mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-14 08:38:04 +00:00
Version 0.1.17
This commit is contained in:
Miha Kralj
+20
-33
@@ -17,7 +17,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 9,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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@@ -27,32 +27,19 @@
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}
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div><div></div><div></div><div></div></div>"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"index\t data\t\t sma(data)\t ema(sma(data))\t wma(ema(sma(data)))\n",
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"0\t 2022-03-23\t 170.21\t\t 170.21\t\t NaN\n",
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"1\t 2022-03-24\t 172.14\t\t 170.85\t\t NaN\n",
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"2\t 2022-03-25\t 173.00\t\t 171.57\t\t NaN\n",
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"3\t 2022-03-28\t 173.65\t\t 172.26\t\t NaN\n",
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"4\t 2022-03-29\t 174.71\t\t 173.08\t\t 172.07\n",
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"5\t 2022-03-30\t 176.22\t\t 174.13\t\t 172.92\n",
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"6\t 2022-03-31\t 176.33\t\t 174.86\t\t 173.74\n",
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"7\t 2022-04-01\t 176.25\t\t 175.32\t\t 174.46\n",
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"8\t 2022-04-04\t 176.82\t\t 175.82\t\t 175.09\n",
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"9\t 2022-04-05\t 176.04\t\t 175.89\t\t 175.51\n",
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"10\t 2022-04-06\t 174.85\t\t 175.55\t\t 175.62\n",
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"11\t 2022-04-07\t 174.36\t\t 175.15\t\t 175.51\n"
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"0\t 2022-11-01\t 150.65\t\t 150.65\t\t NaN\n",
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"1\t 2022-11-02\t 147.84\t\t 149.25\t\t NaN\n",
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"2\t 2022-11-03\t 144.85\t\t 147.78\t\t NaN\n",
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"3\t 2022-11-04\t 143.24\t\t 146.64\t\t NaN\n",
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"4\t 2022-11-07\t 142.37\t\t 145.79\t\t 147.20\n",
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"5\t 2022-11-08\t 140.14\t\t 143.91\t\t 145.83\n",
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"6\t 2022-11-09\t 138.11\t\t 141.97\t\t 144.26\n",
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"7\t 2022-11-10\t 139.71\t\t 141.22\t\t 142.93\n"
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]
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}
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],
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@@ -60,14 +47,14 @@
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"#r \"nuget:QuanTAlib;\"\n",
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"using QuanTAlib;\n",
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"\n",
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"YAHOO_Feed aapl = new(15, \"AAPL\");\n",
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"Yahoo_Feed aapl = new(\"AAPL\", 10);\n",
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"TSeries data = aapl.Close;\n",
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"SMA_Series sma = new(source: data, period: 5, useNaN: false);\n",
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"EMA_Series ema = new(sma, period: 5); // by default, indicators expose all data, no NaN values\n",
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"WMA_Series wma = new(ema, 5, useNaN: true); // for the final calculation we can hide early data with NaNs\n",
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"\n",
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"Console.Write($\"index\\t data\\t\\t sma(data)\\t ema(sma(data))\\t wma(ema(sma(data)))\\n\");\n",
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"for (int i=0; i<data.Count; i++)\n",
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"for (int i=0; i<aapl.Count; i++)\n",
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" Console.Write($\"{i}\\t {data[i].t:yyyy-MM-dd}\\t {sma[i].v:f2}\\t\\t {ema[i].v:f2}\\t\\t {wma[i].v:f2}\\n\");"
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]
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},
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@@ -82,7 +69,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 10,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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@@ -95,7 +82,7 @@
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{
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"data": {
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"text/html": [
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"<table><thead><tr><th><i>index</i></th><th>Item1</th><th>Item2</th></tr></thead><tbody><tr><td>0</td><td><span>2022-04-07 00:00:00Z</span></td><td><div class=\"dni-plaintext\">105.3</div></td></tr><tr><td>1</td><td><span>2022-04-07 21:57:46Z</span></td><td><div class=\"dni-plaintext\">293.1</div></td></tr><tr><td>2</td><td><span>2022-04-07 21:57:46Z</span></td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>3</td><td><span>2022-04-04 21:57:46Z</span></td><td><div class=\"dni-plaintext\">10</div></td></tr></tbody></table>"
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"<table><thead><tr><th><i>index</i></th><th>Item1</th><th>Item2</th></tr></thead><tbody><tr><td>0</td><td><span>2022-11-10 00:00:00Z</span></td><td><div class=\"dni-plaintext\">105.3</div></td></tr><tr><td>1</td><td><span>2022-11-10 15:47:46Z</span></td><td><div class=\"dni-plaintext\">293.1</div></td></tr><tr><td>2</td><td><span>2022-11-10 15:47:46Z</span></td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>3</td><td><span>2022-11-07 15:47:46Z</span></td><td><div class=\"dni-plaintext\">10</div></td></tr></tbody></table>"
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]
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},
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"metadata": {},
