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Miha
2022-04-20 00:01:33 -07:00
parent df9023b4d6
commit bbea1afb71
34 changed files with 110 additions and 1033 deletions
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Source/Indicators/ATRP_Series.cs
+3 -3
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@@ -26,17 +26,17 @@ 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)
public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
{
if (update) {
this._lastema = this._lastlastema;
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);
Source/Indicators/ATR_Series.cs
+1 -1
View File
@@ -26,7 +26,7 @@ public class ATRP_Series : Single_TBars_Indicator
if (_bars.Count > 0) { base.Add(_bars); }
}
public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false)
public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
{
if (update) {
this._lastema = this._lastlastema;
Source/Indicators/DEMA_Series.cs
+5 -5
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@@ -29,7 +29,7 @@ public class DEMA_Series : Single_TSeries_Indicator
if (_data.Count > 0) { base.Add(_data); }
}
public override void Add((DateTime t, double v) d, bool update = false)
public override void Add((DateTime t, double v) TValue, bool update)
{
if (update)
@@ -42,10 +42,10 @@ public class DEMA_Series : Single_TSeries_Indicator
if (this.Count < this._p)
{
if (update) { _buffer[_buffer.Count - 1] = d.v; }
if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
else
{
_buffer.Add(d.v);
_buffer.Add(TValue.v);
}
if (_buffer.Count > this._p) { _buffer.RemoveAt(0); }
@@ -57,7 +57,7 @@ public class DEMA_Series : Single_TSeries_Indicator
}
else
{
_ema1 = d.v * this._k + this._lastema1 * this._k1m;
_ema1 = TValue.v * this._k + this._lastema1 * this._k1m;
_ema2 = _ema1 * this._k + this._lastema2 * this._k1m;
}
@@ -67,7 +67,7 @@ public class DEMA_Series : Single_TSeries_Indicator
this._lastema1 = _ema1;
this._lastema2 = _ema2;
var ret = (d.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _dema);
var ret = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _dema);
base.Add(ret, update);
}
}
Source/Indicators/EMA_Series.cs
+5 -5
View File
@@ -33,17 +33,17 @@ public class EMA_Series : Single_TSeries_Indicator
if (this._data.Count > 0) { base.Add(this._data); }
}
public override void Add((DateTime t, double v) d, bool update = false)
public override void Add((DateTime t, double v) TValue, bool update)
{
double _ema = 0;
if (update) { this._lastema = this._lastlastema; }
if (this.Count < this._p)
{
if (update) { this._buffer[this._buffer.Count - 1] = d.v; }
if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; }
else
{
this._buffer.Add(d.v);
this._buffer.Add(TValue.v);
}
if (this._buffer.Count > this._p) { this._buffer.RemoveAt(0); }
@@ -52,13 +52,13 @@ public class EMA_Series : Single_TSeries_Indicator
}
else
{
_ema = d.v * this._k + this._lastema * this._k1m;
_ema = TValue.v * this._k + this._lastema * this._k1m;
}
this._lastlastema = this._lastema;
this._lastema = _ema;
var ret = (d.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _ema);
var ret = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _ema);
base.Add(ret, update);
}
}
Source/Indicators/HEMA_Series.cs
+6 -6
View File
@@ -31,7 +31,7 @@ public class HEMA_Series : Single_TSeries_Indicator
private double _lastema2, _lastlastema2;
private double _lastema3, _lastlastema3;
public override void Add((System.DateTime t, double v) d, bool update)
public override void Add((System.DateTime t, double v) TValue, bool update)
{
if (update)
{
@@ -40,11 +40,11 @@ public class HEMA_Series : Single_TSeries_Indicator
this._lastema3 = this._lastlastema3;
}
double _ema1 = System.Double.IsNaN(this._lastema1)
? d.v
: d.v * this._k1 + this._lastema1 * (1 - this._k1);
? TValue.v
: TValue.v * this._k1 + this._lastema1 * (1 - this._k1);
double _ema2 = System.Double.IsNaN(this._lastema2)
? d.v
: d.v * this._k2 + this._lastema2 * (1 - this._k2);
? TValue.v
: TValue.v * this._k2 + this._lastema2 * (1 - this._k2);
double _rawhema = (2 * _ema1) - _ema2;
double _ema3 = System.Double.IsNaN(this._lastema3)
@@ -59,7 +59,7 @@ public class HEMA_Series : Single_TSeries_Indicator
this._lastema3 = _ema3;
(System.DateTime t, double v) result =
(d.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _ema3);
(TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _ema3);
base.Add(result, update);
}
}
Source/Indicators/RMA_Series.cs
+5 -5
View File
@@ -32,17 +32,17 @@ public class RMA_Series : Single_TSeries_Indicator
if (_data.Count > 0) { base.Add(_data); }
}
public override void Add((DateTime t, double v) d, bool update = false)
public override void Add((DateTime t, double v) TValue, bool update)
{
double _ema = 0;
