protected override IEnumerable <BollingerPoint> CalcInit(IList <BinanceKline> initialCandles)
{
var result = new BollingerPoint[initialCandles.Count - Period + 1];
double _total_average = 0;
double _total_squares = 0;
for (int i = 0; i < initialCandles.Count; i++)
{
double item = (double)initialCandles[i].Close;
_total_average += item;
_total_squares += Math.Pow(item, 2);
if (i > (Period - 2))
{
double average = _total_average / Period;
double stdev = Math.Sqrt((_total_squares - Math.Pow(_total_average, 2) / Period) / Period);
int v = i - Period + 1;
result[v] = new BollingerPoint(initialCandles[i].OpenTime, average - Std * stdev, average, average + Std * stdev);
_total_average -= (double)initialCandles[v].Close;
_total_squares -= Math.Pow((double)initialCandles[v].Close, 2);
}
}
_buffer = new Queue <double>(initialCandles.Skip(initialCandles.Count - Period).Take(Period).Select(x => (double)x.Close));
return(result);
}
protected override BollingerPoint CalcNext(BinanceKline nextCandle)
{
_buffer.Dequeue();
_buffer.Enqueue((double)nextCandle.Close);
double _total_average = _buffer.Sum();
double _total_squares = _buffer.Sum(x => Math.Pow(x, 2));
double average = _total_average / Period;
double stdev = Math.Sqrt((_total_squares - Math.Pow(_total_average, 2) / Period) / Period);
var result = new BollingerPoint(nextCandle.OpenTime, average - Std * stdev, average, average + Std * stdev);
return(result);
}
