{
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   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "dotnet_interactive": {
     "language": "csharp"
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    {
     "data": {
      "text/html": [
       "<div><div></div><div></div><div><strong>Installed Packages</strong><ul><li><span>QuanTAlib, 0.1.10-beta</span></li><li><span>TALib.NETCore, 0.4.4</span></li></ul></div></div>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "#r \"nuget: TALib.NETCore, 0.4.4\"    \n",
    "#r \"nuget: QuanTAlib, 0.1.10-beta\" \n",
    "\n",
    "using QuanTAlib;\n",
    "using TALib;\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "dotnet_interactive": {
     "language": "csharp"
    },
    "vscode": {
     "languageId": "dotnet-interactive.csharp"
    }
   },
   "outputs": [
    {
     "ename": "Error",
     "evalue": "(1,1): error CS0246: The type or namespace name 'YAHOO_Feed' could not be found (are you missing a using directive or an assembly reference?)",
     "output_type": "error",
     "traceback": [
      "(1,1): error CS0246: The type or namespace name 'YAHOO_Feed' could not be found (are you missing a using directive or an assembly reference?)"
     ]
    }
   ],
   "source": [
    "YAHOO_Feed aapl = new(2020,\"AAPL\");\n",
    "TSeries data = aapl.Close;\n",
    "\n",
    "data.Count()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "dotnet_interactive": {
     "language": "csharp"
    },
    "vscode": {
     "languageId": "dotnet-interactive.csharp"
    }
   },
   "outputs": [],
   "source": [
    "int period = 10;\n",
    "\n",
    "//QuanTAlib SMA algorithm\n",
    "SMA_Series e = new(data, period, false);  \n",
    "\n",
    "// direct call to SMA from TA-LIB - with stitching NaNs in front\n",
    "int outBegIdx, outNbElement;\n",
    "double[] output = new double[data.Count];\n",
    "double[] nans = new double[period];\n",
    "double[] ta_temp = new double[data.Count-period+1];\n",
    "Array.Fill(nans, double.NaN);\n",
    "Core.Sma(data.v.ToArray(), 0, data.Count-1, ta_temp, out outBegIdx, out outNbElement, period); //TA-LIB SMA method\n",
    "nans.CopyTo(output,0);\n",
    "ta_temp.CopyTo(output,period-1);\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "dotnet_interactive": {
     "language": "csharp"
    },
    "vscode": {
     "languageId": "dotnet-interactive.csharp"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "QuantLib\t TA-LIB\n",
      "164.31\t\t 164.31\n",
      "166.81\t\t 166.81\n",
      "169.20\t\t 169.20\n",
      "171.01\t\t 171.01\n",
      "172.41\t\t 172.41\n",
      "173.45\t\t 173.45\n",
      "174.75\t\t 174.75\n",
      "175.38\t\t 175.38\n",
      "175.54\t\t 175.54\n",
      "\n",
      "1394\t\t 1394\n"
     ]
    }
   ],
   "source": [
    "// comparing the tail of QuanTAlib and TA-LIB\n",
    "Console.Write($\"QuanTAlib\\t TA-LIB\\n\");\n",
    "for (int i=data.Count-10; i<data.Count-1; i++) \n",
    "    Console.Write($\"{e[i].v:f2}\\t\\t {output[i]:f2}\\n\");\n",
    "\n",
    "Console.Write($\"\\n{e.Count()}\\t\\t {output.Length}\\n\");\n"
   ]
  }
 ],
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