mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-08 05:57:43 +00:00
Miha Kralj
89 lines
3.2 KiB
C#
89 lines
3.2 KiB
C#
using System.Linq;
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namespace QuanTAlib;
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using System;
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using System.Collections.Generic;
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/* <summary>
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MED - Median value
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Median of numbers is the middlemost value of the given set of numbers.
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It separates the higher half and the lower half of a given data sample.
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At least half of the observations are smaller than or equal to median
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and at least half of the observations are greater than or equal to the median.
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If the number of values is odd, the middlemost observation of the sorted
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list is the median of the given data. If the number of values is even,
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median is the average of (n/2)th and [(n/2) + 1]th values of the sorted list.
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If period = 0 => period is max
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Sources:
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https://corporatefinanceinstitute.com/resources/knowledge/other/median/
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https://en.wikipedia.org/wiki/Median
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</summary> */
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public class MEDIAN_Series : TSeries {
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private readonly System.Collections.Generic.List<double> _buffer = new();
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protected readonly int _period;
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protected readonly bool _NaN;
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protected readonly TSeries _data;
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//core constructors
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public MEDIAN_Series(int period, bool useNaN) : base() {
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_period = period;
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_NaN = useNaN;
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Name = $"MEDIAN({period})";
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}
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public MEDIAN_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
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_data = source;
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Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
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_data.Pub += Sub;
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Add(_data);
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}
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public MEDIAN_Series() : this(period: 0, useNaN: false) { }
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public MEDIAN_Series(int period) : this(period: period, useNaN: false) { }
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public MEDIAN_Series(TBars source) : this(source.Close, 0, false) { }
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public MEDIAN_Series(TBars source, int period) : this(source.Close, period, false) { }
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public MEDIAN_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
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public MEDIAN_Series(TSeries source) : this(source, 0, false) { }
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public MEDIAN_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
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//////////////////
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// core Add() algo
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public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
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BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update);
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System.Collections.Generic.List<double> _s = new(this._buffer);
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_s.Sort();
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int _p1 = _s.Count / 2;
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int _p2 = Math.Max(0, (_s.Count / 2) - 1);
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double _med = (_s.Count % 2 != 0) ? _s[_p1] : (_s[_p1] + _s[_p2]) / 2;
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var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _med);
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return base.Add(res, update);
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}
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public override (DateTime t, double v) Add(TSeries data) {
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if (data == null) { return (DateTime.Today, Double.NaN); }
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foreach (var item in data) { Add(item, false); }
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return _data.Last;
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}
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public new (DateTime t, double v) Add((DateTime t, double v) TValue) {
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return Add(TValue, false);
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}
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public (DateTime t, double v) Add(bool update) {
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return this.Add(TValue: _data.Last, update: update);
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}
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public (DateTime t, double v) Add() {
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return Add(TValue: _data.Last, update: false);
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}
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private new void Sub(object source, TSeriesEventArgs e) {
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Add(TValue: _data.Last, update: e.update);
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}
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//reset calculation
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public override void Reset() {
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_buffer.Clear();
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}
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} |