public ITaLibOutput <double[]> HilbertTransformDominantCyclePeriod(Frequency unitType, int historiesLength)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] closingHistory = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.HtDcPeriod(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inReal: closingHistory,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> Beta(Frequency unitType, int historiesLength, int timePeriod = 5)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] highs = database.CurrentHistory
.Select(bar => bar.PriceHigh)
.ToArray();
double[] lows = database.CurrentHistory
.Select(bar => bar.PriceLow)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.Beta(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inReal0: highs,
inReal1: lows,
optInTimePeriod: timePeriod,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> AveragePrice(Frequency unitType, int historiesLength)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] opens = database.CurrentHistory
.Select(bar => bar.OpeningPrice)
.ToArray();
double[] highs = database.CurrentHistory
.Select(bar => bar.PriceHigh)
.ToArray();
double[] lows = database.CurrentHistory
.Select(bar => bar.PriceLow)
.ToArray();
double[] closes = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.AvgPrice(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inOpen: opens,
inHigh: highs,
inLow: lows,
inClose: closes,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <(double[] upperBand, double[] middleBand, double[] lowerBand)> BollingerBands(Frequency unitType, int historiesLength, Core.MAType movingAverageType = Core.MAType.Sma, int timePeriod = 5, int nbDevUp = 2, int nbDevDown = 2)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] closingHistory = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
var output = new TaLibOutput <(double[] upperBand, double[] middleBand, double[] lowerBand)> {
Series = (upperBand : new double[inputs.OutputArrayLength],
middleBand : new double[inputs.OutputArrayLength],
lowerBand : new double[inputs.OutputArrayLength]),
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.Bbands(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inReal: closingHistory,
optInTimePeriod: timePeriod,
optInNbDevUp: nbDevUp,
optInNbDevDn: nbDevDown,
optInMAType: movingAverageType,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outRealUpperBand: output.Series.upperBand,
outRealMiddleBand: output.Series.middleBand,
outRealLowerBand: output.Series.lowerBand);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> AbsolutePriceOscillator(Frequency unitType, int historiesLength, Core.MAType movingAverageType = Core.MAType.Sma, int slowPeriod = 26, int fastPeriod = 12)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] closingHistory = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.Apo(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inReal: closingHistory,
optInFastPeriod: fastPeriod,
optInSlowPeriod: slowPeriod,
optInMAType: movingAverageType,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