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@@ -124,7 +111,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 11,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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@@ -157,7 +144,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 12,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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@@ -193,7 +180,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 13,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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@@ -206,7 +193,7 @@
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{
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"data": {
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"text/html": [
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"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">Infinity</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">0.6666666666666666</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0.3076923076923077</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">0.1951219512195122</div></td></tr><tr><td>4</td><td><div class=\"dni-plaintext\">0.1415929203539823</div></td></tr><tr><td>5</td><td><div class=\"dni-plaintext\">0.11072664359861592</div></td></tr><tr><td>6</td><td><div class=\"dni-plaintext\">0.09078014184397164</div></td></tr><tr><td>7</td><td><div class=\"dni-plaintext\">0.07687687687687687</div></td></tr><tr><td>8</td><td><div class=\"dni-plaintext\">0.06664931007550118</div></td></tr><tr><td>9</td><td><div class=\"dni-plaintext\">0.05881677197013211</div></td></tr><tr><td>10</td><td><div class=\"dni-plaintext\">0.2499389797412741</div></td></tr></tbody></table>"
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"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">Infinity</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">0.6666666666666666</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0.3333333333333333</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">0.2</div></td></tr><tr><td>4</td><td><div class=\"dni-plaintext\">0.14285714285714285</div></td></tr><tr><td>5</td><td><div class=\"dni-plaintext\">0.1111111111111111</div></td></tr><tr><td>6</td><td><div class=\"dni-plaintext\">0.09090909090909091</div></td></tr><tr><td>7</td><td><div class=\"dni-plaintext\">0.07692307692307693</div></td></tr><tr><td>8</td><td><div class=\"dni-plaintext\">0.06666666666666667</div></td></tr><tr><td>9</td><td><div class=\"dni-plaintext\">0.058823529411764705</div></td></tr><tr><td>10</td><td><div class=\"dni-plaintext\">0.25</div></td></tr></tbody></table>"
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]
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},
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"metadata": {},
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@@ -237,7 +224,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 15,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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@@ -250,7 +237,7 @@
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{
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"data": {
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"text/html": [
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"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">0.08934530370370339</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0.3599908358509947</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">0.5984373224068585</div></td></tr><tr><td>4</td><td><div class=\"dni-plaintext\">0.9604679820661939</div></td></tr><tr><td>5</td><td><div class=\"dni-plaintext\">1.17393637722238</div></td></tr><tr><td>6</td><td><div class=\"dni-plaintext\">1.295101583309171</div></td></tr><tr><td>7</td><td><div class=\"dni-plaintext\">1.5073770108948183</div></td></tr><tr><td>8</td><td><div class=\"dni-plaintext\">1.4718244887751928</div></td></tr><tr><td>9</td><td><div class=\"dni-plaintext\">1.1537265475126177</div></td></tr><tr><td>10</td><td><div class=\"dni-plaintext\">0.8550987734004014</div></td></tr><tr><td>11</td><td><div class=\"dni-plaintext\">0.8650928385987653</div></td></tr><tr><td>12</td><td><div class=\"dni-plaintext\">0.5867583008849087</div></td></tr><tr><td>13</td><td><div class=\"dni-plaintext\">0.15053155636913873</div></td></tr><tr><td>14</td><td><div class=\"dni-plaintext\">-0.13622024638714825</div></td></tr></tbody></table>"
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"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>4</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>5</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>6</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>7</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>8</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>9</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>10</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>11</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>12</td><td><div class=\"dni-plaintext\">0.13543589743590018</div></td></tr><tr><td>13</td><td><div class=\"dni-plaintext\">-0.03897954353340993</div></td></tr><tr><td>14</td><td><div class=\"dni-plaintext\">-0.17731008431411102</div></td></tr><tr><td>15</td><td><div class=\"dni-plaintext\">-0.24030671152304095</div></td></tr><tr><td>16</td><td><div class=\"dni-plaintext\">-0.08247055673614988</div></td></tr><tr><td>17</td><td><div class=\"dni-plaintext\">-0.47898448490240814</div></td></tr><tr><td>18</td><td><div class=\"dni-plaintext\">-0.9020715041856615</div></td></tr><tr><td>19</td><td><div class=\"dni-plaintext\">-1.3489730137363423</div></td></tr><tr><td colspan=\"2\"><i>(51 more)</i></td></tr></tbody></table>"
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]
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},
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"metadata": {},
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@@ -258,7 +245,7 @@
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}
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],
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"source": [
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"YAHOO_Feed aapl = new(20, \"AAPL\");\n",
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"Yahoo_Feed aapl = new(\"AAPL\", 100);\n",
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"TSeries close = aapl.Close; // close will get data from history\n",
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"EMA_Series slow = new(close,26); // slow gets data from slow through pub-sub eventing\n",
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"EMA_Series fast = new(close,12); // fast gets data from slow (via eventing)\n",
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