refactoring

2026-08-15 09:08:04 +00:00 · 2022-11-26 22:04:26 -08:00
parent 570a7896df
commit 58694a9600
22 changed files with 1397 additions and 1186 deletions
@@ -2,7 +2,14 @@
 "cells": [
  {
   "cell_type": "markdown",
-   "metadata": {},
+   "metadata": {
+    "dotnet_interactive": {
+     "language": "csharp"
+    },
+    "polyglot_notebook": {
+     "kernelName": "csharp"
+    }
+   },
   "source": [
    "# Quick Start\n",
    "\n",
@@ -17,35 +24,16 @@
  },
  {
   "cell_type": "code",
-   "execution_count": 1,
+   "execution_count": null,
   "metadata": {
    "dotnet_interactive": {
     "language": "csharp"
    },
    "vscode": {
-     "languageId": "dotnet-interactive.csharp"
+     "languageId": "polyglot-notebook"
    }
   },
-   "outputs": [
-    {
-     "data": {
-      "text/html": [
-       "<div><div></div><div></div><div></div></div>"
-      ]
-     },
-     "metadata": {},
-     "output_type": "display_data"
-    },
-    {
-     "ename": "Error",
-     "evalue": "(3,1): error CS0246: The type or namespace name 'Yahoo_Feed' could not be found (are you missing a using directive or an assembly reference?)\r\n(10,15): error CS0019: Operator '<' cannot be applied to operands of type 'int' and 'method group'",
-     "output_type": "error",
-     "traceback": [
-      "(3,1): error CS0246: The type or namespace name 'Yahoo_Feed' could not be found (are you missing a using directive or an assembly reference?)\r\n",
-      "(10,15): error CS0019: Operator '<' cannot be applied to operands of type 'int' and 'method group'"
-     ]
-    }
-   ],
+   "outputs": [],
   "source": [
    "#r \"nuget:QuanTAlib;\"\n",
    "using QuanTAlib;\n",
@@ -63,7 +51,14 @@
  },
  {
   "cell_type": "markdown",
-   "metadata": {},
+   "metadata": {
+    "dotnet_interactive": {
+     "language": "csharp"
+    },
+    "polyglot_notebook": {
+     "kernelName": "csharp"
+    }
+   },
   "source": [
    "## Understanding QuanTAlib data model\n",
    "\n",
@@ -72,26 +67,16 @@
  },
  {
   "cell_type": "code",
-   "execution_count": 10,
+   "execution_count": null,
   "metadata": {
    "dotnet_interactive": {
     "language": "csharp"
    },
    "vscode": {
-     "languageId": "dotnet-interactive.csharp"
+     "languageId": "polyglot-notebook"
    }
   },
-   "outputs": [
-    {
-     "data": {
-      "text/html": [
-       "<table><thead><tr><th><i>index</i></th><th>Item1</th><th>Item2</th></tr></thead><tbody><tr><td>0</td><td><span>2022-11-10 00:00:00Z</span></td><td><div class=\"dni-plaintext\">105.3</div></td></tr><tr><td>1</td><td><span>2022-11-10 15:47:46Z</span></td><td><div class=\"dni-plaintext\">293.1</div></td></tr><tr><td>2</td><td><span>2022-11-10 15:47:46Z</span></td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>3</td><td><span>2022-11-07 15:47:46Z</span></td><td><div class=\"dni-plaintext\">10</div></td></tr></tbody></table>"
-      ]
-     },
-     "metadata": {},
-     "output_type": "display_data"
-    }
-   ],
+   "outputs": [],
   "source": [
    "var item1 = (DateTime.Today, 105.3);        // (DateTime, Value) tuple\n",
    "double item2 = 293.1;                       // a simple double\n",
@@ -107,66 +92,60 @@
  },
  {
   "cell_type": "markdown",
-   "metadata": {},
+   "metadata": {
+    "dotnet_interactive": {
+     "language": "csharp"
+    },
+    "polyglot_notebook": {
+     "kernelName": "csharp"
+    }
+   },
   "source": [
    "TSeries list can display only values (without timestamps) or only timestamps (without values) by using `.v` or `.t` properties"
   ]
  },
  {
   "cell_type": "code",
-   "execution_count": 11,
+   "execution_count": null,
   "metadata": {
    "dotnet_interactive": {
     "language": "csharp"
    },
    "vscode": {
-     "languageId": "dotnet-interactive.csharp"
+     "languageId": "polyglot-notebook"
    }
   },
-   "outputs": [
-    {
-     "data": {
-      "text/html": [
-       "<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">105.3</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">293.1</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">10</div></td></tr></tbody></table>"
-      ]
-     },
-     "metadata": {},
-     "output_type": "display_data"
-    }
-   ],
+   "outputs": [],
   "source": [
    "data.v"
   ]
  },
  {
   "cell_type": "markdown",
-   "metadata": {},
+   "metadata": {
+    "dotnet_interactive": {
+     "language": "csharp"
+    },
+    "polyglot_notebook": {
+     "kernelName": "csharp"
+    }
+   },
   "source": [
    "The last element on the list can be accessed by .Last() or by [^1] - and using `.t` (time) and `.v` (value) properties. Also, casting a TSeries into (double) will return the value of the last element"
   ]
  },
  {
   "cell_type": "code",
-   "execution_count": 12,
+   "execution_count": null,
   "metadata": {
    "dotnet_interactive": {
     "language": "csharp"
    },
    "vscode": {
-     "languageId": "dotnet-interactive.csharp"
+     "languageId": "polyglot-notebook"
    }
   },
-   "outputs": [
-    {
-     "data": {
-      "text/html": [
-       "<div class=\"dni-plaintext\">10</div>"
-      ]
-     },
-     "metadata": {},
-     "output_type": "display_data"
-    }
-   ],
+   "outputs": [],
   "source": [