if (update) { this._lastema = this._lastlastema; }
if (this.Count < this._p)
{
if (update) { _buffer[_buffer.Count - 1] = d.v; }
if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
else
{
_buffer.Add(d.v);
_buffer.Add(TValue.v);
}
if (_buffer.Count > this._p) { _buffer.RemoveAt(0); }
@@ -51,13 +51,13 @@ public class RMA_Series : Single_TSeries_Indicator
}
else
{
_ema = d.v * _k + _lastema * _k1m;
_ema = TValue.v * _k + _lastema * _k1m;
}
this._lastlastema = this._lastema;
this._lastema = _ema;
var ret = (d.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _ema);
var ret = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _ema);
base.Add(ret, update);
}
}
Source/Indicators/SMA_Series.cs
+4 -4
View File
@@ -24,17 +24,17 @@ public class SMA_Series : Single_TSeries_Indicator
}
private readonly System.Collections.Generic.List<double> _buffer = new();
public override void Add((System.DateTime t, double v) d, bool update)
public override void Add((System.DateTime t, double v) TValue, bool update)
{
if (update) { _buffer[_buffer.Count - 1] = d.v; }
else { _buffer.Add(d.v); }
if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
else { _buffer.Add(TValue.v); }
if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
double _sma = 0;
for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
_sma /= this._buffer.Count;
var result = (d.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _sma);
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _sma);
base.Add(result, update);
}
Source/Indicators/TEMA_Series.cs
+5 -5
View File
@@ -31,7 +31,7 @@ public class TEMA_Series : Single_TSeries_Indicator
if (_data.Count > 0) { base.Add(_data); }
}
public override void Add((DateTime t, double v) d, bool update = false)
public override void Add((DateTime t, double v) TValue, bool update)
{
if (update)
@@ -45,10 +45,10 @@ public class TEMA_Series : Single_TSeries_Indicator
if (this.Count < this._p)
{
if (update) { _buffer[_buffer.Count - 1] = d.v; }
if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
else
{
_buffer.Add(d.v);
_buffer.Add(TValue.v);
}
if (_buffer.Count > this._p) { _buffer.RemoveAt(0); }
@@ -59,7 +59,7 @@ public class TEMA_Series : Single_TSeries_Indicator
}
else
{
_ema1 = d.v * this._k + this._lastema1 * this._k1m;
_ema1 = TValue.v * this._k + this._lastema1 * this._k1m;
_ema2 = _ema1 * this._k + this._lastema2 * this._k1m;
_ema3 = _ema2 * this._k + this._lastema3 * this._k1m;
}
@@ -73,7 +73,7 @@ public class TEMA_Series : Single_TSeries_Indicator
this._lastema2 = _ema2;
this._lastema3 = _ema3;
var ret = (d.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _tema);
var ret = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _tema);
base.Add(ret, update);
}
}
Source/Indicators/WMA_Series.cs
+4 -4
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@@ -22,17 +22,17 @@ public class WMA_Series : Single_TSeries_Indicator
private readonly System.Collections.Generic.List<double> _buffer = new();
private readonly System.Collections.Generic.List<double> _weights = new();
public override void Add((System.DateTime t, double v) d, bool update)
public override void Add((System.DateTime t, double v) TValue, bool update)
{
if (update) { _buffer[_buffer.Count - 1] = d.v; }
else { _buffer.Add(d.v); }
if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
else { _buffer.Add(TValue.v); }
if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
double _wma = 0;
for (int i = 0; i < _buffer.Count; i++) { _wma += _buffer[i] * this._weights[i]; }
_wma /= (this._buffer.Count * (this._buffer.Count + 1)) * 0.5;
var result = (d.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _wma);
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _wma);
base.Add(result, update);
}
Source/Indicators/ZLEMA_Series.cs
+3 -3
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@@ -34,7 +34,7 @@ public class ZLEMA_Series : Single_TSeries_Indicator
if (base._data.Count > 0) { base.Add(base._data); }
}
public override void Add((System.DateTime t, double v) d, bool update)
public override void Add((System.DateTime t, double v) TValue, bool update)
{
if (update)
{
@@ -42,14 +42,14 @@ public class ZLEMA_Series : Single_TSeries_Indicator
}
int _lag = (int)(0.5 * (_p - 1));
int _l = Math.Max(this._data.Count - _lag, 0);
double _lagdata = 1 * d.v - this._data[_l].v;
double _lagdata = 1 * TValue.v - this._data[_l].v;
double _ema = System.Double.IsNaN(this._lastema) ? _lagdata : _lagdata * this._k + this._lastema * this._k1m;
this._lastlastema = this._lastema;
this._lastema = _ema;
(System.DateTime t, double v) result =
(d.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _ema);
(TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _ema);
base.Add(result, update);
}