Files
QuanTAlib/Source/Basics/MAX_Series.cs
T
2022-04-20 00:01:33 -07:00

31 lines
1.0 KiB
C#

namespace QuanTAlib;
using System;
/* <summary>
MAX - Maximum value in the given period in the series.
If period = 0 => period = full length of the series
</summary> */
public class MAX_Series : Single_TSeries_Indicator
{
public MAX_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<double> _buffer = new();
public override void Add((DateTime t, double v) TValue, bool update)
{
if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; }
else { this._buffer.Add(TValue.v); }
if (this._buffer.Count > this._p && this._p != 0) { this._buffer.RemoveAt(0); }
double _max = TValue.v;
for (int i = 0; i < this._buffer.Count; i++)
{ _max = (this._buffer[i] > _max) ? this._buffer[i] : _max; }
var result = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _max);
base.Add(result, update);
}
}