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33 lines
1013 B
C#
33 lines
1013 B
C#
namespace QuanTAlib;
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/*
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MAX - Maximum value in the given period in the series.
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If period = 0 => period = full length of the series
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*/
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using System;
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using System.Collections.Generic;
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public class MAX_Series : Single_TSeries_Indicator
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{
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public MAX_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
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{
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if (base._data.Count > 0) { base.Add(base._data); }
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}
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private readonly List<double> _buffer = new();
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public override void Add((DateTime t, double v) d, bool update)
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{
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if (update) { this._buffer[this._buffer.Count - 1] = d.v; }
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else { this._buffer.Add(d.v); }
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if (this._buffer.Count > this._p && this._p != 0) { this._buffer.RemoveAt(0); }
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double _max = d.v;
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for (int i = 0; i < this._buffer.Count; i++)
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{ _max = this._buffer[i] > _max ? this._buffer[i] : _max; }
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var result = (d.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _max);
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base.Add(result, update);
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}
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} |