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

42 lines
1.4 KiB
C#

namespace QuanTAlib;
using System;
/* <summary>
SMA: Simple Moving Average
The weights are equally distributed across the period, resulting in a mean() of
the data within the period/
Sources:
https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/simple-moving-average-sma/
https://stats.stackexchange.com/a/24739
Remark:
This calc doesn't use LINQ or SUM() or any of (slow) iterative methods. It is not as fast as TA-LIB
implementation, but it does allow incremental additions of inputs and real-time calculations of SMA()
</summary> */
public class SMA_Series : Single_TSeries_Indicator
{
public SMA_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((System.DateTime t, double v) TValue, bool update)
{
if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
else { _buffer.Add(TValue.v); }
if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
double _sma = 0;
for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
_sma /= this._buffer.Count;
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _sma);
base.Add(result, update);
}
}