mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 01:37:43 +00:00
Sonarcloud changes
This commit is contained in:
Miha
@@ -1,114 +0,0 @@
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// ADD - adding TSeries+TSeries together, or TSeries+double, or double+TSeries
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using System;
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namespace QuantLib;
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public class ADD_Series : TSeries
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{
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readonly TSeries _d1;
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readonly TSeries _d2;
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readonly double _dd;
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readonly byte _type;
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public ADD_Series(TSeries d1, TSeries d2)
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{
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this._d1 = d1;
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this._d2 = d2;
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this._dd = 0;
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this._type = 1;
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d1.Pub += this.Sub;
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d2.Pub += this.Sub;
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if (d1.Count > 0 && d2.Count > 0)
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{
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for (int i = 0; i < Math.Min(d1.Count, d2.Count); i++)
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{
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this.Add(d1[i], d2[i], false);
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}
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}
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}
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public ADD_Series(TSeries d1, double dd)
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{
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this._d1 = d1;
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this._d2 = null;
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this._dd = dd;
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this._type = 2;
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d1.Pub += this.Sub;
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if (d1.Count > 0)
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{
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for (int i = 0; i < d1.Count; i++)
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{
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this.Add(d1[i], dd, false);
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}
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}
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}
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public ADD_Series(double dd, TSeries d1)
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{
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this._d1 = d1;
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this._d2 = null;
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this._dd = dd;
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this._type = 3;
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d1.Pub += this.Sub;
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if (d1.Count > 0)
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{
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for (int i = 0; i < d1.Count; i++)
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{
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this.Add(d1[i], dd, false);
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}
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}
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}
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public void Add((System.DateTime t, double v) d1,
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(System.DateTime t, double v) d2, bool update = false)
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{
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(System.DateTime t, double v) result =
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((d1.t > d2.t) ? d1.t : d2.t, d1.v + d2.v);
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if (update)
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{
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base[base.Count - 1] = result;
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}
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else
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{
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base.Add(result);
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}
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}
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public void Add((System.DateTime t, double v) d1, double dd,
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bool update = false)
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{
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(System.DateTime t, double v) result = (d1.t, d1.v + dd);
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if (update)
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{
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base[base.Count - 1] = result;
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}
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else
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{
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base.Add(result);
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}
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}
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public void Add(double dd, (System.DateTime t, double v) d1, bool update = false) => this.Add(d1, dd, update);
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public void Add(bool update = false)
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{
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if (update || (this._d1.Count > 0 && this._d1.Count == this._d2.Count &&
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this.Count != this._d1.Count))
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{
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if (this._type == 1)
