SquidEyes.TechAnalysis
1.1.2
dotnet add package SquidEyes.TechAnalysis --version 1.1.2
NuGet\Install-Package SquidEyes.TechAnalysis -Version 1.1.2
<PackageReference Include="SquidEyes.TechAnalysis" Version="1.1.2" />
paket add SquidEyes.TechAnalysis --version 1.1.2
#r "nuget: SquidEyes.TechAnalysis, 1.1.2"
// Install SquidEyes.TechAnalysis as a Cake Addin #addin nuget:?package=SquidEyes.TechAnalysis&version=1.1.2 // Install SquidEyes.TechAnalysis as a Cake Tool #tool nuget:?package=SquidEyes.TechAnalysis&version=1.1.2
SquidEyes.TechAnalysis is a collection of high-performance C#/.NET 7.0 technical indicators with a hand-curated set of matching unit-tests.
Code | Name | Indicator | Kind |
---|---|---|---|
ATR | Average True Range | AtrIndicator | Statistics |
BBAND | Bollinger Bands | BollingerBandsIndicator | Channels |
CCI | Commodity Channel Index | CciIndicator | Oscillator |
DEMA | Double Exponential Moving Average | DemaIndicator | Moving Average |
EMA | Exponential Moving Average | EmaIndicator | Moving Average |
KAMA | Kaufman's Adaptive Moving Average | KamaIndicator | Moving Average |
KLTNR | Keltner Channel | KelnerChannelIndicator | Channels |
LINREG | Linear Regression | LinRegIndicator | Regression |
MACD | Moving Average Convergence Divergence | MacdIndicator | Statistics |
SMA | Simple Moving Average | SmaIndicator | Moving Average |
SMMA | Smoothed Moving Average | SmmaIndicator | Moving Average |
STDDEV | Standard Deviation | StdDevIndicator | Statistics |
STOCH | Stochastics Oscillator | StochasticsIndicator | Oscillator |
TEMA | Triple Exponential Moving Average | TemaIndicator | Moving Average |
WMA | Weighted Moving Average | WmaIndicator | Moving Average |
To be clear, there are a good number of C#-based technical indicator libraries (i.e. Trady, Stock Indicators, TA-Lib.NETCore, and NetTrader, just to name a few), but the author found each of these to be objectionable for one or more reasons:
- Poor performance (whether from use of decimals or otherwise)
- Poor standardization
- No provision for float-based candles
- Reliance upon inflexible and inbuilt result-persistence layers
To take a rather simple example, an EmaIndicator might be used as follows:
// Add the result to a chart, perform a calculation, etc.
static void PrintResult(BasicResult result) =>
Debug.WriteLine($"{result.CloseOn} ={result.Value}");
// CloseOn,Open,High,Low,Close data in CSV multi-line format
const string CSV = """
05/15/2023 14:36:00,12872.75,12873.75,12866,12870.75
05/15/2023 14:37:00,12871.25,12871.5,12864.75,12869.5
05/15/2023 14:38:00,12869.25,12871.75,12867.5,12871.25
05/15/2023 14:39:00,12871,12873.75,12869.5,12872.75
05/15/2023 14:40:00,12872.75,12873.75,12867.75,12870.5
""";
// Most of the indicators return BasicResult, but a few return
// custom results (BollingerIndicator, MacddIndicator, etc.)
var indicator = new EmaIndicator(period: 3,
priceToUse: PriceToUse.Close, maxResults: 10000);
// Parse the data then
foreach (var fields in new CsvEnumerator(CSV.ToStream(), 5))
{
var candle = new TestCandle()
{
CloseOn = DateTime.Parse(fields[0]),
Open = float.Parse(fields[1]),
High = float.Parse(fields[2]),
Low = float.Parse(fields[3]),
Close = float.Parse(fields[4])
};
// Adds the current result to the indicator's results
// collection (a reversed SlidingBuffer) then returns
// that result directly
_ = indicator.AddAndCalc(candle);
if (!indicator.IsPrimed)
continue;
// A result may also be obtained via a [0..maxResults - 1]
// index on the indicator, with zero being the most recent
PrintResult(indicator[2]);
}
Contributions are always welcome (see CONTRIBUTING.md for details)
Supper-Duper Extra-Important Caveat: THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
FINAL WARNING: The use of this code may (literally!) lead to your losing thousands of dollars or more. Caveat Emptor!!
Product | Versions Compatible and additional computed target framework versions. |
---|---|
.NET | net7.0 is compatible. net7.0-android was computed. net7.0-ios was computed. net7.0-maccatalyst was computed. net7.0-macos was computed. net7.0-tvos was computed. net7.0-windows was computed. net8.0 was computed. net8.0-android was computed. net8.0-browser was computed. net8.0-ios was computed. net8.0-maccatalyst was computed. net8.0-macos was computed. net8.0-tvos was computed. net8.0-windows was computed. |
-
net7.0
- No dependencies.
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
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