macos dev update

lib/oscillators/Cmo.cs

@@ -20,6 +20,17 @@ public class Cmo : AbstractBase
         Name = $"CMO({period})";
     }
 
+    /// <summary>
+    /// Initializes a new instance of the CMO class with a data source.
+    /// </summary>
+    /// <param name="source">The source object that publishes data.</param>
+    /// <param name="period">The number of data points to consider.</param>
+    public Cmo(object source, int period) : this(period)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
     protected override void ManageState(bool isNew)
     {
         if (isNew)
@@ -54,7 +65,6 @@ public class Cmo : AbstractBase
         {
             _sumH.Add(0, Input.IsNew);
             _sumL.Add(-diff, Input.IsNew);
-
         }
 
         // Calculate sums for the specified period only
@@ -67,4 +77,3 @@ public class Cmo : AbstractBase
             0.0;
     }
 }
-

lib/oscillators/Rsi.cs

@@ -0,0 +1,70 @@
+using System;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// Represents a Relative Strength Index (RSI) calculator following Wilder's algorithm.
+/// </summary>
+public class Rsi : AbstractBase
+{
+    private readonly Rma _avgGain;
+    private readonly Rma _avgLoss;
+    private double _prevValue, _p_prevValue;
+
+    public Rsi(int period = 14)
+    {
+        if (period < 1)
+            throw new ArgumentOutOfRangeException(nameof(period));
+        _avgGain = new(period, useSma: true);
+        _avgLoss = new(period, useSma: true);
+        _index = 0;
+        WarmupPeriod = period + 1;
+        Name = $"RSI({period})";
+    }
+
+    /// <summary>
+    /// Initializes a new instance of the RSI class with a data source.
+    /// </summary>
+    /// <param name="source">The source object that publishes data.</param>
+    /// <param name="period">The number of data points to consider.</param>
+    public Rsi(object source, int period) : this(period)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _index++;
+            _p_prevValue = _prevValue;
+        }
+        else
+        {
+            _prevValue = _p_prevValue;
+        }
+    }
+
+    protected override double Calculation()
+    {
+        ManageState(Input.IsNew);
+
+        if (_index == 1)
+        {
+            _prevValue = Input.Value;
+        }
+
+        double change = Input.Value - _prevValue;
+        double gain = Math.Max(change, 0);
+        double loss = Math.Max(-change, 0);
+        _prevValue = Input.Value;
+
+        _avgGain.Calc(gain, IsNew: Input.IsNew);
+        _avgLoss.Calc(loss, IsNew: Input.IsNew);
+
+        double rsi = (_avgLoss.Value > 0) ? 100 - (100 / (1 + (_avgGain.Value / _avgLoss.Value))) : 100;
+
+        return rsi;
+    }
+}

lib/oscillators/Rsx.cs

@@ -0,0 +1,75 @@
+using System;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// Jurik's superior replacement for RSI
+/// </summary>
+public class Rsx : AbstractBase
+{
+    private readonly Rma _avgGain;
+    private readonly Rma _avgLoss;
+    private readonly Jma _rsx;
+    private double _prevValue, _p_prevValue;
+
+    public Rsx(int period = 14, int phase = 0, double factor = 0.55)
+    {
+        if (period < 1)
+            throw new ArgumentOutOfRangeException(nameof(period));
+        _avgGain = new(period);
+        _avgLoss = new(period);
+        _rsx = new(8, 100, 0.25, 3);
+        _index = 0;
+        WarmupPeriod = period + 1;
+        Name = $"RSX({period})";
+    }
+
+    /// <summary>
+    /// Initializes a new instance of the RSX class with a data source.
+    /// </summary>
+    /// <param name="source">The source object that publishes data.</param>
+    /// <param name="period">The number of data points to consider.</param>
+    /// <param name="phase">The phase parameter.</param>
+    /// <param name="factor">The factor parameter.</param>
+    public Rsx(object source, int period, int phase = 0, double factor = 0.55) : this(period, phase, factor)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _index++;
+            _p_prevValue = _prevValue;
+        }
+        else
+        {
+            _prevValue = _p_prevValue;
+        }
+    }
+
+    protected override double Calculation()
+    {
+        ManageState(Input.IsNew);
+
+        if (_index == 1)
+        {
+            _prevValue = Input.Value;
+        }
+
+        double change = Input.Value - _prevValue;
+        double gain = Math.Max(change, 0);
+        double loss = Math.Max(-change, 0);
+        _prevValue = Input.Value;
+
+        _avgGain.Calc(gain, IsNew: Input.IsNew);
+        _avgLoss.Calc(loss, IsNew: Input.IsNew);
+
+        double rsi = (_avgLoss.Value > 0) ? 100 - (100 / (1 + (_avgGain.Value / _avgLoss.Value))) : 100;
+        double rsx = _rsx.Calc(rsi, Input.IsNew);
+
+        return rsx;
+    }
+}

lib/oscillators/_list.md

@@ -0,0 +1,29 @@
+AC - Acceleration Oscillator
+AO - Awesome Oscillator
+AROON - Aroon oscillator
+BOP - Balance of Power
+CCI - Commodity Channel Index
+CFO - Chande Forcast Oscillator
+✔️ CMO - Chande Momentum Oscillator
+CHOP - Choppiness Index
+COG - Ehler's Center of Gravity
+COPPOCK - Coppock Curve
+CRSI - Connor RSI
+CTI - Ehler's Correlation Trend Indicator
+DOSC - Derivative Oscillator
+EFI - Elder Ray's Force Index
+FISHER - Fisher Transform
+FOSC - Forecast Oscillator
+GATOR - Williams Alliator Oscillator
+KDJ - KDJ Indicator (trend reversal)
+KRI - Kairi Relative Index
+✔️ RSI - Relative Strength Index
+✔️ RSX - Jurik Trend Strength Index
+RVGI - Relative Vigor Index
+SMI - Stochastic Momentum Index
+SRSI - Stochastic RSI
+STC - Schaff Trend Cycle
+STOCH - Stochastic Oscillator
+TSI - True Strength Index
+UO - Ultimate Oscillator
+WILLR - Larry Williams' %R