mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 12:08:05 +00:00
ZSCORE, CORR
This commit is contained in:
@@ -12,6 +12,7 @@
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.vscode/
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.vscode/
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*.deps.json
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*.deps.json
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.Sandbox/
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.Sandbox/
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.sonarlint/
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.DS_Store
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.DS_Store
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# User-specific files (MonoDevelop/Xamarin Studio)
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# User-specific files (MonoDevelop/Xamarin Studio)
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+2
-1
@@ -1,3 +1,4 @@
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next-version: 0.1.19
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minor-version-bump-message: \+semver:\s?(feature|new)
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minor-version-bump-message: \+semver:\s?(feature|new)
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branches:
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branches:
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main:
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main:
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||||||
@@ -11,6 +12,6 @@ branches:
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regex: ^dev(elop)?(ment)?$
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regex: ^dev(elop)?(ment)?$
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is-release-branch: false
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is-release-branch: false
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||||||
mode: ContinuousDelivery
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mode: ContinuousDelivery
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tag: 'v'
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tag: 'nightly'
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increment: Inherit
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increment: Inherit
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||||||
update-build-number: true
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update-build-number: true
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||||||
@@ -42,11 +42,24 @@ public abstract class Single_TSeries_Indicator : TSeries
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public abstract class Pair_TSeries_Indicator : TSeries
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public abstract class Pair_TSeries_Indicator : TSeries
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{
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{
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protected readonly int _p;
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protected readonly bool _NaN;
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protected readonly TSeries _d1;
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protected readonly TSeries _d1;
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protected readonly TSeries _d2;
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protected readonly TSeries _d2;
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protected readonly double _dd1, _dd2;
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protected readonly double _dd1, _dd2;
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// Chainable Constructors - add them at the end of primary constructors if needed
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// Chainable Constructors - add them at the end of primary constructors if needed
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protected Pair_TSeries_Indicator(TSeries source1, TSeries source2, int period, bool useNaN)
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{
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this._p = period;
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this._NaN = useNaN;
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this._d1 = source1;
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this._d2 = source2;
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this._dd1 = double.NaN;
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this._dd2 = double.NaN;
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this._d1.Pub += this.Sub;
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this._d2.Pub += this.Sub;
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}
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protected Pair_TSeries_Indicator(TSeries source1, TSeries source2)
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protected Pair_TSeries_Indicator(TSeries source1, TSeries source2)
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{
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{
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this._d1 = source1;
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this._d1 = source1;
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@@ -22,24 +22,17 @@ public class Yahoo_Feed : TBars
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System.Net.Http.HttpClient client = new();
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System.Net.Http.HttpClient client = new();
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var msg = client.GetStringAsync(requestUrl).Result;
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var msg = client.GetStringAsync(requestUrl).Result;
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var jresult = JsonSerializer.Deserialize<JsonDocument>(msg).RootElement;
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var jresult = JsonSerializer.Deserialize<JsonDocument>(msg).RootElement;
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JsonElement json = new();
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JsonElement datetime = new();
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JsonElement open = new();
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JsonElement high = new();
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JsonElement low = new();
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JsonElement close = new();
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JsonElement volume = new();
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|
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jresult.TryGetProperty("chart",out json);
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jresult.TryGetProperty("chart",out JsonElement json);
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json.TryGetProperty("result",out json);
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json.TryGetProperty("result",out json);
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json[0].TryGetProperty("timestamp",out datetime);
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json[0].TryGetProperty("timestamp",out JsonElement datetime);
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json[0].TryGetProperty("indicators",out json);
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json[0].TryGetProperty("indicators",out json);
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json.TryGetProperty("quote",out json);
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json.TryGetProperty("quote",out json);
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json[0].TryGetProperty("open",out open);
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json[0].TryGetProperty("open",out JsonElement open);
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json[0].TryGetProperty("high",out high);
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json[0].TryGetProperty("high",out JsonElement high);
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json[0].TryGetProperty("low",out low);
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json[0].TryGetProperty("low",out JsonElement low);
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json[0].TryGetProperty("close",out close);
|
json[0].TryGetProperty("close",out JsonElement close);
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json[0].TryGetProperty("volume",out volume);
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json[0].TryGetProperty("volume",out JsonElement volume);
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|
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for (int i=0; i<datetime.GetArrayLength(); i++) {
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for (int i=0; i<datetime.GetArrayLength(); i++) {
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DateTime d = DateTimeOffset.FromUnixTimeSeconds(long.Parse(datetime[i].GetRawText())).DateTime;
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DateTime d = DateTimeOffset.FromUnixTimeSeconds(long.Parse(datetime[i].GetRawText())).DateTime;
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@@ -51,7 +51,11 @@
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<PackageIcon>QuanTAlib2.png</PackageIcon>
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<PackageIcon>QuanTAlib2.png</PackageIcon>
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||||||
<PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
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<PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
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||||||
<EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
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<EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
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||||||
|
<CodeAnalysisRuleSet>..\.sonarlint\mihakralj_quantalibcsharp.ruleset</CodeAnalysisRuleSet>
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</PropertyGroup>
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</PropertyGroup>
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||||||
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<ItemGroup>
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||||||
|
<AdditionalFiles Include="..\.sonarlint\mihakralj_quantalib\CSharp\SonarLint.xml" Link="SonarLint.xml" />
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</ItemGroup>
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<ItemGroup>
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<ItemGroup>
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<None Include="..\Docs\readme.md">
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<None Include="..\Docs\readme.md">
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<Pack>True</Pack>
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<Pack>True</Pack>
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@@ -64,10 +68,11 @@
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</None>
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</None>
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</ItemGroup>
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</ItemGroup>
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<ItemGroup>
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<ItemGroup>
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<PackageReference Include="System.Text.Json" Version="7.0.0" />
|
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<PackageReference Include="GitVersion.MsBuild" Version="5.11.1">
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<PackageReference Include="GitVersion.MsBuild" Version="5.11.1">
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<PrivateAssets>All</PrivateAssets>
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<PrivateAssets>all</PrivateAssets>
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<IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
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</PackageReference>
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</PackageReference>
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<PackageReference Include="System.Text.Json" Version="7.0.0" />
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</ItemGroup>
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</ItemGroup>
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</Project>
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</Project>
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@@ -0,0 +1,70 @@
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namespace QuanTAlib;
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using System;
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/* <summary>
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CORR: Pearson's Correlation Coefficient
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|
PCC is a measure of linear correlation between two sets of data.
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It is the ratio between the covariance of two variables and the product of
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their standard deviations; it is essentially a normalized measurement of
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the covariance, such that the result always has a value between −1 and 1.
