Files
QuanTAlib/Calculations/_Updated/BIAS_Series.cs
T

75 lines
2.5 KiB
C#

namespace QuanTAlib;
using System;
/* <summary>
BIAS: Rate of change between the source and a moving average.
Bias is a statistical term which means a systematic deviation from the actual value.
BIAS = (close - SMA) / SMA
= (close / SMA) - 1
Sources:
https://en.wikipedia.org/wiki/Bias_of_an_estimator
</summary> */
public class BIAS_Series : TSeries {
protected readonly int _period;
protected readonly bool _NaN;
protected readonly TSeries _data;
private readonly SMA_Series _sma;
//core constructors
public BIAS_Series(int period, bool useNaN) : base() {
_period = period;
_NaN = useNaN;
Name = $"BIAS({period})";
_sma = new(period, false);
}
public BIAS_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
_data = source;
Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
_data.Pub += Sub;
Add(_data);
}
public BIAS_Series() : this(period: 0, useNaN: false) { }
public BIAS_Series(int period) : this(period: period, useNaN: false) { }
public BIAS_Series(TBars source) : this(source.Close, 0, false) { }
public BIAS_Series(TBars source, int period) : this(source.Close, period, false) { }
public BIAS_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
public BIAS_Series(TSeries source) : this(source, 0, false) { }
public BIAS_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
//////////////////
// core Add() algo
public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
var _s = _sma.Add(TValue,update);
double _bias = (TValue.v / ((_s.v!=0)?_s.v:1)) - 1;
var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _bias);
return base.Add(res, update);
}
public override (DateTime t, double v) Add(TSeries data) {
if (data == null) { return (DateTime.Today, Double.NaN); }
foreach (var item in data) { Add(item, false); }
return _data.Last;
}
public new (DateTime t, double v) Add((DateTime t, double v) TValue) {
return Add(TValue, false);
}
public (DateTime t, double v) Add(bool update) {
return this.Add(TValue: _data.Last, update: update);
}
public (DateTime t, double v) Add() {
return Add(TValue: _data.Last, update: false);
}
private new void Sub(object source, TSeriesEventArgs e) {
Add(TValue: _data.Last, update: e.update);
}
//reset calculation
public override void Reset() {
_sma.Reset();
}
}