GitVersion

2026-08-16 17:48:05 +00:00 · 2022-11-12 20:06:54 -08:00
parent 97fb428147
commit 59ca5c2395
80 changed files with 4237 additions and 4257 deletions
@@ -1,62 +1,62 @@
-namespace QuanTAlib;
-using System;
-
-/* <summary>
-OBV: On-Balance Volume
-    On-balance volume (OBV) is a technical trading momentum indicator that uses volume flow to predict
-    changes in stock price. Joseph Granville first developed the OBV metric in the 1963 book 
-    Granville's New Key to Stock Market Profits.
-
-                          | +volume; if close > close[previous]
-    OBV = OBV[previous] + | 0;       if close = close[previous]
-                          | -volume; if close < close[previous]
-
-Sources:
-    https://www.investopedia.com/terms/o/onbalancevolume.asp
-    https://www.tradingview.com/wiki/On_Balance_Volume_(OBV)  
-    https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/on-balance-volume-obv/
-    https://www.motivewave.com/studies/on_balance_volume.htm
-
-Note:
-    There is no consensus on what is the first OBV value in the series:
-    - TA-LIB uses the first volume: OBV[0] = volume[0]
-    - Skender stock library uses 0: OBV[0] = 0
-
-</summary> */
-
-public class OBV_Series : Single_TBars_Indicator
-{
-	private double _lastobv, _lastlastobv;
-	private double _lastclose, _lastlastclose;
-	public OBV_Series(TBars source, int period = 10, bool useNaN = false) : base(source, period: period, useNaN: useNaN)
-	{
-		this._lastobv = this._lastlastobv = 0;
-		this._lastclose = this._lastlastclose = 0;
-		if (_bars.Count > 0) { base.Add(_bars); }
-  }
-
-  public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update) 
-  {
-    if (update)
-    {
-	    this._lastobv = this._lastlastobv;
-	    this._lastclose = this._lastlastclose;
-    }
-
-    double _obv = this._lastobv;
-    if (TBar.c > this._lastclose) { _obv += TBar.v; }
-    if (TBar.c < this._lastclose) { _obv -= TBar.v; }
-
-    // Unclear what the first value in OBV series is - currently set to volume[0]
-    // if (this.Count == 0) { _obv = 0; }
-
-    this._lastlastobv = this._lastobv;
-    this._lastobv = _obv;
-
-    this._lastlastclose = this._lastclose;
-    this._lastclose = TBar.c;
-
-		var result = (TBar.t, (this.Count < this._p  && this._NaN) ? double.NaN : _obv);
-    base.Add(result, update);
-  }
-}
+namespace QuanTAlib;
+using System;
+
+/* <summary>
+OBV: On-Balance Volume
+    On-balance volume (OBV) is a technical trading momentum indicator that uses volume flow to predict
+    changes in stock price. Joseph Granville first developed the OBV metric in the 1963 book 
+    Granville's New Key to Stock Market Profits.
+
+                          | +volume; if close > close[previous]
+    OBV = OBV[previous] + | 0;       if close = close[previous]
+                          | -volume; if close < close[previous]
+
+Sources:
+    https://www.investopedia.com/terms/o/onbalancevolume.asp
+    https://www.tradingview.com/wiki/On_Balance_Volume_(OBV)  
+    https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/on-balance-volume-obv/
+    https://www.motivewave.com/studies/on_balance_volume.htm
+
+Note:
+    There is no consensus on what is the first OBV value in the series:
+    - TA-LIB uses the first volume: OBV[0] = volume[0]
+    - Skender stock library uses 0: OBV[0] = 0
+
+</summary> */
+
+public class OBV_Series : Single_TBars_Indicator
+{
+	private double _lastobv, _lastlastobv;
+	private double _lastclose, _lastlastclose;
+	public OBV_Series(TBars source, int period = 10, bool useNaN = false) : base(source, period: period, useNaN: useNaN)
+	{
+		this._lastobv = this._lastlastobv = 0;
+		this._lastclose = this._lastlastclose = 0;
+		if (_bars.Count > 0) { base.Add(_bars); }
+  }
+
+  public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update) 
+  {
+    if (update)
+    {
+	    this._lastobv = this._lastlastobv;
+	    this._lastclose = this._lastlastclose;
+    }
+
+    double _obv = this._lastobv;
+    if (TBar.c > this._lastclose) { _obv += TBar.v; }
+    if (TBar.c < this._lastclose) { _obv -= TBar.v; }
+
+    // Unclear what the first value in OBV series is - currently set to volume[0]
+    // if (this.Count == 0) { _obv = 0; }
+
+    this._lastlastobv = this._lastobv;
+    this._lastobv = _obv;
+
+    this._lastlastclose = this._lastclose;
+    this._lastclose = TBar.c;
+
+		var result = (TBar.t, (this.Count < this._p  && this._NaN) ? double.NaN : _obv);
+    base.Add(result, update);
+  }
+}