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Sources:
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https://en.wikipedia.org/wiki/Pearson_correlation_coefficient
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|
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|
</summary> */
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public class CORR_Series : Pair_TSeries_Indicator
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|
{
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|
public CORR_Series(TSeries d1, TSeries d2, int period, bool useNaN = false) : base(d1, d2, period, useNaN)
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|
{
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|
if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
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|
}
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|
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||||||
|
private readonly System.Collections.Generic.List<double> _x = new();
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|
private readonly System.Collections.Generic.List<double> _xx = new();
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|
private readonly System.Collections.Generic.List<double> _y = new();
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||||||
|
private readonly System.Collections.Generic.List<double> _yy = new();
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|
private readonly System.Collections.Generic.List<double> _xy = new();
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|
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||||||
|
public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update)
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|
{
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|
if (update)
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||||||
|
{
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|
_x[_x.Count - 1] = TValue1.v;
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||||||
|
_xx[_xx.Count - 1] = TValue1.v * TValue1.v;
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|
_y[_y.Count - 1] = TValue2.v;
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||||||
|
_y[_yy.Count - 1] = TValue2.v * TValue2.v;
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||||||
|
_xy[_xy.Count - 1] = TValue1.v * TValue2.v;
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|
}
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|
else
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|
{
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|
_x.Add(TValue1.v);
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_xx.Add(TValue1.v * TValue1.v);
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|
_y.Add(TValue2.v);
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||||||
|
_yy.Add(TValue2.v * TValue2.v);
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|
_xy.Add(TValue1.v * TValue2.v);
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||||||
|
}
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||||||
|
if (_x.Count > this._p) { _x.RemoveAt(0); }
|
||||||
|
if (_xx.Count > this._p) { _xx.RemoveAt(0); }
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|
if (_y.Count > this._p) { _y.RemoveAt(0); }
|
||||||
|
if (_yy.Count > this._p) { _yy.RemoveAt(0); }
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|
if (_xy.Count > this._p) { _xy.RemoveAt(0); }
|
||||||
|
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||||||
|
double _sumx = 0;
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||||||
|
for (int i = 0; i < _x.Count; i++) { _sumx += _x[i]; }
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|
double _sumxx = 0;
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||||||
|
for (int i = 0; i < _xx.Count; i++) { _sumxx += _xx[i]; }
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|
double _sumy = 0;
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||||||
|
for (int i = 0; i < _y.Count; i++) { _sumy += _y[i]; }
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|
double _sumyy = 0;
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||||||
|
for (int i = 0; i < _yy.Count; i++) { _sumyy += _yy[i]; }
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|
double _sumxy = 0;
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||||||
|
for (int i = 0; i < _xy.Count; i++) { _sumxy += _xy[i]; }
|
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|
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||||||
|
double _div = (_sumxx - _sumx * _sumx / _p) * (_sumyy - _sumy * _sumy / _p);
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|
double _cor = (_div != 0) ? (_sumxy - _sumx * _sumy / _p) / Math.Sqrt(_div) : 0.0;
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||||||
|
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||||||
|
var result = (TValue1.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _cor);
|
||||||
|
if (update) { base[base.Count - 1] = result; } else { base.Add(result); }
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -21,17 +21,14 @@ Sources:
|
|||||||
|
|
||||||
public class LINREG_Series : Single_TSeries_Indicator
|
public class LINREG_Series : Single_TSeries_Indicator
|
||||||
{
|
{
|
||||||
public TSeries Intercept { get; }
|
public readonly TSeries Intercept = new();
|
||||||
public TSeries RSquared { get; }
|
public readonly TSeries RSquared = new();
|
||||||
public TSeries StdDev { get; }
|
public readonly TSeries StdDev = new();
|
||||||
private readonly System.Collections.Generic.List<double> _buffer = new();
|
private readonly System.Collections.Generic.List<double> _buffer = new();
|
||||||
|
|
||||||
public LINREG_Series(TSeries source, int period, bool useNaN = false)
|
public LINREG_Series(TSeries source, int period, bool useNaN = false)
|
||||||
: base(source, period, useNaN)
|
: base(source, period, useNaN)
|
||||||
{
|
{
|
||||||
this.Intercept = new();
|
|
||||||
this.RSquared = new();
|
|
||||||
this.StdDev = new();
|
|
||||||
if (this._data.Count > 0) { base.Add(this._data); }
|
if (this._data.Count > 0) { base.Add(this._data); }
|
||||||
}
|
}
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||||||
|
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@@ -0,0 +1,51 @@
|
|||||||
|
namespace QuanTAlib;
|
||||||
|
using System;
|
||||||
|
|
||||||
|
/* <summary>
|
||||||
|
ZSCORE: number of standard deviations from SMA
|
||||||
|
Z-score describes a value's relationship to the mean of a series, as measured in
|
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|
terms of standard deviations from the mean. If a Z-score is 0, it indicates that
|
||||||
|
the data point's score is identical to the mean score. A Z-score of 1.0 would
|
||||||
|
indicate a value that is one standard deviation from the mean. Z-scores may be
|
||||||
|
positive or negative, with a positive value indicating the score is above the
|
||||||
|
mean and a negative score indicating it is below the mean.
|
||||||
|
|
||||||
|
Sources:
|
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|
https://en.wikipedia.org/wiki/Z-score
|
||||||
|
https://www.investopedia.com/terms/z/zscore.asp
|
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|
|
||||||
|
Calculation:
|
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|
std = std * STDEV(close, length)
|
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|
mean = SMA(close, length)
|
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|
ZSCORE = (close - mean) / std
|
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|
|
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|
</summary> */
|
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|
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|
public class ZSCORE_Series : Single_TSeries_Indicator
|
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|
{
|
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public ZSCORE_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 _sma = 0;
|
||||||
|
for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
|
||||||
|
_sma /= this._buffer.Count;
|
||||||
|
|
||||||
|
double _pvar = 0;
|
||||||
|
for (int i = 0; i < _buffer.Count; i++) { _pvar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
|
||||||
|
_pvar /= this._buffer.Count;
|
||||||
|
double _psdev = Math.Sqrt(_pvar);
|
||||||
|
