Update RSI_Series to check for period != 0 before calculating RSI

Calculations/_Updated/CMO_Series.cs

@@ -0,0 +1,92 @@
+using System.Linq;
+
+namespace QuanTAlib;
+using System;
+using System.Collections.Generic;
+
+/* <summary>
+CMO: Chande Momentum Oscillator
+	Chande Momentum Oscillator (also known as CMO indicator) was developed by Tushar S. Chande
+	CMO is similar to other momentum oscillators (e.g. RSI or Stochastics). Alike RSI oscillator,
+	the CMO values move in the range from -100 to +100 points and its aim is to detect the
+	overbought and oversold market conditions. CMO calculates the price momentum on both the up
+	days as well as the down days. The CMO calculation is based on non-smoothed price values
+	meaning that it can reach its extremes more frequently and the short-time swings are more visible.
+
+Sources:
+    https://www.technicalindicators.net/indicators-technical-analysis/144-cmo-chande-momentum-oscillator
+
+</summary> */
+
+public class CMO_Series : TSeries {
+	private readonly System.Collections.Generic.List<double> _buff_up = new();
+	private readonly System.Collections.Generic.List<double> _buff_dn = new();
+	protected readonly int _period;
+	protected readonly bool _NaN;
+	protected readonly TSeries _data;
+	private double _plast_value, _last_value;
+
+	//core constructors
+	public CMO_Series(int period, bool useNaN) : base() {
+		_period = period;
+		_NaN = useNaN;
+		Name = $"CMO({period})";
+	}
+	public CMO_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
+		_data = source;
+		Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+		_data.Pub += Sub;
+		Add(_data);
+	}
+	public CMO_Series() : this(period: 0, useNaN: false) { }
+	public CMO_Series(int period) : this(period: period, useNaN: false) { }
+	public CMO_Series(TBars source) : this(source.Close, 0, false) { }
+	public CMO_Series(TBars source, int period) : this(source.Close, period, false) { }
+	public CMO_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+	public CMO_Series(TSeries source) : this(source, 0, false) { }
+	public CMO_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+
+	//////////////////
+	// core Add() algo
+	public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
+		if (update) { _last_value = _plast_value; } else { _plast_value = _last_value; }
+		BufferTrim(buffer:_buff_up, (TValue.v > _last_value) ? TValue.v - _last_value : 0, period:_period, update: update);
+		BufferTrim(buffer: _buff_dn, (TValue.v < _last_value) ? _last_value - TValue.v : 0, period: _period, update: update);
+		_last_value = TValue.v;
+		double _cmo_up = 0;
+		double _cmo_dn = 0;
+		for (int i = 0; i < Math.Min(_buff_up.Count, _buff_dn.Count); i++) {
+			_cmo_up += _buff_up[i];
+			_cmo_dn += _buff_dn[i];
+		}
+		double _cmo = 100 * (_cmo_up - _cmo_dn) / (_cmo_up + _cmo_dn);
+		if (_cmo_up + _cmo_dn == 0) { _cmo = 0; }
+
+		var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _cmo);
+		return base.Add(res, update);
+	}
+
+	public override (DateTime t, double v) Add(TSeries data) {
+		if (data == null) { return (DateTime.Today, Double.NaN); }
+		foreach (var item in data) { Add(item, false); }
+		return _data.Last;
+	}
+	public new (DateTime t, double v) Add((DateTime t, double v) TValue) {
+		return Add(TValue, false);
+	}
+	public (DateTime t, double v) Add(bool update) {
+		return this.Add(TValue: _data.Last, update: update);
+	}
+	public (DateTime t, double v) Add() {
+		return Add(TValue: _data.Last, update: false);
+	}
+	private new void Sub(object source, TSeriesEventArgs e) {
+		Add(TValue: _data.Last, update: e.update);
+	}
+
+	//reset calculation
+	public override void Reset() {
+		_buff_up.Clear();
+		_buff_dn.Clear();
+	}
+}