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CORR - Pearson's Correlation Coefficient

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Miha Kralj
2022-11-15 21:12:03 -08:00
parent 80d82e5863
commit 73b41ac0a0
9 changed files with 1242 additions and 1141 deletions
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Source/Basics/Abstracts.cs
+15 -2
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@@ -2,13 +2,13 @@
using System;
/* <summary>
Abstract classes with all scaffolding required to build indicators.
All abstracts support period, NaN, and all permutations of Add() methods.
All abstracts support period, NaN, and all permutations of Add() methods.
Indicator classess need to implement:
- Chaining constructor (Abstract's constructor executes first)
- Default Add(value) class
- optional Add(series) bulk insert class (for optimization of historical analysis)
Single_TSeries_Indicator - one single-value TSeries in, one TSeries out.
Single_TSeries_Indicator - one single-value TSeries in, one TSeries out.
Pair_TSeries_Indicator - Two TSeries in, one TSeries out. (includes simple semaphoring)
Single_TBars_Indicator - One OHLCV TBars in, one TSeries out.
@@ -42,11 +42,24 @@ public abstract class Single_TSeries_Indicator : TSeries
public abstract class Pair_TSeries_Indicator : TSeries
{
protected readonly int _p;
protected readonly bool _NaN;
protected readonly TSeries _d1;
protected readonly TSeries _d2;
protected readonly double _dd1, _dd2;
// Chainable Constructors - add them at the end of primary constructors if needed
protected Pair_TSeries_Indicator(TSeries source1, TSeries source2, int period, bool useNaN)
{
this._p = period;
this._NaN = useNaN;
this._d1 = source1;
this._d2 = source2;
this._dd1 = double.NaN;
this._dd2 = double.NaN;
this._d1.Pub += this.Sub;
this._d2.Pub += this.Sub;
}
protected Pair_TSeries_Indicator(TSeries source1, TSeries source2)
{
this._d1 = source1;