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Add new data structures and event handling classes for trading platform. Include base classes, value and bar structs, event arguments, emitters, listeners. Update ruleset for SonarLint.

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Miha Kralj
2024-07-25 17:42:09 -07:00
parent f7fd3fbf9f
commit 7dd938c368
86 changed files with 9367 additions and 9153 deletions
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Calculations/_Updated/HMA_Series.cs
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@@ -1,88 +1,88 @@
namespace QuanTAlib;
using System;
using System.Collections.Generic;
/* <summary>
HMA: Hull Moving Average
Developed by Alan Hull, an extremely fast and smooth moving average; almost
eliminates lag altogether and manages to improve smoothing at the same time.
Sources:
https://alanhull.com/hull-moving-average
https://school.stockcharts.com/doku.php?id=technical_indicators:hull_moving_average
WMA1 = WMA(n/2) of price
WMA2 = WMA(n) of price
Raw HMA = (2 * WMA1) - WMA2
HMA = WMA(sqrt(n)) of Raw HMA
</summary> */
public class HMA_Series : TSeries {
protected int _period, _period2, _psqrt;
protected readonly bool _NaN;
protected readonly TSeries _data;
protected WMA_Series _wma1, _wma2, _wma3;
//core constructors
public HMA_Series(int period, bool useNaN) {
_period = period;
_period2 = period /2;
_psqrt = (int)Math.Sqrt(period);
_NaN = useNaN;
_wma1 = new(Math.Max(_period2,1), false);
_wma2 = new(Math.Max(_period,1), false);
_wma3 = new(Math.Max(_psqrt,1), useNaN);
Name = $"HMA({period})";
}
public HMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
_data = source;
Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
_data.Pub += Sub;
Add(_data);
}
public HMA_Series() : this(period: 0, useNaN: false) { }
public HMA_Series(int period) : this(period: period, useNaN: false) { }
public HMA_Series(TBars source) : this(source.Close, 0, false) { }
public HMA_Series(TBars source, int period) : this(source.Close, period, false) { }
public HMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
public HMA_Series(TSeries source) : this(source, 0, false) { }
public HMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
//////////////////
// core Add() algo
public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
if (_period == 0) {
_wma1.Len = this.Count / 2;
_wma2.Len = this.Count;
_wma1.Len = (int)Math.Sqrt(this.Count);
}
double _w1 = _wma1.Add(TValue, update).v;
double _w2 = _wma2.Add(TValue, update).v;
double _hma = _wma3.Add((2 * _w1) - _w2, update).v;
var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _hma);
return base.Add(res, update);
}
public override (DateTime t, double v) Add(TSeries data) {
if (data == null) { return (DateTime.Today, Double.NaN); }
foreach (var item in data) { Add(item, false); }
return _data.Last;
}
public (DateTime t, double v) Add(bool update) {
return this.Add(TValue: _data.Last, update: update);
}
public (DateTime t, double v) Add() {
return Add(TValue: _data.Last, update: false);
}
private new void Sub(object source, TSeriesEventArgs e) {
Add(TValue: _data.Last, update: e.update);
}
//reset calculation
public override void Reset() {
_wma1.Reset();
_wma2.Reset();
_wma3.Reset();
}
namespace QuanTAlib;
using System;
using System.Collections.Generic;
/* <summary>
HMA: Hull Moving Average
Developed by Alan Hull, an extremely fast and smooth moving average; almost
eliminates lag altogether and manages to improve smoothing at the same time.
Sources:
https://alanhull.com/hull-moving-average
https://school.stockcharts.com/doku.php?id=technical_indicators:hull_moving_average
WMA1 = WMA(n/2) of price
WMA2 = WMA(n) of price
Raw HMA = (2 * WMA1) - WMA2
HMA = WMA(sqrt(n)) of Raw HMA
</summary> */
public class HMA_Series : TSeries {
protected int _period, _period2, _psqrt;
protected readonly bool _NaN;
protected readonly TSeries _data;
protected WMA_Series _wma1, _wma2, _wma3;
//core constructors
public HMA_Series(int period, bool useNaN) {
_period = period;
_period2 = period /2;
_psqrt = (int)Math.Sqrt(period);
_NaN = useNaN;
_wma1 = new(Math.Max(_period2,1), false);
_wma2 = new(Math.Max(_period,1), false);
_wma3 = new(Math.Max(_psqrt,1), useNaN);
Name = $"HMA({period})";
}
public HMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
_data = source;
Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
_data.Pub += Sub;
Add(_data);
}
public HMA_Series() : this(period: 0, useNaN: false) { }
public HMA_Series(int period) : this(period: period, useNaN: false) { }
public HMA_Series(TBars source) : this(source.Close, 0, false) { }
public HMA_Series(TBars source, int period) : this(source.Close, period, false) { }
public HMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
public HMA_Series(TSeries source) : this(source, 0, false) { }
public HMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
//////////////////
// core Add() algo
public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
if (_period == 0) {
_wma1.Len = this.Count / 2;
_wma2.Len = this.Count;
_wma1.Len = (int)Math.Sqrt(this.Count);
}
double _w1 = _wma1.Add(TValue, update).v;
double _w2 = _wma2.Add(TValue, update).v;
double _hma = _wma3.Add((2 * _w1) - _w2, update).v;
var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _hma);
return base.Add(res, update);
}
public override (DateTime t, double v) Add(TSeries data) {
if (data == null) { return (DateTime.Today, Double.NaN); }
foreach (var item in data) { Add(item, false); }
return _data.Last;
}
public (DateTime t, double v) Add(bool update) {
return this.Add(TValue: _data.Last, update: update);
}
public (DateTime t, double v) Add() {
return Add(TValue: _data.Last, update: false);
}
private new void Sub(object source, TSeriesEventArgs e) {
Add(TValue: _data.Last, update: e.update);
}
//reset calculation
public override void Reset() {
_wma1.Reset();
_wma2.Reset();
_wma3.Reset();
}
}