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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.
This commit is contained in:
Miha Kralj
@@ -1,118 +1,118 @@
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namespace QuanTAlib;
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using System;
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using System.Linq;
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/* <summary>
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TRIX: Triple Exponential Average Oscillator
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Developed by Jack Hutson in the early 1980s, the triple exponential average (TRIX)
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has become a popular technical analysis tool to aid chartists in spotting diversions
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and directional cues in stock trading patterns.
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Sources:
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https://www.investopedia.com/terms/t/trix.asp
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</summary> */
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public class TRIX_Series : TSeries {
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private readonly double _k;
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private readonly System.Collections.Generic.List<double> _buffer1 = new();
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private readonly System.Collections.Generic.List<double> _buffer2 = new();
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private readonly System.Collections.Generic.List<double> _buffer3 = new();
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private double _lastema1, _lastema2, _lastema3;
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private double _llastema1, _llastema2, _llastema3;
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private int _len;
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private readonly bool _useSMA;
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protected readonly int _period;
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protected readonly bool _NaN;
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protected readonly TSeries _data;
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//core constructors
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public TRIX_Series(int period, bool useNaN, bool useSMA) {
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_period = period;
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_NaN = useNaN;
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_useSMA = useSMA;
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Name = $"TRIX({period})";
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_k = 2.0 / (_period + 1);
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_len = 0;
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_lastema1 = _llastema1 = _lastema2 = _llastema2 = _lastema3 = _llastema3 = 0;
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}
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public TRIX_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) {
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_data = source;
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Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
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_data.Pub += Sub;
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Add(_data);
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}
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public TRIX_Series() : this(0, false, true) {}
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public TRIX_Series(int period) : this(period, false, true) {}
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public TRIX_Series(TBars source) : this(source.Close, 0, false) {}
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public TRIX_Series(TBars source, int period) : this(source.Close, period, false) {}
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public TRIX_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) {}
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public TRIX_Series(TSeries source, int period) : this(source, period, false, true) {}
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public TRIX_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) {}
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//////////////////
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// core Add() algo
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public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
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if (double.IsNaN(TValue.v)) {
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return base.Add((TValue.t, Double.NaN), update);
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}
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if (_len == 0) { _lastema1 = _lastema2 = _lastema3 = TValue.v; }
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if (update) { _lastema1 = _llastema1; _lastema2 = _llastema2; _lastema3 = _llastema3; }
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else { _llastema1 = _lastema1; _llastema2 = _lastema2; _llastema3 = _lastema3; _len++;
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}
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double _ema1, _ema2, _ema3;
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if ((this.Count < _period) && _useSMA) {
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BufferTrim(_buffer1, TValue.v, _period, update);
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_ema1 = 0;
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for (int i = 0; i < _buffer1.Count; i++) { _ema1 += _buffer1[i]; }
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_ema1 /= _buffer1.Count;
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BufferTrim(_buffer2, _ema1, _period, update);
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_ema2 = 0;
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for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
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_ema2 /= _buffer2.Count;
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BufferTrim(_buffer3, _ema2, _period, update);
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_ema3 = 0;
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for (int i = 0; i < _buffer3.Count; i++) { _ema3 += _buffer3[i]; }
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_ema3 /= _buffer3.Count;
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}
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else {
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_ema1 = (TValue.v - _lastema1) * _k + _lastema1;
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_ema2 = (_ema1 - _lastema2) * _k + _lastema2;
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_ema3 = (_ema2 - _lastema3) * _k + _lastema3;
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}
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double _trix = 100 * (_ema3 - _lastema3) / _lastema3;
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_lastema1 = _ema1;
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_lastema2 = _ema2;
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_lastema3 = _ema3;
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var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _trix);
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return base.Add(res, update);
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}
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//variation of Add()
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public override (DateTime t, double v) Add(TSeries data) {
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if (data == null) { return (DateTime.Today, Double.NaN); }
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foreach (var item in data) { Add(item, false); }
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return _data.Last;
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}
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public (DateTime t, double v) Add(bool update) {
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return this.Add(TValue: _data.Last, update: update);
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}
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public (DateTime t, double v) Add() {
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return Add(TValue: _data.Last, update: false);
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}
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private new void Sub(object source, TSeriesEventArgs e) {
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Add(TValue: _data.Last, update: e.update);
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}
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//reset calculation
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public override void Reset() {
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_len = 0;
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}
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namespace QuanTAlib;
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using System;
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using System.Linq;
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/* <summary>
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TRIX: Triple Exponential Average Oscillator
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Developed by Jack Hutson in the early 1980s, the triple exponential average (TRIX)
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has become a popular technical analysis tool to aid chartists in spotting diversions
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and directional cues in stock trading patterns.
