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Refactor charts

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Miha Kralj
2022-04-23 11:22:59 -07:00
parent de8dc79b1e
commit c7feec2022
32 changed files with 235 additions and 273 deletions
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QuanTAlib.sln
+51 -74
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@@ -1,74 +1,51 @@
Microsoft Visual Studio Solution File, Format Version 12.00 Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17 # Visual Studio Version 17
VisualStudioVersion = 17.2.32210.308 VisualStudioVersion = 17.2.32210.308
MinimumVisualStudioVersion = 10.0.40219.1 MinimumVisualStudioVersion = 10.0.40219.1
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Tests", "Tests\Tests.csproj", "{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}" Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuanTAlib", "Source\QuanTAlib.csproj", "{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}"
ProjectSection(ProjectDependencies) = postProject EndProject
{5096AEA1-81BC-46E7-9F2B-B408AFAA850C} = {5096AEA1-81BC-46E7-9F2B-B408AFAA850C} Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Quantower", "Quantower\Quantower.csproj", "{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}"
EndProjectSection EndProject
EndProject Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Tests", "Tests\Tests.csproj", "{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}"
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuanTAlib", "Source\QuanTAlib.csproj", "{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}" EndProject
EndProject Global
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Docs", "Docs", "{3AA87FFE-4EEE-4C1B-82E0-2A5E40E2254D}" GlobalSection(SolutionConfigurationPlatforms) = preSolution
ProjectSection(SolutionItems) = preProject Debug|Any CPU = Debug|Any CPU
Docs\bars_and_HMA.dib = Docs\bars_and_HMA.dib Debug|x64 = Debug|x64
Docs\Comparing_w_TALIB.ipynb = Docs\Comparing_w_TALIB.ipynb Release|Any CPU = Release|Any CPU
Docs\getting_started.ipynb = Docs\getting_started.ipynb Release|x64 = Release|x64
Docs\Indicators.md = Docs\Indicators.md EndGlobalSection
Docs\LICENSE = Docs\LICENSE GlobalSection(ProjectConfigurationPlatforms) = postSolution
Docs\ma-comparison.dib = Docs\ma-comparison.dib {AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
Docs\macd_example.ipynb = Docs\macd_example.ipynb {AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|Any CPU.Build.0 = Debug|Any CPU
Docs\QuanTAlib_Indicators.dib = Docs\QuanTAlib_Indicators.dib {AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|x64.ActiveCfg = Debug|Any CPU
Docs\QuanTAlib_test.ipynb = Docs\QuanTAlib_test.ipynb {AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|x64.Build.0 = Debug|Any CPU
Docs\README.md = Docs\README.md {AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|Any CPU.ActiveCfg = Release|Any CPU
EndProjectSection {AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|Any CPU.Build.0 = Release|Any CPU
EndProject {AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|x64.ActiveCfg = Release|x64
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Source", "Source", "{8D8CD223-7A8C-46C4-A326-58E0B735FBA4}" {AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|x64.Build.0 = Release|x64
EndProject {5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Quantower", "Quantower\Quantower.csproj", "{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}" {5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|Any CPU.Build.0 = Debug|Any CPU
EndProject {5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|x64.ActiveCfg = Release|Any CPU
Global {5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|x64.Build.0 = Release|Any CPU
GlobalSection(SolutionConfigurationPlatforms) = preSolution {5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|Any CPU.ActiveCfg = Release|Any CPU
Debug|Any CPU = Debug|Any CPU {5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|Any CPU.Build.0 = Release|Any CPU
Debug|x64 = Debug|x64 {5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|x64.ActiveCfg = Release|x64
Release|Any CPU = Release|Any CPU {5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|x64.Build.0 = Release|x64
Release|x64 = Release|x64 {283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
EndGlobalSection {283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|Any CPU.Build.0 = Debug|Any CPU
GlobalSection(ProjectConfigurationPlatforms) = postSolution {283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|x64.ActiveCfg = Debug|x64
{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|Any CPU.ActiveCfg = Debug|x64 {283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|x64.Build.0 = Debug|x64
