public LRS(ISeries input, int length, BarData barData = BarData.Close, RegressionDistanceMode distanceMode = RegressionDistanceMode.Time) : base(input)
{
this.length = length;
this.barData = barData;
this.distanceMode = distanceMode;
this.Init();
}
// TODO: rewrite
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close, RegressionDistanceMode distanceMode = RegressionDistanceMode.Time)
{
if (index >= length - 1)
{
double num = 0.0;
double num2 = 0.0;
double num3 = 0.0;
double num4 = 0.0;
if (distanceMode == RegressionDistanceMode.Time)
{
double num5 = input.GetDateTime(index).Subtract(input.GetDateTime(index - 1)).Ticks;
for (int i = index; i > index - length; i--)
{
num += input.GetDateTime(i).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5;
num2 += input.GetDateTime(i).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5 * input[i, barData];
num3 += input[i, barData];
num4 += input.GetDateTime(i).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5 * input.GetDateTime(i).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5;
}
}
else
{
for (int j = index; j > index - length; j--)
{
num += j - index + length - 1;
num2 += (j - index + length - 1) * input[j, barData];
num3 += input[j, barData];
num4 += ((j - index + length - 1) * (j - index + length - 1));
}
}
return (length * num2 - num * num3) / (length * num4 - Math.Pow(num, 2.0));
}
return double.NaN;
}
public FO(ISeries input, int length, BarData barData = BarData.Close, RegressionDistanceMode distanceMode = RegressionDistanceMode.Time) : base(input)
{
this.length = length;
this.barData = barData;
this.distanceMode = distanceMode;
this.Init();
}
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close, RegressionDistanceMode distanceMode = RegressionDistanceMode.Time)
{
if (index >= length - 1)
{
var lri = LRI.Value(input, index, length, barData, distanceMode);
return 100.0 * (input[index, barData] - lri) / lri;
}
return double.NaN;
}
internal static FreeQuant.Indicators.RegressionDistanceMode Convert(RegressionDistanceMode mode)
{
switch (mode)
{
case RegressionDistanceMode.Time:
return(FreeQuant.Indicators.RegressionDistanceMode.Time);
case RegressionDistanceMode.Index:
return(FreeQuant.Indicators.RegressionDistanceMode.Index);
default:
throw new NotImplementedException("RegressionDistanceMode is not supported : " + (object)mode);
}
}
public LRS(BarSeries series, int length, RegressionDistanceMode distanceMode, BarData option, Color color)
{
this.indicator = new SmartQuant.Indicators.LRS(series.series, length, global::OpenQuant.API.EnumConverter.Convert(option), color);
(this.indicator as SmartQuant.Indicators.LRS).DistanceMode = global::OpenQuant.API.EnumConverter.Convert(distanceMode);
}
public LRI(BarSeries series, int length, RegressionDistanceMode distanceMode, BarData option)
{
this.indicator = new SmartQuant.Indicators.LRI(series.series, length, global::OpenQuant.API.EnumConverter.Convert(option));
}
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close, RegressionDistanceMode distanceMode = RegressionDistanceMode.Time)
{
if (index >= length - 1)
{
double num = input[index, barData];
double num2 = LRI.Value(input, index, length, barData, distanceMode);
return 100.0 * (num - num2) / num2;
}
return double.NaN;
}
public static double Value(TimeSeries input, int index, int length, BarData option, RegressionDistanceMode distanceMode)
{
if (index < length - 1)
return double.NaN;
double x = 0.0;
double num1 = 0.0;
double num2 = 0.0;
double num3 = 0.0;
if (distanceMode == RegressionDistanceMode.Time)
{
double num4 = (double) input.GetDateTime(index).Subtract(input.GetDateTime(index - 1)).Ticks;
for (int index1 = index; index1 > index - length; --index1)
{
x += (double) input.GetDateTime(index1).Subtract(input.GetDateTime(index - length + 1)).Ticks / num4;
