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2026-08-24 05:28:05 +00:00 · 2024-09-23 22:08:40 -07:00
parent 846429eccf
commit 58d72c06ca
244 changed files with 621 additions and 14397 deletions
@@ -1,91 +0,0 @@
-using System.Linq;
-
-namespace QuanTAlib;
-using System;
-using System.Collections.Generic;
-
-/* <summary>
-SDEV: Population Standard Deviation
-  Population Standard Deviation is the square root of the biased variance, also knons as
-  Uncorrected Sample Standard Deviation
-
-Sources:
-  https://en.wikipedia.org/wiki/Standard_deviation#Uncorrected_sample_standard_deviation
-
-Remark:
-  SDEV (Population Standard Deviation) is also known as a biased/uncorrected Standard Deviation.
-  For unbiased version that uses Bessel's correction, use SDEV instead.
-
-</summary> */
-
-public class SDEV_Series : TSeries
-{
-    private readonly System.Collections.Generic.List<double> _buffer = new();
-    protected readonly int _period;
-    protected readonly bool _NaN;
-    protected readonly TSeries _data;
-
-    //core constructors
-    public SDEV_Series(int period, bool useNaN)
-    {
-        _period = period;
-        _NaN = useNaN;
-        Name = $"SDEV({period})";
-    }
-    public SDEV_Series(TSeries source, int period, bool useNaN) : this(period, useNaN)
-    {
-        _data = source;
-        Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
-        _data.Pub += Sub;
-        Add(_data);
-    }
-    public SDEV_Series() : this(period: 0, useNaN: false) { }
-    public SDEV_Series(int period) : this(period: period, useNaN: false) { }
-    public SDEV_Series(TBars source) : this(source.Close, 0, false) { }
-    public SDEV_Series(TBars source, int period) : this(source.Close, period, false) { }
-    public SDEV_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
-    public SDEV_Series(TSeries source) : this(source, 0, false) { }
-    public SDEV_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
-
-    //////////////////
-    // core Add() algo
-    public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false)
-    {
-        BufferTrim(buffer: _buffer, value: TValue.v, period: _period, update: update);
-
-        double _sma = _buffer.Average();
-
-        double _var = 0;
-        for (int i = 0; i < _buffer.Count; i++) { _var += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
-        _var /= this._buffer.Count;
-        double _sdev = Math.Sqrt(_var);
-
-        var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _sdev);
-        return base.Add(res, update);
-    }
-
-    public override (DateTime t, double v) Add(TSeries data)
-    {
-        if (data == null) { return (DateTime.Today, Double.NaN); }
-        foreach (var item in data) { Add(item, false); }
-        return _data.Last;
-    }
-    public (DateTime t, double v) Add(bool update)
-    {
-        return this.Add(TValue: _data.Last, update: update);
-    }
-    public (DateTime t, double v) Add()
-    {
-        return Add(TValue: _data.Last, update: false);
-    }
-    private new void Sub(object source, TSeriesEventArgs e)
-    {
-        Add(TValue: _data.Last, update: e.update);
-    }
-
-    //reset calculation
-    public override void Reset()
-    {
-        _buffer.Clear();
-    }
-}