{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|Any CPU.Build.0 = Debug|x64 {283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|Any CPU.ActiveCfg = Release|Any CPU
{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|x64.ActiveCfg = Debug|x64 {283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|Any CPU.Build.0 = Release|Any CPU
{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|x64.Build.0 = Debug|x64 {283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|x64.ActiveCfg = Release|x64
{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|Any CPU.ActiveCfg = Release|Any CPU {283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|x64.Build.0 = Release|x64
{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|Any CPU.Build.0 = Release|Any CPU EndGlobalSection
{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|x64.ActiveCfg = Release|x64 GlobalSection(SolutionProperties) = preSolution
{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|x64.Build.0 = Release|x64 HideSolutionNode = FALSE
{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|Any CPU.ActiveCfg = Release|Any CPU EndGlobalSection
{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|Any CPU.Build.0 = Release|Any CPU GlobalSection(ExtensibilityGlobals) = postSolution
{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|x64.ActiveCfg = Debug|Any CPU SolutionGuid = {E5592DC2-0542-45B2-A0CF-C6B1EDC72B87}
{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|x64.Build.0 = Debug|Any CPU EndGlobalSection
{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|Any CPU.ActiveCfg = Release|Any CPU EndGlobal
{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|Any CPU.Build.0 = Release|Any CPU
{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|x64.ActiveCfg = Release|Any CPU
{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|x64.Build.0 = Release|Any CPU
{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|Any CPU.ActiveCfg = Release|Any CPU
{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|Any CPU.Build.0 = Release|Any CPU
{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|x64.ActiveCfg = Release|Any CPU
{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|x64.Build.0 = Release|Any CPU
{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|Any CPU.ActiveCfg = Release|Any CPU
{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|Any CPU.Build.0 = Release|Any CPU
{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|x64.ActiveCfg = Release|Any CPU
{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|x64.Build.0 = Release|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(NestedProjects) = preSolution
{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D} = {8D8CD223-7A8C-46C4-A326-58E0B735FBA4}
{AAE21F8A-9BC2-4647-A9EB-4DC86C569080} = {8D8CD223-7A8C-46C4-A326-58E0B735FBA4}
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {E5592DC2-0542-45B2-A0CF-C6B1EDC72B87}
EndGlobalSection
EndGlobal
Quantower/Indicators/ATR_chart.cs
+46
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@@ -0,0 +1,46 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class ATR_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private readonly int Period = 10;
#endregion Parameters
private readonly TBars bars = new();
///////
private ATR_Series indicator;
///////
public ATR_chart()
{
this.SeparateWindow = true;
this.Name = "ATR - Average True Range";
this.Description = "Average True Range description";
this.AddLineSeries("ATR", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.ShortName =
"ATR (" + this.Period + ")";
this.indicator = new(source: bars, period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
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);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Quantower/Indicators/BIAS_chart.cs
-3
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@@ -38,8 +38,6 @@ public class BIAS_chart : Indicator
new(source: bars.Select(this.DataSource), period: this.Period); new(source: bars.Select(this.DataSource), period: this.Period);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,7 +46,6 @@ public class BIAS_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0); this.SetValue(result, 0);
} }
Quantower/Indicators/DEMA_chart.cs
-4
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@@ -38,8 +38,6 @@ public class DEMA_chart : Indicator
period: this.Period, useNaN: false); period: this.Period, useNaN: false);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class DEMA_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result); this.SetValue(result);
} }
Quantower/Indicators/EMA_chart.cs
-4
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@@ -38,8 +38,6 @@ public class EMA_chart : Indicator
