namespace QuanTAlib; using System; /* BIAS: Rate of change between the source and a moving average. Bias is a statistical term which means a systematic deviation from the actual value. BIAS = (close - SMA) / SMA = (close / SMA) - 1 Sources: https://en.wikipedia.org/wiki/Bias_of_an_estimator */ public class BIAS_Series : TSeries { protected readonly int _period; protected readonly bool _NaN; protected readonly TSeries _data; private readonly SMA_Series _sma; //core constructors public BIAS_Series(int period, bool useNaN) { _period = period; _NaN = useNaN; Name = $"BIAS({period})"; _sma = new(period, false); } public BIAS_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) { _data = source; Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})"; _data.Pub += Sub; Add(_data); } public BIAS_Series() : this(period: 0, useNaN: false) { } public BIAS_Series(int period) : this(period: period, useNaN: false) { } public BIAS_Series(TBars source) : this(source.Close, 0, false) { } public BIAS_Series(TBars source, int period) : this(source.Close, period, false) { } public BIAS_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { } public BIAS_Series(TSeries source) : this(source, 0, false) { } public BIAS_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { } ////////////////// // core Add() algo public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) { var _s = _sma.Add(TValue,update); double _bias = (TValue.v / ((_s.v!=0)?_s.v:1)) - 1; var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _bias); return base.Add(res, update); } public override (DateTime t, double v) Add(TSeries data) { if (data == null) { return (DateTime.Today, Double.NaN); } foreach (var item in data) { Add(item, false); } return _data.Last; } public (DateTime t, double v) Add(bool update) { return this.Add(TValue: _data.Last, update: update); } public (DateTime t, double v) Add() { return Add(TValue: _data.Last, update: false); } private new void Sub(object source, TSeriesEventArgs e) { Add(TValue: _data.Last, update: e.update); } //reset calculation public override void Reset() { _sma.Reset(); } }