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Update main automation workflow to use wildcard for dotcover report path
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@@ -0,0 +1,79 @@
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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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TR: True Range
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True Range was introduced by J. Welles Wilder in his book New Concepts in Technical Trading Systems.
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It measures the daily range plus any gap from the closing price of the preceding day.
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Calculation:
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d1 = ABS(High - Low)
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d2 = ABS(High - Previous close)
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d3 = ABS(Previous close - Low)
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TR = MAX(d1,d2,d3)
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Sources:
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https://www.macroption.com/true-range/
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</summary> */
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public class TR_Series : TSeries {
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protected readonly TBars _data;
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private double _cm1, _cm1_o;
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//core constructors
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public TR_Series() {
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Name = $"TR()";
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_cm1 = _cm1_o = double.NaN;
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}
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public TR_Series(TBars source) {
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_data = source;
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Name = $"TR({(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
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_cm1 = _cm1_o = double.NaN;
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_data.Pub += Sub;
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Add(data: _data);
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}
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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 o, double h, double l, double c, double v) TBar, bool update = false) {
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if (update) {
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_cm1 = _cm1_o;
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}
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else {
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_cm1_o = _cm1;
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}
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if (_cm1 is double.NaN) {
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_cm1 = TBar.c;
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}
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double d1 = Math.Abs(TBar.h - TBar.l);
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double d2 = Math.Abs(_cm1 - TBar.h);
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double d3 = Math.Abs(_cm1 - TBar.l);
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_cm1 = TBar.c;
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var ret = (TBar.t, Math.Max(d1, Math.Max(d2, d3)));
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return base.Add(ret, update);
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}
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public new void Add(TBars data) {
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foreach (var item in data) { Add(item, false); }
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}
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public (DateTime t, double v) Add(bool update) {
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return this.Add(TBar: _data.Last, update: update);
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}
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public (DateTime t, double v) Add() {
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return Add(TBar: _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(TBar: _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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_cm1 = _cm1_o = double.NaN;
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}
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}
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