double _zscore = (_psdev == 0) ? double.NaN : (TValue.v - _sma) / _psdev;
|
||||||
|
|
||||||
|
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _zscore);
|
||||||
|
base.Add(result, update);
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -58,7 +58,8 @@ public class PandasTA : IDisposable
|
|||||||
public void Dispose()
|
public void Dispose()
|
||||||
{
|
{
|
||||||
PythonEngine.Shutdown();
|
PythonEngine.Shutdown();
|
||||||
}
|
GC.SuppressFinalize(this);
|
||||||
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
void HL2()
|
void HL2()
|
||||||
@@ -191,10 +192,34 @@ public class PandasTA : IDisposable
|
|||||||
{
|
{
|
||||||
TEMA_Series QL = new(bars.Close, period, false);
|
TEMA_Series QL = new(bars.Close, period, false);
|
||||||
var pta = df.ta.tema(close: df.close, length: period);
|
var pta = df.ta.tema(close: df.close, length: period);
|
||||||
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
|
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
|
void SDEV()
|
||||||
|
{
|
||||||
|
SDEV_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
|
var pta = df.ta.stdev(close: df.close, length: period, ddof: 0);
|
||||||
|
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
|
||||||
|
}
|
||||||
|
|
||||||
|
[Fact]
|
||||||
|
void SSDEV()
|
||||||
|
{
|
||||||
|
SSDEV_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
|
var pta = df.ta.stdev(close: df.close, length: period, ddof: 1);
|
||||||
|
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
|
||||||
|
}
|
||||||
|
|
||||||
|
[Fact]
|
||||||
|
void ZSCORE()
|
||||||
|
{
|
||||||
|
ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
|
var pta = df.ta.zscore(close: df.close, length: period, ddof: 0);
|
||||||
|
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
|
||||||
|
}
|
||||||
|
|
||||||
|
[Fact]
|
||||||
void ENTP()
|
void ENTP()
|
||||||
{
|
{
|
||||||
ENTP_Series QL = new(bars.Close, period, useNaN: false);
|
ENTP_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
|
|||||||
+246
-219
@@ -6,277 +6,304 @@ using Xunit;
|
|||||||
namespace Validations;
|
namespace Validations;
|
||||||
public class Skender_Stock
|
public class Skender_Stock
|
||||||
{
|
{
|
||||||
private readonly GBM_Feed bars;
|
private readonly GBM_Feed bars;
|
||||||
private readonly Random rnd = new();
|
private readonly Random rnd = new();
|
||||||
private readonly int period;
|
private readonly int period;
|
||||||
private readonly IEnumerable<Quote> quotes;
|
private readonly IEnumerable<Quote> quotes;
|
||||||
|
|
||||||
public Skender_Stock()
|
public Skender_Stock()
|
||||||
{
|
{
|
||||||
bars = new(Bars: 5000, Volatility: 0.7, Drift: 0.0);
|
bars = new(Bars: 5000, Volatility: 0.7, Drift: 0.0);
|
||||||
period = rnd.Next(28) + 3;
|
period = rnd.Next(28) + 3;
|
||||||
quotes = bars.Select(
|
quotes = bars.Select(
|
||||||
q => new Quote
|
q => new Quote
|
||||||
{
|
{
|
||||||
Date = q.t,
|
Date = q.t,
|
||||||
Open = (decimal)q.o,
|
Open = (decimal)q.o,
|
||||||
High = (decimal)q.h,
|
High = (decimal)q.h,
|
||||||
Low = (decimal)q.l,
|
Low = (decimal)q.l,
|
||||||
Close = (decimal)q.c,
|
Close = (decimal)q.c,
|
||||||
Volume = (decimal)q.v
|
Volume = (decimal)q.v
|
||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void SMA()
|
public void SMA()
|
||||||
{
|
{
|
||||||
SMA_Series QL = new(bars.Close, period, false);
|
SMA_Series QL = new(bars.Close, period, false);
|
||||||
var SK = quotes.GetSma(period);
|
var SK = quotes.GetSma(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Sma!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Sma!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void EMA()
|
public void EMA()
|
||||||
{
|
{
|
||||||
EMA_Series QL = new(bars.Close, period, false);
|
EMA_Series QL = new(bars.Close, period, false);
|
||||||
var SK = quotes.GetEma(period);
|
var SK = quotes.GetEma(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Ema!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Ema!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
[Fact]
|
[Fact]
|
||||||
public void WMA()
|
public void WMA()
|
||||||
{
|
{
|
||||||
WMA_Series QL = new(bars.Close, period, false);
|
WMA_Series QL = new(bars.Close, period, false);
|
||||||
var SK = quotes.GetWma(period);
|
var SK = quotes.GetWma(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Wma!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Wma!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void DEMA()
|
public void DEMA()
|
||||||
{
|
{
|
||||||
DEMA_Series QL = new(bars.Close, period, false);
|
DEMA_Series QL = new(bars.Close, period, false);
|
||||||
var SK = quotes.GetDema(period);
|
var SK = quotes.GetDema(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Dema!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Dema!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void TEMA()
|
public void TEMA()
|
||||||
{
|
{
|
||||||
TEMA_Series QL = new(bars.Close, period, false);
|
TEMA_Series QL = new(bars.Close, period, false);
|
||||||
var SK = quotes.GetTema(period);
|
var SK = quotes.GetTema(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Tema!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Tema!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void MAD()
|
public void MAD()
|
||||||
{
|
{
|
||||||
MAD_Series QL = new(bars.Close, period, false);
|
MAD_Series QL = new(bars.Close, period, false);
|
||||||
var SK = quotes.GetSmaAnalysis(period);
|
var SK = quotes.GetSmaAnalysis(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Mad!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Mad!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void MAPE()
|
public void MSE()
|
||||||
{
|
{
|
||||||
MAPE_Series QL = new(bars.Close, period, false);
|
MSE_Series QL = new(bars.Close, period, false);
|
||||||
var SK = quotes.GetSmaAnalysis(period);
|
var SK = quotes.GetSmaAnalysis(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Mape!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Mse!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void ATR()
|
public void MAPE()
|
||||||
{
|
{
|
||||||
ATR_Series QL = new(bars, period, false);
|
MAPE_Series QL = new(bars.Close, period, false);
|
||||||
var SK = quotes.GetAtr(period);
|
var SK = quotes.GetSmaAnalysis(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Atr!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Mape!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void OBV()
|
public void CORR()
|
||||||
{
|
{
|
||||||
OBV_Series QL = new(bars, period, false);
|
CORR_Series QL = new(bars.High, bars.Low, period, false);
|
||||||
var SK = quotes.GetObv(period);
|
var SK = quotes.Use(CandlePart.High).GetCorrelation(quotes.Use(CandlePart.Low), period);
|
||||||
|
|
||||||
// adding volume[0] to OBV to pass the test and keep compatibility with TA-LIB
|
Assert.Equal(Math.Round((double)SK.Last().Correlation!, 6), Math.Round(QL.Last().v, 6));
|
||||||
Assert.Equal(Math.Round(SK.Last().Obv! + (double)quotes.First().Volume!, 5),
|
}
|
||||||
Math.Round(QL.Last().v, 5));
|
|
||||||
}
|
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void ADL()
|
public void ATR()
|
||||||
{
|
{
|
||||||
ADL_Series QL = new(bars, false);
|
ATR_Series QL = new(bars, period, false);
|
||||||
var SK = quotes.GetAdl();
|
var SK = quotes.GetAtr(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Adl!, 5), Math.Round(QL.Last().v, 5));
|
Assert.Equal(Math.Round((double)SK.Last().Atr!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void CCI()
|
public void OBV()
|
||||||
{
|
{
|
||||||
CCI_Series QL = new(bars, period, false);
|
OBV_Series QL = new(bars, period, false);
|
||||||
var SK = quotes.GetCci(period);
|
var SK = quotes.GetObv(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Cci!, 6), Math.Round(QL.Last().v, 6));
|
// adding volume[0] to OBV to pass the test and keep compatibility with TA-LIB
|
||||||
}
|
Assert.Equal(Math.Round(SK.Last().Obv! + (double)quotes.First().Volume!, 5),
|
||||||
|
Math.Round(QL.Last().v, 5));
|
||||||
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void ATRP()
|
public void ADL()
|
||||||
{
|
{
|
||||||
ATRP_Series QL = new(bars, period, false);
|
ADL_Series QL = new(bars, false);
|
||||||
var SK = quotes.GetAtr(period);
|
var SK = quotes.GetAdl();
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Atrp!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round(SK.Last().Adl!, 5), Math.Round(QL.Last().v, 5));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void KAMA()