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{
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this.Add(this._d1[this._d1.Count - 1], this._d2[this._d2.Count - 1],
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update);
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}
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else if (this._type == 2)
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{
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this.Add(this._d1[this._d1.Count - 1], this._dd, update);
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}
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else
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{
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this.Add(this._dd, this._d1[this._d1.Count - 1], update);
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}
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}
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}
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public new void Sub(object source, TSeriesEventArgs e) => this.Add(e.update);
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}
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@@ -1,42 +0,0 @@
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namespace QuantLib;
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using System;
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public abstract class Single_TSeries_Indicator : TSeries
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{
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protected readonly int _p;
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protected readonly bool _NaN;
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protected readonly TSeries _data;
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// Default Constructor
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protected Single_TSeries_Indicator(TSeries source, int period, bool useNaN)
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{
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this._data = source;
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this._p = period;
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this._NaN = useNaN;
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this._data.Pub += this.Sub;
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}
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// overridable Add() method for the whole series (should be replaced with faster algo than default)
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public virtual void Add(TSeries data)
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{
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for (int i = 0; i < data.Count; i++)
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{
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this.Add(data[i], false);
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}
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}
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// overridable Add() method to add/update a single value at the end of the list
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public virtual new void Add((System.DateTime t, double v) tuple, bool update) => base.Add(tuple, update);
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// Add() without update parameter assumes this is an insert of new data (update=false)
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public new void Add((System.DateTime t, double v) d) => this.Add(d, update: false);
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// Add() without a tuple assumes add/update using the last item in the source as new data
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public void Add(bool update) => this.Add(this._data[this._data.Count - 1], update);
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// Add() without any parameters assumes this is an insert of new data using the last item in the source
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public void Add() => this.Add(this._data[this._data.Count - 1], update: false);
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// When event is triggered, call Add(bool update)
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public new void Sub(object source, TSeriesEventArgs e) => this.Add(this._data[this._data.Count - 1], e.update);
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}
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@@ -1,125 +0,0 @@
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// DIV - divide TSeries/TSeries , or TSeries/double, or double/TSeries
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using System;
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namespace QuantLib;
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public class DIV_Series : TSeries
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{
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readonly TSeries _d1, _d2;
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readonly double _dd;
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readonly byte _type;
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public DIV_Series(TSeries d1, TSeries d2)
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{
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this._d1 = d1;
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this._d2 = d2;
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this._type = 1;
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d1.Pub += this.Sub;
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d2.Pub += this.Sub;
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if (d1.Count > 0 && d2.Count > 0)
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{
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for (int i = 0; i < Math.Min(d1.Count, d2.Count); i++)
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{
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this.Add(d1[i], d2[i], false);
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}
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}
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}
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public DIV_Series(TSeries d1, double dd)
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{
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this._d1 = d1;
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this._d2 = d1;
