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workflow update

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Miha Kralj
2022-11-11 09:51:57 -08:00
parent feaa732407
commit 920e517ced
3 changed files with 46 additions and 79 deletions
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.github/workflows/main_automation.yml
+7
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@@ -87,6 +87,13 @@ jobs:
title: "Latest Build"
files: /Quantower/Settings/Scripts/Indicators/QuanTAlib/*.dll
- name: Push package to github
if: ${{ github.ref == 'refs/heads/dev' }}
run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
--api-key ${{ secrets.GITHUB_TOKEN }}
--source https://nuget.pkg.github.com/mihakralj/index.json
--skip-duplicate
- name: Push package to nuget.org
if: ${{ github.ref == 'refs/heads/main' }}
run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
docs/crossovers.ipynb
+9 -48
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File diff suppressed because one or more lines are too long
docs/readme.md
+30 -31
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@@ -43,11 +43,11 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ✔️ OHL3 - (Open+High+Low)/3 | `.OHL3` |||
| ⭐ OHLC4 - Average Price | `.OHLC4` | `AVGPRICE` |️ `GetBaseQuote` |
| ⭐ HLCC4 - Weighted Price | `.HLCC4` | `WCLPRICE` ||
| ✔️ ZL - De-lagged price (Zero-Lag) | `ZL_Series` |||
| ⭐ MAX - Max value | `MAX_Series` | `MAX` ||
| ⭐ MIN - Min value | `MIN_Series` | `MIN` ||
| ⛔ MID - Midpoint value || `MIDPOINT` ||
| ⛔ MIDP - Midpoint price || `MIDPRICE` ||
| ⭐ MIN - Min value | `MIN_Series` | `MIN` ||
| ⛔ SUM - Summation || `SUM` ||
| ⭐ ADD - Addition | `ADD_Series` | `ADD` ||
| ⭐ SUB - Subtraction | `SUB_Series` | `SUB` ||
| ⭐ MUL - Multiplication | `MUL_Series` | `MUL` ||
@@ -65,10 +65,10 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ✔️ MED - Median value | MED_Series |||
| ✔️ MSE - Mean Squared Error | MSE_Series || GetSma |
| ⛔ SKEW - Skewness ||||
| ⭐ SDEV - Standard Deviation (Volatility) | SDEV_Series |||
| ⭐ SDEV - Standard Deviation (Volatility) | SDEV_Series | STDDEV ||
| ✔️ SSDEV - Sample Standard Deviation | SSDEV_Series |||
| ✔️ SMAPE - Symmetric Mean Absolute Percent Error | SMAPE_Series |||
| ✔️ VAR - Population Variance | VAR_Series |||
| ✔️ VAR - Population Variance | VAR_Series | VAR ||
| ✔️ SVAR - Sample Variance | SVAR_Series |||
| ⛔ QUANT - Quantile ||||
| ✔️ WMAPE - Weighted Mean Absolute Percent Error | WMAPE_Series |||
@@ -81,16 +81,20 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⭐ DEMA - Double EMA Average | DEMA_Series | DEMA | GetDema |
| ⭐ EMA - Exponential Moving Average | EMA_Series || GetEma |
| ⛔ EPMA - Endpoint Moving Average ||| GetEpma |
| ⛔ FRAMA - Fractal Adaptive Moving Average ||||
| ⛔ FWMA - Fibonacci's Weighted Moving Average ||||
| ⛔ HILO - Gann High-Low Activator ||||
| ✔️ HEMA - Hull/EMA Average | HEMA_Series |||
| ⛔ Hilbert Transform Instantaneous Trendline || HT_TRENDLINE | GetHtTrendline |
| ⭐ HMA - Hull Moving Average | HMA_Series || GetHma |
| ⛔ HWMA - Holt-Winter Moving Average ||||
| ✔️ JMA - Jurik Moving Average | JMA_Series |||
| ⭐ KAMA - Kaufman's Adaptive Moving Average | KAMA_Series | KAMA | GetKama |
| ⛔ KDJ - KDJ Indicator (trend reversal) ||||
| ⛔ LSMA - Least Squares Moving Average ||||
| ⭐ MACD - Moving Average Convergence/Divergence | MACD_Series | MACD | GetMacd |
| ⛔ MAMA - MESA Adaptive Moving Average || MAMA | GetMama |
| ⛔ MCGD - McGinley Dynamic ||||
| ⛔ MMA - Modified Moving Average ||||
| ⛔ PPMA - Pivot Point Moving Average ||||
| ⛔ PWMA - Pascal's Weighted Moving Average ||||
@@ -101,11 +105,13 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⛔ SSF - Ehler's Super Smoother Filter ||||
| ⛔ SUP - Supertrend ||||
| ⛔ SWMA - Symmetric Weighted Moving Average ||||
| ⛔ T3 - Tillson T3 Moving Average ||||
| ⭐ TEMA - Triple EMA Average | TEMA_Series |||
| ⛔ TRIMA - Triangular Moving Average ||||
| ⛔ T3 - Tillson T3 Moving Average || T3 | GetT3 |
| ⭐ TEMA - Triple EMA Average | TEMA_Series | TEMA | GetTema |
| ⛔ TRIMA - Triangular Moving Average || TRIMA ||
| ⛔ TSF - Time Series Forecast || TSF ||
