QuanTAlib/notebooks/core.dib

#!meta

{"kernelInfo":{"defaultKernelName":"csharp","items":[{"aliases":[],"name":"csharp"}]}}

#!csharp

#r "..\src\obj\Debug\QuanTAlib.dll"

#r "nuget:Skender.Stock.Indicators"
using Skender.Stock.Indicators;
using QuanTAlib;
QuanTAlib.Formatters.Initialize();

#!csharp

GbmFeed gbm = new();
EmaCalc ema1 = new(gbm.Close, 10, useSma: false);
EmaCalc ema2 = new(gbm.Close, 10, useSma: true);
TValSeries res1 = new(ema1);
TValSeries res2 = new(ema2);
gbm.Add(50);
List<double> mse1 = new();
List<double> mse2 = new();


for (int i=0; i< gbm.Length; i++) {
    double v= gbm.Close[i].Value;
    double e1 = res1[i].Value;
    mse1.Add((e1-v)*(e1-v));
    double e2 = res2[i].Value;
    mse2.Add((e2-v)*(e2-v));

    //Console.WriteLine($"{i,3}  {mse1.Average(),10:F4} {mse2.Average(),10:F4}");
}

    Console.WriteLine($"{mse2.Average()-mse1.Average(),10:F8}");

#!csharp

display(res1);

#!csharp

GbmFeed gbm = new();
EmaCalc ema1 = new(gbm.Close, 10, useSma: false);
EmaCalc ema2 = new(gbm.Close, 10, useSma: true);
TValSeries res1 = new(ema1);
TValSeries res2 = new(ema2);
gbm.Add(30);
IEnumerable<Quote> quotes = gbm.Close.Select(item => new Quote { Date = item.Time, Close = (decimal)item.Value });
var SkResults = quotes.GetEma(10).Select(i => i.Ema.Null2NaN()!);
for (int i=0; i< gbm.Length; i++) {
    Console.WriteLine($"{i,3}  {gbm.Close[i].Value,6:F2} {res1[i].Value,10:F4} {res2[i].Value,10:F4} {SkResults.ElementAt(i),10:F4}");
}

#!csharp

TValSeries test = new();

EmaCalc ma1 = new(test, 7, true);
TValSeries res1 = new(ma1);

EmaCalc ma2 = new(test, 7, false);
TValSeries res2 = new(ma2);

test.Add(new[]{1.0,0,0,0,0,0,1,1,1,1,1,0,0,0,0,0});

for (int i=0; i<res1.Count; i++) {
    Console.WriteLine($"{i,2} {test[i].Value,7:F4} {res1[i].Value,7:F4} {res2[i].Value,7:F4}");
}

#!csharp

TValSeries test = new();
EmaCalc ma = new(test,3);
TValSeries result = new();

for (int i=1; i<10; i++) {
    test.Add(new TValue(DateTime.Now, (double)i, true, true));
    result.Add(ma.Tick);
}
display(result);

#!csharp

TValSeries test = new();
SmaCalc ma = new(test,7);
TValSeries result = new(ma);
test.Add(new[]{81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36, 85.53, 86.54, 86.89, 87.77, 87.29});
//test.Add(new[]{1.0,0,0,0,0,0,1,1,1,1,1,0,0,0,0,0});

display(result);

#!csharp

TValue test = new(DateTime.Today, 100, IsHot: false);
TValSeries pub = new();
TValSeries sub = new(pub);
pub.Add(test);
pub.Add(test);
pub.Add(2, true);
pub.Add(DateTime.Today, 123.1234214234, IsHot: true);


display(sub);
display(test);

#!csharp

TBar test = new(DateTime.Now, double.NaN,1,2,3,400.1234);

TBarSeries source = new();
TValSeries target = new(source.Close);

source.Add(new TBar(DateTime.Now,1,2,3,4,125, true));
source.Add(new TBar(DateTime.Now,2,1,5,2,1312, true));
source.Add(test);
source.Name = "MSFT";
display(source);
display(test)

#!csharp

#r "nuget:Skender.Stock.Indicators"
using Skender.Stock.Indicators;