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this._dd = dd;
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this._type = 2;
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d1.Pub += this.Sub;
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if (d1.Count > 0)
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{
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for (int i = 0; i < d1.Count; i++)
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{
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this.Add(d1[i], dd, false);
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}
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}
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}
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public DIV_Series(double dd, TSeries d1)
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{
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this._d1 = d1;
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this._d2 = d1;
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this._dd = dd;
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this._type = 3;
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d1.Pub += this.Sub;
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if (d1.Count > 0)
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{
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for (int i = 0; i < d1.Count; i++)
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{
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this.Add(dd, d1[i], false);
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}
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}
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}
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public void Add((System.DateTime t, double v) d1,
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(System.DateTime t, double v) d2, bool update = false)
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{
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(System.DateTime t, double v) result =
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((d1.t > d2.t) ? d1.t : d2.t,
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(d2.v > double.Epsilon) ? d1.v / d2.v : double.PositiveInfinity);
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if (update)
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{
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base[base.Count - 1] = result;
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}
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else
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{
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base.Add(result);
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}
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}
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public void Add((System.DateTime t, double v) d1, double dd,
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bool update = false)
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{
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(System.DateTime t, double v) result =
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(d1.t, (dd > double.Epsilon) ? d1.v / dd : double.PositiveInfinity);
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if (update)
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{
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base[base.Count - 1] = result;
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}
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else
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{
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base.Add(result);
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}
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}
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public void Add(double dd, (System.DateTime t, double v) d1,
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bool update = false)
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{
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(System.DateTime t, double v) result =
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(d1.t, (d1.v > double.Epsilon) ? dd / d1.v : double.PositiveInfinity);
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if (update)
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{
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base[base.Count - 1] = result;
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}
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else
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{
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base.Add(result);
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}
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}
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public void Add(bool update = false)
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{
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if (update || (this._d1.Count > 0 && this._d1.Count == this._d2.Count &&
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this.Count != this._d1.Count))
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{
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if (this._type == 1)
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{
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this.Add(this._d1[this._d1.Count - 1], this._d2[this._d2.Count - 1],
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update);
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}
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else if (this._type == 2)
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{
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this.Add(this._d1[this._d1.Count - 1], this._dd, update);
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}
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else
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{
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this.Add(this._dd, this._d1[this._d1.Count - 1], update);
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}
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}
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}
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public new void Sub(object source, TSeriesEventArgs e) { this.Add(e.update); }
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}