|
public void CCI()
|
||||||
{
|
{
|
||||||
KAMA_Series QL = new(bars.Close, period, useNaN: false);
|
CCI_Series QL = new(bars, period, false);
|
||||||
var SK = quotes.GetKama(period);
|
var SK = quotes.GetCci(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Kama!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Cci!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void HMA()
|
public void ATRP()
|
||||||
{
|
{
|
||||||
HMA_Series QL = new(bars.Close, period, useNaN: false);
|
ATRP_Series QL = new(bars, period, false);
|
||||||
var SK = quotes.GetHma(period);
|
var SK = quotes.GetAtr(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Hma!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Atrp!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void SMMA()
|
public void KAMA()
|
||||||
{
|
{
|
||||||
SMMA_Series QL = new(bars.Close, period, useNaN: false);
|
KAMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var SK = quotes.GetSmma(period);
|
var SK = quotes.GetKama(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Smma!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Kama!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void MACD()
|
public void HMA()
|
||||||
{
|
{
|
||||||
MACD_Series QL = new(bars.Close, 26, 12, 9, useNaN: false);
|
HMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var SK = quotes.GetMacd(12, 26, 9);
|
var SK = quotes.GetHma(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Macd!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Hma!, 6), Math.Round(QL.Last().v, 6));
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Signal!, 6), Math.Round(QL.Signal.Last().v, 6));
|
}
|
||||||
}
|
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void BBANDS()
|
public void SMMA()
|
||||||
{
|
{
|
||||||
BBANDS_Series QL = new(bars.Close, period, 2.0, useNaN: false);
|
SMMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var SK = quotes.GetBollingerBands(period, 2.0);
|
var SK = quotes.GetSmma(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Sma!, 6), Math.Round(QL.Mid.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Smma!, 6), Math.Round(QL.Last().v, 6));
|
||||||
Assert.Equal(Math.Round((double)SK.Last().UpperBand!, 6), Math.Round(QL.Upper.Last().v, 6));
|
}
|
||||||
Assert.Equal(Math.Round((double)SK.Last().LowerBand!, 6), Math.Round(QL.Lower.Last().v, 6));
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Width!, 6), Math.Round(QL.Bandwidth.Last().v, 6));
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().PercentB!, 6), Math.Round(QL.PercentB.Last().v, 6));
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().ZScore!, 6), Math.Round(QL.Zscore.Last().v, 6));
|
|
||||||
}
|
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void RSI()
|
public void MACD()
|
||||||
{
|
{
|
||||||
RSI_Series QL = new(bars.Close, period, useNaN: false);
|
MACD_Series QL = new(bars.Close, 26, 12, 9, useNaN: false);
|
||||||
var SK = quotes.GetRsi(period);
|
var SK = quotes.GetMacd(12, 26, 9);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Rsi!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Macd!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
Assert.Equal(Math.Round((double)SK.Last().Signal!, 6), Math.Round(QL.Signal.Last().v, 6));
|
||||||
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void ALMA()
|
public void BBANDS()
|
||||||
{
|
{
|
||||||
ALMA_Series QL = new(bars.Close, period, useNaN: false);
|
BBANDS_Series QL = new(bars.Close, period, 2.0, useNaN: false);
|
||||||
var SK = quotes.GetAlma(period);
|
var SK = quotes.GetBollingerBands(period, 2.0);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Alma!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Sma!, 6), Math.Round(QL.Mid.Last().v, 6));
|
||||||
}
|
Assert.Equal(Math.Round((double)SK.Last().UpperBand!, 6), Math.Round(QL.Upper.Last().v, 6));
|
||||||
|
Assert.Equal(Math.Round((double)SK.Last().LowerBand!, 6), Math.Round(QL.Lower.Last().v, 6));
|
||||||
|
Assert.Equal(Math.Round((double)SK.Last().Width!, 6), Math.Round(QL.Bandwidth.Last().v, 6));
|
||||||
|
Assert.Equal(Math.Round((double)SK.Last().PercentB!, 6), Math.Round(QL.PercentB.Last().v, 6));
|
||||||
|
Assert.Equal(Math.Round((double)SK.Last().ZScore!, 6), Math.Round(QL.Zscore.Last().v, 6));
|
||||||
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void SDEV()
|
public void RSI()
|
||||||
{
|
{
|
||||||
SDEV_Series QL = new(bars.Close, period, useNaN: false);
|
RSI_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var SK = quotes.GetStdDev(period);
|
var SK = quotes.GetRsi(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().StdDev!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Rsi!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void LINREG()
|
public void ALMA()
|
||||||
{
|
{
|
||||||
LINREG_Series QL = new(bars.Close, period, useNaN: false);
|
ALMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var SK = quotes.GetSlope(period);
|
var SK = quotes.GetAlma(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Slope!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Alma!, 6), Math.Round(QL.Last().v, 6));
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Intercept!, 6), Math.Round(QL.Intercept.Last().v, 6));
|
}
|
||||||
Assert.Equal(Math.Round((double)SK.Last().RSquared!, 6), Math.Round(QL.RSquared.Last().v, 6));
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().StdDev!, 6), Math.Round(QL.StdDev.Last().v, 6));
|
|
||||||
}
|
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void TR()
|
public void SDEV()
|
||||||
{
|
{
|
||||||
TR_Series QL = new(bars, useNaN: false);
|
SDEV_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var SK = quotes.GetTr();
|
var SK = quotes.GetStdDev(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Tr!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().StdDev!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void HL2()
|
public void ZSCORE()
|
||||||
{
|
{
|
||||||
TSeries QL = bars.HL2;
|
ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var SK = quotes.GetBaseQuote(CandlePart.HL2);
|
var SK = quotes.GetStdDev(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().ZScore!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void OC2()
|
public void LINREG()
|
||||||
{
|
{
|
||||||
TSeries QL = bars.OC2;
|
LINREG_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var SK = quotes.GetBaseQuote(CandlePart.OC2);
|
var SK = quotes.GetSlope(period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Slope!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
Assert.Equal(Math.Round((double)SK.Last().Intercept!, 6), Math.Round(QL.Intercept.Last().v, 6));
|
||||||
|
Assert.Equal(Math.Round((double)SK.Last().RSquared!, 6), Math.Round(QL.RSquared.Last().v, 6));
|
||||||
|
Assert.Equal(Math.Round((double)SK.Last().StdDev!, 6), Math.Round(QL.StdDev.Last().v, 6));
|
||||||
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void HLC3()
|
public void TR()
|
||||||
{
|
{
|
||||||
TSeries QL = bars.HLC3;
|
TR_Series QL = new(bars, useNaN: false);
|
||||||
var SK = quotes.GetBaseQuote(CandlePart.HLC3);
|
var SK = quotes.GetTr();
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round((double)SK.Last().Tr!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void OHL3()
|
public void HL2()
|
||||||
{
|
{
|
||||||
TSeries QL = bars.OHL3;
|
TSeries QL = bars.HL2;
|
||||||
var SK = quotes.GetBaseQuote(CandlePart.OHL3);
|
var SK = quotes.GetBaseQuote(CandlePart.HL2);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round(SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void OHLC4()
|
public void OC2()
|
||||||
{
|
{
|
||||||
TSeries QL = bars.OHLC4;
|
TSeries QL = bars.OC2;
|
||||||
var SK = quotes.GetBaseQuote(CandlePart.OHLC4);
|
var SK = quotes.GetBaseQuote(CandlePart.OC2);
|
||||||
|
|
||||||
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
Assert.Equal(Math.Round(SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
||||||
}
|
}
|
||||||
|
|
||||||
|
[Fact]
|
||||||
|
public void HLC3()
|
||||||
|
{
|
||||||
|
TSeries QL = bars.HLC3;
|
||||||
|
var SK = quotes.GetBaseQuote(CandlePart.HLC3);
|
||||||
|
|
||||||
|
Assert.Equal(Math.Round(SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
||||||
|
}
|
||||||
|
|
||||||
|
[Fact]
|
||||||
|
public void OHL3()
|
||||||
|
{
|
||||||
|
TSeries QL = bars.OHL3;
|
||||||
|
var SK = quotes.GetBaseQuote(CandlePart.OHL3);
