Bollinger Bands® with validation tests

Source/Basics/Abstracts.cs

@@ -158,7 +158,7 @@ public abstract class Single_TBars_Indicator : TSeries
 	    for (int i = 0; i < data.Count; i++) { base.Add(TValue: data[i], update: false); }
     }
 
-public new void Add((System.DateTime t, double o, double h, double l, double c, double v) TBar) 
+public void Add((System.DateTime t, double o, double h, double l, double c, double v) TBar) 
         => this.Add(TBar: TBar, update: false);
     public void Add(bool update) 
         => this.Add(TBar: this._bars[this._bars.Count - 1], update: update);

Source/Indicators/BBANDS_Series.cs

@@ -0,0 +1,73 @@
+namespace QuanTAlib;
+using System;
+
+/* <summary>
+BBANDS: Bollinger Bands®
+    Price channels created by John Bollinger, depict volatility as standard deviation boundary 
+    line range from a moving average of price. The bands automatically widen when volatility 
+    increases and contract when volatility decreases. Their dynamic nature allows them to be 
+    used on different securities with the standard settings.
+
+    Mid Band = simple moving average (SMA)
+    Upper Band = SMA + (standard deviation of price x multiplier) 
+    Lower Band = SMA - (standard deviation of price x multiplier)
+    Bandwidth = Width of the channel: (Upper-Lower)/SMA
+    %B = The location of the data point within the channel: (Price-Lower)/(Upper/Lower)
+    Z-Score = number of standard deviations of the data point from SMA
+
+Sources:
+    https://www.investopedia.com/terms/b/bollingerbands.asp
+    https://school.stockcharts.com/doku.php?id=technical_indicators:bollinger_bands
+
+Note:
+    Bollinger Bands® is a registered trademark of John A. Bollinger.
+
+</summary> */
+
+public class BBANDS_Series : Single_TSeries_Indicator
+{
+	public SMA_Series Mid { get; }
+	public ADD_Series Upper { get; }
+	public SUB_Series Lower { get; }
+	public DIV_Series PercentB { get; }
+	public DIV_Series Bandwidth { get; }
+	public DIV_Series Zscore { get; }
+
+	private readonly SDEV_Series _sdev;
+	private readonly MUL_Series _mulsdev;
+	private readonly SUB_Series _pbdnd;
+	private readonly SUB_Series _pbdvr;
+	private readonly SUB_Series _zdnd;
+
+	public BBANDS_Series(TSeries source, int period = 26, double multiplier = 2.0, bool useNaN = false)
+		: base(source, period: 0, useNaN)
+	{
+		this.Mid = new(source: source, period: period, useNaN: useNaN);
+
+		_sdev = new(source, period, useNaN: useNaN);
+		_mulsdev = new(_sdev, multiplier);
+		this.Upper = new(Mid, _mulsdev);
+		this.Lower = new(Mid, _mulsdev);
+
+		_pbdnd = new(source, Lower);
+		_pbdvr = new(Upper, Lower);
+
+		this.PercentB = new(_pbdnd, _pbdvr);
+		this.Bandwidth = new(_pbdvr, Mid);
+
+		_zdnd = new(source, Mid);
+		this.Zscore = new(_zdnd, _sdev);
+
+		if (source.Count > 0)
+		{ base.Add(this.Bandwidth); }
+	}
+	public override void Add((System.DateTime t, double v) TValue, bool update)
+	{
+		double _bbandwidth;
+		if (update)
+		{ _sdev.Add(TValue, true); }
+		_bbandwidth = this.Bandwidth[(this.Count < this.Bandwidth.Count) ? this.Count : this.Bandwidth.Count - 1].v;
+		var result = (TValue.t, _bbandwidth);
+		base.Add(result, update);
+	}
+}

Source/QuanTAlib.csproj

@@ -1,7 +1,7 @@
 <?xml version="1.0" encoding="utf-8"?>
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
-    <Version>0.1.15</Version>
+    <Version>0.1.16</Version>
     <releaseNotes>
     </releaseNotes>
     <Title>QuanTAlib</Title>

