Update file paths for QuanTAlib packages in main_automation.yml

Calculations/Trends/ALMA_Series.cs

@@ -14,7 +14,7 @@ Sources:
     https://phemex.com/academy/what-is-arnaud-legoux-moving-averages
     https://www.prorealcode.com/prorealtime-indicators/alma-arnaud-legoux-moving-average/
 
-TODO: Discrepancy with Pandas-TA (but passes the validation with Skender.GetAlma)
+    Discrepancy with Pandas-TA (but passes the validation with Skender.GetAlma)
 
 </summary> */
 

Calculations/Trends/DEMA_Series.cs

@@ -41,7 +41,7 @@ public class DEMA_Series : Single_TSeries_Indicator
       _lastsum = _lastlastsum;
       _lastema1 = _lastlastema1;
       _lastema2 = _lastlastema2;
-    } 
+    }
     else {
       _lastlastsum = _lastsum;
 			_lastlastema1 = _lastema1;
@@ -67,8 +67,8 @@ public class DEMA_Series : Single_TSeries_Indicator
     }
     _dema = 2*_ema1 - _ema2;
 
-		_lastema1 = _ema1;
-		_lastema2 = _ema2;
+	  _lastema1 = Double.IsNaN(_ema1)?_lastema1:_ema1;
+    _lastema2 = Double.IsNaN(_ema2)?_lastema2:_ema2;
 
 		base.Add((TValue.t, _dema), update, _NaN);
     }

Calculations/Trends/DWMA_Series.cs

@@ -9,24 +9,22 @@ DWMA: Double Weighted Moving Average
 </summary> */
 
 public class DWMA_Series : Single_TSeries_Indicator {
+	private readonly System.Collections.Generic.List<double> _buffer1 = new();
+	private readonly System.Collections.Generic.List<double> _weights = new();
 	public DWMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN) {
 		for (int i = 0; i < this._p; i++) {
 			double _weight = (i + 1) * (i + 1);
 			this._weights.Add(_weight);
 		}
-
 		if (base._data.Count > 0) { base.Add(base._data); }
 	}
-	private readonly System.Collections.Generic.List<double> _buffer1 = new();
-	private readonly System.Collections.Generic.List<double> _weights = new();
 
 	public override void Add((System.DateTime t, double v) TValue, bool update) {
 		Add_Replace_Trim(_buffer1, TValue.v, _p, update);
-		double _wma1 = 0;
-		double _wsum = 0;
+		double _wma1 = 0, _wsum = 0;
 		for (int i = 0; i < _buffer1.Count; i++) {
-			_wma1 += _buffer1[i] * this._weights[i];
-			_wsum += this._weights[i];
+			_wma1 += _buffer1[i] * _weights[i];
+			_wsum += _weights[i];
 		}
 		_wma1 /= _wsum;
 

Calculations/Trends/EMA_Series.cs

@@ -60,7 +60,7 @@ public class EMA_Series : Single_TSeries_Indicator {
 		else {
 			_ema = _k * (TValue.v - _lastema) + _lastema;
 		}
-		_lastema = _ema;
+		_lastema = Double.IsNaN(_ema)?_lastema:_ema;
 
 		base.Add((TValue.t, _ema), update, _NaN);
 	}

Calculations/Trends/JMA_Series.cs

@@ -27,13 +27,14 @@ public class JMA_Series : Single_TSeries_Indicator {
 	public TSeries mma1 { get; }
 	public TSeries mma2 { get; }
 
