mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 18:18:04 +00:00
Auto stash before merge of "dev" and "main"
This commit is contained in:
Miha Kralj
+148
-148
@@ -1,148 +1,148 @@
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{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div><div></div><div></div><div><strong>Installed Packages</strong><ul><li><span>QuanTAlib, 0.1.10-beta</span></li><li><span>TALib.NETCore, 0.4.4</span></li></ul></div></div>"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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}
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],
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"source": [
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"#r \"nuget: TALib.NETCore, 0.4.4\" \n",
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"#r \"nuget: QuanTAlib, 0.1.10-beta\" \n",
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"\n",
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"using QuanTAlib;\n",
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"using TALib;\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"ename": "Error",
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"evalue": "(1,1): error CS0246: The type or namespace name 'YAHOO_Feed' could not be found (are you missing a using directive or an assembly reference?)",
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"output_type": "error",
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"traceback": [
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"(1,1): error CS0246: The type or namespace name 'YAHOO_Feed' could not be found (are you missing a using directive or an assembly reference?)"
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]
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}
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],
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"source": [
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"YAHOO_Feed aapl = new(2020,\"AAPL\");\n",
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"TSeries data = aapl.Close;\n",
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"\n",
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"data.Count()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [],
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"source": [
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"int period = 10;\n",
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"\n",
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"//QuanTAlib SMA algorithm\n",
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"SMA_Series e = new(data, period, false); \n",
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"\n",
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"// direct call to SMA from TA-LIB - with stitching NaNs in front\n",
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"int outBegIdx, outNbElement;\n",
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"double[] output = new double[data.Count];\n",
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"double[] nans = new double[period];\n",
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"double[] ta_temp = new double[data.Count-period+1];\n",
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"Array.Fill(nans, double.NaN);\n",
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"Core.Sma(data.v.ToArray(), 0, data.Count-1, ta_temp, out outBegIdx, out outNbElement, period); //TA-LIB SMA method\n",
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"nans.CopyTo(output,0);\n",
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"ta_temp.CopyTo(output,period-1);\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"QuantLib\t TA-LIB\n",
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"164.31\t\t 164.31\n",
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"166.81\t\t 166.81\n",
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"169.20\t\t 169.20\n",
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"171.01\t\t 171.01\n",
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"172.41\t\t 172.41\n",
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"173.45\t\t 173.45\n",
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"174.75\t\t 174.75\n",
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"175.38\t\t 175.38\n",
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"175.54\t\t 175.54\n",
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"\n",
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"1394\t\t 1394\n"
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]
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}
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],
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"source": [
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"// comparing the tail of QuanTAlib and TA-LIB\n",
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"Console.Write($\"QuanTAlib\\t TA-LIB\\n\");\n",
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"for (int i=data.Count-10; i<data.Count-1; i++) \n",
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" Console.Write($\"{e[i].v:f2}\\t\\t {output[i]:f2}\\n\");\n",
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"\n",
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"Console.Write($\"\\n{e.Count()}\\t\\t {output.Length}\\n\");\n"
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]
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": ".NET (C#)",
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"language": "C#",
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"name": ".net-csharp"
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},
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"language_info": {
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"file_extension": ".cs",
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"mimetype": "text/x-csharp",
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"name": "C#",
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"pygments_lexer": "csharp",
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"version": "9.0"
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},
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"orig_nbformat": 4
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},
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"nbformat": 4,
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"nbformat_minor": 2
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}
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{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div><div></div><div></div><div><strong>Installed Packages</strong><ul><li><span>QuanTAlib, 0.1.10-beta</span></li><li><span>TALib.NETCore, 0.4.4</span></li></ul></div></div>"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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}
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],
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"source": [
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"#r \"nuget: TALib.NETCore, 0.4.4\" \n",
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"#r \"nuget: QuanTAlib, 0.1.10-beta\" \n",
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"\n",
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"using QuanTAlib;\n",
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"using TALib;\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"ename": "Error",
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"evalue": "(1,1): error CS0246: The type or namespace name 'YAHOO_Feed' could not be found (are you missing a using directive or an assembly reference?)",
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"output_type": "error",
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"traceback": [
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"(1,1): error CS0246: The type or namespace name 'YAHOO_Feed' could not be found (are you missing a using directive or an assembly reference?)"
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]
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}
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],
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"source": [
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"YAHOO_Feed aapl = new(2020,\"AAPL\");\n",
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"TSeries data = aapl.Close;\n",
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"\n",
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"data.Count()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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||||
"vscode": {
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||||
"languageId": "dotnet-interactive.csharp"
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||||
}
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||||
},
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||||
"outputs": [],
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||||
"source": [
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"int period = 10;\n",
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"\n",
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"//QuanTAlib SMA algorithm\n",
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"SMA_Series e = new(data, period, false); \n",
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"\n",
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"// direct call to SMA from TA-LIB - with stitching NaNs in front\n",
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"int outBegIdx, outNbElement;\n",
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"double[] output = new double[data.Count];\n",
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"double[] nans = new double[period];\n",
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"double[] ta_temp = new double[data.Count-period+1];\n",
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"Array.Fill(nans, double.NaN);\n",
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"Core.Sma(data.v.ToArray(), 0, data.Count-1, ta_temp, out outBegIdx, out outNbElement, period); //TA-LIB SMA method\n",
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"nans.CopyTo(output,0);\n",
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"ta_temp.CopyTo(output,period-1);\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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||||
"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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||||
"outputs": [
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||||
{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"QuantLib\t TA-LIB\n",
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"164.31\t\t 164.31\n",
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"166.81\t\t 166.81\n",
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"169.20\t\t 169.20\n",
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"171.01\t\t 171.01\n",
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"172.41\t\t 172.41\n",
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"173.45\t\t 173.45\n",
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"174.75\t\t 174.75\n",
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"175.38\t\t 175.38\n",
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"175.54\t\t 175.54\n",
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"\n",
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"1394\t\t 1394\n"
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]
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}
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],
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"source": [
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"// comparing the tail of QuanTAlib and TA-LIB\n",
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"Console.Write($\"QuanTAlib\\t TA-LIB\\n\");\n",
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"for (int i=data.Count-10; i<data.Count-1; i++) \n",
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" Console.Write($\"{e[i].v:f2}\\t\\t {output[i]:f2}\\n\");\n",
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"\n",
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"Console.Write($\"\\n{e.Count()}\\t\\t {output.Length}\\n\");\n"
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]
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": ".NET (C#)",
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"language": "C#",
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"name": ".net-csharp"
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},
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"language_info": {
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"file_extension": ".cs",
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"mimetype": "text/x-csharp",
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"name": "C#",
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"pygments_lexer": "csharp",
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"version": "9.0"
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},
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"orig_nbformat": 4
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},
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"nbformat": 4,
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"nbformat_minor": 2
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}
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