ZSCORE

Source/Feeds/Yahoo_Feed.cs

@@ -22,24 +22,17 @@ public class Yahoo_Feed : TBars
         System.Net.Http.HttpClient client = new();
         var msg = client.GetStringAsync(requestUrl).Result;
         var jresult = JsonSerializer.Deserialize<JsonDocument>(msg).RootElement;
-        JsonElement json = new();
-        JsonElement datetime = new();
-        JsonElement open = new();
-        JsonElement high = new();
-        JsonElement low = new();
-        JsonElement close = new();
-        JsonElement volume = new();
         
-        jresult.TryGetProperty("chart",out json);
+        jresult.TryGetProperty("chart",out JsonElement json);
         json.TryGetProperty("result",out json);
-        json[0].TryGetProperty("timestamp",out datetime);
+        json[0].TryGetProperty("timestamp",out JsonElement datetime);
         json[0].TryGetProperty("indicators",out json);
         json.TryGetProperty("quote",out json);
-        json[0].TryGetProperty("open",out open);
-        json[0].TryGetProperty("high",out high);
-        json[0].TryGetProperty("low",out low);
-        json[0].TryGetProperty("close",out close);
-        json[0].TryGetProperty("volume",out volume);
+        json[0].TryGetProperty("open",out JsonElement open);
+        json[0].TryGetProperty("high",out JsonElement high);
+        json[0].TryGetProperty("low",out JsonElement low);
+        json[0].TryGetProperty("close",out JsonElement close);
+        json[0].TryGetProperty("volume",out JsonElement volume);
         
         for (int i=0; i<datetime.GetArrayLength(); i++) {
             DateTime d = DateTimeOffset.FromUnixTimeSeconds(long.Parse(datetime[i].GetRawText())).DateTime;

Source/QuanTAlib.csproj

@@ -51,7 +51,11 @@
     <PackageIcon>QuanTAlib2.png</PackageIcon>
     <PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
     <EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
+    <CodeAnalysisRuleSet>..\.sonarlint\mihakralj_quantalibcsharp.ruleset</CodeAnalysisRuleSet>
   </PropertyGroup>
+  <ItemGroup>
+    <AdditionalFiles Include="..\.sonarlint\mihakralj_quantalib\CSharp\SonarLint.xml" Link="SonarLint.xml" />
+  </ItemGroup>
   <ItemGroup>
     <None Include="..\Docs\readme.md">
       <Pack>True</Pack>
@@ -64,10 +68,11 @@
     </None>
   </ItemGroup>
   <ItemGroup>
-    <PackageReference Include="System.Text.Json" Version="7.0.0" />
     <PackageReference Include="GitVersion.MsBuild" Version="5.11.1">
-      <PrivateAssets>All</PrivateAssets>
+      <PrivateAssets>all</PrivateAssets>
+      <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
+    <PackageReference Include="System.Text.Json" Version="7.0.0" />
   </ItemGroup>
   
 </Project>

Source/Statistics/ZSCORE_Series.cs

@@ -0,0 +1,51 @@
+namespace QuanTAlib;
+using System;
+
+/* <summary>
+ZSCORE: number of standard deviations from SMA
+  Z-score describes a value's relationship to the mean of a series, as measured in
+  terms of standard deviations from the mean. If a Z-score is 0, it indicates that
+  the data point's score is identical to the mean score. A Z-score of 1.0 would
+  indicate a value that is one standard deviation from the mean. Z-scores may be
+  positive or negative, with a positive value indicating the score is above the
+  mean and a negative score indicating it is below the mean.
+
+Sources:
+  https://en.wikipedia.org/wiki/Z-score
+  https://www.investopedia.com/terms/z/zscore.asp
+
+Calculation:
+    std = std * STDEV(close, length)
+    mean = SMA(close, length)
+    ZSCORE = (close - mean) / std
+    
+</summary> */
+
+public class ZSCORE_Series : Single_TSeries_Indicator
+{
+    public ZSCORE_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
+    {
+        if (base._data.Count > 0) { base.Add(base._data); }
+    }
+    private readonly System.Collections.Generic.List<double> _buffer = new();
+
+    public override void Add((System.DateTime t, double v) TValue, bool update)
+    {
+        if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
+        else { _buffer.Add(TValue.v); }
+        if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
+
+        double _sma = 0;
+        for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
+        _sma /= this._buffer.Count;
+
+        double _pvar = 0;
+        for (int i = 0; i < _buffer.Count; i++) { _pvar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
+        _pvar /= this._buffer.Count;
+        double _psdev = Math.Sqrt(_pvar);
+        double _zscore = (_psdev == 0) ? double.NaN : (TValue.v - _sma) / _psdev;
+
+        var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _zscore);
+        base.Add(result, update);
+    }
+}