num1 += (double) input.GetDateTime(index1).Subtract(input.GetDateTime(index - length + 1)).Ticks / num4 * input[index1, option];
num2 += input[index1, option];
num3 += (double) input.GetDateTime(index1).Subtract(input.GetDateTime(index - length + 1)).Ticks / num4 * (double) input.GetDateTime(index1).Subtract(input.GetDateTime(index - length + 1)).Ticks / num4;
}
}
else
{
for (int index1 = index; index1 > index - length; --index1)
{
x += (double) (index1 - index + length - 1);
num1 += (double) (index1 - index + length - 1) * input[index1, option];
num2 += input[index1, option];
num3 += (double) ((index1 - index + length - 1) * (index1 - index + length - 1));
}
}
return ((double) length * num1 - x * num2) / ((double) length * num3 - Math.Pow(x, 2.0));
}
public LRS(Indicator indicator, int length, RegressionDistanceMode distanceMode)
{
this.indicator = new FreeQuant.Indicators.LRS(indicator.indicator, length);
(this.indicator as FreeQuant.Indicators.LRS).DistanceMode = EnumConverter.Convert(distanceMode);
}
public LRI(BarSeries series, int length, RegressionDistanceMode distanceMode, Color color)
{
this.indicator = new SmartQuant.Indicators.LRI(series.series, length, color);
}
public LRI(global::OpenQuant.API.Indicator indicator, int length, RegressionDistanceMode distanceMode)
{
this.indicator = new SmartQuant.Indicators.LRI(indicator.indicator, length);
}
public LRS(global::OpenQuant.API.Indicator indicator, int length, RegressionDistanceMode distanceMode)
{
this.indicator = new SmartQuant.Indicators.LRS(indicator.indicator, length);
(this.indicator as SmartQuant.Indicators.LRS).DistanceMode = global::OpenQuant.API.EnumConverter.Convert(distanceMode);
}
public LRS(global::OpenQuant.API.Indicator indicator, int length, RegressionDistanceMode distanceMode, BarData option, Color color)
{
this.indicator = new SmartQuant.Indicators.LRS(indicator.indicator, length, global::OpenQuant.API.EnumConverter.Convert(option), color);
(this.indicator as SmartQuant.Indicators.LRS).DistanceMode = global::OpenQuant.API.EnumConverter.Convert(distanceMode);
}
public LRI(Indicator indicator, int length, RegressionDistanceMode distanceMode, BarData option)
{
this.indicator = new FreeQuant.Indicators.LRI(indicator.indicator, length, EnumConverter.Convert(option));
}
public LRI(Indicator indicator, int length, RegressionDistanceMode distanceMode)
{
this.indicator = new FreeQuant.Indicators.LRI(indicator.indicator, length);
}
public LRI(BarSeries series, int length, RegressionDistanceMode distanceMode)
{
this.indicator = new FreeQuant.Indicators.LRI(series.series, length);
}
public LRI(BarSeries series, int length, RegressionDistanceMode distanceMode, BarData option, Color color)
{
this.indicator = new FreeQuant.Indicators.LRI(series.series, length, EnumConverter.Convert(option), color);
}
public LRI(global::OpenQuant.API.Indicator indicator, int length, RegressionDistanceMode distanceMode, BarData option, Color color)
{
this.indicator = new SmartQuant.Indicators.LRI(indicator.indicator, length, global::OpenQuant.API.EnumConverter.Convert(option), color);
}
public LRS(BarSeries series, int length, RegressionDistanceMode distanceMode, BarData option)
{
this.indicator = new SmartQuant.Indicators.LRS(series.series, length, global::OpenQuant.API.EnumConverter.Convert(option));
(this.indicator as SmartQuant.Indicators.LRS).DistanceMode = global::OpenQuant.API.EnumConverter.Convert(distanceMode);
}
public LRI(global::OpenQuant.API.Indicator indicator, int length, RegressionDistanceMode distanceMode, Color color)
{
this.indicator = new SmartQuant.Indicators.LRI(indicator.indicator, length, color);
}
public LRS(Indicator indicator, int length, RegressionDistanceMode distanceMode, BarData option, Color color)
{
