namespace QuanTAlib; using System; using System.Collections.Generic; using System.Linq; /* MIDPRICE: Midpoint price (highhest high + lowest low)/2 in the given period in the series. If period = 0 => period = full length of the series */ public class MIDPRICE_Series : TSeries { protected readonly int _period; protected readonly bool _NaN; protected readonly TBars _data; private readonly System.Collections.Generic.List _bufferhi = new(); private readonly System.Collections.Generic.List _bufferlo = new(); //core constructors public MIDPRICE_Series(int period, bool useNaN) { _period = period; _NaN = useNaN; Name = $"MIDPRICE({period})"; } public MIDPRICE_Series(TBars 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: _data); } public MIDPRICE_Series() : this(period: 2, useNaN: false) { } public MIDPRICE_Series(int period) : this(period: period, useNaN: false) { } public MIDPRICE_Series(TBars source) : this(source, period: 2, useNaN: false) { } public MIDPRICE_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { } ////////////////// // core Add() algo public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) { BufferTrim(_bufferhi, TBar.h, _period, update); BufferTrim(_bufferlo, TBar.l, _period, update); double _mid = (_bufferhi.Max() + _bufferlo.Min()) * 0.5; var res = (TBar.t, Count < _period - 1 && _NaN ? double.NaN : _mid); return base.Add(res, update); } public new void Add(TBars data) { foreach (var item in data) { Add(item, false); } } public (DateTime t, double v) Add(bool update) { return this.Add(TBar: _data.Last, update: update); } public (DateTime t, double v) Add() { return Add(TBar: _data.Last, update: false); } private new void Sub(object source, TSeriesEventArgs e) { Add(TBar: _data.Last, update: e.update); } //reset calculation public override void Reset() { _bufferhi.Clear(); _bufferlo.Clear(); } }