period: this.Period, useNaN: false); period: this.Period, useNaN: false);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class EMA_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result); this.SetValue(result);
} }
Quantower/Indicators/ENTP_chart.cs
-4
View File
@@ -38,8 +38,6 @@ public class ENTP_chart : Indicator
period: this.Period, useNaN: true); period: this.Period, useNaN: true);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class ENTP_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0); this.SetValue(result, 0);
Quantower/Indicators/HEMA_chart.cs
-4
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@@ -38,8 +38,6 @@ public class HEMA_chart : Indicator
period: this.Period, useNaN: false); period: this.Period, useNaN: false);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class HEMA_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result); this.SetValue(result);
} }
Quantower/Indicators/HMA_chart.cs
+56 -56
View File
@@ -1,56 +1,56 @@
using System.Drawing; using System.Diagnostics;
using TradingPlatform.BusinessLayer; using System.Drawing;
namespace QuanTAlib; using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class HMA_chart : Indicator
{ public class HMA_chart : Indicator
#region Parameters {
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10; [InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5, [InputParameter("Data source", 1, variants: new object[]
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })] { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
private int DataSource = 3; "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
#endregion Parameters
private readonly TBars bars = new();
private readonly TBars bars = new();
///////
private HMA_Series indicator; ///////
/////// private HMA_Series indicator;
///////
public HMA_chart()
{ public HMA_chart()
this.SeparateWindow = false; {
this.Name = "HMA - Hull Moving Average"; this.SeparateWindow = false;
this.Description = "Hull Moving Average description"; this.Name = "HMA - Hull Moving Average";
this.AddLineSeries("HMA", Color.RoyalBlue, 3, LineStyle.Solid); this.Description = "Hull Moving Average description";
} this.AddLineSeries("HMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{ protected override void OnInit()
this.ShortName = {
"HMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")"; this.ShortName =
this.indicator = new(source: bars.Select(this.DataSource), "HMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
period: this.Period, useNaN: false); this.indicator = new(source: bars.Select(this.DataSource),
} period: this.Period, useNaN: false);
Debug.WriteLine("Send to debug output.");
protected void OnNewData(bool update = false) { this.indicator.Add(update); } }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || Debug.WriteLine("Send to debug output.");
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open), bool update = !(args.Reason == UpdateReason.NewBar ||
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), args.Reason == UpdateReason.HistoricalBar);
this.GetPrice(PriceType.Close), this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.OnNewData(update); this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result); this.SetValue(result);
} }
} }
Quantower/Indicators/JMA_chart.cs
-5
View File
@@ -37,9 +37,6 @@ public class JMA_chart : Indicator
this.indicator = new(source: bars.Select(this.DataSource), this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false); period: this.Period, useNaN: false);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +45,6 @@ public class JMA_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result); this.SetValue(result);
} }
Quantower/Indicators/KURT_chart.cs
-3
View File
@@ -38,8 +38,6 @@ public class KURT_chart : Indicator
period: this.Period, useNaN: true); period: this.Period, useNaN: true);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,7 +46,6 @@ public class KURT_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0); this.SetValue(result, 0);
} }
Quantower/Indicators/MAD_chart.cs
-3
View File
@@ -38,8 +38,6 @@ public class MAD_chart : Indicator
period: this.Period, useNaN: true); period: this.Period, useNaN: true);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,7 +46,6 @@ public class MAD_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
Quantower/Indicators/MAPE_chart.cs
-3
View File
@@ -38,8 +38,6 @@ public class MAPE_chart : Indicator
period: this.Period, useNaN: true); period: this.Period, useNaN: true);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,7 +46,6 @@ public class MAPE_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
Quantower/Indicators/MAX_chart.cs
-4
View File
@@ -38,8 +38,6 @@ public class MAX_chart : Indicator
