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Miha Kralj
2022-11-18 21:48:41 -08:00
parent cfa10c79e8
commit f393ec336d
13 changed files with 1264 additions and 985 deletions
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Source/Volatility/RSI_Series.cs
+22 -17
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@@ -16,30 +16,34 @@ public class RSI_Series : Single_TSeries_Indicator
{
private readonly System.Collections.Generic.List<double> _gain = new();
private readonly System.Collections.Generic.List<double> _loss = new();
private double _avgGain;
private double _avgLoss;
private double _lastValue;
private double _lastlastValue;
private double _avgGain, _avgLoss, _lastValue;
private double _avgGain_o, _avgLoss_o, _lastValue_o;
private int i;
public RSI_Series(TSeries source, int period = 10, bool useNaN = false) : base(source, period: period, useNaN: useNaN)
{ if (source.Count > 0) { base.Add(source); } }
public RSI_Series(TSeries source, int period = 10, bool useNaN = false) : base(source, period: period, useNaN: useNaN) {
i = 0;
if (source.Count > 0) { base.Add(source); }
}
public override void Add((System.DateTime t, double v) TValue, bool update)
{
int i = this.Count;
public override void Add((System.DateTime t, double v) TValue, bool update) {
double _rsi = 0;
if (update) { _lastValue = _lastlastValue; }
if (update) {
_lastValue = _lastValue_o;
_avgGain = _avgGain_o;
_avgLoss = _avgLoss_o;
}
else {
_lastValue_o = _lastValue;
_avgGain_o = _avgGain;
_avgLoss_o = _avgLoss;
}
if (i == 0) { _lastValue = TValue.v; }
double _gainval = (TValue.v > _lastValue) ? TValue.v - _lastValue : 0;
if (update) { _gain[_gain.Count - 1] = _gainval; } else { _gain.Add(_gainval); }
if (_gain.Count > this._p) { _gain.RemoveAt(0); }
Add_Replace_Trim(_gain, _gainval, _p, update);
double _lossval = (TValue.v < _lastValue) ? _lastValue - TValue.v : 0;
if (update) { _loss[_loss.Count - 1] = _lossval; } else { _loss.Add(_lossval); }
if (_loss.Count > this._p) { _loss.RemoveAt(0); }
_lastlastValue = _lastValue;
Add_Replace_Trim(_loss, _lossval, _p, update);
_lastValue = TValue.v;
// calculate RSI
@@ -67,6 +71,7 @@ public class RSI_Series : Single_TSeries_Indicator
_rsi = (_avgLoss > 0) ? 100 - (100 / (1 + (_avgGain / _avgLoss))) : 100;
}
if (!update) { i++; }
var result = (TValue.t, (this.Count < this._p && this._NaN) ? double.NaN : _rsi);
base.Add(result, update);
}