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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/Momentum/CCI_Series.cs
+6 -6
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@@ -1,5 +1,7 @@
namespace QuanTAlib;
using System;
using System.Linq;
using static System.Net.Mime.MediaTypeNames;
/* <summary>
CCI: Commodity Channel Index
@@ -32,18 +34,16 @@ public class CCI_Series : Single_TBars_Indicator
if (this._tp.Count > this._p) { this._tp.RemoveAt(0); }
// average TP over _tp buffer
double _avgTp = 0;
for (int i = 0; i < this._tp.Count; i++) { _avgTp+=this._tp[i]; }
_avgTp /= this._tp.Count;
double _avgTp = _tp.Average();
// average Deviation over _tp buffer
double _avgDv = 0;
for (int i = 0; i < this._tp.Count; i++) { _avgDv += Math.Abs(_avgTp - this._tp[i]); }
_avgDv /= this._tp.Count;
double _cci = (_avgDv == 0) ? double.NaN : (this._tp[this._tp.Count-1] - _avgTp) / (0.015 * _avgDv);
var result = (TBar.t, (this.Count < this._p && this._NaN) ? double.NaN : _cci);
base.Add(result, update);
}
base.Add((TBar.t, _cci), update, _NaN);
}
}