new(source: bars.Select(this.DataSource), period: this.Period); new(source: bars.Select(this.DataSource), period: this.Period);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class MAX_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0); this.SetValue(result, 0);
Quantower/Indicators/MED_chart.cs
-3
View File
@@ -37,8 +37,6 @@ public class MED_chart : Indicator
this.indicator = this.indicator =
new(source: bars.Select(this.DataSource), period: this.Period); new(source: bars.Select(this.DataSource), period: this.Period);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -47,7 +45,6 @@ public class MED_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0); this.SetValue(result, 0);
} }
Quantower/Indicators/MIN_chart.cs
-4
View File
@@ -38,8 +38,6 @@ public class MIN_chart : Indicator
new(source: bars.Select(this.DataSource), period: this.Period); new(source: bars.Select(this.DataSource), period: this.Period);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class MIN_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0); this.SetValue(result, 0);
Quantower/Indicators/MSE_chart.cs
-3
View File
@@ -38,8 +38,6 @@ public class MSE_chart : Indicator
period: this.Period, useNaN: true); period: this.Period, useNaN: true);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,7 +46,6 @@ public class MSE_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
Quantower/Indicators/PSDEV_chart.cs
-5
View File
@@ -37,9 +37,6 @@ public class PSDEV_chart : Indicator
this.indicator = new(source: bars.Select(this.DataSource), this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true); period: this.Period, useNaN: true);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +45,6 @@ public class PSDEV_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0); this.SetValue(result, 0);
Quantower/Indicators/PVAR_chart.cs
-4
View File
@@ -38,8 +38,6 @@ public class PVAR_chart : Indicator
period: this.Period, useNaN: true); period: this.Period, useNaN: true);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class PVAR_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0); this.SetValue(result, 0);
Quantower/Indicators/RMA_chart.cs
-4
View File
@@ -38,8 +38,6 @@ public class RMA_chart : Indicator
period: this.Period, useNaN: false); period: this.Period, useNaN: false);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class RMA_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result); this.SetValue(result);
} }
Quantower/Indicators/SDEV_chart.cs
-5
View File
@@ -37,9 +37,6 @@ public class SDEV_chart : Indicator
this.indicator = new(source: bars.Select(this.DataSource), this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true); period: this.Period, useNaN: true);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +45,6 @@ public class SDEV_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0); this.SetValue(result, 0);
Quantower/Indicators/SMAPE_chart.cs
-4
View File
@@ -38,8 +38,6 @@ public class SMAPE_chart : Indicator
period: this.Period, useNaN: true); period: this.Period, useNaN: true);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class SMAPE_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0); this.SetValue(result, 0);
Quantower/Indicators/SMA_chart.cs
+5 -9
View File
@@ -7,12 +7,12 @@ public class SMA_chart : Indicator
#region Parameters #region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)] [InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10; private readonly int Period = 10;
[InputParameter("Data source", 1, variants: new object[] [InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5, { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })] "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3; private readonly int DataSource = 3;
#endregion Parameters #endregion Parameters
@@ -36,11 +36,9 @@ public class SMA_chart : Indicator
"SMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")"; "SMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
this.indicator = new(source: bars.Select(this.DataSource), this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false); period: this.Period, useNaN: false);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); } protected override void OnUpdate(UpdateArgs args)
protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar); args.Reason == UpdateReason.HistoricalBar);
@@ -48,8 +46,6 @@ public class SMA_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result); this.SetValue(result);
} }
Quantower/Indicators/TEMA_chart.cs
-4
View File
@@ -38,8 +38,6 @@ public class TEMA_chart : Indicator
period: this.Period, useNaN: false); period: this.Period, useNaN: false);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class TEMA_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result); this.SetValue(result);
