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COVAR

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semver fix


VAR test fix


new: COVAR, ZSCORE, CORR, LINREG


versioning


refactoring
This commit is contained in:
Miha Kralj
2022-11-17 11:05:20 -08:00
parent fd2a686ba5
commit 73e3420379
59 changed files with 1225 additions and 1285 deletions
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Source/Basics/MIDPRICE_Series.cs
+6 -24
View File
@@ -1,5 +1,6 @@
namespace QuanTAlib;
using System;
using System.Linq;
/* <summary>
MIDPRICE: Midpoint price (highhest high + lowest low)/2 in the given period in the series.
@@ -19,32 +20,13 @@ public class MIDPRICE_Series : Single_TBars_Indicator
public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
{
if (update)
{
this._bufferhi[this._bufferhi.Count - 1] = TBar.h;
this._bufferlo[this._bufferlo.Count - 1] = TBar.l;
}
else
{
this._bufferhi.Add(TBar.h);
this._bufferlo.Add(TBar.l);
}
if (this._bufferhi.Count > this._p && this._p != 0)
{ this._bufferhi.RemoveAt(0); }
if (this._bufferlo.Count > this._p && this._p != 0)
{ this._bufferlo.RemoveAt(0); }
Add_Replace_Trim(_bufferhi, TBar.h, _p, update);
Add_Replace_Trim(_bufferlo, TBar.l, _p, update);
double _max = TBar.h;
double _min = TBar.l;
for (int i = 0; i < this._bufferhi.Count; i++)
{
_max = Math.Max(this._bufferhi[i], _max);
_min = Math.Min(this._bufferlo[i], _min);
}
double _max = _bufferhi.Max();
double _min = _bufferlo.Min();
double _mid = (_max + _min) * 0.5;
var result = (TBar.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _mid);
base.Add(result, update);
base.Add((TBar.t, _mid), update, _NaN);
}
}