|
||||||
|
|
||||||
|
Assert.Equal(Math.Round(SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
||||||
|
}
|
||||||
|
|
||||||
|
[Fact]
|
||||||
|
public void OHLC4()
|
||||||
|
{
|
||||||
|
TSeries QL = bars.OHLC4;
|
||||||
|
var SK = quotes.GetBaseQuote(CandlePart.OHLC4);
|
||||||
|
|
||||||
|
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
+248
-239
@@ -6,304 +6,313 @@ using QuanTAlib;
|
|||||||
namespace Validations;
|
namespace Validations;
|
||||||
public class TA_LIB
|
public class TA_LIB
|
||||||
{
|
{
|
||||||
private readonly GBM_Feed bars;
|
private readonly GBM_Feed bars;
|
||||||
private readonly Random rnd = new();
|
private readonly Random rnd = new();
|
||||||
private readonly int period;
|
private readonly int period;
|
||||||
private readonly double[] TALIB;
|
private readonly double[] TALIB;
|
||||||
private readonly double[] inopen;
|
private readonly double[] inopen;
|
||||||
private readonly double[] inhigh;
|
private readonly double[] inhigh;
|
||||||
private readonly double[] inlow;
|
private readonly double[] inlow;
|
||||||
private readonly double[] inclose;
|
private readonly double[] inclose;
|
||||||
private readonly double[] involume;
|
private readonly double[] involume;
|
||||||
|
|
||||||
public TA_LIB()
|
public TA_LIB()
|
||||||
{
|
{
|
||||||
bars = new(5000);
|
bars = new(5000);
|
||||||
period = rnd.Next(28) + 3;
|
period = rnd.Next(28) + 3;
|
||||||
TALIB = new double[bars.Count];
|
TALIB = new double[bars.Count];
|
||||||
inopen = bars.Open.v.ToArray();
|
inopen = bars.Open.v.ToArray();
|
||||||
inhigh = bars.High.v.ToArray();
|
inhigh = bars.High.v.ToArray();
|
||||||
inlow = bars.Low.v.ToArray();
|
inlow = bars.Low.v.ToArray();
|
||||||
inclose = bars.Close.v.ToArray();
|
inclose = bars.Close.v.ToArray();
|
||||||
involume = bars.Volume.v.ToArray();
|
involume = bars.Volume.v.ToArray();
|
||||||
}
|
}
|
||||||
|
|
||||||
/////////////////////////////////////////
|
/////////////////////////////////////////
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void ADD()
|
public void ADD()
|
||||||
{
|
{
|
||||||
ADD_Series QL = new(bars.Open, bars.Close);
|
ADD_Series QL = new(bars.Open, bars.Close);
|
||||||
Core.Add(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
Core.Add(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void SUB()
|
public void SUB()
|
||||||
{
|
{
|
||||||
SUB_Series QL = new(bars.Open, bars.Close);
|
SUB_Series QL = new(bars.Open, bars.Close);
|
||||||
Core.Sub(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
Core.Sub(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void MUL()
|
public void MUL()
|
||||||
{
|
{
|
||||||
MUL_Series QL = new(bars.Open, bars.Close);
|
MUL_Series QL = new(bars.Open, bars.Close);
|
||||||
Core.Mult(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
Core.Mult(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void DIV()
|
public void DIV()
|
||||||
{
|
{
|
||||||
DIV_Series QL = new(bars.Open, bars.Close);
|
DIV_Series QL = new(bars.Open, bars.Close);
|
||||||
Core.Div(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
Core.Div(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void SDEV()
|
public void CORR()
|
||||||
{
|
{
|
||||||
SDEV_Series QL = new(bars.Close, period, false);
|
CORR_Series QL = new(bars.Open, bars.Close, period);
|
||||||
Core.StdDev(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Correl(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, optInTimePeriod: period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void SMA()
|
public void SDEV()
|
||||||
{
|
{
|
||||||
SMA_Series QL = new(bars.Close, period, false);
|
SDEV_Series QL = new(bars.Close, period, false);
|
||||||
Core.Sma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.StdDev(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void SUM()
|
public void SMA()
|
||||||
{
|
{
|
||||||
SUM_Series QL = new(bars.Close, period, false);
|
SMA_Series QL = new(bars.Close, period, false);
|
||||||
Core.Sum(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Sma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void MIDPRICE()
|
public void SUM()
|
||||||
{
|
{
|
||||||
MIDPRICE_Series QL = new(bars, period, false);
|
SUM_Series QL = new(bars.Close, period, false);
|
||||||
Core.MidPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Sum(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
|
[Fact]
|
||||||
|
public void MIDPRICE()
|
||||||
|
{
|
||||||
|
MIDPRICE_Series QL = new(bars, period, false);
|
||||||
|
Core.MidPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void VAR()
|
public void VAR()
|
||||||
{
|
{
|
||||||
VAR_Series QL = new(bars.Close, period, false);
|
VAR_Series QL = new(bars.Close, period, false);
|
||||||
Core.Var(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Var(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 5, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 5));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 5, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 5));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void MIDPOINT()
|
public void MIDPOINT()
|
||||||
{
|
{
|
||||||
MIDPOINT_Series QL = new(bars.Close, period, false);
|
MIDPOINT_Series QL = new(bars.Close, period, false);
|
||||||
Core.MidPoint(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.MidPoint(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void TRIMA()
|
public void TRIMA()
|
||||||
{
|
{
|
||||||
TRIMA_Series QL = new(bars.Close, period, false);
|
TRIMA_Series QL = new(bars.Close, period, false);
|
||||||
Core.Trima(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Trima(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void EMA()
|
public void EMA()
|
||||||
{
|
{
|
||||||
EMA_Series QL = new(bars.Close, period, false);
|
EMA_Series QL = new(bars.Close, period, false);
|
||||||
Core.Ema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Ema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void WMA()
|
public void WMA()
|
||||||
{
|
{
|
||||||
WMA_Series QL = new(bars.Close, period, false);
|
WMA_Series QL = new(bars.Close, period, false);
|
||||||
Core.Wma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Wma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void DEMA()
|
public void DEMA()
|
||||||
{
|
{
|
||||||
DEMA_Series QL = new(bars.Close, period, false);
|
DEMA_Series QL = new(bars.Close, period, false);
|
||||||
Core.Dema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Dema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void TEMA()
|
public void TEMA()
|
||||||
{
|
{
|
||||||
TEMA_Series QL = new(bars.Close, period, false);
|
TEMA_Series QL = new(bars.Close, period, false);
|
||||||
Core.Tema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Tema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void MAX()
|
public void MAX()
|
||||||
{
|
{
|
||||||
MAX_Series QL = new(bars.Close, period, false);
|
MAX_Series QL = new(bars.Close, period, false);
|
||||||
Core.Max(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Max(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void MIN()
|
public void MIN()
|
||||||
{
|
{
|
||||||
MIN_Series QL = new(bars.Close, period, false);
|
MIN_Series QL = new(bars.Close, period, false);
|
||||||
Core.Min(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Min(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void ADL()
|
public void ADL()
|
||||||
{
|
{
|
||||||
ADL_Series QL = new(bars, false);
|
ADL_Series QL = new(bars, false);
|
||||||
Core.Ad(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
Core.Ad(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void OBV()
|
public void OBV()
|
||||||
{
|
{
|
||||||
OBV_Series QL = new(bars, period, false);
|
OBV_Series QL = new(bars, period, false);
|
||||||
Core.Obv(inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
Core.Obv(inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void ADOSC()
|
public void ADOSC()
|
||||||
{
|
{
|
||||||
ADOSC_Series QL = new(bars, false);
|
ADOSC_Series QL = new(bars, false);
|
||||||
Core.AdOsc(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
Core.AdOsc(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void ATR()
|
public void ATR()
|
||||||
{
|
{
|
||||||
ATR_Series QL = new(bars, period, false);
|
ATR_Series QL = new(bars, period, false);
|
||||||
Core.Atr(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Atr(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void CCI()
