Jhonathan Abreu ed92e6653b Fix EMA first value calculation (#7173) ...

* Fix EMA indicator first value calculation

As done by TALib and TradingView, the first EMA value after warmup is
the SMA of the first period.

* Update TSI indicator test data

Data was exported from TradingView

* Update TRIX indicator test data from TradingView

* Update AccumulationDistributionOscillator indicator test data from TradingView

* Update Double EMA indicator test data from TradingView

* Update McClellanSummationIndex indicator test data

* Update SchaffTrendCycle indicator test data

* Update TripleExponentialMovingAverage indicator test data from TradingView

* Update stats for algorithms using EMA

* Update failing unit tests

2023-04-11 17:43:25 -03:00

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equity/usa/shortable/testbrokerage

Implements Easy To Borrow Reality Modeling (WIP) (#5159)

2021-01-14 13:33:44 -08:00

00010101_05_example_psychsignal_testdata.csv

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20151224_quote_american.zip

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aapl_chain.csv

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aapl_fine_fundamental.json

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arms_data.txt

Modify advance decline indicators (#7032)

2023-03-02 15:48:20 -03:00

bi_datatest.csv

Beta indicator (#6042)

2021-11-15 15:57:24 -03:00

CashTestingStrategy.csv

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custom_future_chris_cme_es1.csv

Remove Quandl from LEAN (#6110)

2022-01-12 12:10:20 -03:00

custom_future_chris_cme_es2.csv

Remove Quandl from LEAN (#6110)

2022-01-12 12:10:20 -03:00

daily-stock-picker-backtest.csv

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daily-stock-picker-live.csv

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dwac_supertrend.txt

Super Trend Indicator (#6013)

2021-11-17 12:19:26 -03:00

eurusd60_dem.txt

Adds DeM indicator (#5002)

2020-12-15 08:29:55 -03:00

eurusd_candle_patterns.txt

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ewz_candle_patterns.txt

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FillForwardBars.zip

Fix fill forward unit tests (#7070)

2023-03-15 12:45:04 -03:00

frama.txt

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FuturesExpiryFunctionsTestData.xml

Updated MHDB and CME currencies futures expiry functions (#7166)

2023-04-05 14:49:42 -03:00

fxVolumeDaily.csv

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fxVolumeHourly.csv

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fxVolumeMinute.csv

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gdax_accounts.txt

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gdax_fill.txt

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gdax_holding.txt

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gdax_openOrders.txt

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gdax_order.txt

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gdax_orderById.txt

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gdax_pollTick.txt

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gdax_tick.txt

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gdax_ticker.txt

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mcclellan_data.csv

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

multizip.zip

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SampleMarketHoursDatabase.json

Support extended market hours for futures (#6522)

2022-08-18 10:56:44 -03:00

spy_10_min.txt

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spy_acceleration_bands_20_4.txt

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spy_ad_osc.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_ad.txt

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spy_alma.txt

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spy_ao.txt

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spy_apo.txt

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spy_aps.txt

Feature Augen Price Spike Indicator (#5713)

2021-07-09 20:07:15 -03:00

spy_arima.csv

Feature #5098 - Time Series Indicators (#5099)

2021-02-01 20:17:49 -03:00

spy_aroon_oscillator.txt

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spy_asi.csv

Add Wilder Accumulative Swing Index (#5476)

2021-04-16 10:54:02 -03:00

spy_atr_wilder.txt

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spy_atr.txt

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spy_bollinger_bands.txt

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spy_bop.txt

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spy_candle_patterns.txt

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spy_cmf.txt

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spy_cmo.txt

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spy_coppock_curve.csv

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spy_dema.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_dpo.csv

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spy_ema.csv

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_emv.txt

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spy_heikin_ashi.txt

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spy_hma.txt

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spy_kama.txt

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spy_ker.txt

Kaufman Efficiency Ratio Indicator (#6050)

2021-12-04 18:55:09 -03:00

spy_logr14.txt

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spy_mass_index_25.txt

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spy_max.txt

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spy_mfi.txt

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spy_midpoint.txt

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spy_midprice.txt

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spy_min.txt

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spy_natr.txt

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spy_ohlcv.txt

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spy_parabolic_SAR.txt

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spy_pivot_pnt_hl.txt

Implements PivotPointsHighLow indicator + tests (#5352)

2021-05-24 11:09:07 -03:00

spy_ppo.txt

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spy_rdv.txt

Relative Daily Volume Indicator (#5747)

2021-07-28 18:02:34 -03:00

spy_rocr.txt

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spy_rvi.txt

Feature 4999 -- Adds RVI (#5041)

2021-01-08 11:11:00 -03:00

spy_si.csv

Add Wilder Accumulative Swing Index (#5476)

2021-04-16 10:54:02 -03:00

spy_sortino.csv

Add Sortino indicator (#6696)

2022-10-28 18:12:33 -03:00

spy_sr.txt

Adds SharpeRatio indicator (#5348)

2021-03-11 13:35:08 -08:00

spy_stc.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_swiss.txt

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spy_t3.txt

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spy_tema.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_tr.txt

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spy_trima.txt

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spy_trix.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_tsi.csv

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_ultosc.txt

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spy_var.txt

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spy_with_adx.txt

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spy_with_cci.txt

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spy_with_don50.txt

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spy_with_fisher.txt

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spy_with_ichimoku.csv

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spy_with_ichimoku.ods

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spy_with_indicators.txt

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spy_with_keltner.csv

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spy_with_macd.txt

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spy_with_obv.txt

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spy_with_rma.csv

Relative Moving Average Indicator (#6297)

2022-04-25 13:13:20 -03:00

spy_with_roc50.txt

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spy_with_rocp50.txt

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spy_with_stoch12k3.txt

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spy_with_vwap.txt

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spy_with_williamsR14.txt

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stock_prices.csv

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target_downside_deviation.csv

Add Sortino indicator (#6696)

2022-10-28 18:12:33 -03:00

test_cash_equity.xml

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test_cash_fills.xml

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test_forex_equity.xml

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test_forex_fills_jwb_quantity.xml

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test_forex_fills_mch_quantity.xml

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test_forex_fills.xml

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test_report_data.json

Fix FormatException on estimated capacity rendering during report generation (#6551)

2022-08-16 11:08:36 -03:00

tp_datatest.csv

Market profile indicator (#5891)

2021-09-03 20:18:44 -03:00

vp_datatest.csv

Market profile indicator (#5891)

2021-09-03 20:18:44 -03:00