Colton Sellers
1c3d849ad5
* Reconcile duplicated code * Add License header * CS0219 Fixes: Value assigned, but never used * CA1507: Use nameof in place of string literals * CS0108 : Hides Inherited Member; Use new keyword to overwrite formally * CS0114: Hides inherited member; use override keyword * CS0168: Variable is declared but never used * Tests CS1062; using obsolete implicit Symbol -> String; fix via .ToString() * CS0472: Non Nullable Obj getting Null Checked * CS0067 Member not used; ignore all cases for future use * CS00162 : Unreachable code; either removed or ignored for debugging and test cases * CS0169 Remove non-used fields; ignore those that may be used in future * CS0414; Field is assigned but never used. * CS0618; Obsolete properties and members; Only fixes simple ones, rest will have to broken up * CS0649; Field never assigned too * CS0659 & CS0661 ; Overwrite operators and equals but not hashcode; I don't really override it but just call base * Small comment fix * Cleanup pragma statement
106 lines
3.6 KiB
C#
106 lines
3.6 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using QuantConnect.Data.Market;
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namespace QuantConnect.Indicators
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{
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/// <summary>
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/// The Arms Index, also called the Short-Term Trading Index (TRIN)
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/// is a technical analysis indicator that compares the number of advancing
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/// and declining stocks (AD Ratio) to advancing and declining volume (AD volume).
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/// </summary>
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public class ArmsIndex : TradeBarIndicator, IIndicatorWarmUpPeriodProvider
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{
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private readonly IndicatorBase<IndicatorDataPoint> _arms;
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/// <summary>
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/// Gets the Advance/Decline Ratio (ADR) indicator
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/// </summary>
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public AdvanceDeclineRatio ADRatio { get; }
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/// <summary>
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/// Gets the Advance/Decline Volume Ratio (ADVR) indicator
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/// </summary>
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public AdvanceDeclineVolumeRatio ADVRatio { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="ArmsIndex"/> class
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/// </summary>
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public ArmsIndex(string name) : base(name)
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{
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ADRatio = new AdvanceDeclineRatio(name + "_A/D Ratio");
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ADVRatio = new AdvanceDeclineVolumeRatio(name + "_A/D Volume Ratio");
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_arms = ADRatio.Over(ADVRatio, name);
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}
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/// <summary>
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/// Gets a flag indicating when this indicator is ready and fully initialized
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/// </summary>
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public override bool IsReady => ADRatio.IsReady && ADVRatio.IsReady;
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/// <summary>
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/// Required period, in data points, for the indicator to be ready and fully initialized.
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/// </summary>
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public int WarmUpPeriod => System.Math.Max(ADRatio.WarmUpPeriod, ADVRatio.WarmUpPeriod);
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/// <summary>
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/// Computes the next value of this indicator from the given state
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/// </summary>
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/// <param name="input">The input given to the indicator</param>
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/// <returns>A new value for this indicator</returns>
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protected override decimal ComputeNextValue(TradeBar input)
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{
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ADRatio.Update(input);
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ADVRatio.Update(input);
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return _arms.Current.Value;
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}
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/// <summary>
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/// Resets this indicator to its initial state
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/// </summary>
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public override void Reset()
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{
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ADRatio.Reset();
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ADVRatio.Reset();
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_arms.Reset();
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base.Reset();
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}
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/// <summary>
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/// Add Tracking stock issue
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/// </summary>
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/// <param name="symbol">the tracking stock issue</param>
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public void AddStock(Symbol symbol)
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{
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ADRatio.AddStock(symbol);
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ADVRatio.AddStock(symbol);
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}
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/// <summary>
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/// Remove Tracking stock issue
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/// </summary>
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/// <param name="symbol">the tracking stock issue</param>
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public void RemoveStock(Symbol symbol)
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{
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ADRatio.RemoveStock(symbol);
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ADVRatio.RemoveStock(symbol);
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}
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}
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}
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