From 920e517ced441740a42f6a9a9101f2397e7ec3e8 Mon Sep 17 00:00:00 2001 From: Miha Kralj Date: Fri, 11 Nov 2022 09:51:57 -0800 Subject: [PATCH] workflow update --- .github/workflows/main_automation.yml | 7 +++ docs/crossovers.ipynb | 57 ++++--------------------- docs/readme.md | 61 +++++++++++++-------------- 3 files changed, 46 insertions(+), 79 deletions(-) diff --git a/.github/workflows/main_automation.yml b/.github/workflows/main_automation.yml index cf67c903..8686df9f 100644 --- a/.github/workflows/main_automation.yml +++ b/.github/workflows/main_automation.yml @@ -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' diff --git a/docs/crossovers.ipynb b/docs/crossovers.ipynb index 0e185e25..f54ef389 100644 --- a/docs/crossovers.ipynb +++ b/docs/crossovers.ipynb @@ -2,7 +2,7 @@ "cells": [ { "cell_type": "code", - "execution_count": 1, + "execution_count": 51, "metadata": { "dotnet_interactive": { "language": "csharp" @@ -20,15 +20,6 @@ }, "metadata": {}, "output_type": "display_data" - }, - { - "data": { - "text/markdown": [ - "Loading extensions from `Plotly.NET.Interactive.dll`" - ] - }, - "metadata": {}, - "output_type": "display_data" } ], "source": [ @@ -43,7 +34,7 @@ }, { "cell_type": "code", - "execution_count": 49, + "execution_count": 52, "metadata": { "dotnet_interactive": { "language": "csharp" @@ -62,7 +53,7 @@ }, { "cell_type": "code", - "execution_count": 50, + "execution_count": 53, "metadata": { "dotnet_interactive": { "language": "csharp" @@ -73,42 +64,12 @@ }, "outputs": [ { - "data": { - "text/html": [ - "\n", - "
\n", - "
\r\n", - "\r\n", - "\n", - " \n", - "
\n" - ] - }, - "metadata": {}, - "output_type": "display_data" + "ename": "Error", + "evalue": "(21,5): error CS7017: Member definition, statement, or end-of-file expected", + "output_type": "error", + "traceback": [ + "(21,5): error CS7017: Member definition, statement, or end-of-file expected" + ] } ], "source": [ diff --git a/docs/readme.md b/docs/readme.md index d98f2c3b..1f973337 100644 --- a/docs/readme.md +++ b/docs/readme.md @@ -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 ||||