mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-15 17:18:05 +00:00
Miha Kralj
73e3420379
semver fix VAR test fix new: COVAR, ZSCORE, CORR, LINREG versioning refactoring
36 lines
1.2 KiB
C#
36 lines
1.2 KiB
C#
namespace QuanTAlib;
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using System;
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using System.Linq;
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/* <summary>
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SMA: Simple Moving Average
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The weights are equally distributed across the period, resulting in a mean() of
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the data within the period/
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Sources:
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https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/simple-moving-average-sma/
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https://stats.stackexchange.com/a/24739
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Remark:
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This calc doesn't use LINQ or SUM() or any of (slow) iterative methods. It is not as fast as TA-LIB
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implementation, but it does allow incremental additions of inputs and real-time calculations of SMA()
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</summary> */
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public class SMA_Series : Single_TSeries_Indicator
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{
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public SMA_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 System.Collections.Generic.List<double> _buffer = new();
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public override void Add((System.DateTime t, double v) TValue, bool update)
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{
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Add_Replace_Trim(_buffer, TValue.v, _p, update);
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double _sma = _buffer.Sum() / _buffer.Count;
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base.Add((TValue.t, _sma), update, _NaN);
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}
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}
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