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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/TRIMA_Series.cs
+83 -83
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@@ -1,84 +1,84 @@
namespace QuanTAlib;
using System;
using System.Collections.Generic;
/* <summary>
TRIMA: Triangular Moving Average
A weighted moving average where the shape of the weights are triangular and the greatest
weight is in the middle of the period,
Sources:
https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/triangular-moving-average-trima/
Remark:
trima = sma(sma(signal, n/2), n/2)
</summary> */
public class TRIMA_Series : TSeries {
private readonly int _p1a, _p1b;
private readonly SMA_Series sma, trima;
protected readonly int _period;
protected readonly bool _NaN;
protected readonly TSeries _data;
//core constructors
public TRIMA_Series(int period, bool useNaN) {
_period = period;
_NaN = useNaN;
Name = $"xMA({period})";
_p1a = (int)Math.Floor((period * 0.5) + 1);
_p1b = (int)Math.Ceiling(0.5 * period);
sma = new(_p1a);
trima = new(_p1b);
}
public TRIMA_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 TRIMA_Series() : this(period: 0, useNaN: false) { }
public TRIMA_Series(int period) : this(period: period, useNaN: false) { }
public TRIMA_Series(TBars source) : this(source.Close, 0, false) { }
public TRIMA_Series(TBars source, int period) : this(source.Close, period, false) { }
public TRIMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
public TRIMA_Series(TSeries source) : this(source, 0, false) { }
public TRIMA_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 (double.IsNaN(TValue.v)) {
return base.Add((TValue.t, Double.NaN), update);
}
var _sma = sma.Add(TValue, update);
var _trima = trima.Add(_sma, update);
var res = (_trima.t, Count < _period - 1 && _NaN ? double.NaN : _trima.v);
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() {
sma.Reset();
trima.Reset();
}
namespace QuanTAlib;
using System;
using System.Collections.Generic;
/* <summary>
TRIMA: Triangular Moving Average
A weighted moving average where the shape of the weights are triangular and the greatest
weight is in the middle of the period,
Sources:
https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/triangular-moving-average-trima/
Remark:
trima = sma(sma(signal, n/2), n/2)
</summary> */
public class TRIMA_Series : TSeries {
private readonly int _p1a, _p1b;
private readonly SMA_Series sma, trima;
protected readonly int _period;
protected readonly bool _NaN;
protected readonly TSeries _data;
//core constructors
public TRIMA_Series(int period, bool useNaN) {
_period = period;
_NaN = useNaN;
Name = $"xMA({period})";
_p1a = (int)Math.Floor((period * 0.5) + 1);
_p1b = (int)Math.Ceiling(0.5 * period);
sma = new(_p1a);
trima = new(_p1b);
}
public TRIMA_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 TRIMA_Series() : this(period: 0, useNaN: false) { }
public TRIMA_Series(int period) : this(period: period, useNaN: false) { }
public TRIMA_Series(TBars source) : this(source.Close, 0, false) { }
public TRIMA_Series(TBars source, int period) : this(source.Close, period, false) { }
public TRIMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
public TRIMA_Series(TSeries source) : this(source, 0, false) { }
public TRIMA_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 (double.IsNaN(TValue.v)) {
return base.Add((TValue.t, Double.NaN), update);
}
var _sma = sma.Add(TValue, update);
var _trima = trima.Add(_sma, update);
var res = (_trima.t, Count < _period - 1 && _NaN ? double.NaN : _trima.v);
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() {
sma.Reset();
trima.Reset();
}
}