SquidEyes.TechAnalysis 1.1.0

SquidEyes.TechAnalysis is a collection of high-performance C#/.NET 5.0 technical indicators with a hand-curated set of matching unit-tests.

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:

// OpenOn,Open,High,Low,Close data in CSV multi-line format
const string CSV = "..."; 

var indicator = new EmaIndicator(
    period: 21, priceToUse: PriceToUse.Close);

var buffer = new SlidingBuffer<DataPoint>(
    size: 100, reversed: true);

foreach (var fields in new CsvEnumerator(CSV.ToStream(), 5))
{
    var candle = new TestCandle()
    {
        OpenOn = DateTime.Parse(fields[0]),
        Open = float.Parse(fields[1]),
        High = float.Parse(fields[2]),
        Low = float.Parse(fields[3]),
        Close = float.Parse(fields[4])
    };

    buffer.Add(indicator.AddAndCalc(candle));

    if (buffer.IsPrimed)
        AddToChart(buffer[0].OpenOn, buffer[0].Value);
}

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.

More to the point, your use of this code may (literally!) lead to your losing thousands of dollars and more. Be careful, and remember: Caveat Emptor!!