this.indicator = new FreeQuant.Indicators.LRS(indicator.indicator, length, EnumConverter.Convert(option), color);
(this.indicator as FreeQuant.Indicators.LRS).DistanceMode = EnumConverter.Convert(distanceMode);
}
public LRI(global::OpenQuant.API.Indicator indicator, int length, RegressionDistanceMode distanceMode, BarData option)
{
this.indicator = new SmartQuant.Indicators.LRI(indicator.indicator, length, global::OpenQuant.API.EnumConverter.Convert(option));
}
public LRS(BarSeries series, int length, RegressionDistanceMode distanceMode)
{
this.indicator = new FreeQuant.Indicators.LRS(series.series, length);
(this.indicator as FreeQuant.Indicators.LRS).DistanceMode = EnumConverter.Convert(distanceMode);
}
public LRS(Indicator indicator, int length, RegressionDistanceMode distanceMode, BarData option, Color color)
{
this.indicator = new FreeQuant.Indicators.LRS(indicator.indicator, length, EnumConverter.Convert(option), color);
(this.indicator as FreeQuant.Indicators.LRS).DistanceMode = EnumConverter.Convert(distanceMode);
}
public LRS(Indicator indicator, int length, RegressionDistanceMode distanceMode)
{
this.indicator = new FreeQuant.Indicators.LRS(indicator.indicator, length);
(this.indicator as FreeQuant.Indicators.LRS).DistanceMode = EnumConverter.Convert(distanceMode);
}
public LRS(BarSeries series, int length, RegressionDistanceMode distanceMode, BarData option)
{
this.indicator = new FreeQuant.Indicators.LRS(series.series, length, EnumConverter.Convert(option));
(this.indicator as FreeQuant.Indicators.LRS).DistanceMode = EnumConverter.Convert(distanceMode);
}
public LRI(BarSeries series, int length, RegressionDistanceMode distanceMode)
{
this.indicator = new FreeQuant.Indicators.LRI(series.series, length);
}
public static double Value(DoubleSeries input, int index, int length, RegressionDistanceMode distanceMode)
{
return LRS.Value((TimeSeries) input, index, length, BarData.Close, distanceMode);
}
public LRI(Indicator indicator, int length, RegressionDistanceMode distanceMode)
{
this.indicator = new FreeQuant.Indicators.LRI(indicator.indicator, length);
}
public static double Value(TimeSeries input, int index, int length, BarData option, RegressionDistanceMode distanceMode)
{
if (index < length - 1)
{
return(double.NaN);
}
double x = 0.0;
double num1 = 0.0;
double num2 = 0.0;
double num3 = 0.0;
if (distanceMode == RegressionDistanceMode.Time)
{
double num4 = (double)input.GetDateTime(index).Subtract(input.GetDateTime(index - 1)).Ticks;
for (int index1 = index; index1 > index - length; --index1)
{
x += (double)input.GetDateTime(index1).Subtract(input.GetDateTime(index - length + 1)).Ticks / num4;
num1 += (double)input.GetDateTime(index1).Subtract(input.GetDateTime(index - length + 1)).Ticks / num4 * input[index1, option];
num2 += input[index1, option];
num3 += (double)input.GetDateTime(index1).Subtract(input.GetDateTime(index - length + 1)).Ticks / num4 * (double)input.GetDateTime(index1).Subtract(input.GetDateTime(index - length + 1)).Ticks / num4;
}
}
else
{
for (int index1 = index; index1 > index - length; --index1)
{
x += (double)(index1 - index + length - 1);
num1 += (double)(index1 - index + length - 1) * input[index1, option];
num2 += input[index1, option];
num3 += (double)((index1 - index + length - 1) * (index1 - index + length - 1));
}
}
return(((double)length * num1 - x * num2) / ((double)length * num3 - Math.Pow(x, 2.0)));
}
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close, RegressionDistanceMode distanceMode = RegressionDistanceMode.Time)
{
if (index >= length - 1)
{
double num = input[index, barData];
double num2 = LRI.Value(input, index, length, barData, distanceMode);
return(100.0 * (num - num2) / num2);
}
return(double.NaN);
}
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close, RegressionDistanceMode distanceMode = RegressionDistanceMode.Time)
