private static IEnumerable <SmaData> ExponentialMovingAverageImpl_CD(List <CandleData> source, int length)
{
Queue <CandleData> sample = new Queue <CandleData>(length);
double multipler = 2d / (length + 1d);
var lastEma = double.MinValue;
foreach (var curCandle in source)
{
if (sample.Count == length)
{
sample.Dequeue();
}
sample.Enqueue(curCandle);
if (sample.Count == length)
{
SmaData emaResult;
if (lastEma == double.MinValue)
{
var newSmaData = new SmaData {
ActualPrice = curCandle.Close, Time = curCandle.Time
};
newSmaData.SmaValue = (double)sample.Average(c => c.Close);
emaResult = newSmaData;
}
else
{
var newSmaData = new SmaData {
ActualPrice = curCandle.Close, Time = curCandle.Time
};
newSmaData.SmaValue = multipler * ((double)curCandle.Close - lastEma) + lastEma;
emaResult = newSmaData;
}
//yield returns an intermediate value and saves to final result incrementally
lastEma = emaResult.SmaValue;
yield return(emaResult);
}
}
}
private static IEnumerable <SmaData> SimpleMovingAverageImpl_CD(IEnumerable <CandleData> source, int SmaInterval, int sampleLength)
{
var tempSourceCopy = source.Where((candleData, i) => i % SmaInterval == 0).ToList();
Queue <CandleData> sample = new Queue <CandleData>(sampleLength);
foreach (var d in tempSourceCopy)
{
if (sample.Count == sampleLength)
{
sample.Dequeue();
}
sample.Enqueue(d);
if (sample.Count == sampleLength)
{
var lastItem = sample.Last();
var newSmaData = new SmaData {
ActualPrice = lastItem.Close, Time = lastItem.Time
};
newSmaData.SmaValue = (double)sample.Average(s => s.Close);
yield return(newSmaData);
}
}
}
