QuanTAlib/Calculations/_Updated/TRIX_Series.cs

namespace QuanTAlib;

using System;
using System.Linq;

/* <summary>
TRIX: Triple Exponential Average Oscillator
	Developed by Jack Hutson in the early 1980s, the triple exponential average (TRIX)
	has become a popular technical analysis tool to aid chartists in spotting diversions
	and directional cues in stock trading patterns. 

Sources:
	https://www.investopedia.com/terms/t/trix.asp

</summary> */

public class TRIX_Series : TSeries {
	private readonly double _k;
	private readonly System.Collections.Generic.List<double> _buffer1 = new();
	private readonly System.Collections.Generic.List<double> _buffer2 = new();
	private readonly System.Collections.Generic.List<double> _buffer3 = new();
	private double _lastema1, _lastema2, _lastema3;
	private double _llastema1, _llastema2, _llastema3;

	private readonly bool _useSMA;
	protected readonly int _period;
	protected readonly bool _NaN;
	protected readonly TSeries _data;

//core constructors

	public TRIX_Series(int period, bool useNaN, bool useSMA) : base() {
		_period = period;
		_NaN = useNaN;
		_useSMA = useSMA;
		Name = $"TRIX({period})";
		_k = 2.0 / (_period + 1);
		_lastema1 = _llastema1 = _lastema2 = _llastema2 = _lastema3 = _llastema3 = 0;
	}	
	public TRIX_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) {
		_data = source;
		Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
		_data.Pub += Sub;
		Add(_data);
	}
	public TRIX_Series() : this(0, false, true) {}
	public TRIX_Series(int period) : this(period, false, true) {}
	public TRIX_Series(TBars source) : this(source.Close, 0, false) {}
	public TRIX_Series(TBars source, int period) : this(source.Close, period, false) {}
	public TRIX_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) {}
	public TRIX_Series(TSeries source, int period) : this(source, period, false, true) {}
	public TRIX_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) {}


	//////////////////
	// core Add() algo
	public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update) {
		if (double.IsNaN(TValue.v)) {
			return base.Add((TValue.t, Double.NaN), update);
		}
		if (this.Count == 0) { _lastema1 = _lastema2 = _lastema3 = TValue.v; }
		if (update) { _lastema1 = _llastema1; _lastema2 = _llastema2; _lastema3 = _llastema3; }
		else { _llastema1 = _lastema1; _llastema2 = _lastema2; _llastema3 = _lastema3; }

		double _ema1, _ema2, _ema3;
		if ((this.Count < _period) && _useSMA) {
			BufferTrim(_buffer1, TValue.v, _period, update);
			_ema1 = 0;
			for (int i = 0; i < _buffer1.Count; i++) { _ema1 += _buffer1[i]; }
			_ema1 /= _buffer1.Count;

			BufferTrim(_buffer2, _ema1, _period, update);
			_ema2 = 0;
			for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
			_ema2 /= _buffer2.Count;

			BufferTrim(_buffer3, _ema2, _period, update);
			_ema3 = 0;
			for (int i = 0; i < _buffer3.Count; i++) { _ema3 += _buffer3[i]; }
			_ema3 /= _buffer3.Count;
		}
		else {
			_ema1 = (TValue.v - _lastema1) * _k + _lastema1;
			_ema2 = (_ema1 - _lastema2) * _k + _lastema2;
			_ema3 = (_ema2 - _lastema3) * _k + _lastema3;
		}
		double _trix = 100 * (_ema3 - _lastema3) / _lastema3;
		_lastema1 = _ema1;
		_lastema2 = _ema2;
		_lastema3 = _ema3;

		var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _trix);
		return base.Add(res, update);
	}
	
//variation of Add()
	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() {
		
	}
}