{
if (index >= length - 1)
{
double num = 0.0;
double num2 = 0.0;
double num3 = 0.0;
double num4 = 0.0;
double num6;
if (distanceMode == RegressionDistanceMode.Time)
{
double num5 = (double)input.GetDateTime(index).Subtract(input.GetDateTime(index - 1)).Ticks;
for (int i = index; i > index - length; i--)
{
num += (double)input.GetDateTime(i).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5;
num2 += (double)input.GetDateTime(i).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5 * input[i, barData];
num3 += input[i, barData];
num4 += (double)input.GetDateTime(i).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5 * (double)input.GetDateTime(i).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5;
}
num6 = (double)input.GetDateTime(index).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5;
}
else
{
for (int j = index; j > index - length; j--)
{
num += (double)(j - index + length - 1);
num2 += (double)(j - index + length - 1) * input[j, barData];
num3 += input[j, barData];
num4 += (double)((j - index + length - 1) * (j - index + length - 1));
}
num6 = (double)(length - 1);
}
double num7 = ((double)length * num2 - num * num3) / ((double)length * num4 - Math.Pow(num, 2.0));
double num8 = (num3 - num7 * num) / (double)length;
return(num7 * num6 + num8);
}
return(double.NaN);
}
public static double Value(DoubleSeries input, int index, int length, RegressionDistanceMode distanceMode)
{
return(FO.Value((TimeSeries)input, index, length, BarData.Close, distanceMode));
}
internal static FreeQuant.Indicators.RegressionDistanceMode Convert(RegressionDistanceMode mode)
{
switch (mode)
{
case RegressionDistanceMode.Time:
return FreeQuant.Indicators.RegressionDistanceMode.Time;
case RegressionDistanceMode.Index:
return FreeQuant.Indicators.RegressionDistanceMode.Index;
default:
throw new NotImplementedException("RegressionDistanceMode is not supported : " + (object)mode);
}
}
public LRS(global::OpenQuant.API.Indicator indicator, int length, RegressionDistanceMode distanceMode, Color color)
{
this.indicator = new SmartQuant.Indicators.LRS(indicator.indicator, length, color);
(this.indicator as SmartQuant.Indicators.LRS).DistanceMode = global::OpenQuant.API.EnumConverter.Convert(distanceMode);
}
public LRI(BarSeries series, int length, RegressionDistanceMode distanceMode, BarData option)
{
this.indicator = new FreeQuant.Indicators.LRI(series.series, length, EnumConverter.Convert(option));
}
public LRI(BarSeries series, int length, RegressionDistanceMode distanceMode, Color color)
{
this.indicator = new SmartQuant.Indicators.LRI(series.series, length, color);
}
public static double Value(TimeSeries input, int index, int length, BarData option, RegressionDistanceMode distanceMode)
{
if (index < length - 1 + input.FirstIndex)
{
return(double.NaN);
}
double num1 = input[index, option];
double num2 = LRI.Value(input, index, length, option, distanceMode);
return(100.0 * (num1 - num2) / num2);
}
public LRI(Indicator indicator, int length, RegressionDistanceMode distanceMode, BarData option)
{
this.indicator = new FreeQuant.Indicators.LRI(indicator.indicator, length, EnumConverter.Convert(option));
}
public LRI(BarSeries series, int length, RegressionDistanceMode distanceMode, BarData option, Color color)
{
this.indicator = new SmartQuant.Indicators.LRI(series.series, length, global::OpenQuant.API.EnumConverter.Convert(option), color);
}
public static double Value(TimeSeries input, int index, int length, BarData option, RegressionDistanceMode distanceMode)
{
if (index < length - 1 + input.FirstIndex)
return double.NaN;
double num1 = input[index, option];
double num2 = LRI.Value(input, index, length, option, distanceMode);
return 100.0 * (num1 - num2) / num2;
}