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Sources:
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https://www.investopedia.com/terms/t/trix.asp
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</summary> */
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public class TRIX_Series : TSeries {
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private readonly double _k;
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private readonly System.Collections.Generic.List<double> _buffer1 = new();
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private readonly System.Collections.Generic.List<double> _buffer2 = new();
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private readonly System.Collections.Generic.List<double> _buffer3 = new();
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private double _lastema1, _lastema2, _lastema3;
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private double _llastema1, _llastema2, _llastema3;
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private int _len;
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private readonly bool _useSMA;
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protected readonly int _period;
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protected readonly bool _NaN;
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protected readonly TSeries _data;
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//core constructors
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public TRIX_Series(int period, bool useNaN, bool useSMA) {
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_period = period;
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_NaN = useNaN;
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_useSMA = useSMA;
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Name = $"TRIX({period})";
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_k = 2.0 / (_period + 1);
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_len = 0;
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_lastema1 = _llastema1 = _lastema2 = _llastema2 = _lastema3 = _llastema3 = 0;
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}
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public TRIX_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) {
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_data = source;
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Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
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_data.Pub += Sub;
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Add(_data);
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}
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public TRIX_Series() : this(0, false, true) {}
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public TRIX_Series(int period) : this(period, false, true) {}
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public TRIX_Series(TBars source) : this(source.Close, 0, false) {}
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public TRIX_Series(TBars source, int period) : this(source.Close, period, false) {}
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public TRIX_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) {}
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public TRIX_Series(TSeries source, int period) : this(source, period, false, true) {}
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public TRIX_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) {}
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//////////////////
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// core Add() algo
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public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
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if (double.IsNaN(TValue.v)) {
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return base.Add((TValue.t, Double.NaN), update);
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}
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if (_len == 0) { _lastema1 = _lastema2 = _lastema3 = TValue.v; }
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if (update) { _lastema1 = _llastema1; _lastema2 = _llastema2; _lastema3 = _llastema3; }
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else { _llastema1 = _lastema1; _llastema2 = _lastema2; _llastema3 = _lastema3; _len++;
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}
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double _ema1, _ema2, _ema3;
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if ((this.Count < _period) && _useSMA) {
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BufferTrim(_buffer1, TValue.v, _period, update);
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_ema1 = 0;
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for (int i = 0; i < _buffer1.Count; i++) { _ema1 += _buffer1[i]; }
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_ema1 /= _buffer1.Count;
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BufferTrim(_buffer2, _ema1, _period, update);
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_ema2 = 0;
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for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
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_ema2 /= _buffer2.Count;
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BufferTrim(_buffer3, _ema2, _period, update);
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_ema3 = 0;
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for (int i = 0; i < _buffer3.Count; i++) { _ema3 += _buffer3[i]; }
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_ema3 /= _buffer3.Count;
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}
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else {
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_ema1 = (TValue.v - _lastema1) * _k + _lastema1;
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_ema2 = (_ema1 - _lastema2) * _k + _lastema2;
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_ema3 = (_ema2 - _lastema3) * _k + _lastema3;
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}
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double _trix = 100 * (_ema3 - _lastema3) / _lastema3;
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_lastema1 = _ema1;
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_lastema2 = _ema2;
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_lastema3 = _ema3;
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var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _trix);
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return base.Add(res, update);
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}
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//variation of Add()
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public override (DateTime t, double v) Add(TSeries data) {
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if (data == null) { return (DateTime.Today, Double.NaN); }
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foreach (var item in data) { Add(item, false); }
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return _data.Last;
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}
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public (DateTime t, double v) Add(bool update) {
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return this.Add(TValue: _data.Last, update: update);
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}
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public (DateTime t, double v) Add() {
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return Add(TValue: _data.Last, update: false);
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}
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private new void Sub(object source, TSeriesEventArgs e) {
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Add(TValue: _data.Last, update: e.update);
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}
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//reset calculation
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public override void Reset() {
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_len = 0;
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}
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}
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