public void TimesMultipliesLeftAndConstant_Py()
{
using (Py.GIL())
{
var left = new Identity("left");
var composite = (IIndicator)IndicatorExtensions.Times(left.ToPython(), 5);
left.Update(DateTime.Today, 10);
Assert.AreEqual(50, composite.Current.Value);
left.Update(DateTime.Today, 20);
Assert.AreEqual(100, composite.Current.Value);
}
}
public void PlusAddsLeftAndConstant_Py()
{
using (Py.GIL())
{
var left = new Identity("left");
var composite = (IIndicator)IndicatorExtensions.Plus(left.ToPython(), 10);
left.Update(DateTime.Today, 1);
Assert.AreEqual(11, composite.Current.Value);
left.Update(DateTime.Today, 2);
Assert.AreEqual(12, composite.Current.Value);
}
}
public void MinusSubstractsLeftAndRight_Py()
{
using (Py.GIL())
{
var left = new Identity("left");
var right = new Identity("right");
var composite = (IIndicator)IndicatorExtensions.Minus(left.ToPython(), right.ToPython());
left.Update(DateTime.Today, 10);
right.Update(DateTime.Today, 10);
Assert.AreEqual(0, composite.Current.Value);
left.Update(DateTime.Today, 20);
Assert.AreEqual(0, composite.Current.Value);
}
}
/// <summary>
/// Initializes a new instance of the BollingerBands class
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The period of the standard deviation and moving average (middle band)</param>
/// <param name="k">The number of standard deviations specifying the distance between the middle band and upper or lower bands</param>
/// <param name="movingAverageType">The type of moving average to be used</param>
public BollingerBands(string name, int period, decimal k, MovingAverageType movingAverageType = MovingAverageType.Simple)
: base(name)
{
WarmUpPeriod = period;
MovingAverageType = movingAverageType;
StandardDeviation = new StandardDeviation(name + "_StandardDeviation", period);
MiddleBand = movingAverageType.AsIndicator(name + "_MiddleBand", period);
LowerBand = MiddleBand.Minus(StandardDeviation.Times(k), name + "_LowerBand");
UpperBand = MiddleBand.Plus(StandardDeviation.Times(k), name + "_UpperBand");
var UpperMinusLower = UpperBand.Minus(LowerBand);
BandWidth = UpperMinusLower
.Over(MiddleBand)
.Times(new ConstantIndicator <IndicatorDataPoint>("ct", 100m), name + "_BandWidth");
Price = new Identity(name + "_Close");
PercentB = IndicatorExtensions.Over(
Price.Minus(LowerBand),
UpperMinusLower,
name + "_%B");
}
