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https://github.com/mihakralj/QuanTAlib.git
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COVAR
semver fix VAR test fix new: COVAR, ZSCORE, CORR, LINREG versioning refactoring
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@@ -1,5 +1,6 @@
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namespace QuanTAlib;
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using System;
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using System.Linq;
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/* <summary>
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DEMA: Double Exponential Moving Average
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@@ -41,16 +42,9 @@ public class DEMA_Series : Single_TSeries_Indicator
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if (this.Count < this._p)
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{
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if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
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else
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{
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_buffer.Add(TValue.v);
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}
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if (_buffer.Count > this._p) { _buffer.RemoveAt(0); }
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Add_Replace_Trim(_buffer, TValue.v, _p, update);
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double _sma = _buffer.Average();
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double _sma = 0;
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for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
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_sma /= this._buffer.Count;
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_ema1 = _ema2 = _sma;
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}
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else
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@@ -65,7 +59,6 @@ public class DEMA_Series : Single_TSeries_Indicator
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this._lastema1 = _ema1;
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this._lastema2 = _ema2;
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var ret = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _dema);
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base.Add(ret, update);
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base.Add((TValue.t, _dema), update, _NaN);
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}
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}
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