Files
QuanTAlib/Calculations/Basics/ABOVE_Series.cs
T

40 lines
1.6 KiB
C#

namespace QuanTAlib;
using System;
/* <summary>
OVER - Generates +1 if A is above B, -1 if A is below B and 0 if A=B
Remarks:
OVER.Cross generates 1 when A breaks B from below and -1 when A breaks B from above
</summary> */
public class OVER_Series : Pair_TSeries_Indicator {
public TSeries Cross = new();
private double _previous = double.NaN;
public OVER_Series(TSeries d1, TSeries d2) : base(d1, d2) {
if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
}
public OVER_Series(TSeries d1, double dd2) : base(d1, dd2) {
if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
}
public OVER_Series(double dd1, TSeries d2) : base(dd1, d2) {
if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
}
public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update) {
(System.DateTime t, double v) over = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t, TValue1.v > TValue2.v ? 1 : TValue1.v < TValue2.v ? -1 : 0);
if (update) { this.Cross[^1] = over; }
else { this.Cross.Add(over); }
(System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t,
((_previous == over.v) || (_previous != 0) || Double.IsNaN(_previous)) ? 0 : (_previous < over.v) ? 1 : -1);
_previous = over.v;
if (update) { base[^1] = result; }
else { base.Add(result); }
}
}