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Refactor COMPARE and CROSS classes, plus add xMA chart

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Miha Kralj
2023-04-06 11:39:53 -07:00
parent 69fae888d5
commit 90fa331e0e
32 changed files with 245 additions and 1356 deletions
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Calculations/Logic/COMPARE_Series.cs
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namespace QuanTAlib;
using System;
/* <summary>
COMPARE - Generates +1 if A is above B, -1 if A is below B and 0 if A=B
</summary> */
public class COMPARE_Series : Pair_TSeries_Indicator {
public COMPARE_Series(TSeries d1, TSeries d2) : base(d1, d2) {
if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
}
public COMPARE_Series(TSeries d1, double dd2) : base(d1, dd2) {
if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
}
public COMPARE_Series(double dd1, TSeries d2) : base(dd1, d2) {
if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
}
public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update) {
double val = TValue1.v > TValue2.v ? 1 : -1;
val = TValue1.v == TValue2.v ? 0 : val;
(System.DateTime t, double v) over = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t, TValue1.v > TValue2.v ? 1 : val);
if (update) { base[^1] = over; }
else { base.Add(over); }
}
}
Calculations/Logic/CROSS_Series.cs
+44
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namespace QuanTAlib;
using System;
/* <summary>
OVER - Generates +1 if A is above B, -1 if A is below B and 0 if A=B
Remarks:
OVER.Cross generates 1 when A breaks B from below and -1 when A breaks B from above
</summary> */
public class CROSS_Series : Pair_TSeries_Indicator {
public TSeries Cross { get; set; } = new();
private double _previous = double.NaN;
public CROSS_Series(TSeries d1, TSeries d2) : base(d1, d2) {
if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
}
public CROSS_Series(TSeries d1, double dd2) : base(d1, dd2) {
if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
}
public CROSS_Series(double dd1, TSeries d2) : base(dd1, d2) {
if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
}
public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update) {
double val = TValue1.v > TValue2.v ? 1 : -1;
val = TValue1.v == TValue2.v ? 0 : val;
double over = TValue1.v > TValue2.v ? 1 : val;
val = (this._previous < over) ? 1 : -1;
(System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t,
((this._previous == over) || Double.IsNaN(this._previous) || (this._previous == 0)) ? 0 : val);
this._previous = over;
if (update) { base[^1] = result; }
else { base.Add(result); }
}
}