| ⛔ VIDYA - Variable Index Dynamic Average ||||
| ⭐ WMA - Weighted Moving Average | WMA_Series |||
| ⛔ VOR - Vortex Indicator ||||
| ⭐ WMA - Weighted Moving Average | WMA_Series | WMA | GetWma |
| ✔️ ZLEMA - Zero Lag EMA Average | ZLEMA_Series |||
|||||
| **VOLATILITY INDICATORS** | **QuanTAlib** | **TA-LIB** | **Skender** |
@@ -113,8 +119,9 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⭐ ADOSC - Chaikin Accumulation Distribution Oscillator | ADOSC_Series | ADOSC| GetAdl |
| ⭐ ATR - Average True Range | ATR_Series | ATR | GetAtr |
| ⭐ ATRP - Average True Range Percent | ATRP_Series || GetAtr |
| ✔️ BETA - Beta coefficient || BETA | GetBeta |
| ⛔ BETA - Beta coefficient || BETA | GetBeta |
| ⭐ BBANDS - Bollinger Bands® | BBANDS_Series | BBANDS | GetBollingerBands |
| ⛔ CHAND - Chandelier Exit ||| GetChandelier |
| ⛔ CRSI - Connor RSI ||| GetConnorsRsi |
| ⛔ DON - Donchian Channels ||| GetDonchian |
| ⛔ FCB - Fractal Chaos Bands ||| GetFcb |
@@ -122,11 +129,12 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⛔ ICH - Ichimoku ||| GetIchimoku |
| ⛔ KEL - Keltner Channels ||| GetKeltner |
| ⛔ NATR - Normalized Average True Range || NATR | GetAtr |
| ⭐ RSI - Relative Strength Index | RSI_Series ||
| ⛔ CHN - Price Channel Indicator ||||
| ⭐ RSI - Relative Strength Index | RSI_Series | RSI | GetRsi |
| ⛔ SAR - Parabolic Stop and Reverse || SAR | GetParabolicSar |
| ⛔ SRSI - Stochastic RSI ||||
| ⛔ SRSI - Stochastic RSI || STOCHRSI | GetStochRsi |
| ⛔ STARC - Starc Bands ||||
| ⭐ TR - True Range | TR_Series |||
| ⭐ TR - True Range | TR_Series | TRANGE | GetTr |
| ⛔ UI - Ulcer Index ||||
| ⛔ VSTOP - Volatility Stop ||||
|||||
@@ -140,9 +148,9 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⛔ BOP - Balance of Power || BOP | GetBop |
| ⭐ CCI - Commodity Channel Index | CCI_Series | CCI | GetCci |
| ⛔ CFO - Chande Forcast Oscillator ||||
| ⛔ CMF - Chaikin Money Flow ||||
| ⛔ CMO - Chande Momentum Oscillator || CMO | GetCmo |
| ⛔ COG - Center of Gravity ||||
| ⛔ COPPOCK - Coppock Curve ||||
| ⛔ CTI - Ehler's Correlation Trend Indicator ||||
| ⛔ DPO - Detrended Price Oscillator ||| GetDpo |
| ⛔ DMI - Directional Movement Index || DX | GetAdx |
@@ -152,22 +160,27 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⛔ KRI - Kairi Relative Index ||||
| ⛔ KVO - Klinger Volume Oscillator ||||
| ⛔ MFI - Money Flow Index || MFI | GetMfi |
| ⛔ ROC - Rate of Change (Momentum) || MOM | GetRoc |
| ⛔ MOM - Momentum || MOM ||
| ⛔ NVI - Negative Volume Index ||||
| ⛔ PO - Price Oscillator ||||
| ⛔ PPO - Percentage Price Oscillator || PPO ||
| ⛔ PMO - Price Momentum Oscillator ||||
| ⛔ PVI - Positive Volume Index ||||
| ⛔ ROC - Rate of Change || MOM | GetRoc |
| ⛔ RVGI - Relative Vigor Index ||||
| ⛔ SMI - Stochastic Momentum Index ||||
| ⛔ STOCH - Stochastic Oscillator ||||
| ⛔ TRIX - 1-day ROC of TEMA ||||
| ⛔ STC - Schaff Trend Cycle ||||
| ⛔ STOCH - Stochastic Oscillator || STOCH | GetStoch |
| ⛔ TRIX - 1-day ROC of TEMA || TRIX | GetTrix |
| ⛔ TSI - True Strength Index ||||
| ⛔ UO - Ultimate Oscillator ||||
| ⛔ UO - Ultimate Oscillator || ULTOSC | GetUltimate |
| ⛔ WILLR - Larry Williams' %R || WILLR | GetWilliamsR |
| ⛔ WGAT - Williams Alligator ||||
|||||
| **VOLUME INDICATORS** | **QuanTAlib** | **TA-LIB** | **Skender** |
| ⛔ AOBV - Archer On-Balance Volume ||||
| ⛔ CMF - Chaikin Money Flow ||||
| ⛔ EOM - Ease of Movement ||||
| ⛔ OBV - On-Balance Volume || OBV | GetObv |
| ⛔ PRS - Price Relative Strength |||
| ⛔ PVOL - Price-Volume ||||
@@ -177,17 +190,3 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⛔ VP - Volume Profile ||||
| ⛔ VWAP - Volume Weighted Average Price ||||
| ⛔ VWMA - Volume Weighted Moving Average ||||
|||||
|**Unsorted** | **QuanTAlib** | **TA-LIB** | **Skender** |
| ⛔ CHN - Price Channel ||||
| ⛔ COPPOCK - Coppock Curve ||||
| ⛔ EOM - Ease of Movement ||||
| ⛔ HILO - Gann High-Low Activator ||||
| ⛔ HT - HT Trendline ||||
| ⛔ MCGD - McGinley Dynamic ||||
| ⛔ STC - Schaff Trend Cycle ||||
| ⛔ WILLR - Larry Williams' %R ||||
| ⛔ VOR - Vortex Indicator ||||
| ⛔ PVT - Pivot Points ||||
| ⛔ KDJ - KDJ Index ||||
| ⛔ CHAND - Chandelier Exit ||||