|
public void CCI()
|
||||||
{
|
{
|
||||||
CCI_Series QL = new(bars, period, false);
|
CCI_Series QL = new(bars, period, false);
|
||||||
Core.Cci(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Cci(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void RSI()
|
public void RSI()
|
||||||
{
|
{
|
||||||
RSI_Series QL = new(bars.Close, period, false);
|
RSI_Series QL = new(bars.Close, period, false);
|
||||||
Core.Rsi(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
Core.Rsi(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void TR()
|
public void TR()
|
||||||
{
|
{
|
||||||
TR_Series QL = new(bars, false);
|
TR_Series QL = new(bars, false);
|
||||||
Core.TRange(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
Core.TRange(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void MACD()
|
public void MACD()
|
||||||
{
|
{
|
||||||
double[] macdSignal = new double[bars.Count];
|
double[] macdSignal = new double[bars.Count];
|
||||||
double[] macdHist = new double[bars.Count];
|
double[] macdHist = new double[bars.Count];
|
||||||
MACD_Series QL = new(bars.Close, slow: 26, fast: 12, signal: 9, false);
|
MACD_Series QL = new(bars.Close, slow: 26, fast: 12, signal: 9, false);
|
||||||
Core.Macd(inclose, 0, bars.Count - 1, outMacd: TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
|
Core.Macd(inclose, 0, bars.Count - 1, outMacd: TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
Assert.Equal(Math.Round(macdSignal[macdSignal.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Signal.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(macdSignal[macdSignal.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Signal.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void BBANDS()
|
public void BBANDS()
|
||||||
{
|
{
|
||||||
double[] outMiddle = new double[bars.Count];
|
double[] outMiddle = new double[bars.Count];
|
||||||
double[] outUpper = new double[bars.Count];
|
double[] outUpper = new double[bars.Count];
|
||||||
double[] outLower = new double[bars.Count];
|
double[] outLower = new double[bars.Count];
|
||||||
BBANDS_Series QL = new(bars.Close, period: 26, multiplier: 2.0, false);
|
BBANDS_Series QL = new(bars.Close, period: 26, multiplier: 2.0, false);
|
||||||
Core.Bbands(inclose, 0, bars.Count - 1, outRealUpperBand: outUpper, outRealMiddleBand: outMiddle, outRealLowerBand: outLower, out int outBegIdx, out _, optInTimePeriod: 26, optInNbDevUp: 2.0, optInNbDevDn: 2.0);
|
Core.Bbands(inclose, 0, bars.Count - 1, outRealUpperBand: outUpper, outRealMiddleBand: outMiddle, outRealLowerBand: outLower, out int outBegIdx, out _, optInTimePeriod: 26, optInNbDevUp: 2.0, optInNbDevDn: 2.0);
|
||||||
Assert.Equal(Math.Round(outUpper[outUpper.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Upper.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(outUpper[outUpper.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Upper.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Mid.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Mid.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Lower.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Lower.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void HL2()
|
public void HL2()
|
||||||
{
|
{
|
||||||
TSeries QL = bars.HL2;
|
TSeries QL = bars.HL2;
|
||||||
Core.MedPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
Core.MedPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void HLC3()
|
public void HLC3()
|
||||||
{
|
{
|
||||||
TSeries QL = bars.HLC3;
|
TSeries QL = bars.HLC3;
|
||||||
Core.TypPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
Core.TypPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void OHLC4()
|
public void OHLC4()
|
||||||
{
|
{
|
||||||
TSeries QL = bars.OHLC4;
|
TSeries QL = bars.OHLC4;
|
||||||
Core.AvgPrice(inopen, inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
Core.AvgPrice(inopen, inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void HLCC4()
|
public void HLCC4()
|
||||||
{
|
{
|
||||||
TSeries QL = bars.HLCC4;
|
TSeries QL = bars.HLCC4;
|
||||||
Core.WclPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
Core.WclPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||||
|
|
||||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,87 +0,0 @@
|
|||||||
|
|
||||||
## 1. Prepare the Peloton tablet
|
|
||||||
|
|
||||||
Stop Peloton overlay app:
|
|
||||||
- tap on Settings in the top right corner and select Device Settings
|
|
||||||
- tap Apps and scroll down to find and tap Peloton app (not Peloton Launcher, just Peloton)
|
|
||||||
- tap FORCE STOP to stop the app overlay
|
|
||||||
- confrm by tapping OK
|
|
||||||
|
|
||||||
Turn on developer mode
|
|
||||||
- return to Settings page
|
|
||||||
- tap About tablet in System section
|
|
||||||
- tap Build number repeatedly until you activate developer mode
|
|
||||||
|
|
||||||
Enable USB debugging
|
|
||||||
- return to Settings page
|
|
||||||
- tap (now visible) Developer options in System section
|
|
||||||
- scroll down to find USB Debugging option
|
|
||||||
- Enable USB debugging
|
|
||||||
- Confirm by tapping OK
|
|
||||||
|
|
||||||
## 3. Prepare the PC with Zwift/Rouvy
|
|
||||||
|
|
||||||
- Create your Splashtop account https://my.splashtop.com/login
|
|
||||||
- Download and install Splashtop Streamer https://www.splashtop.com/downloads#pers
|
|
||||||
- Download Android Platform Tools https://developer.android.com/studio/releases/platform-tools
|
|
||||||
- Download Nova launcher APK (or any other launcher that works on Android 7) https://apkpure.com/nova-launcher/com.teslacoilsw.launcher/download/62019-APK
|
|
||||||
- Download Splashtop APK https://apkpure.com/splashtop-personal-access/com.splashtop.remote.pad.v2
|
|
||||||
- Unzip Android tools into a new folder
|
|
||||||
- move both APKs to the same folder
|
|
||||||
- Run Command Prompt (CMD) and move to the same folder
|
|
||||||
- Launch Android Debuging Bridge: adb start-server
|
|
||||||
- Connect PC and Peloton tablet with USB cable
|
|
||||||
- Peloton tablet will check for confirmation; Accept debugging over USB
|
|
||||||
- Verify connectivity on PC in the Command window: adb devices
|
|
||||||
|
|
||||||
## 4. Side-load APKs
|
|
||||||
|
|
||||||
- Execute the following three commands on PC:
|
|
||||||
adb shell settings put secure install_non_market_apps 1
|
|
||||||
adb install <name_of_nova_launcher.apk>
|
|
||||||
adb install <name_of_splashtop.apk>
|
|
||||||
- Disconnect USB cable
|
|
||||||
- On Peloton tablet tap Peloton 'P' logo at the bottom
|
|
||||||
- Select Nova as a default launcher
|
|
||||||
- Accept all defaults for Nova launcher - you can customize it later
|
|
||||||
|
|
||||||
|
|
||||||
- (optional) Bring Peloton and Splashtop icons to the main page of Nova launcher
|
|
||||||
- Choosing Peloton launches Peloton app; Choosing Splashtop launches Splashtop app
|
|
||||||
- Swiping down from the top of the screen reveals the hidden 'P' launcher button
|
|
||||||
|
|
||||||
## 5. Connect Peloton tablet and PC
|
|
||||||
|
|
||||||
- Launch Splashtop app on Peloton tablet
|
|
||||||
- Login with Splashtop credentials
|
|
||||||
- Connect to PC that runs Splashtop streamer (and Zwift/Rouvy)
|
|
||||||
- Launch Zwift/Rouvy
|
|
||||||
|
|
||||||
## 5. Enable sensors
|
|
||||||
|
|
||||||
- (optional): buy ANT+ USB dongle https://www.amazon.com/s?k=ant%2B+USB+stick
|
|
||||||
|
|
||||||
Peloton Tread:
|
|
||||||
Speed: Runn https://npe-inc.com/runn-smart-treadmill-sensor-2/
|
|
||||||
(or Stryd https://www.stryd.com/us/en)
|
|
||||||
Cadence: Garmin foodpod (or Stryd)
|
|
||||||
Heartrate: any HR monitor (BT or ANT+) https://www.amazon.com/s?k=bluetooth+HR+monitor
|
|
||||||
Power: Stryd
|
|
||||||
|
|
||||||
Peloton Bike (gen1):
|
|
||||||
Power & Cadence: DFC (Data Fitness Connector) https://www.crowdsupply.com/intelligenate/data-fitness-connector
|
|
||||||
Heartrate:vany HR monitor (BT or ANT+)
|
|
||||||
|
|
||||||
## 6. Navigation
|
|
||||||
|
|
||||||
Nova is now a default launcher on Android tablet, but on Tread we need to run Peloton app in the background to prevent locking of treadmill:
|
|
||||||
|
|
||||||
- Launch Peloton app
|
|
||||||
- Swipe down from the top and return to Nova launcher
|
|
||||||
- Launch Splashtop app
|
|
||||||
- Connect to PC
|
|
||||||
- Launch Zwift or Rouvy
|
|
||||||
- Connect all sensors
|
|
||||||
- Run/Ride!