-	private double upperBand, lowerBand, vsum, Kv, del1, del2;
+	private double upperBand, lowerBand, vsum, Kv;
 	private double prev_ma1, prev_det0, prev_det1, prev_vsum, prev_jma;
 	private double p_upperBand, p_lowerBand, p_Kv, p_prev_ma1, p_prev_det0, p_prev_det1, p_prev_vsum, p_prev_jma;
 	private readonly int _voltyS, _voltyL;
 
 	public JMA_Series(TSeries source, int period, double phase = 0.0, int vshort = 10, int vlong = 65, bool useNaN = false) : base(source, period, useNaN) {
-		upperBand = lowerBand = prev_ma1 = prev_det0 = prev_det1 = prev_vsum = prev_jma = Kv = del1 = del2 = 0.0;
+		upperBand = lowerBand = prev_ma1 = prev_det0 = prev_det1 = prev_vsum = prev_jma = Kv = 0.0;
+		
 		Kv = 0;
 
 		pr = (phase * 0.01) + 1.5;
@@ -48,6 +49,7 @@ public class JMA_Series : Single_TSeries_Indicator {
 	}
 
 	public override void Add((System.DateTime t, double v) TValue, bool update) {
+		double del1 = 0.0, del2 = 0.0;
 		if (this.Count == 0) { prev_ma1 = prev_jma = TValue.v; }
 		if (update) {
 			upperBand = p_upperBand;

Calculations/Trends/MAMA_Series.cs

@@ -33,7 +33,7 @@ public class MAMA_Series : Single_TSeries_Indicator
 
     public override void Add((System.DateTime t, double v) TValue, bool update)
     {
-        
+
         if (!update) {
             // roll forward (oldx = x)
             pr.io = pr.i6; pr.i6 = pr.i5; pr.i5 = pr.i4; pr.i4 = pr.i3; pr.i3 = pr.i2; pr.i2 = pr.i1; pr.i1 = pr.i;

Calculations/Trends/T3_Series.cs

@@ -13,16 +13,6 @@ Sources:
     https://technicalindicators.net/indicators-technical-analysis/150-t3-moving-average
     http://www.binarytribune.com/forex-trading-indicators/t3-moving-average-indicator/
 
-Calculation:
-    Volume Factor is typically 0.7 (but also 0.618);
-    Ema1 = Ema (Close);
-    Ema2 = Ema (Ema1);
-    Ema3 = Ema (Ema2);
-    Ema4 = Ema (Ema3);
-    Ema5 = Ema (Ema4);
-    Ema6 = Ema (Ema5);
-    T3 = –(a*a*a) * Ema6 + (3*a*a + 3*a*a*a) * Ema5 + (–6*a*a – 3*a – 3*a*a*a) * Ema4 + (1 + 3*a + a*a*a + 3*a*a) * Ema3
-
 </summary> */
 public class T3_Series : Single_TSeries_Indicator {
 	private readonly double _k, _k1m, _c1, _c2, _c3, _c4;
@@ -35,7 +25,7 @@ public class T3_Series : Single_TSeries_Indicator {
 
 	private double _lastema1, _lastema2, _lastema3, _lastema4, _lastema5, _lastema6;
 	private double _llastema1, _llastema2, _llastema3, _llastema4, _llastema5, _llastema6;
-	private bool _useSMA;
+	private readonly bool _useSMA;
 
 	public T3_Series(TSeries source, int period, double vfactor = 0.7, bool useNaN = false, bool useSMA = true) : base(source, period, useNaN) {
 		double _a = vfactor; //0.7; //0.618

Calculations/Trends/TRIX_Series.cs

@@ -9,13 +9,6 @@ TRIX: Triple Exponential Average
 	has become a popular technical analysis tool to aid chartists in spotting diversions
 and directional cues in stock trading patterns. 
 
-
-Calculation:
-	Ema1 = Ema (Close);
-    Ema2 = Ema (Ema1);
-    Ema3 = Ema (Ema2);
-    TRIX = (Ema3-Ema3[1]) / Ema3[1]
-
 Sources:
 	https://www.investopedia.com/terms/t/trix.asp
 
@@ -29,7 +22,7 @@ public class TRIX_Series : Single_TSeries_Indicator
 
   private double _lastema1, _lastema2, _lastema3;
   private double _llastema1, _llastema2, _llastema3;
-  private bool _useSMA;
+  private readonly bool _useSMA;
 
   public TRIX_Series(TSeries source, int period, bool useNaN = false, bool useSMA = true) : base(source, period, useNaN)
   {