using System;
namespace QuanTAlib;
///
/// Represents a Relative Strength Index (RSI) calculator following Wilder's algorithm.
///
public class Rsi : AbstractBase
{
private readonly Rma _avgGain;
private readonly Rma _avgLoss;
private double _prevValue, _p_prevValue;
public Rsi(int period = 14)
{
if (period < 1)
throw new ArgumentOutOfRangeException(nameof(period));
_avgGain = new(period, useSma: true);
_avgLoss = new(period, useSma: true);
_index = 0;
WarmupPeriod = period + 1;
Name = $"RSI({period})";
}
///
/// Initializes a new instance of the RSI class with a data source.
///
/// The source object that publishes data.
/// The number of data points to consider.
public Rsi(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
protected override void ManageState(bool isNew)
{
if (isNew)
{
_index++;
_p_prevValue = _prevValue;
}
else
{
_prevValue = _p_prevValue;
}
}
protected override double Calculation()
{
ManageState(Input.IsNew);
if (_index == 1)
{
_prevValue = Input.Value;
}
double change = Input.Value - _prevValue;
double gain = Math.Max(change, 0);
double loss = Math.Max(-change, 0);
_prevValue = Input.Value;
_avgGain.Calc(gain, IsNew: Input.IsNew);
_avgLoss.Calc(loss, IsNew: Input.IsNew);
double rsi = (_avgLoss.Value > 0) ? 100 - (100 / (1 + (_avgGain.Value / _avgLoss.Value))) : 100;
return rsi;
}
}