|
|
||||||
|
|
||||||
|
|
||||||
+29
-29
@@ -38,13 +38,13 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
|
|||||||
| **BASIC TRANSFORMS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
|
| **BASIC TRANSFORMS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
|
||||||
|--|:--:|:--:|:--:|:--:|
|
|--|:--:|:--:|:--:|:--:|
|
||||||
| ⭐ OC2 - (Open+Close)/2 |️ `.OC2` || CandlePart.OC2 ||
|
| ⭐ OC2 - (Open+Close)/2 |️ `.OC2` || CandlePart.OC2 ||
|
||||||
| ⭐ HL2 - Median Price | `.HL2` | MEDPRICE | CandlePart.HL2 ||
|
| ⭐ HL2 - Median Price | `.HL2` | MEDPRICE | CandlePart.HL2 | hl2 |
|
||||||
| ⭐ HLC3 - Typical Price | `.HLC3` | TYPPRICE | CandlePart.HLC3 ||
|
| ⭐ HLC3 - Typical Price | `.HLC3` | TYPPRICE | CandlePart.HLC3 | hlc3 |
|
||||||
| ⭐ OHL3 - (Open+High+Low)/3 | `.OHL3` || CandlePart.OHL3 ||
|
| ⭐ OHL3 - (Open+High+Low)/3 | `.OHL3` || CandlePart.OHL3 ||
|
||||||
| ⭐ OHLC4 - Average Price | `.OHLC4` | AVGPRICE |️ CandlePart.OHLC4 ||
|
| ⭐ OHLC4 - Average Price | `.OHLC4` | AVGPRICE |️ CandlePart.OHLC4 | ohlc4 |
|
||||||
| ⭐ HLCC4 - Weighted Price | `.HLCC4` | WCLPRICE | CandlePart.HLCC4 ||
|
| ⭐ HLCC4 - Weighted Price | `.HLCC4` | WCLPRICE | CandlePart.HLCC4 ||
|
||||||
| ⭐ MIDPOINT - Midpoint value | `MIDPOINT_Series` | MIDPOINT |||
|
| ⭐ MIDPOINT - Midpoint value | `MIDPOINT_Series` | MIDPOINT || midpoint |
|
||||||
| ⭐ MIDPRICE - Midpoint price | `MIDPRICE_Series` | MIDPRICE |||
|
| ⭐ MIDPRICE - Midpoint price | `MIDPRICE_Series` | MIDPRICE || midprice |
|
||||||
| ⭐ MAX - Max value | `MAX_Series` | MAX |||
|
| ⭐ MAX - Max value | `MAX_Series` | MAX |||
|
||||||
| ⭐ MIN - Min value | `MIN_Series` | MIN |||
|
| ⭐ MIN - Min value | `MIN_Series` | MIN |||
|
||||||
| ⭐ SUM - Summation | `SUM_Series` | SUM |||
|
| ⭐ SUM - Summation | `SUM_Series` | SUM |||
|
||||||
@@ -55,7 +55,7 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
|
|||||||
|||||
|
|||||
|
||||||
| **STATISTICS & NUMERICAL ANALYSIS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
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| **STATISTICS & NUMERICAL ANALYSIS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
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| ⭐ BIAS - Bias | `BIAS_Series` ||| bias |
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| ⭐ BIAS - Bias | `BIAS_Series` ||| bias |
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| ⛔ CORREL - Pearson's Correlation Coefficient || CORREL | GetCorrelation ||
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| ⭐ CORR - Pearson's Correlation Coefficient | `CORR_Series` | CORREL | GetCorrelation ||
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| ⛔ COVAR - Covariance ||| GetCorrelation ||
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| ⛔ COVAR - Covariance ||| GetCorrelation ||
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| ⭐ ENTP - Entropy | `ENTP_Series` ||| entropy |
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| ⭐ ENTP - Entropy | `ENTP_Series` ||| entropy |
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| ⭐ KURT - Kurtosis | `KURT_Series` ||| kurtosis |
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| ⭐ KURT - Kurtosis | `KURT_Series` ||| kurtosis |
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@@ -63,54 +63,54 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
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| ⭐ MAD - Mean Absolute Deviation | `MAD_Series` || GetSma | mad |
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| ⭐ MAD - Mean Absolute Deviation | `MAD_Series` || GetSma | mad |
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| ⭐ MAPE - Mean Absolute Percent Error | `MAPE_Series` || GetSma ||
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| ⭐ MAPE - Mean Absolute Percent Error | `MAPE_Series` || GetSma ||
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| ⭐ MED - Median value | `MED_Series` ||| median |
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| ⭐ MED - Median value | `MED_Series` ||| median |
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| ✔️ MSE - Mean Squared Error | `MSE_Series` || GetSma ||
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| ⭐ MSE - Mean Squared Error | `MSE_Series` || GetSma ||
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| ⛔ SKEW - Skewness |||||
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| ⛔ SKEW - Skewness |||| skew |
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| ⭐ SDEV - Standard Deviation (Volatility) | `SDEV_Series` | STDDEV |||
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| ⭐ SDEV - Standard Deviation (Volatility) | `SDEV_Series` | STDDEV | GetStdDev | stdev |
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| ✔️ SSDEV - Sample Standard Deviation | `SSDEV_Series` ||||
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| ⭐ SSDEV - Sample Standard Deviation | `SSDEV_Series` ||| stdev |
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| ✔️ SMAPE - Symmetric Mean Absolute Percent Error | `SMAPE_Series` ||||
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| ✔️ SMAPE - Symmetric Mean Absolute Percent Error | `SMAPE_Series` ||||
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| ⭐ VAR - Population Variance | `VAR_Series` | VAR || variance |
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| ⭐ VAR - Population Variance | `VAR_Series` | VAR || variance |
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| ⭐ SVAR - Sample Variance | `SVAR_Series` ||| variance |
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| ⭐ SVAR - Sample Variance | `SVAR_Series` ||| variance |
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| ⛔ QUANT - Quantile |||||
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| ⛔ QUANTILE - Quantile |||| quantile |
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| ✔️ WMAPE - Weighted Mean Absolute Percent Error | `WMAPE_Series` ||||
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| ✔️ WMAPE - Weighted Mean Absolute Percent Error | `WMAPE_Series` ||||
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| ⛔ ZSCORE - Number of standard deviations from mean |||||
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| ⭐ ZSCORE - Number of standard deviations from mean | `ZSCORE_Series` || GetStdDev | zscore |
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|
