Update RSI_Series to check for period != 0 before calculating RSI

2026-08-26 06:18:05 +00:00 · 2023-04-27 22:30:13 -07:00
parent 3b71ac70c8
commit e1680e9d04
145 changed files with 4826 additions and 4207 deletions
@@ -0,0 +1,119 @@
+namespace QuanTAlib;
+
+using System;
+using System.Linq;
+
+/* <summary>
+TRIX: Triple Exponential Average Oscillator
+	Developed by Jack Hutson in the early 1980s, the triple exponential average (TRIX)
+	has become a popular technical analysis tool to aid chartists in spotting diversions
+	and directional cues in stock trading patterns. 
+
+Sources:
+	https://www.investopedia.com/terms/t/trix.asp
+
+</summary> */
+
+public class TRIX_Series : TSeries {
+	private readonly double _k;
+	private readonly System.Collections.Generic.List<double> _buffer1 = new();
+	private readonly System.Collections.Generic.List<double> _buffer2 = new();
+	private readonly System.Collections.Generic.List<double> _buffer3 = new();
+	private double _lastema1, _lastema2, _lastema3;
+	private double _llastema1, _llastema2, _llastema3;
+
+	private readonly bool _useSMA;
+	protected readonly int _period;
+	protected readonly bool _NaN;
+	protected readonly TSeries _data;
+
+//core constructors
+
+	public TRIX_Series(int period, bool useNaN, bool useSMA) : base() {
+		_period = period;
+		_NaN = useNaN;
+		_useSMA = useSMA;
+		Name = $"TRIX({period})";
+		_k = 2.0 / (_period + 1);
+		_lastema1 = _llastema1 = _lastema2 = _llastema2 = _lastema3 = _llastema3 = 0;
+	}	
+	public TRIX_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) {
+		_data = source;
+		Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+		_data.Pub += Sub;
+		Add(_data);
+	}
+	public TRIX_Series() : this(0, false, true) {}
+	public TRIX_Series(int period) : this(period, false, true) {}
+	public TRIX_Series(TBars source) : this(source.Close, 0, false) {}
+	public TRIX_Series(TBars source, int period) : this(source.Close, period, false) {}
+	public TRIX_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) {}
+	public TRIX_Series(TSeries source, int period) : this(source, period, false, true) {}
+	public TRIX_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) {}
+
+
+	//////////////////
+	// core Add() algo
+	public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update) {
+		if (double.IsNaN(TValue.v)) {
+			return base.Add((TValue.t, Double.NaN), update);
+		}
+		if (this.Count == 0) { _lastema1 = _lastema2 = _lastema3 = TValue.v; }
+		if (update) { _lastema1 = _llastema1; _lastema2 = _llastema2; _lastema3 = _llastema3; }
+		else { _llastema1 = _lastema1; _llastema2 = _lastema2; _llastema3 = _lastema3; }
+
+		double _ema1, _ema2, _ema3;
+		if ((this.Count < _period) && _useSMA) {
+			BufferTrim(_buffer1, TValue.v, _period, update);
+			_ema1 = 0;
+			for (int i = 0; i < _buffer1.Count; i++) { _ema1 += _buffer1[i]; }
+			_ema1 /= _buffer1.Count;
+
+			BufferTrim(_buffer2, _ema1, _period, update);
+			_ema2 = 0;
+			for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
+			_ema2 /= _buffer2.Count;
+
+			BufferTrim(_buffer3, _ema2, _period, update);
+			_ema3 = 0;
+			for (int i = 0; i < _buffer3.Count; i++) { _ema3 += _buffer3[i]; }
+			_ema3 /= _buffer3.Count;
+		}
+		else {
+			_ema1 = (TValue.v - _lastema1) * _k + _lastema1;
+			_ema2 = (_ema1 - _lastema2) * _k + _lastema2;
+			_ema3 = (_ema2 - _lastema3) * _k + _lastema3;
+		}
+		double _trix = 100 * (_ema3 - _lastema3) / _lastema3;
+		_lastema1 = _ema1;
+		_lastema2 = _ema2;
+		_lastema3 = _ema3;
+
+		var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _trix);
+		return base.Add(res, update);
+	}
+	
+//variation of Add()
+	public override (DateTime t, double v) Add(TSeries data) {
+		if (data == null) { return (DateTime.Today, Double.NaN); }
+		foreach (var item in data) { Add(item, false); }
+		return _data.Last;
+	}
+	public new (DateTime t, double v) Add((DateTime t, double v) TValue) {
+		return Add(TValue, false);
+	}
+	public (DateTime t, double v) Add(bool update) {
+		return this.Add(TValue: _data.Last, update: update);
+	}
+	public (DateTime t, double v) Add() {
+		return Add(TValue: _data.Last, update: false);
+	}
+	private new void Sub(object source, TSeriesEventArgs e) {
+		Add(TValue: _data.Last, update: e.update);
+	}
+	
+	//reset calculation
+	public override void Reset() {
+		
+	}
+}