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@@ -1,3 +1,4 @@
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namespace QuanTAlib;
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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@@ -6,7 +7,7 @@ public class WMAPE_chart : Indicator
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
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private readonly int Period = 10;
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[InputParameter("Data source", 1, variants: new object[]{
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"Open", 0,
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@@ -20,7 +21,7 @@ public class WMAPE_chart : Indicator
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"OHLC4", 8,
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"Weighted (HLCC4)", 9
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})]
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private int DataSource = 8;
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private readonly int DataSource = 8;
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#endregion Parameters
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@@ -40,17 +41,13 @@ public class WMAPE_chart : Indicator
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protected override void OnInit()
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{
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this.ShortName = "WMAPE (" + QuantLib.TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: true);
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this.ShortName = "WMAPE (" + QuanTAlib.TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator = new(source: this.bars.Select(this.DataSource), period: this.Period, useNaN: true);
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}
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protected void OnNewData(bool update = false)
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{
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this.indicator.Add(update);
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protected void OnNewData(bool update = false) => this.indicator.Add(update);
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}
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protected override void OnUpdate(UpdateArgs args)
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protected override void OnUpdate(UpdateArgs args)
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{
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bool update = !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
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@@ -1,117 +0,0 @@
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// MUL - multiply TSeries*TSeries together, or TSeries*double, or double*TSeries
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using System;
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namespace QuantLib;
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public class MUL_Series : TSeries
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{
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readonly TSeries _d1, _d2;
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readonly double _dd;
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readonly byte _type;
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public MUL_Series(TSeries d1, TSeries d2)
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{
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this._d1 = d1;
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this._d2 = d2;
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this._dd = 0;
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this._type = 1;
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d1.Pub += this.Sub;
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d2.Pub += this.Sub;
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if (d1.Count > 0 && d2.Count > 0)
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{
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for (int i = 0; i < Math.Min(d1.Count, d2.Count); i++)
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{
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this.Add(d1[i], d2[i], false);
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}
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}
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}
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public MUL_Series(TSeries d1, double dd)
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{
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this._d1 = d1;
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this._d2 = d1;
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this._dd = dd;
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this._type = 2;
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d1.Pub += this.Sub;
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if (d1.Count > 0)
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{
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for (int i = 0; i < d1.Count; i++)
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{
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this.Add(d1[i], dd, false);
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}
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}
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}
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public MUL_Series(double dd, TSeries d1)
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{
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this._d1 = d1;
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this._d2 = d1;
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this._dd = dd;
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this._type = 3;
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d1.Pub += this.Sub;
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if (d1.Count > 0)
|
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{
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for (int i = 0; i < d1.Count; i++)
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{
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this.Add(d1[i], dd, false);
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}
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}
|
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}
|
