal, useNaN) {
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_data = source;
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Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
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_data.Pub += Sub;
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Add(_data);
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}
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public MACD_Series(TSeries source) : this(source:source, slow:26, fast:12, signal:9 , useNaN:false) { }
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public MACD_Series(TSeries source, int slow, int fast, int signal) : this(source: source, slow: slow, fast:fast, signal:signal, useNaN: false) { }
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//////////////////
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// core Add() algo
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public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
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if (double.IsNaN(TValue.v)) {
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return base.Add((TValue.t, Double.NaN), update);
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}
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var _sslow = _TSlow.Add(TValue,update);
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var _sfast = _TFast.Add(TValue, update);
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Signal.Add((TValue.t, _sfast.v-_sslow.v));
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var res = (TValue.t, Count < _fast - 1 && _NaN ? double.NaN : _sfast.v-_sslow.v);
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return base.Add(res, update);
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}
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public override (DateTime t, double v) Add(TSeries data) {
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if (data == null) { return (DateTime.Today, Double.NaN); }
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foreach (var item in data) { Add(item, false); }
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return _data.Last;
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}
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public (DateTime t, double v) Add(bool update) {
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return this.Add(TValue: _data.Last, update: update);
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}
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public (DateTime t, double v) Add() {
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return Add(TValue: _data.Last, update: false);
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}
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private new void Sub(object source, TSeriesEventArgs e) {
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Add(TValue: _data.Last, update: e.update);
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}
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//reset calculation
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public override void Reset() {
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_buffer.Clear();
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}
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}
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