diff --git a/.github/workflows/main_automation.yml b/.github/workflows/main_automation.yml
index f7a9577b..5f1efe28 100644
--- a/.github/workflows/main_automation.yml
+++ b/.github/workflows/main_automation.yml
@@ -77,7 +77,7 @@ jobs:
/d:sonar.cs.dotcover.reportsPaths=./coveragereport.html
- name: Build Main branch of QuanTAlib DLL
- if: ${{ github.ref == 'refs/heads/main' }}
+ if: ${{ github.ref != 'refs/heads/dev' }}
run: dotnet build ./Calculations/Calculations.csproj --verbosity detailed --configuration Release --nologo -p:PackageVersion=${{ steps.gitversion.outputs.MajorMinorPatch }}
- name: Build dev branch of QuanTAlib DLL
diff --git a/.gitignore b/.gitignore
index c964a4a3..9413e591 100644
--- a/.gitignore
+++ b/.gitignore
@@ -10,6 +10,7 @@
*.userosscache
*.sln.docstates
.vscode/
+.fleet/
*.deps.json
.Sandbox/
#.sonarlint/
diff --git a/docs/LICENSE b/LICENSE
similarity index 100%
rename from docs/LICENSE
rename to LICENSE
diff --git a/docs/Trading_example.ipynb b/docs/Trading_example.ipynb
index 0178351b..020d62b0 100644
--- a/docs/Trading_example.ipynb
+++ b/docs/Trading_example.ipynb
@@ -2,7 +2,7 @@
"cells": [
{
"cell_type": "code",
- "execution_count": 18,
+ "execution_count": 46,
"metadata": {
"dotnet_interactive": {
"language": "csharp"
@@ -12,7 +12,7 @@
{
"data": {
"text/html": [
- ""
+ ""
]
},
"metadata": {},
@@ -31,7 +31,7 @@
},
{
"cell_type": "code",
- "execution_count": 19,
+ "execution_count": 47,
"metadata": {
"dotnet_interactive": {
"language": "csharp"
@@ -44,26 +44,26 @@
{
"data": {
"text/html": [
- ""
]
@@ -87,7 +87,7 @@
},
{
"cell_type": "code",
- "execution_count": 20,
+ "execution_count": 48,
"metadata": {
"dotnet_interactive": {
"language": "csharp"
@@ -97,26 +97,26 @@
{
"data": {
"text/html": [
- ""
]
@@ -139,7 +139,7 @@
},
{
"cell_type": "code",
- "execution_count": 21,
+ "execution_count": 49,
"metadata": {
"dotnet_interactive": {
"language": "csharp"
@@ -152,26 +152,26 @@
{
"data": {
"text/html": [
- ""
]
@@ -194,7 +194,7 @@
},
{
"cell_type": "code",
- "execution_count": 22,
+ "execution_count": 50,
"metadata": {
"dotnet_interactive": {
"language": "csharp"
@@ -207,26 +207,26 @@
{
"data": {
"text/html": [
- ""
]
@@ -247,7 +247,7 @@
},
{
"cell_type": "code",
- "execution_count": 23,
+ "execution_count": 51,
"metadata": {
"dotnet_interactive": {
"language": "csharp"
@@ -260,26 +260,26 @@
{
"data": {
"text/html": [
- ""
]
@@ -302,7 +302,7 @@
},
{
"cell_type": "code",
- "execution_count": 25,
+ "execution_count": 52,
"metadata": {
"dotnet_interactive": {
"language": "csharp"
@@ -315,26 +315,26 @@
{
"data": {
"text/html": [
- ""
]
@@ -348,9 +348,78 @@
"\n",
"//make a chart\n",
"var cbars = Chart2D.Chart.Area(folio.t.Skip(warmup).ToList(), folio.v.Skip(warmup).ToList(),false ).WithSize(1200,400).WithMargin(Margin.init(30,10,40,30,1,false))\n",
- " .WithXAxisRangeSlider(RangeSlider.init(Visible:false)).WithTitle($\"Trading P&L (long only) for MACD-generated trades on {symbol}\");\n",
+ " .WithXAxisRangeSlider(RangeSlider.init(Visible:false)).WithTitle($\"Equity curve (long trades only) for MACD on {symbol}\");\n",
"cbars"
]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 53,
+ "metadata": {
+ "dotnet_interactive": {
+ "language": "csharp"
+ },
+ "polyglot_notebook": {
+ "kernelName": "csharp"
+ }
+ },
+ "outputs": [
+ {
+ "data": {
+ "text/html": [
+ ""
+ ]
+ },
+ "metadata": {},
+ "output_type": "display_data"
+ }
+ ],
+ "source": [
+ "// some what-if examples\n",
+ "string symbol=\"IBM\";\n",
+ "int warmup = 50;\n",
+ "Yahoo_Feed bars = new(symbol,350);\n",
+ "TSeries data = bars.Close;\n",
+ "HEMA_Series fastMA = new(data,12);\n",
+ "JMA_Series slowMA = new(data,23,-100);\n",
+ "SUB_Series MACD_line = new(fastMA, slowMA);\n",
+ "JMA_Series signal_line = new(MACD_line, 9);\n",
+ "SUB_Series histogram = new(MACD_line, signal_line);\n",
+ "CROSS_Series trades = new(histogram,0);\n",
+ "EQUITY_Series folio = new(trades, data, Long:true, Short:false, Warmup:warmup);\n",
+ "folio[^1].v"
+ ]
}
],
"metadata": {