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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/Trends/EMA_Series.cs
+5 -12
View File
@@ -1,5 +1,6 @@
namespace QuanTAlib;
using System;
using System.Linq;
/* <summary>
EMA: Exponential Moving Average
@@ -35,20 +36,13 @@ public class EMA_Series : Single_TSeries_Indicator
public override void Add((DateTime t, double v) TValue, bool update)
{
double _ema = 0;
double _ema;
if (update) { this._lastema = this._lastlastema; }
if (this.Count < this._p)
{
if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; }
else
{
this._buffer.Add(TValue.v);
}
if (this._buffer.Count > this._p) { this._buffer.RemoveAt(0); }
for (int i = 0; i < this._buffer.Count; i++) { _ema += this._buffer[i]; }
_ema /= this._buffer.Count;
Add_Replace(_buffer, TValue.v, update);
_ema = _buffer.Average();
}
else
{
@@ -58,7 +52,6 @@ public class EMA_Series : Single_TSeries_Indicator
this._lastlastema = this._lastema;
this._lastema = _ema;
var ret = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _ema);
base.Add(ret, update);
base.Add((TValue.t, _ema), update, _NaN);
}
}