Files
QuanTAlib/Source/Basics/MAX_Series.cs
T
Miha Kralj 73e3420379 COVAR
semver fix


VAR test fix


new: COVAR, ZSCORE, CORR, LINREG


versioning


refactoring
2022-11-17 11:05:20 -08:00

25 lines
755 B
C#

namespace QuanTAlib;
using System;
using System.Linq;
/* <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)
{
Add_Replace_Trim(_buffer, TValue.v, _p, update);
double _max = _buffer.Max();
base.Add((TValue.t, _max), update, _NaN);
}
}