SUM, MIDPOINT, MIDPRICE

Source/Basics/MIDPOINT_Series.cs

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+namespace QuanTAlib;
+using System;
+
+/* <summary>
+MIDPOINT: Midpoint value (max+min)/2 in the given period in the series.
+    If period = 0 => period = full length of the series
+
+Sources:
+    https://thefaqblog.com/what-is-the-midpoint-in-statistics/
+
+</summary> */
+
+public class MIDPOINT_Series : Single_TSeries_Indicator
+{
+	public MIDPOINT_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
+	{
+		if (base._data.Count > 0)
+		{ base.Add(base._data); }
+	}
+	private readonly System.Collections.Generic.List<double> _buffer = new();
+
+	public override void Add((DateTime t, double v) TValue, bool update)
+	{
+		if (update)
+		{ this._buffer[this._buffer.Count - 1] = TValue.v; }
+		else
+		{ this._buffer.Add(TValue.v); }
+		if (this._buffer.Count > this._p && this._p != 0)
+		{ this._buffer.RemoveAt(0); }
+
+		double _max = TValue.v;
+		double _min = TValue.v;
+		for (int i = 0; i < this._buffer.Count; i++)
+		{
+			_max = Math.Max(this._buffer[i], _max);
+			_min = Math.Min(this._buffer[i], _min);
+		}
+		double _mid = (_max + _min) * 0.5;
+
+		var result = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _mid);
+
+		base.Add(result, update);
+	}
+}

Source/Basics/MIDPRICE_Series.cs

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+namespace QuanTAlib;
+using System;
+
+/* <summary>
+MIDPRICE: Midpoint price (highhest high + lowest low)/2 in the given period in the series.
+    If period = 0 => period = full length of the series
+
+</summary> */
+
+public class MIDPRICE_Series : Single_TBars_Indicator
+{
+	public MIDPRICE_Series(TBars source, int period, bool useNaN = false) : base(source, period, useNaN)
+	{
+		if (base._bars.Count > 0)
+		{ base.Add(base._bars); }
+	}
+	private readonly System.Collections.Generic.List<double> _bufferhi = new();
+	private readonly System.Collections.Generic.List<double> _bufferlo = new();
+
+	public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
+	{
+		if (update)
+		{
+			this._bufferhi[this._bufferhi.Count - 1] = TBar.h;
+			this._bufferlo[this._bufferlo.Count - 1] = TBar.l;
+		}
+		else
+		{
+			this._bufferhi.Add(TBar.h);
+			this._bufferlo.Add(TBar.l);
+		}
+		if (this._bufferhi.Count > this._p && this._p != 0)
+		{ this._bufferhi.RemoveAt(0); }
+		if (this._bufferlo.Count > this._p && this._p != 0)
+		{ this._bufferlo.RemoveAt(0); }
+
+		double _max = TBar.h;
+		double _min = TBar.l;
+		for (int i = 0; i < this._bufferhi.Count; i++)
+		{
+			_max = Math.Max(this._bufferhi[i], _max);
+			_min = Math.Min(this._bufferlo[i], _min);
+		}
+		double _mid = (_max + _min) * 0.5;
+
+		var result = (TBar.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _mid);
+
+		base.Add(result, update);
+	}
+}

Source/Basics/SUM_Series.cs

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+namespace QuanTAlib;
+using System;
+
+/* <summary>
+SUM: Cumulative Sum (aka Running Total)
+    SUM across a period provides a rolling sum of all values across the period.
+    If SUM values would be divided with period, the output would be SMA()
+
+Sources:
+    https://en.wikipedia.org/wiki/CUSUM
+
+</summary> */
+
+public class SUM_Series : Single_TSeries_Indicator
+{
+    public SUM_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
+    {
+        if (base._data.Count > 0) { base.Add(base._data); }
+    }
+    private readonly System.Collections.Generic.List<double> _buffer = new();
+
+    public override void Add((System.DateTime t, double v) TValue, bool update)
+    {
+        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 _sum = 0;
+        for (int i = 0; i < _buffer.Count; i++) { _sum += _buffer[i]; }
+
+        var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _sum);
+
+        base.Add(result, update);
+    }
+}