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

2026-08-23 13:08:04 +00:00 · 2023-04-27 22:23:50 -07:00
parent c80f57ddab
commit abdcbf5f20
145 changed files with 4826 additions and 4207 deletions
@@ -0,0 +1,91 @@
+namespace QuanTAlib;
+using System;
+using System.Collections.Generic;
+
+/* <summary>
+HMA: Hull Moving Average
+    Developed by Alan Hull, an extremely fast and smooth moving average; almost
+    eliminates lag altogether and manages to improve smoothing at the same time.
+
+Sources:
+    https://alanhull.com/hull-moving-average
+    https://school.stockcharts.com/doku.php?id=technical_indicators:hull_moving_average
+
+WMA1 = WMA(n/2) of price
+WMA2 = WMA(n) of price
+Raw HMA = (2 * WMA1) - WMA2
+HMA = WMA(sqrt(n)) of Raw HMA
+
+</summary> */
+
+public class HMA_Series : TSeries {
+	protected int _period, _period2, _psqrt;
+	protected readonly bool _NaN;
+	protected readonly TSeries _data;
+	protected WMA_Series _wma1, _wma2, _wma3;
+
+	//core constructors
+	public HMA_Series(int period, bool useNaN) : base() {
+		_period = period;
+		_period2 = period /2;
+		_psqrt = (int)Math.Sqrt(period);
+		_NaN = useNaN;
+		_wma1 = new(Math.Max(_period2,1), false);
+		_wma2 = new(Math.Max(_period,1), false);
+		_wma3 = new(Math.Max(_psqrt,1), useNaN);
+		Name = $"HMA({period})";
+	}
+	public HMA_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 HMA_Series() : this(period: 0, useNaN: false) { }
+	public HMA_Series(int period) : this(period: period, useNaN: false) { }
+	public HMA_Series(TBars source) : this(source.Close, 0, false) { }
+	public HMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+	public HMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+	public HMA_Series(TSeries source) : this(source, 0, false) { }
+	public HMA_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 (_period == 0) {
+			_wma1.Len = this.Count / 2;
+			_wma2.Len = this.Count;
+			_wma1.Len = (int)Math.Sqrt(this.Count);
+		}
+		double _w1 = _wma1.Add(TValue, update).v;
+		double _w2 = _wma2.Add(TValue, update).v;
+		double _hma = _wma3.Add((2 * _w1) - _w2, update).v;
+		var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _hma);
+		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() {
+		_wma1.Reset();
+		_wma2.Reset();
+		_wma3.Reset();
+	}
+}