} }
Quantower/Indicators/VAR_chart.cs
+1 -5
View File
@@ -37,9 +37,7 @@ public class VAR_chart : Indicator
this.indicator = new(source: bars.Select(this.DataSource), this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true); period: this.Period, useNaN: true);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class VAR_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0); this.SetValue(result, 0);
Quantower/Indicators/WMAPE_chart.cs
-5
View File
@@ -44,15 +44,10 @@ public class WMAPE_chart : Indicator
this.ShortName = "WMAPE (" + QuanTAlib.TBars.SelectStr(this.DataSource) + ", " + this.Period + ")"; this.ShortName = "WMAPE (" + QuanTAlib.TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
this.indicator = new(source: this.bars.Select(this.DataSource), period: this.Period, useNaN: true); this.indicator = new(source: this.bars.Select(this.DataSource), period: this.Period, useNaN: true);
} }
protected void OnNewData(bool update = false) => this.indicator.Add(update);
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar); bool update = !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
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); 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);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
Quantower/Indicators/WMA_chart.cs
-5
View File
@@ -37,9 +37,6 @@ public class WMA_chart : Indicator
this.indicator = new(source: bars.Select(this.DataSource), this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false); period: this.Period, useNaN: false);
} }
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +45,6 @@ public class WMA_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result); this.SetValue(result);
} }
Quantower/Indicators/ZLEMA_chart.cs
+1 -5
View File
@@ -37,10 +37,7 @@ public class ZLEMA_chart : Indicator
this.indicator = new(source: bars.Select(this.DataSource), this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false); period: this.Period, useNaN: false);
} }
protected override void OnUpdate(UpdateArgs args)
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
protected override void OnUpdate(UpdateArgs args)
{ {
bool update = !(args.Reason == UpdateReason.NewBar || bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar); args.Reason == UpdateReason.HistoricalBar);
@@ -48,7 +45,6 @@ public class ZLEMA_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update); this.GetPrice(PriceType.Volume), update);
this.OnNewData(update);
double result = this.indicator[this.indicator.Count - 1].v; double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result); this.SetValue(result);
Quantower/Quantower.csproj
+22 -4
View File
@@ -8,15 +8,33 @@
<AlgoType>Indicator</AlgoType> <AlgoType>Indicator</AlgoType>
<AssemblyName>Quantower_QTAlib</AssemblyName> <AssemblyName>Quantower_QTAlib</AssemblyName>
<RootNamespace>QuanTAlib</RootNamespace> <RootNamespace>QuanTAlib</RootNamespace>
<Configurations>Release</Configurations> <DebugType>embedded</DebugType>
<BaseOutputPath>bin\</BaseOutputPath> <PlatformTarget>AnyCPU</PlatformTarget>
<Nullable>disable</Nullable>
<SignAssembly>False</SignAssembly>
</PropertyGroup> </PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
<Optimize>True</Optimize>
<WarningLevel>3</WarningLevel>
<CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
<PlatformTarget>anycpu</PlatformTarget>
<DebugType>full</DebugType>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|AnyCPU'">
<DebugType>embedded</DebugType>
<Optimize>True</Optimize>
<WarningLevel>3</WarningLevel>
<CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
<PlatformTarget>anycpu</PlatformTarget>
</PropertyGroup>
<ItemGroup> <ItemGroup>
<Compile Include="..\Source\**\*.cs" Exclude="..\Source\obj\**"/> <Compile Include="..\Source\**\*.cs" Exclude="..\Source\obj\**" />
</ItemGroup> </ItemGroup>
<Target Name="CopyCustomContent" AfterTargets="AfterBuild" > <Target Name="CopyCustomContent" AfterTargets="AfterBuild">
<Copy SourceFiles=".\bin\$(Configuration)\net48\Quantower_QTAlib.dll" DestinationFolder="\Quantower\Settings\Scripts\Indicators\QuanTAlib" /> <Copy SourceFiles=".\bin\$(Configuration)\net48\Quantower_QTAlib.dll" DestinationFolder="\Quantower\Settings\Scripts\Indicators\QuanTAlib" />
</Target> </Target>
Source/Basics/ZL_Series.cs
+34 -34
View File
@@ -1,35 +1,35 @@
namespace QuanTAlib; namespace QuanTAlib;
using System; using System;
/* <summary> /* <summary>
ZL: Zero Lag ZL: Zero Lag
Data is de-lagged by removing the data from “lag” days ago, thus removing Data is de-lagged by removing the data from “lag” days ago, thus removing
(or attempting to) the cumulative effect of the moving average. (or attempting to) the cumulative effect of the moving average.