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| **TREND INDICATORS & AVERAGES** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
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| **TREND INDICATORS & AVERAGES** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
|
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| ⛔ AFIRMA - Autoregressive Finite Impulse Response Moving Average |||||
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| ⛔ AFIRMA - Autoregressive Finite Impulse Response Moving Average |||||
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| ⭐ ALMA - Arnaud Legoux Moving Average | `ALMA_Series` || GetAlma ||
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| ⭐ ALMA - Arnaud Legoux Moving Average | `ALMA_Series` || GetAlma | alma |
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| ⛔ ARIMA - Autoregressive Integrated Moving Average |||||
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| ⛔ ARIMA - Autoregressive Integrated Moving Average |||||
|
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| ⭐ DEMA - Double EMA Average | `DEMA_Series` | DEMA | GetDema | dema |
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| ⭐ DEMA - Double EMA Average | `DEMA_Series` | DEMA | GetDema | dema |
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| ⭐ EMA - Exponential Moving Average | `EMA_Series` || GetEma | ema |
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| ⭐ EMA - Exponential Moving Average | `EMA_Series` || GetEma | ema |
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| ⛔ EPMA - Endpoint Moving Average ||| GetEpma ||
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| ⛔ EPMA - Endpoint Moving Average ||| GetEpma ||
|
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| ⛔ FRAMA - Fractal Adaptive Moving Average |||||
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| ⛔ FRAMA - Fractal Adaptive Moving Average |||||
|
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| ⛔ FWMA - Fibonacci's Weighted Moving Average |||||
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| ⛔ FWMA - Fibonacci's Weighted Moving Average |||| fwma |
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| ⛔ HILO - Gann High-Low Activator |||||
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| ⛔ HILO - Gann High-Low Activator |||| hilo |
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| ✔️ HEMA - Hull/EMA Average | `HEMA_Series` ||||
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| ✔️ HEMA - Hull/EMA Average | `HEMA_Series` ||||
|
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| ⛔ Hilbert Transform Instantaneous Trendline || HT_TRENDLINE | GetHtTrendline ||
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| ⛔ Hilbert Transform Instantaneous Trendline || HT_TRENDLINE | GetHtTrendline ||
|
||||||
| ⭐ HMA - Hull Moving Average | `HMA_Series` || GetHma | hma |
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| ⭐ HMA - Hull Moving Average | `HMA_Series` || GetHma | hma |
|
||||||
| ⛔ HWMA - Holt-Winter Moving Average |||||
|
| ⛔ HWMA - Holt-Winter Moving Average |||| hwma |
|
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| ✔️ JMA - Jurik Moving Average | `JMA_Series` ||||
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| ✔️ JMA - Jurik Moving Average | `JMA_Series` ||| jma |
|
||||||
| ⭐ KAMA - Kaufman's Adaptive Moving Average | `KAMA_Series` | KAMA | GetKama | kama |
|
| ⭐ KAMA - Kaufman's Adaptive Moving Average | `KAMA_Series` | KAMA | GetKama | kama |
|
||||||
| ⛔ KDJ - KDJ Indicator (trend reversal) |||||
|
| ⛔ KDJ - KDJ Indicator (trend reversal) |||| kdj |
|
||||||
| ⛔ LSMA - Least Squares Moving Average |||||
|
| ⛔ LSMA - Least Squares Moving Average |||||
|
||||||
| ⭐ MACD - Moving Average Convergence/Divergence | `MACD_Series` | MACD | GetMacd ||
|
| ⭐ MACD - Moving Average Convergence/Divergence | `MACD_Series` | MACD | GetMacd | macd |
|
||||||
| ⛔ MAMA - MESA Adaptive Moving Average || MAMA | GetMama ||
|
| ⛔ MAMA - MESA Adaptive Moving Average || MAMA | GetMama ||
|
||||||
| ⛔ MCGD - McGinley Dynamic |||||
|
| ⛔ MCGD - McGinley Dynamic |||| mcgd |
|
||||||
| ⛔ MMA - Modified Moving Average |||||
|
| ⛔ MMA - Modified Moving Average |||||
|
||||||
| ⛔ PPMA - Pivot Point Moving Average |||||
|
| ⛔ PPMA - Pivot Point Moving Average |||||
|
||||||
| ⛔ PWMA - Pascal's Weighted Moving Average |||||
|
| ⛔ PWMA - Pascal's Weighted Moving Average |||| pwma |
|
||||||
| ⭐ RMA - WildeR's Moving Average | `RMA_Series` ||| rma |
|
| ⭐ RMA - WildeR's Moving Average | `RMA_Series` ||| rma |
|
||||||
| ⛔ SINWMA - Sine Weighted Moving Average |||||
|
| ⛔ SINWMA - Sine Weighted Moving Average |||| sinwma |
|
||||||
| ⭐ SMA - Simple Moving Average | `SMA_Series` | SMA | GetSma | sma |
|
| ⭐ SMA - Simple Moving Average | `SMA_Series` | SMA | GetSma | sma |
|
||||||
| ⭐ SMMA - Smoothed Moving Average | `SMMA_Series` || GetSmma ||
|
| ⭐ SMMA - Smoothed Moving Average | `SMMA_Series` || GetSmma ||
|
||||||
| ⛔ SSF - Ehler's Super Smoother Filter |||||
|
| ⛔ SSF - Ehler's Super Smoother Filter |||| ssf |
|
||||||
| ⛔ SUP - Supertrend |||||
|
| ⛔ SUPERTREND - Supertrend |||| supertrend |
|
||||||
| ⛔ SWMA - Symmetric Weighted Moving Average |||||
|
| ⛔ SWMA - Symmetric Weighted Moving Average |||| swma |
|
||||||
| ⛔ T3 - Tillson T3 Moving Average || T3 | GetT3 ||
|
| ⛔ T3 - Tillson T3 Moving Average || T3 | GetT3 | t3 |
|
||||||
| ⭐ TEMA - Triple EMA Average | `TEMA_Series` | TEMA | GetTema | tema |
|
| ⭐ TEMA - Triple EMA Average | `TEMA_Series` | TEMA | GetTema | tema |
|
||||||
| ⭐ TRIMA - Triangular Moving Average | `TRIMA_Series` | TRIMA |||
|
| ⭐ TRIMA - Triangular Moving Average | `TRIMA_Series` | TRIMA || trima |
|
||||||
| ⛔ TSF - Time Series Forecast || TSF |||
|
| ⛔ TSF - Time Series Forecast || TSF |||
|
||||||
| ⛔ VIDYA - Variable Index Dynamic Average |||||
|
| ⛔ VIDYA - Variable Index Dynamic Average |||| vidya |
|
||||||
| ⛔ VOR - Vortex Indicator |||||
|
| ⛔ VORTEX - Vortex Indicator |||| vortex |
|
||||||
| ⭐ WMA - Weighted Moving Average | `WMA_Series` | WMA | GetWma | wma |
|
| ⭐ WMA - Weighted Moving Average | `WMA_Series` | WMA | GetWma | wma |
|
||||||
| ⭐ ZLEMA - Zero Lag EMA Average | `ZLEMA_Series` ||| zlma |
|
| ⭐ ZLEMA - Zero Lag EMA Average | `ZLEMA_Series` ||| zlma |
|
||||||
||||||
|
||||||
|
||||||
|
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Reference in New Issue
Block a user