    "bool IsTheSame = data.Last().v == data[^1].v;\n",
    "double lastvalue = data;\n",
@@ -176,33 +155,30 @@
  },
  {
   "cell_type": "markdown",
-   "metadata": {},
+   "metadata": {
+    "dotnet_interactive": {
+     "language": "csharp"
+    },
+    "polyglot_notebook": {
+     "kernelName": "csharp"
+    }
+   },
   "source": [
    "All indicators are just modified TSeries classes; they get all required input during class construction (source of the datafeed, period...) and they automatically subscribe to events of the datafeed. Whenever datafeed gets a new value, indicator will calculate its own value. Indicators are also event publishers, so other indicators can subscribe to their results, chaining indicators together:"
   ]
  },
  {
   "cell_type": "code",
-   "execution_count": 13,
+   "execution_count": null,
   "metadata": {
    "dotnet_interactive": {
     "language": "csharp"
    },
    "vscode": {
-     "languageId": "dotnet-interactive.csharp"
+     "languageId": "polyglot-notebook"
    }
   },
-   "outputs": [
-    {
-     "data": {
-      "text/html": [
-       "<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">Infinity</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">0.6666666666666666</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0.3333333333333333</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">0.2</div></td></tr><tr><td>4</td><td><div class=\"dni-plaintext\">0.14285714285714285</div></td></tr><tr><td>5</td><td><div class=\"dni-plaintext\">0.1111111111111111</div></td></tr><tr><td>6</td><td><div class=\"dni-plaintext\">0.09090909090909091</div></td></tr><tr><td>7</td><td><div class=\"dni-plaintext\">0.07692307692307693</div></td></tr><tr><td>8</td><td><div class=\"dni-plaintext\">0.06666666666666667</div></td></tr><tr><td>9</td><td><div class=\"dni-plaintext\">0.058823529411764705</div></td></tr><tr><td>10</td><td><div class=\"dni-plaintext\">0.25</div></td></tr></tbody></table>"
-      ]
-     },
-     "metadata": {},
-     "output_type": "display_data"
-    }
-   ],
+   "outputs": [],
   "source": [
    "TSeries t1 = new() {0,1,2,3,4,5,6,7,8,9}; // t1 is loaded with data and activated as a publisher\n",
    "EMA_Series t2 = new(t1, 3);     // t2 will auto-load all history of t1 and wait for events from t1\n",
@@ -218,7 +194,14 @@
  },
  {
   "cell_type": "markdown",
-   "metadata": {},
+   "metadata": {
+    "dotnet_interactive": {
+     "language": "csharp"
+    },
+    "polyglot_notebook": {
+     "kernelName": "csharp"
+    }
+   },
   "source": [
    "# MACD compounded indicator\n",
    "\n",
@@ -227,26 +210,16 @@
  },
  {
   "cell_type": "code",
-   "execution_count": 15,
+   "execution_count": null,
   "metadata": {
    "dotnet_interactive": {
     "language": "csharp"
    },
    "vscode": {
-     "languageId": "dotnet-interactive.csharp"
+     "languageId": "polyglot-notebook"
    }
   },
-   "outputs": [
-    {
-     "data": {
-      "text/html": [
-       "<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>4</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>5</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>6</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>7</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>8</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>9</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>10</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>11</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>12</td><td><div class=\"dni-plaintext\">0.13543589743590018</div></td></tr><tr><td>13</td><td><div class=\"dni-plaintext\">-0.03897954353340993</div></td></tr><tr><td>14</td><td><div class=\"dni-plaintext\">-0.17731008431411102</div></td></tr><tr><td>15</td><td><div class=\"dni-plaintext\">-0.24030671152304095</div></td></tr><tr><td>16</td><td><div class=\"dni-plaintext\">-0.08247055673614988</div></td></tr><tr><td>17</td><td><div class=\"dni-plaintext\">-0.47898448490240814</div></td></tr><tr><td>18</td><td><div class=\"dni-plaintext\">-0.9020715041856615</div></td></tr><tr><td>19</td><td><div class=\"dni-plaintext\">-1.3489730137363423</div></td></tr><tr><td colspan=\"2\"><i>(51 more)</i></td></tr></tbody></table>"
-      ]
-     },
-     "metadata": {},
-     "output_type": "display_data"
-    }
-   ],
+   "outputs": [],
   "source": [
    "Yahoo_Feed aapl = new(\"AAPL\", 100);\n",
    "TSeries close = aapl.Close;                 // close will get data from history\n",
@@ -266,14 +239,33 @@
   "language": "C#",
   "name": ".net-csharp"
  },
-  "language_info": {
-   "file_extension": ".cs",
-   "mimetype": "text/x-csharp",
-   "name": "C#",
-   "pygments_lexer": "csharp",
-   "version": "9.0"
-  },
-  "orig_nbformat": 4
+  "polyglot_notebook": {
+   "kernelInfo": {
+    "defaultKernelName": "csharp",
+    "items": [
+     {
+      "aliases": [
+       "c#",
+       "C#"
+      ],
+      "languageName": "C#",
+      "name": "csharp"
+     },
+     {
+      "aliases": [
+       "frontend"
+      ],
+      "languageName": null,
+      "name": "vscode"
+     },
+     {
+      "aliases": [],
+      "languageName": "KQL",
+      "name": "kql"
+     }
+    ]
+   }
+  }
 },
 "nbformat": 4,
 "nbformat_minor": 2