ADO with tests and fixed abstracts

This commit is contained in:
Miha Kralj
2022-11-07 11:49:56 -08:00
3 changed files with 62 additions and 4 deletions
+9 -4
View File
@@ -145,16 +145,21 @@ public abstract class Single_TBars_Indicator : TSeries
}
// overridable Add() method to add/update a single item at the end of the list
public virtual void Add((System.DateTime t, double o, double h, double l, double c, double v) TBar, bool update) => base.Add((TBar.t, TBar.c), update);
public virtual void Add((System.DateTime t, double o, double h, double l, double c, double v) TBar, bool update) => base.Add((TBar.t, 0.0), update);
// potentially overridable Add() method for the whole series (could be replaced with faster bulk algo)
// potentially overridable Add() method for the whole bars or series (could be replaced with faster bulk algo)
public virtual void Add(TBars bars)
{
for (int i = 0; i < bars.Count; i++) { this.Add(TBar: bars[i], update: false); }
}
public new void Add((System.DateTime t, double v) TValue)
=> this.Add(TValue: TValue, update: false);
public virtual void Add(TSeries data)
{
for (int i = 0; i < data.Count; i++) { base.Add(TValue: data[i], update: false); }
}
public new void Add((System.DateTime t, double o, double h, double l, double c, double v) TBar)
=> this.Add(TBar: TBar, update: false);
public void Add(bool update)
=> this.Add(TBar: this._bars[this._bars.Count - 1], update: update);
public void Add()
+45
View File
@@ -0,0 +1,45 @@
namespace QuanTAlib;
using System;
/* <summary>
ADO: Chaikin Accumulation/Distribution Oscillator
ADO measures the momentum of ADL using the difference between slow (10-day) EMA(ADL)
and fast (3-day) EMA(ADL):
Chaikin A/D Oscillator = (3-day EMA of ADL) - (10-day EMA of ADL)
Sources:
https://school.stockcharts.com/doku.php?id=technical_indicators:chaikin_oscillator
</summary> */
public class ADO_Series : Single_TBars_Indicator
{
private readonly ADL_Series _TSadl;
private readonly EMA_Series _TSslow;
private readonly EMA_Series _TSfast;
private readonly SUB_Series _TSado;
public ADO_Series(TBars source, bool useNaN = false) : base(source, period: 0, useNaN)
{
_TSadl = new(source: source, useNaN: false);
_TSslow = new(source: _TSadl, period: 10, useNaN: false);
_TSfast = new(source: _TSadl, period: 3, useNaN: false);
_TSado = new(_TSfast, _TSslow);
if (source.Count > 0)
{ base.Add(_TSado); }
Console.WriteLine(base.Count);
}
public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
{
if (update)
{ _TSadl.Add(TBar, true); }
double _ado = this._TSado[(this.Count < this._TSado.Count) ? this.Count : this._TSado.Count - 1].v;
var result = (TBar.t, _ado);
base.Add(result, update);
}
}
+8
View File
@@ -109,6 +109,14 @@ public class TA_LIB
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void ADO()
{
ADO_Series QL = new(this.bars, false);
Core.AdOsc(this.inhigh, this.inlow, this.inclose, this.involume, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void ATR()