Merge remote-tracking branch 'origin/add-dosc' into dev

Directory.Build.props

@@ -41,6 +41,7 @@
     <InvariantGlobalization>true</InvariantGlobalization>
     <MetadataUpdaterSupport>false</MetadataUpdaterSupport>
     <UseSystemResourceKeys>true</UseSystemResourceKeys>
+    
   </PropertyGroup>
 
   <PropertyGroup>

Tests/test_eventing.cs

@@ -113,7 +113,8 @@ public class EventingTests
             // Volatility indicators (bar-based)
             ("Atr", new Atr(14), new Atr(barInput, 14)),
             // Oscillators (bar-based)
-            ("Chop", new Chop(14), new Chop(barInput, 14))
+            ("Chop", new Chop(14), new Chop(barInput, 14)),
+            ("Dosc", new Dosc(), new Dosc(barInput))
         };
 
         // Generate 200 random values and feed them to indicators

Tests/test_updates_oscillators.cs

@@ -20,8 +20,8 @@ public class OscillatorsUpdateTests
     private TBar GetRandomBar(bool IsNew)
     {
         double open = GetRandomDouble();
-        double high = open + Math.Abs(GetRandomDouble());
+        double high = open + Math.abs(GetRandomDouble());
-        double low = open - Math.Abs(GetRandomDouble());
+        double low = open - Math.abs(GetRandomDouble());
         double close = low + ((high - low) * GetRandomDouble());
         return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew);
     }
@@ -305,4 +305,20 @@ public class OscillatorsUpdateTests
 
         Assert.Equal(initialValue, finalValue, precision);
     }
+
+    [Fact]
+    public void Dosc_Update()
+    {
+        var indicator = new Dosc();
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
 }

docs/indicators/indicators.md

@@ -5,12 +5,12 @@
 | Basic Transforms | 6 of 6 | 100% |
 | Averages & Trends | 33 of 33 | 100% |
 | Momentum | 16 of 16 | 100% |
-| Oscillators | 20 of 29 | 69% |
+| Oscillators | 21 of 29 | 72% |
 | Volatility | 24 of 35 | 69% |
 | Volume | 15 of 19 | 79% |
 | Numerical Analysis | 13 of 19 | 68% |
 | Errors | 16 of 16 | 100% |
-| **Total** | **143 of 173** | **83%** |
+| **Total** | **144 of 173** | **83%** |
 
 |Technical Indicator Name| Class Name|
 |-----------|:----------:|
@@ -85,7 +85,6 @@
 |COPPOCK - Coppock Curve|`Coppock`|
 |CRSI - Connor RSI|`Crsi`|
 |🚧 CTI - Ehler's Correlation Trend Indicator|`Cti`|
-|🚧 DOSC - Derivative Oscillator|`Dosc`|
 |🚧 EFI - Elder Ray's Force Index|`Efi`|
 |🚧 FISHER - Fisher Transform|`Fisher`|
 |🚧 FOSC - Forecast Oscillator|`Fosc`|
@@ -102,6 +101,7 @@
 |TSI - True Strength Index|`Tsi`|
 |UO - Ultimate Oscillator|`Uo`|
 |WILLR - Larry Williams' %R|`Willr`|
+|DOSC - Derivative Oscillator|`Dosc`|
 |**VOLATILITY INDICATORS**||
 |ADR - Average Daily Range|`Adr`|
 |AP - Andrew's Pitchfork|`Ap`|

lib/oscillators/Dosc.cs

@@ -0,0 +1,74 @@
+using System.Runtime.CompilerServices;
+namespace QuanTAlib;
+
+/// <summary>
+/// DOSC: Derivative Oscillator
+/// A momentum indicator that combines the Relative Strength Index (RSI) and the Moving Average Convergence Divergence (MACD) to identify potential trend reversals.
+/// </summary>
+/// <remarks>
+/// The DOSC calculation process:
+/// 1. Calculate the RSI
+/// 2. Calculate the MACD of the RSI
+/// 3. Calculate the signal line (SMA) of the MACD
+/// 4. Subtract the signal line from the MACD to get the DOSC
+///
+/// Key characteristics:
+/// - Combines RSI and MACD
+/// - Oscillates above and below zero
+/// - Positive values indicate bullish momentum
+/// - Negative values indicate bearish momentum
+/// - Crosses above zero suggest buying opportunities
+/// - Crosses below zero suggest selling opportunities
+///
+/// Formula:
+/// DOSC = MACD(RSI) - Signal(MACD(RSI))
+///
+/// Sources:
+///     Original development
+///     https://www.investopedia.com/terms/d/derivativeoscillator.asp
+/// </remarks>
+[SkipLocalsInit]
+public sealed class Dosc : AbstractBase
+{
+    private readonly Rsi _rsi;
+    private readonly Macd _macd;
+    private readonly Sma _signal;
+
+    /// <param name="source">The data source object that publishes updates.</param>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Dosc(object source) : this()
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new BarSignal(Sub));
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Dosc()
+    {
+        _rsi = new Rsi();
+        _macd = new Macd();
+        _signal = new Sma(9);
+        WarmupPeriod = 34; // RSI requires 14 periods + MACD requires 26 periods + 9 for signal line
+        Name = "DOSC";
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _index++;
+        }
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override double Calculation()
+    {
+        ManageState(BarInput.IsNew);
+        var rsi = _rsi.Calc(BarInput.Close, BarInput.IsNew);
+        var macd = _macd.Calc(rsi, BarInput.IsNew);
+        _signal.Calc(macd, BarInput.IsNew);
+
+        return macd - _signal.Value;
+    }
+}

lib/oscillators/_list.md

@@ -1,5 +1,5 @@
 # Oscillators indicators
-Done: 20, Todo: 9
+Done: 21, Todo: 8
 
 ✔️ AC - Acceleration Oscillator
 ✔️ AO - Awesome Oscillator
@@ -13,7 +13,7 @@ Done: 20, Todo: 9
 ✔️ COPPOCK - Coppock Curve
 ✔️ CRSI - Connor RSI
 CTI - Ehler's Correlation Trend Indicator
-DOSC - Derivative Oscillator
+✔️ DOSC - Derivative Oscillator
 EFI - Elder Ray's Force Index
 FISHER - Fisher Transform
 FOSC - Forecast Oscillator

lib/quantalib.csproj

@@ -22,6 +22,11 @@
     <PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
     <EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
     <EnableDefaultCompileItems>false</EnableDefaultCompileItems>
+    <Version>$(GitVersion_MajorMinorPatch)</Version>
+    <PackageVersion>$(GitVersion_MajorMinorPatch)</PackageVersion>
+    <AssemblyVersion>$(GitVersion_AssemblySemVer)</AssemblyVersion>
+    <FileVersion>$(GitVersion_AssemblySemFileVer)</FileVersion>
+    <InformationalVersion>$(GitVersion_InformationalVersion)</InformationalVersion>
   </PropertyGroup>
 
   <ItemGroup>