public void VolumeCandlePart()
{
List <SmaResult> results = quotes.GetSma(20, CandlePart.Volume)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is quotes
Assert.AreEqual(502, results.Count);
Assert.AreEqual(483, results.Where(x => x.Sma != null).Count());
// sample values
SmaResult r24 = results[24];
Assert.AreEqual(77293768.2m, r24.Sma);
SmaResult r290 = results[290];
Assert.AreEqual(157958070.8m, r290.Sma);
SmaResult r501 = results[501];
Assert.AreEqual(DateTime.ParseExact("12/31/2018", "MM/dd/yyyy", EnglishCulture), r501.Date);
Assert.AreEqual(163695200m, r501.Sma);
}
public static void Main()
{
// fetch historical quotes from data provider
IEnumerable <Quote> quotes = GetHistoryFromFeed();
// calculate 10-period SMA
IEnumerable <SmaResult> results = quotes.GetSma(10);
// show results
Console.WriteLine("SMA Results ---------------------------");
foreach (SmaResult r in results.TakeLast(10))
// only showing last 10 records for brevity
{
Console.WriteLine($"SMA on {r.Date:u} was ${r.Sma:N3}");
}
// optionally, you can lookup individual values by date
DateTime lookupDate = DateTime
.Parse("2021-08-12T17:08:17.9746795+02:00", CultureInfo.InvariantCulture);
decimal?specificSma = results.Find(lookupDate).Sma;
Console.WriteLine();
Console.WriteLine("SMA on Specific Date ------------------");
Console.WriteLine($"SMA on {lookupDate:u} was ${specificSma:N3}");
// analyze results (compare to quote values)
Console.WriteLine();
Console.WriteLine("SMA Analysis --------------------------");
/************************************************************
* Results are usually returned with the same number of
* elements as the provided quotes; see individual indicator
* docs for more information.
*
* As such, converting to List means they can be indexed
* with the same ordinal position.
************************************************************/
List <Quote> quotesList = quotes
.ToList();
List <SmaResult> resultsList = results
.ToList();
for (int i = quotesList.Count - 25; i < quotesList.Count; i++)
{
// only showing ~25 records for brevity
Quote q = quotesList[i];
SmaResult r = resultsList[i];
bool isBullish = q.Close > r.Sma;
Console.WriteLine($"SMA on {r.Date:u} was ${r.Sma:N3}"
+ $" and Bullishness is {isBullish}");
}
}
public void GetSmaTest()
{
int lookbackPeriod = 20;
IEnumerable <SmaResult> results = Indicator.GetSma(history, lookbackPeriod);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.Sma != null).Count());
// sample value
SmaResult sma = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
Assert.AreEqual((decimal)251.86, sma.Sma);
}
public void Standard()
{
int lookbackPeriod = 20;
List <SmaResult> results = Indicator.GetSma(history, lookbackPeriod)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.Sma != null).Count());
// sample value
SmaResult r = results[501];
Assert.AreEqual(251.86m, r.Sma);
}
public void GetSmaTest()
{
int lookbackPeriod = 20;
IEnumerable <SmaResult> results = Indicator.GetSma(history, lookbackPeriod, true);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.Sma != null).Count());
// sample value
SmaResult r = results.Where(x => x.Index == 502).FirstOrDefault();
Assert.AreEqual(251.86m, r.Sma);
Assert.AreEqual(9.45m, r.Mad);
Assert.AreEqual(119.2510m, Math.Round((decimal)r.Mse, 4));
Assert.AreEqual(0.037637m, Math.Round((decimal)r.Mape, 6));
}
public void GetSmaTest()
{
int lookbackPeriod = 20;
IEnumerable <SmaResult> results = Indicator.GetSma(history, lookbackPeriod);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.Sma != null).Count());
// sample value
SmaResult r = results.Where(x => x.Date == DateTime.ParseExact("12/31/2018", "MM/dd/yyyy", null)).FirstOrDefault();
Assert.AreEqual((decimal)251.86, r.Sma);
Assert.AreEqual((decimal)9.45, r.Mad);
Assert.AreEqual((double)119.2510, Math.Round((double)r.Mse, 4));
Assert.AreEqual((double)0.037637, Math.Round((double)r.Mape, 6));
}
// DETRENDED PRICE OSCILLATOR (DPO)
/// <include file='./info.xml' path='indicator/*' />
///
public static IEnumerable <DpoResult> GetDpo <TQuote>(
this IEnumerable <TQuote> quotes,
int lookbackPeriods)
where TQuote : IQuote
{
// sort quotes
List <TQuote> quotesList = quotes.SortToList();
// check parameter arguments
ValidateDpo(lookbackPeriods);
// initialize
int length = quotesList.Count;
int offset = (lookbackPeriods / 2) + 1;
List <SmaResult> sma = quotes.GetSma(lookbackPeriods).ToList();
List <DpoResult> results = new(length);
// roll through quotes
for (int i = 0; i < length; i++)
{
TQuote q = quotesList[i];
DpoResult r = new()
{
Date = q.Date
};
results.Add(r);
if (i >= lookbackPeriods - offset - 1 && i < length - offset)
{
SmaResult s = sma[i + offset];
r.Sma = s.Sma;
r.Dpo = q.Close - s.Sma;
}
}
return(results);
}
