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Update RSI_Series to check for period != 0 before calculating RSI
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@@ -0,0 +1,75 @@
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namespace QuanTAlib;
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using System;
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/* <summary>
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BIAS: Rate of change between the source and a moving average.
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Bias is a statistical term which means a systematic deviation from the actual value.
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BIAS = (close - SMA) / SMA
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= (close / SMA) - 1
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Sources:
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https://en.wikipedia.org/wiki/Bias_of_an_estimator
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</summary> */
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public class BIAS_Series : TSeries {
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protected readonly int _period;
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protected readonly bool _NaN;
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protected readonly TSeries _data;
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private readonly SMA_Series _sma;
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//core constructors
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public BIAS_Series(int period, bool useNaN) : base() {
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_period = period;
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_NaN = useNaN;
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Name = $"BIAS({period})";
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_sma = new(period, false);
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}
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public BIAS_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
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_data = source;
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Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
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_data.Pub += Sub;
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Add(_data);
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}
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public BIAS_Series() : this(period: 0, useNaN: false) { }
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public BIAS_Series(int period) : this(period: period, useNaN: false) { }
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public BIAS_Series(TBars source) : this(source.Close, 0, false) { }
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public BIAS_Series(TBars source, int period) : this(source.Close, period, false) { }
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public BIAS_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
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public BIAS_Series(TSeries source) : this(source, 0, false) { }
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public BIAS_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
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//////////////////
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// core Add() algo
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public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
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var _s = _sma.Add(TValue,update);
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double _bias = (TValue.v / ((_s.v!=0)?_s.v:1)) - 1;
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var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _bias);
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return base.Add(res, update);
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}
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public override (DateTime t, double v) Add(TSeries data) {
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if (data == null) { return (DateTime.Today, Double.NaN); }
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foreach (var item in data) { Add(item, false); }
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return _data.Last;
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}
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public new (DateTime t, double v) Add((DateTime t, double v) TValue) {
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return Add(TValue, false);
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}
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public (DateTime t, double v) Add(bool update) {
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return this.Add(TValue: _data.Last, update: update);
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}
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public (DateTime t, double v) Add() {
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return Add(TValue: _data.Last, update: false);
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}
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private new void Sub(object source, TSeriesEventArgs e) {
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Add(TValue: _data.Last, update: e.update);
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}
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//reset calculation
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public override void Reset() {
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_sma.Reset();
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}
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}
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