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public void Add((System.DateTime t, double v) d1,
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(System.DateTime t, double v) d2, bool update = false)
|
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{
|
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(System.DateTime t, double v) result =
|
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((d1.t > d2.t) ? d1.t : d2.t, d1.v * d2.v);
|
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if (update)
|
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{
|
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base[base.Count - 1] = result;
|
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}
|
||||
else
|
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{
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base.Add(result);
|
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}
|
||||
}
|
||||
|
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public void Add((System.DateTime t, double v) d1, double dd,
|
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bool update = false)
|
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{
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(System.DateTime t, double v) result = (d1.t, d1.v * dd);
|
||||
if (update)
|
||||
{
|
||||
base[base.Count - 1] = result;
|
||||
}
|
||||
else
|
||||
{
|
||||
base.Add(result);
|
||||
}
|
||||
}
|
||||
|
||||
public void Add(double dd, (System.DateTime t, double v) d1,
|
||||
bool update = false)
|
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{
|
||||
this.Add(d1, dd, update);
|
||||
}
|
||||
|
||||
public void Add(bool update = false)
|
||||
{
|
||||
if (update || (this._d1.Count > 0 && this._d1.Count == this._d2.Count &&
|
||||
this.Count != this._d1.Count))
|
||||
{
|
||||
if (this._type == 1)
|
||||
{
|
||||
this.Add(this._d1[this._d1.Count - 1], this._d2[this._d2.Count - 1],
|
||||
update);
|
||||
}
|
||||
else if (this._type == 2)
|
||||
{
|
||||
this.Add(this._d1[this._d1.Count - 1], this._dd, update);
|
||||
}
|
||||
else
|
||||
{
|
||||
this.Add(this._dd, this._d1[this._d1.Count - 1], update);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public new void Sub(object source, TSeriesEventArgs e) { this.Add(e.update); }
|
||||
}
|
||||
@@ -1,20 +0,0 @@
|
||||
using System;
|
||||
using QuantLib;
|
||||
|
||||
public class RND_Feed : TBars
|
||||
{
|
||||
public RND_Feed(int days, double volatility = 0.05, double startvalue = 100.0)
|
||||
{
|
||||
Random rnd = new();
|
||||
double c = startvalue;
|
||||
for (int i = 0; i < days; i++)
|
||||
{
|
||||
double o = Math.Round(c + c * (volatility * 0.1 * rnd.NextDouble() - 0.005), 2);
|
||||
double h = Math.Round(o + c * volatility * rnd.NextDouble(), 2);
|
||||
double l = Math.Round(o - c * volatility * rnd.NextDouble(), 2);
|
||||
c = Math.Round(l + (h - l) * rnd.NextDouble(), 2);
|
||||
double v = Math.Round(1000 * rnd.NextDouble(), 2);
|
||||
this.Add(DateTime.Today.AddDays(i - days), o, h, l, c, v);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,125 +0,0 @@
|
||||
// SUB - subtracting TSeries-TSeries, or TSeries-double, or double-TSeries
|
||||
using System;
|
||||
namespace QuantLib;
|
||||
|
||||
public class SUB_Series : TSeries
|
||||
{
|
||||
readonly TSeries _d1, _d2;
|
||||
readonly double _dd;
|
||||
readonly byte _type;
|
||||
|
||||
public SUB_Series(TSeries d1, TSeries d2)
|
||||
{
|
||||
this._d1 = d1;
|
||||
this._d2 = d2;
|
||||
this._dd = 0;
|
||||
this._type = 1;
|
||||
d1.Pub += this.Sub;
|
||||
d2.Pub += this.Sub;
|
||||
if (d1.Count > 0 && d2.Count > 0)
|
||||
{
|
||||
for (int i = 0; i < Math.Min(d1.Count, d2.Count); i++)
|
||||
{
|
||||
this.Add(d1[i], d2[i], false);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public SUB_Series(TSeries d1, double dd)
|
||||
{
|
||||
this._d1 = d1;
|
||||
this._d2 = d1;
|
||||
this._dd = dd;
|
||||
this._type = 2;
|
||||
d1.Pub += this.Sub;
|
||||
if (d1.Count > 0)
|
||||
{
|
||||
for (int i = 0; i < d1.Count; i++)
|
||||
{
|
||||
this.Add(d1[i], dd, false);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public SUB_Series(double dd, TSeries d1)
|
||||
{
|
||||
this._d1 = d1;
|
||||
this._d2 = d1;
|
||||
this._dd = dd;
|
||||
this._type = 3;
|
||||
d1.Pub += this.Sub;
|
||||
if (d1.Count > 0)
|
||||
{
|
||||
for (int i = 0; i < d1.Count; i++)
|
||||
{
|
||||
this.Add(dd, d1[i], false);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public void Add((System.DateTime t, double v) d1,
|
||||
(System.DateTime t, double v) d2, bool update = false)
|
||||
{
|
||||
(System.DateTime t, double v) result =
|
||||
((d1.t > d2.t) ? d1.t : d2.t, d1.v - d2.v);
|
||||
if (update)
|
||||
{
|
||||
base[base.Count - 1] = result;
|
||||
}
|
||||
else
|
||||
{
|
||||
base.Add(result);
|
||||
}
|
||||
}
|
||||
|
||||
public void Add((System.DateTime t, double v) d1, double dd,
|
||||
bool update = false)
|
||||
{
|
||||
(System.DateTime t, double v) result = (d1.t, d1.v - dd);
|
||||
if (update)
|
||||
{
|
||||
base[base.Count - 1] = result;
|
||||
}
|
||||
else
|
||||
{
|
||||
base.Add(result);
|
||||
}
|
||||
}
|
||||
|
||||
public void Add(double dd, (System.DateTime t, double v) d1,
|
||||
bool update = false)
|
||||
{
|
||||
(System.DateTime t, double v) result = (d1.t, dd - d1.v);
|
||||
if (update)
|
||||
{
|
||||
base[base.Count - 1] = result;
|
||||
}
|
||||
else
|
||||
{
|
||||
base.Add(result);
|
||||
}
|
||||
}
|
||||
|
||||
public void Add(bool update = false)
|
||||
{
|
||||
if (update || (this._d1.Count > 0 && this._d1.Count == this._d2.Count &&
|
||||
this.Count != this._d1.Count))
|
||||
{
|
||||
if (this._type == 1)
|
||||
{
|
||||
this.Add(this._d1[this._d1.Count - 1], this._d2[this._d2.Count - 1],
|
||||
update);
|
||||
}
|
||||
else if (this._type == 2)
|
||||
{
|
||||
this.Add(this._d1[this._d1.Count - 1], this._dd, update);
|
||||
}
|
||||
else
|
||||
{
|
||||
this.Add(this._dd, this._d1[this._d1.Count - 1], update);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public new void Sub(object source, TSeriesEventArgs e) { this.Add(e.update); }
|
||||
}
|
||||
@@ -1,104 +0,0 @@
|
||||
namespace QuantLib;
|
||||
|
||||
using System;
|
||||
|
||||
public class TBars : System.Collections.Generic.List<(DateTime t, double o, double h, double l, double c, double v)>
|
||||
{
|
||||
private readonly TSeries _open = new();
|
||||
private readonly TSeries _high = new();
|
||||
private readonly TSeries _low = new();
|
||||
private readonly TSeries _close = new();
|
||||