Tests/MovingAvg/BBANDS_Test.cs

@@ -0,0 +1,58 @@
+using Xunit;
+using System;
+using QuanTAlib;
+
+namespace MovingAvg;
+public class BBANDS_Test
+{
+	[Fact]
+	public void Add_Test()
+	{
+		TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+		BBANDS_Series c = new(a, 4,2.5);
+		Assert.Equal(6, c.Count);
+		a.Add(5);
+		Assert.Equal(a.Count, c.Count);
+		Assert.Equal(a.Count, c.Mid.Count);
+		Assert.Equal(a.Count, c.Upper.Count);
+		Assert.Equal(a.Count, c.Lower.Count);
+		Assert.Equal(a.Count, c.PercentB.Count);
+		Assert.Equal(a.Count, c.Zscore.Count);
+		Assert.Equal(a.Count, c.Bandwidth.Count);
+
+		a.Add(0, update: true);
+		Assert.Equal(a.Count, c.Count);
+		Assert.Equal(a.Count, c.Mid.Count);
+		Assert.Equal(a.Count, c.Upper.Count);
+		Assert.Equal(a.Count, c.Lower.Count);
+		Assert.Equal(a.Count, c.PercentB.Count);
+		Assert.Equal(a.Count, c.Zscore.Count);
+		Assert.Equal(a.Count, c.Bandwidth.Count);
+	}
+
+	[Fact]
+	public void Edge_Test()
+	{
+		TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
+		BBANDS_Series c = new(a, 4, 2.5);
+		Assert.Equal(a.Count, c.Count);
+		a.Add(double.NaN);
+		Assert.Equal(a.Count, c.Count);
+		Assert.Equal(a.Count, c.Mid.Count);
+		Assert.Equal(a.Count, c.Upper.Count);
+		Assert.Equal(a.Count, c.Lower.Count);
+		Assert.Equal(a.Count, c.PercentB.Count);
+		Assert.Equal(a.Count, c.Zscore.Count);
+		Assert.Equal(a.Count, c.Bandwidth.Count);
+		a.Add(double.PositiveInfinity);
+		Assert.Equal(a.Count, c.Count);
+		Assert.Equal(a.Count, c.Mid.Count);
+		Assert.Equal(a.Count, c.Upper.Count);
+		Assert.Equal(a.Count, c.Lower.Count);
+		Assert.Equal(a.Count, c.PercentB.Count);
+		Assert.Equal(a.Count, c.Zscore.Count);
+		Assert.Equal(a.Count, c.Bandwidth.Count);
+
+	}
+
+}

Tests/Validations/Skender_Stock.cs

@@ -160,9 +160,25 @@ public class Skender_Stock
 	    var SK = this.quotes.GetMacd(12,26,9);
 
 	    Assert.Equal(Math.Round((double)SK.Last().Macd!, 8), Math.Round(QL.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().Signal!, 8), Math.Round(QL.Signal.Last().v, 8));
     }
 
     [Fact]
+    public void BBANDS()
+    {
+	    BBANDS_Series QL = new(this.bars.Close, this.period, 2.0, useNaN: false);
+	    var SK = this.quotes.GetBollingerBands(this.period, 2.0);
+
+	    Assert.Equal(Math.Round((double)SK.Last().Sma!, 8), Math.Round(QL.Mid.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().UpperBand!, 8), Math.Round(QL.Upper.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().LowerBand!, 8), Math.Round(QL.Lower.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().Width!, 8), Math.Round(QL.Bandwidth.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().PercentB!, 8), Math.Round(QL.PercentB.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().ZScore!, 8), Math.Round(QL.Zscore.Last().v, 8));
+    }
+
+
+	[Fact]
     public void RSI()
     {
 	    RSI_Series QL = new(this.bars.Close, this.period, useNaN: false);

Tests/Validations/TA_LIB.cs

@@ -164,8 +164,25 @@ public class TA_LIB
 		MACD_Series QL = new(this.bars.Close, slow: 26, fast: 12, signal: 9, false);
 		Core.Macd(this.inclose, 0, this.bars.Count - 1, outMacd: this.TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
 		Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
+		Assert.Equal(Math.Round(macdSignal[macdSignal.Length - outBegIdx - 1], 8), Math.Round(QL.Signal.Last().v, 8));
 	}
 
+	[Fact]
+	public void BBANDS()
+	{
+		double[] outMiddle = new double[this.bars.Count];
+		double[] outUpper = new double[this.bars.Count];
+		double[] outLower = new double[this.bars.Count];
+		BBANDS_Series QL = new(this.bars.Close, period:26, multiplier:2.0, false);
+		Core.Bbands(this.inclose, 0, this.bars.Count - 1, outRealUpperBand: outUpper, outRealMiddleBand: outMiddle, outRealLowerBand: outLower, out int outBegIdx, out _, optInTimePeriod:26, optInNbDevUp:2.0, optInNbDevDn:2.0);
+		Assert.Equal(Math.Round(outUpper[outUpper.Length - outBegIdx - 1], 8), Math.Round(QL.Upper.Last().v, 8));
+		Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], 8), Math.Round(QL.Mid.Last().v, 8));
+	  Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], 8), Math.Round(QL.Lower.Last().v, 8));
+
+	}
+
+
+
 	[Fact]
 	public void HL2()
 	{