// convert to basic double
internal static List <BasicD> ConvertToBasic <TQuote>(
this IEnumerable <TQuote> quotes, CandlePart element = CandlePart.Close)
where TQuote : IQuote
{
// elements represents the targeted OHLCV parts, so use "O" to return <Open> as base data, etc.
// convert to basic double precision format
IEnumerable <BasicD> basicDouble = element switch
{
CandlePart.Open => quotes.Select(x => new BasicD {
Date = x.Date, Value = (double)x.Open
}),
CandlePart.High => quotes.Select(x => new BasicD {
Date = x.Date, Value = (double)x.High
}),
CandlePart.Low => quotes.Select(x => new BasicD {
Date = x.Date, Value = (double)x.Low
}),
CandlePart.Close => quotes.Select(x => new BasicD {
Date = x.Date, Value = (double)x.Close
}),
CandlePart.Volume => quotes.Select(x => new BasicD {
Date = x.Date, Value = (double)x.Volume
}),
CandlePart.HL2 => quotes.Select(x => new BasicD {
Date = x.Date, Value = (double)(x.High + x.Low) / 2
}),
_ => new List <BasicD>(),
};
return(basicDouble.OrderBy(x => x.Date).ToList());
}
// EXPONENTIAL MOVING AVERAGE
/// <include file='./info.xml' path='indicator/*' />
///
public static IEnumerable <EmaResult> GetEma <TQuote>(
this IEnumerable <TQuote> quotes,
int lookbackPeriods,
CandlePart candlePart = CandlePart.Close)
where TQuote : IQuote
{
// convert quotes
List <BasicD> bdList = quotes.ConvertToBasic(candlePart);
// calculate
return(bdList.CalcEma(lookbackPeriods));
}
// SIMPLE MOVING AVERAGE
/// <include file='./info.xml' path='indicator/type[@name="Main"]/*' />
///
public static IEnumerable <SmaResult> GetSma <TQuote>(
this IEnumerable <TQuote> quotes,
int lookbackPeriods,
CandlePart candlePart = CandlePart.Close)
where TQuote : IQuote
{
// check parameter arguments
ValidateSma(lookbackPeriods);
// initialize
List <BasicD> bdList = quotes.ConvertToBasic(candlePart);
// calculate
return(bdList.CalcSma(lookbackPeriods));
}
// WEIGHTED MOVING AVERAGE
/// <include file='./info.xml' path='indicator/*' />
///
public static IEnumerable <WmaResult> GetWma <TQuote>(
this IEnumerable <TQuote> quotes,
int lookbackPeriods,
CandlePart candlePart = CandlePart.Close)
where TQuote : IQuote
{
// convert quotes
List <BasicD> bdList = quotes.ConvertToBasic(candlePart);
// check parameter arguments
ValidateWma(lookbackPeriods);
// initialize
List <WmaResult> results = new(bdList.Count);
double divisor = (double)lookbackPeriods * (lookbackPeriods + 1) / 2d;
// roll through quotes
for (int i = 0; i < bdList.Count; i++)
{
BasicD q = bdList[i];
int index = i + 1;
WmaResult result = new()
{
Date = q.Date
};
if (index >= lookbackPeriods)
{
double wma = 0;
for (int p = index - lookbackPeriods; p < index; p++)
{
BasicD d = bdList[p];
wma += (double)d.Value * (lookbackPeriods - (index - p - 1)) / divisor;
}
result.Wma = (decimal)wma;
}
results.Add(result);
}
return(results);
}
