/// <summary>
/// Calculate Typical Price as described here:
/// <see href="https://en.wikipedia.org/wiki/Typical_price"/>
/// </summary>
/// <param name="series">input instrument</param>
/// <param name="parentId">caller cache id, optional</param>
/// <param name="memberName">caller's member name, optional</param>
/// <param name="lineNumber">caller line number, optional</param>
/// <returns>typical price as time series</returns>
public static ITimeSeries <double> TypicalPrice(this Instrument series,
CacheId parentId = null, [CallerMemberName] string memberName = "", [CallerLineNumber] int lineNumber = 0)
{
var cacheId = new CacheId(parentId, memberName, lineNumber,
series.GetHashCode());
return(IndicatorsBasic.Lambda(
(t) => (series.High[t] + series.Low[t] + series.Close[t]) / 3.0,
cacheId));
}
/// <summary>
/// Cast time series to double
/// </summary>
/// <param name="series">input series of long</param>
/// <param name="parentId">caller cache id, optional</param>
/// <param name="memberName">caller's member name, optional</param>
/// <param name="lineNumber">caller line number, optional</param>
/// <returns>output series of double</returns>
public static ITimeSeries <double> ToDouble(this ITimeSeries <long> series,
CacheId parentId = null, [CallerMemberName] string memberName = "", [CallerLineNumber] int lineNumber = 0)
{
var cacheId = new CacheId(parentId, memberName, lineNumber,
series.GetHashCode());
return(IndicatorsBasic.Lambda(
(t) => (double)series[t],
cacheId));
}
/// <summary>
/// Calculate subtraction of two time series.
/// </summary>
/// <param name="series1">time series #1</param>
/// <param name="parentId">caller cache id, optional</param>
/// <param name="memberName">caller's member name, optional</param>
/// <param name="lineNumber">caller line number, optional</param>
/// <param name="series2">time series #2</param>
/// <returns>time series #1 - time series #2</returns>
public static ITimeSeries <double> Subtract(this ITimeSeries <double> series1, ITimeSeries <double> series2,
CacheId parentId = null, [CallerMemberName] string memberName = "", [CallerLineNumber] int lineNumber = 0)
{
var cacheId = new CacheId(parentId, memberName, lineNumber,
series1.GetHashCode(), series2.GetHashCode());
return(IndicatorsBasic.Lambda(
(t) => series1[t] - series2[t],
cacheId));
}
/// <summary>
/// Calculate addition of time series and constant value.
/// </summary>
/// <param name="series">time series</param>
/// <param name="constValue">constant value</param>
/// <param name="parentId">caller cache id, optional</param>
/// <param name="memberName">caller's member name, optional</param>
/// <param name="lineNumber">caller line number, optional</param>
/// <returns>time series + constant value</returns>
public static ITimeSeries <double> Add(this ITimeSeries <double> series, double constValue,
CacheId parentId = null, [CallerMemberName] string memberName = "", [CallerLineNumber] int lineNumber = 0)
{
var cacheId = new CacheId(parentId, memberName, lineNumber,
series.GetHashCode(), constValue.GetHashCode());
return(IndicatorsBasic.Lambda(
(t) => series[t] + constValue,
cacheId));
}
/// <summary>
/// Calculate True Range, non averaged, as described here:
/// <see href="https://en.wikipedia.org/wiki/Average_true_range"/>.
/// </summary>
/// <param name="series">input time series</param>
/// <param name="parentId">caller cache id, optional</param>
/// <param name="memberName">caller's member name, optional</param>
/// <param name="lineNumber">caller line number, optional</param>
/// <returns>True Range as time series</returns>
public static ITimeSeries <double> TrueRange(this Instrument series,
CacheId parentId = null, [CallerMemberName] string memberName = "", [CallerLineNumber] int lineNumber = 0)
{
var cacheId = new CacheId(parentId, memberName, lineNumber,
series.GetHashCode());
return(IndicatorsBasic.Lambda(
(t) =>
{
double high = Math.Max(series[t].High, series[t + 1].Close);
double low = Math.Min(series[t].Low, series[t + 1].Close);
return high - low;
},
cacheId));
}