Merge branch 'dev' into main

Source/Basics/ZL_Series.cs

@@ -3,12 +3,12 @@ using System;
 
 /* <summary>
 ZL: Zero Lag
-    Data is de-lagged by removing the data from “lag” days ago, thus removing 
+    Data is de-lagged by removing the data from “lag” days ago, thus removing
     (or attempting to) the cumulative effect of the moving average.
 
 Calculation:
     Lag = (Period-1)/2
-    ZL = Data + (Data - Data(Lag days ago) ) 
+    ZL = Data + (Data - Data(Lag days ago) )
 
 Sources:
      https://mudrex.com/blog/zero-lag-ema-trading-strategy/
@@ -24,7 +24,7 @@ public class ZL_Series : Single_TSeries_Indicator
     public override void Add((DateTime t, double v) TValue, bool update)
     {
         int _lag = (int)((_p-1) * 0.5);
-        _lag = (_data.Count-_lag < 0) ? 0 : _data.Count-_lag;
+        _lag = (this.Count-_lag < 0) ? 0 : this.Count-_lag;
 
         double _zl = TValue.v + (TValue.v - _data[_lag].v);
 

Source/Indicators/ZLEMA_Series.cs

@@ -21,19 +21,51 @@ Remark:
 
 public class ZLEMA_Series : Single_TSeries_Indicator
 {
-	private ZL_Series zlag;
+	private readonly System.Collections.Generic.List<double> _buffer = new();
-	private EMA_Series ema;
+	private readonly double _k, _k1m;
+	private double _lastema, _lastlastema;
 
-  public ZLEMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
+	public ZLEMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
-  {
+	{
-	  zlag = new(source: source, period: period, useNaN: false);
+		this._k = 2.0 / (this._p + 1);
-	  ema = new EMA_Series(source: source, period: period, useNaN: useNaN);
+		this._k1m = 1.0 - this._k;
-  }
+		this._lastema = this._lastlastema = double.NaN;
+		if (base._data.Count > 0)
+		{ base.Add(base._data); }
+	}
 
-    public override void Add((System.DateTime t, double v) TValue, bool update)
+	public override void Add((System.DateTime t, double v) TValue, bool update)
-    {
+	{
-    (System.DateTime t, double v) result = ema[ema.Count-1];
+		int _lag = (int)((_p - 1) * 0.5);
-        base.Add(result, update);
+		_lag = (this.Count - _lag < 0) ? 0 : this.Count - _lag;
+		double _zl = TValue.v + (TValue.v - _data[_lag].v);
+		double _ema = 0;
+		if (update)
+		{ this._lastema = this._lastlastema; }
+		if (this.Count < this._p)
+		{
+			if (update)
+			{ this._buffer[this._buffer.Count - 1] = _zl; }
+			else
+			{
+				this._buffer.Add(_zl);
+			}
+			if (this._buffer.Count > this._p)
+			{ this._buffer.RemoveAt(0); }
 
-    }
+			for (int i = 0; i < this._buffer.Count; i++)
-}
+			{ _ema += this._buffer[i]; }
+			_ema /= this._buffer.Count;
+		}
+		else
+		{
+			_ema = TValue.v * this._k + this._lastema * this._k1m;
+		}
+
+		this._lastlastema = this._lastema;
+		this._lastema = _ema;
+
+		var ret = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _ema);
+		base.Add(ret, update);
+	}
+}

Tests/Tests.csproj

@@ -26,6 +26,14 @@
     <NoWarn>1701;1702;MSB3270</NoWarn>
   </PropertyGroup>
 
+  <ItemGroup>
+    <None Remove="Validations\Pandas_TA.cstemp" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <Compile Include="Validations\Pandas_TA.cstemp" />
+  </ItemGroup>
+
   <ItemGroup>
     <PackageReference Include="JetBrains.dotCover.CommandLineTools" Version="2022.1.0-eap10">
       <PrivateAssets>all</PrivateAssets>