Calculation: Calculation:
Lag = (Period-1)/2 Lag = (Period-1)/2
ZL = Data + (Data - Data(Lag days ago) ) ZL = Data + (Data - Data(Lag days ago) )
Sources: Sources:
https://mudrex.com/blog/zero-lag-ema-trading-strategy/ https://mudrex.com/blog/zero-lag-ema-trading-strategy/
</summary> */ </summary> */
public class ZL_Series : Single_TSeries_Indicator public class ZL_Series : Single_TSeries_Indicator
{ {
public ZL_Series(TSeries source, int period, bool useNaN = false) : base(source, period:period, useNaN:useNaN) { public ZL_Series(TSeries source, int period, bool useNaN = false) : base(source, period:period, useNaN:useNaN) {
if (this._data.Count > 0) { base.Add(this._data); } if (this._data.Count > 0) { base.Add(this._data); }
} }
public override void Add((DateTime t, double v) TValue, bool update) public override void Add((DateTime t, double v) TValue, bool update)
{ {
int _lag = (int)((_p-1) * 0.5); int _lag = (int)((_p-1) * 0.5);
_lag = (_data.Count-_lag < 0) ? 0 : _data.Count-_lag; _lag = (_data.Count-_lag < 0) ? 0 : _data.Count-_lag;
double _zl = TValue.v + (TValue.v - _data[_lag].v); double _zl = TValue.v + (TValue.v - _data[_lag].v);
var ret = (TValue.t, (base.Count==0 && base._NaN) ? double.NaN : _zl ); var ret = (TValue.t, (base.Count==0 && base._NaN) ? double.NaN : _zl );
base.Add(ret, update); base.Add(ret, update);
} }
} }
Source/QuanTAlib.csproj
+1 -1
View File
@@ -13,7 +13,7 @@
<PackageReadmeFile>readme.md</PackageReadmeFile> <PackageReadmeFile>readme.md</PackageReadmeFile>
<TargetFrameworks>net7.0;net6.0;net48;netcoreapp3.1;netstandard2.1</TargetFrameworks> <TargetFrameworks>net7.0;net6.0;net48;netcoreapp3.1;netstandard2.1</TargetFrameworks>
<ImplicitUsings>disable</ImplicitUsings> <ImplicitUsings>disable</ImplicitUsings>
<LangVersion>10.0</LangVersion> <LangVersion>preview</LangVersion>
<Nullable>disable</Nullable> <Nullable>disable</Nullable>
<DisableImplicitNamespaceImports>true</DisableImplicitNamespaceImports> <DisableImplicitNamespaceImports>true</DisableImplicitNamespaceImports>
<NeutralLanguage>en-US</NeutralLanguage> <NeutralLanguage>en-US</NeutralLanguage>
Tests/Tests.csproj
+18 -2
View File
@@ -10,6 +10,22 @@
<Platforms>AnyCPU;x64</Platforms> <Platforms>AnyCPU;x64</Platforms>
</PropertyGroup> </PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
<NoWarn>1701;1702;MSB3270</NoWarn>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|AnyCPU'">
<NoWarn>1701;1702;MSB3270</NoWarn>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
<NoWarn>1701;1702;MSB3270</NoWarn>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
<NoWarn>1701;1702;MSB3270</NoWarn>
</PropertyGroup>
<ItemGroup> <ItemGroup>
<PackageReference Include="JetBrains.dotCover.CommandLineTools" Version="2022.1.0-eap10"> <PackageReference Include="JetBrains.dotCover.CommandLineTools" Version="2022.1.0-eap10">
<PrivateAssets>all</PrivateAssets> <PrivateAssets>all</PrivateAssets>
@@ -26,8 +42,8 @@
</PackageReference> </PackageReference>
</ItemGroup> </ItemGroup>
<ItemGroup> <ItemGroup>
<ProjectReference Include="..\Source\QuanTAlib.csproj" /> <ProjectReference Include="..\Source\QuanTAlib.csproj" />
</ItemGroup> </ItemGroup>
</Project> </Project>