mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-29 10:07:43 +00:00
Miha Kralj
191 lines
73 KiB
Plaintext
191 lines
73 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div><div></div><div></div><div><strong>Installed Packages</strong><ul><li><span>Plotly.NET, 2.0.0</span></li><li><span>Plotly.NET.Interactive, 2.0.0</span></li><li><span>QuanTAlib, 0.1.13</span></li></ul></div></div>"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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},
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{
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"data": {
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"text/markdown": [
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"Loading extensions from `Plotly.NET.Interactive.dll`"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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}
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],
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"source": [
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"// This is .NET Interactive Notebook. It can run in VS.Code with .NET interactive extension installed\n",
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"\n",
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"#r \"nuget: Plotly.NET, 2.0.0\"\n",
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"#r \"nuget: Plotly.NET.Interactive, 2.0.0\"\n",
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"#r \"nuget: QuanTAlib\"\n",
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"\n",
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"using Plotly.NET;\n",
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"using Plotly.NET.LayoutObjects;\n",
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"using QuanTAlib;"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div class=\"dni-plaintext\">380</div>"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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}
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],
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"source": [
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"// defining the MACD model through clasess that connect to each other with Events\n",
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"\n",
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"RND_Feed tsla = new(380);\n",
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"TSeries close = tsla.Close; // close will get data from YAHOO tsla feed\n",
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"EMA_Series slow = new(close,26); // slow gets data from slow through pub-sub eventing\n",
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"EMA_Series fast = new(close,12); // fast gets data from slow (via eventing)\n",
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"SUB_Series macd = new(fast,slow); // macd is a SUBtraction of fast-slow\n",
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"EMA_Series signal = new(macd,9); // signal is EMA of macd\n",
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"SUB_Series histogram = new(macd, signal); // histogran is SUBtraction macd-signal\n",
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"\n",
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"slow.Count"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">99.6</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">100.93</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">100.36</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">96.83</div></td></tr><tr><td>4</td><td><div class=\"dni-plaintext\">95.39</div></td></tr><tr><td>5</td><td><div class=\"dni-plaintext\">96.34</div></td></tr><tr><td>6</td><td><div class=\"dni-plaintext\">97.6</div></td></tr><tr><td>7</td><td><div class=\"dni-plaintext\">98.7</div></td></tr><tr><td>8</td><td><div class=\"dni-plaintext\">100.11</div></td></tr><tr><td>9</td><td><div class=\"dni-plaintext\">101.38</div></td></tr><tr><td>10</td><td><div class=\"dni-plaintext\">101.09</div></td></tr><tr><td>11</td><td><div class=\"dni-plaintext\">100.31</div></td></tr><tr><td>12</td><td><div class=\"dni-plaintext\">97.19</div></td></tr><tr><td>13</td><td><div class=\"dni-plaintext\">96.13</div></td></tr><tr><td>14</td><td><div class=\"dni-plaintext\">93.34</div></td></tr><tr><td>15</td><td><div class=\"dni-plaintext\">91.46</div></td></tr><tr><td>16</td><td><div class=\"dni-plaintext\">91.65</div></td></tr><tr><td>17</td><td><div class=\"dni-plaintext\">91.63</div></td></tr><tr><td>18</td><td><div class=\"dni-plaintext\">90.39</div></td></tr><tr><td>19</td><td><div class=\"dni-plaintext\">91.69</div></td></tr><tr><td colspan=\"2\"><i>(360 more)</i></td></tr></tbody></table>"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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}
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],
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"source": [
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"tsla.Open.v"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"dotnet_interactive": {
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"language": "csharp"
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},
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"vscode": {
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"languageId": "dotnet-interactive.csharp"
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}
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"\r\n",
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"<div>\r\n",
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" <div id=\"6cd8b175-3a7c-4c71-9b8d-7aa4e0a44b7a\"><!-- Plotly chart will be drawn inside this DIV --></div>\r\n",
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"<script type=\"text/javascript\">\r\n",
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"\r\n",
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" var renderPlotly_6cd8b1753a7c4c719b8d7aa4e0a44b7a = function() {\r\n",
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" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
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" fsharpPlotlyRequire(['plotly'], function(Plotly) {\r\n",
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"\r\n",
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" var data = 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240, 248, 1.0)\"},\"line\":{\"color\":\"rgba(255, 255, 255, 1.0)\"}},\"header\":{\"fill\":{\"color\":\"rgba(200, 212, 227, 1.0)\"},\"line\":{\"color\":\"rgba(255, 255, 255, 1.0)\"}}}]}},\"margin\":{\"l\":1,\"r\":1,\"t\":60,\"b\":1,\"pad\":1,\"autoexpand\":false},\"title\":{\"text\":\"MACD using EMA\"}};\r\n",
|
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" var config = {\"responsive\":true};\r\n",
|
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" Plotly.newPlot('6cd8b175-3a7c-4c71-9b8d-7aa4e0a44b7a', data, layout, config);\r\n",
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"});\r\n",
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" };\r\n",
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" if ((typeof(requirejs) !== typeof(Function)) || (typeof(requirejs.config) !== typeof(Function))) {\r\n",
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" var script = document.createElement(\"script\");\r\n",
|
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" script.setAttribute(\"src\", \"https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js\");\r\n",
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" script.onload = function(){\r\n",
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" renderPlotly_6cd8b1753a7c4c719b8d7aa4e0a44b7a();\r\n",
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" };\r\n",
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" document.getElementsByTagName(\"head\")[0].appendChild(script);\r\n",
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" }\r\n",
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" else {\r\n",
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" renderPlotly_6cd8b1753a7c4c719b8d7aa4e0a44b7a();\r\n",
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" }\r\n",
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"</script>\r\n",
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"\r\n",
|
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" \r\n",
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"</div \r\n"
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]
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},
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"metadata": {},
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"output_type": "display_data"
|
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}
|
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],
|
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"source": [
|
|
"//this is just a visualization of MACD using the (preview of) Plotly.NET\n",
|
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"\n",
|
|
"var candles = Chart2D.Chart.Candlestick<double, double, double, double, DateTime, string>(tsla.Open.v, tsla.High.v, tsla.Low.v, tsla.Close.v, tsla.Open.t, \"candles\");\n",
|
|
"var ch1 = Chart2D.Chart.Line<DateTime,double,bool>(macd.t,macd.v,false,\"macd\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
|
|
"var ch2 = Chart2D.Chart.Line<DateTime,double,bool>(signal.t,signal.v,false,\"signal\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
|
"//GenericChart.GenericChart hist = Chart2D.Chart.Column<DateTime,double,string,bool,bool>(histogram.t,histogram.v).WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
|
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"\n",
|
|
"var chart = Chart.Combine(new []{candles,ch1,ch2}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"MACD using EMA\");\n",
|
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"\n",
|
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"chart"
|
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]
|
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": ".NET (C#)",
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"language": "C#",
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"name": ".net-csharp"
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},
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"language_info": {
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"file_extension": ".cs",
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"mimetype": "text/x-csharp",
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"name": "C#",
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"pygments_lexer": "csharp",
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"version": "9.0"
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},
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"orig_nbformat": 4
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},
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"nbformat": 4,
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"nbformat_minor": 2
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}
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