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Miha Kralj
2024-10-08 19:51:33 -07:00
parent b5d61804be
commit f58c0dc69c
156 changed files with 52 additions and 12413 deletions
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lib/averages/Htit.cs
+1 -1
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@@ -1,5 +1,5 @@
//not working yet
//TODO consistency test
//TODO fails consistency test
namespace QuanTAlib;
lib/averages/Jma.cs
+1 -1
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@@ -1,5 +1,5 @@
namespace QuanTAlib;
//TODO consistency test
//TODO fails consistency test
public class Jma : AbstractBase
{
public readonly int Period;
lib/averages/Maaf.cs
+1 -1
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@@ -1,4 +1,4 @@
//TODO: consistency test
//TODO: fails consistency test
namespace QuanTAlib;
lib/averages/Mgdi.cs
+3 -2
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@@ -22,7 +22,7 @@ public class Mgdi : AbstractBase
Init();
}
public Mgdi(object source, int period, double kFactor = 1.0) : this(period, kFactor)
public Mgdi(object source, int period, double kFactor = 0.6) : this(period, kFactor)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
@@ -58,8 +58,9 @@ public class Mgdi : AbstractBase
}
else
{
double ratio = _prevMd != 0 ? value / _prevMd : 1;
double md = _prevMd + ((value - _prevMd) /
(_kFactor * _period * Math.Pow(value / _prevMd, 4)));
(_kFactor * _period * Math.Pow(ratio, 4)));
_prevMd = md;
}