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