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tests cleaned-up

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Miha Kralj
2022-12-21 16:23:47 -08:00
parent 5844547a79
commit 5f44ab9a9a
5 changed files with 44 additions and 43 deletions
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Source/QuanTAlib.csproj
+1 -1
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@@ -2,7 +2,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<Title>QuanTAlib</Title>
<Version>0.1.23</Version>
<Version>0.1.24</Version>
<Product>Library of Technical Indicators for .NET</Product>
<Description>Quantitative Technical Analysis library for both real-time (streaming) and historical data analysis</Description>
<RepositoryType>git</RepositoryType>
Source/Volatility/ATR_Series.cs
+3 -3
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@@ -18,7 +18,7 @@ public class ATR_Series : Single_TBars_Indicator
private readonly System.Collections.Generic.List<double> _buffer = new();
private readonly double _k, _k1m;
private double _lastema, _lastlastema, _lastcm1;
private double _cm1 = double.NaN;
private double _cm1;
public ATR_Series(TBars source, int period, bool useNaN = false) : base(source, period, useNaN)
{
@@ -35,11 +35,11 @@ public class ATR_Series : Single_TBars_Indicator
this._cm1 = this._lastcm1;
}
if (this._cm1 is double.NaN) { this._cm1 = TBar.c; }
if (this.Count == 0) { this._cm1 = TBar.c; }
double d1 = Math.Abs(TBar.h - TBar.l);
double d2 = Math.Abs(_cm1 - TBar.h);
double d3 = Math.Abs(_cm1 - TBar.l);
(DateTime t, double v)d = (TBar.t, Math.Max(d1,Math.Max(d2,d3))); //TR value for RMA below
(DateTime t, double v)d = (TBar.t, Math.Max(d1,Math.Max(d2,d3)));
_lastcm1 = _cm1;
_cm1 = TBar.c;