private readonly TSeries _volume = new();
|
||||
private readonly TSeries _hl2 = new();
|
||||
private readonly TSeries _oc2 = new();
|
||||
private readonly TSeries _ohl3 = new();
|
||||
private readonly TSeries _hlc3 = new();
|
||||
private readonly TSeries _ohlc4 = new();
|
||||
private readonly TSeries _hlcc4 = new();
|
||||
|
||||
public TSeries Open => this._open;
|
||||
public TSeries High => this._high;
|
||||
public TSeries Low => this._low;
|
||||
public TSeries Close => this._close;
|
||||
public TSeries Volume => this._volume;
|
||||
public TSeries HL2 => this._hl2;
|
||||
public TSeries OC2 => this._oc2;
|
||||
public TSeries OHL3 => this._ohl3;
|
||||
public TSeries HLC3 => this._hlc3;
|
||||
public TSeries OHLC4 => this._ohlc4;
|
||||
public TSeries HLCC4 => this._hlcc4;
|
||||
|
||||
public TSeries Select(int source)
|
||||
{
|
||||
return source switch
|
||||
{
|
||||
0 => _open,
|
||||
1 => _high,
|
||||
2 => _low,
|
||||
3 => _close,
|
||||
4 => _hl2,
|
||||
5 => _oc2,
|
||||
6 => _ohl3,
|
||||
7 => _hlc3,
|
||||
8 => _ohlc4,
|
||||
_ => _hlcc4,
|
||||
};
|
||||
}
|
||||
public static string SelectStr(int source)
|
||||
{
|
||||
return source switch
|
||||
{
|
||||
0 => "Open",
|
||||
1 => "High",
|
||||
2 => "Low",
|
||||
3 => "Close",
|
||||
4 => "HL2",
|
||||
5 => "OC2",
|
||||
6 => "OHL3",
|
||||
7 => "Typical",
|
||||
8 => "Mean",
|
||||
_ => "Weighted",
|
||||
};
|
||||
}
|
||||
|
||||
public void
|
||||
Add((DateTime t, double o, double h, double l, double c, double v) i, bool update = false)
|
||||
=> Add(i.t, i.o, i.h, i.l, i.c, i.v, update);
|
||||
|
||||
public void Add(DateTime t, decimal o, decimal h, decimal l, decimal c, decimal v, bool update = false)
|
||||
=> Add(t, (double)o, (double)h, (double)l, (double)c, (double)v, update);
|
||||
|
||||
public void Add(DateTime t, double o, double h, double l, double c, double v, bool update = false)
|
||||
{
|
||||
if (update)
|
||||
{
|
||||
this[this.Count - 1] = (t, o, h, l, c, v);
|
||||
_open[_open.Count - 1] = (t, o);
|
||||
_high[_high.Count - 1] = (t, h);
|
||||
_low[_low.Count - 1] = (t, l);
|
||||
_close[_close.Count - 1] = (t, c);
|
||||
_volume[_volume.Count - 1] = (t, v);
|
||||
_hl2[_hl2.Count - 1] = (t, (h + l) * 0.5);
|
||||
_oc2[_oc2.Count - 1] = (t, (o + c) * 0.5);
|
||||
_ohl3[_ohl3.Count - 1] = (t, (o + h + l) * 0.333333333333333);
|
||||
_hlc3[_hlc3.Count - 1] = (t, (h + l + c) * 0.333333333333333);
|
||||
_ohlc4[_ohlc4.Count - 1] = (t, (o + h + l + c) * 0.25);
|
||||
_hlcc4[_hlcc4.Count - 1] = (t, (h + l + c + c) * 0.25);
|
||||
}
|
||||
else
|
||||
{
|
||||
base.Add((t, o, h, l, c, v));
|
||||
_open.Add((t, o));
|
||||
_high.Add((t, h));
|
||||
_low.Add((t, l));
|
||||
_close.Add((t, c));
|
||||
_volume.Add((t, v));
|
||||
_hl2.Add((t, (h + l) * 0.5));
|
||||
_oc2.Add((t, (o + c) * 0.5));
|
||||
_ohl3.Add((t, (o + h + l) * 0.333333333333333));
|
||||
_hlc3.Add((t, (h + l + c) * 0.333333333333333));
|
||||
_ohlc4.Add((t, (o + h + l + c) * 0.25));
|
||||
_hlcc4.Add((t, (h + l + c + c) * 0.25));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,72 +0,0 @@
|
||||
namespace QuantLib;
|
||||
|
||||
using System;
|
||||
using System.Linq;
|
||||
|
||||
public class TSeries : System.Collections.Generic.List<(DateTime t, double v)>
|
||||
{
|
||||
// when asked for a (t,v) tuple, return the last (t,v) on the List
|
||||
public static implicit operator (DateTime t, double v)(TSeries l) => l[l.Count - 1];
|
||||
|
||||
// when asked for a (double), return the value part of the last tuple on the list
|
||||
public static implicit operator double(TSeries l) => l[l.Count - 1].v;
|
||||
|
||||
// when asked for a (DateTime), return the DateTime part of the last tuple on the list
|
||||
public static implicit operator DateTime(TSeries l) => l[l.Count - 1].t;
|
||||
|
||||
public System.Collections.Generic.List<DateTime> t =>
|
||||
this.Select(x => (DateTime)x.t).ToList();
|
||||
|
||||
public System.Collections.Generic.List<double> v =>
|
||||
this.Select(x => (double)x.v).ToList();
|
||||
|
||||
public int Length => this.Count;
|
||||
|
||||
// add/update one (t,v) tuple to/at the end of the list
|
||||
public void Add((DateTime t, double v) TValue, bool update = false)
|
||||
{
|
||||
if (update) { this[this.Count - 1] = TValue; }
|
||||
else { base.Add(TValue); }
|
||||
this.OnEvent(update);
|
||||
}
|
||||
|
||||
public void Add(DateTime t, double v, bool update = false) => this.Add((t, v), update);
|
||||
|
||||
public void Add(double v, bool update = false) => this.Add((DateTime.Now, v), update);
|
||||
|
||||
// Broadcast handler - only to valid targets
|
||||
protected virtual void OnEvent(bool update = false)
|
||||
{
|
||||
if (Pub != null && Pub.Target != this)
|
||||
{
|
||||
Pub(this, new TSeriesEventArgs { update = update });
|
||||
}
|
||||
}
|
||||
|
||||
// delegate used by event handler + event handler (Pub == publisher)
|
||||
public delegate
|
||||
void NewDataEventHandler(object source, TSeriesEventArgs args);
|
||||
public event NewDataEventHandler Pub;
|
||||
|
||||
public void Sub(object source, TSeriesEventArgs e)
|
||||
{
|
||||
TSeries ss = (TSeries)source;
|
||||
if (ss.Count > 0)
|
||||
{
|
||||
for (int i = 0; i < ss.Count; i++)
|
||||
{
|
||||
this.Add(ss[i]);
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
this.Add(ss[ss.Count - 1], e.update);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// EventArgs extension - carries the update field
|
||||
public class TSeriesEventArgs : EventArgs
|
||||
{
|
||||
public bool update { get; set; }
|
||||
}
|
||||
@@ -26,7 +26,7 @@ public class ATR_Series : Single_TBars_Indicator
|
||||
this._k = 1.0 / (double)(this._p);
|
||||
this._k1m = 1.0 - this._k;
|
||||
this._lastema = this._lastlastema = double.NaN;
|
||||
if (_bars.Count > 0) { base.Add(_bars); }
|
||||
if (this._bars.Count > 0) { base.Add(this._bars); }
|
||||
}
|
||||
|
||||
public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false)
|
||||
@@ -36,7 +36,7 @@ public class ATR_Series : Single_TBars_Indicator
|
||||
this._cm1 = this._lastcm1;
|
||||
}
|
||||
|
||||
if (_cm1 is double.NaN) { _cm1 = TBar.c; }
|
||||
if (this._cm1 is double.NaN) { this._cm1 = TBar.c; }
|
||||
double d1 = Math.Abs(TBar.h - TBar.l);
|
||||
double d2 = Math.Abs(_cm1 - TBar.h);
|
||||
double d3 = Math.Abs(_cm1 - TBar.l);
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
namespace QuanTAlib;
|
||||
namespace QuanTAlib;
|
||||
using System;
|
||||
|
||||
/* <summary>
|
||||
|
||||
Reference in New Issue
Block a user