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quantconnect--lean/Indicators
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Adalyat Nazirov 1c9b817960 Track indicator previous input per symbol individually (#4607) 
* track previous input per symbol

* improve Arms Index period checks

* don't need to be thread safe due to consolidators update are sequential

* Use TryGetValue for performance

- Minor update for AdvanceDeclineIndicator to use TryGetValue to reduce
  amount of dictionary access

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2020-08-02 20:13:27 -03:00
..
CandlestickPatterns
Use IBaseData in type constraints
2016-11-09 09:20:16 -05:00
Properties
Add assembly descriptions (#4442)
2020-05-21 09:35:12 -07:00
AbsolutePriceOscillator.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
AccelerationBands.cs
Addresses Peer-Review
2019-05-14 21:52:10 +01:00
AccumulationDistribution.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
AccumulationDistributionOscillator.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
AdvanceDeclineIndicator.cs
Track indicator previous input per symbol individually (#4607)
2020-08-02 20:13:27 -03:00
AdvanceDeclineRatio.cs
remove unused using
2020-07-31 22:03:57 +03:00
AdvanceDeclineVolumeRatio.cs
remove unused using
2020-07-31 22:03:57 +03:00
ArmsIndex.cs
remove unused using
2020-07-31 22:03:57 +03:00
ArnaudLegouxMovingAverage.cs
Addresses Peer-Review
2019-05-14 21:52:10 +01:00
AroonOscillator.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
AverageDirectionalIndex.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
AverageDirectionalMovementIndexRating.cs
Add missing documentation for new ADX property
2020-03-19 11:05:56 -03:00
AverageTrueRange.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
BalanceOfPower.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
BarIndicator.cs
Use IBaseData in type constraints
2016-11-09 09:20:16 -05:00
BollingerBands.cs
fix BollingerBands indicator comments
2020-07-31 17:53:54 +03:00
ChandeMomentumOscillator.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
CommodityChannelIndex.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
CompositeIndicator.cs
Update Indicators to respect CA1304 and CA1305
2019-09-12 15:30:44 -04:00
ConstantIndicator.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
CoppockCurve.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
Delay.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
DetrendedPriceOscillator.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
DonchianChannel.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
DoubleExponentialMovingAverage.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
ExponentialMovingAverage.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
FilteredIdentity.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
FisherTransform.cs
Fixes FishTransform Indicator
2019-05-13 17:57:08 +01:00
FractalAdaptiveMovingAverage.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
FunctionalIndicator.cs
Use IBaseData in type constraints
2016-11-09 09:20:16 -05:00
HeikinAshi.cs
Remove Symbol and CurrentBar from Heikin-Ashi Indicator
2020-07-24 12:20:26 -04:00
HullMovingAverage.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
IchimokuKinkoHyo.cs
Implements IIndicatorWarmUpPeriodProvider in IchimokuKinkoHyo
2019-05-13 21:28:19 +01:00
Identity.cs
Initial commit
2015-01-12 12:03:33 -03:00
Indicator.cs
Initial commit
2015-01-12 12:03:33 -03:00
IndicatorBase.cs
Track indicator previous input per symbol individually (#4607)
2020-08-02 20:13:27 -03:00
IndicatorBase.Operators.cs
Add indicator operator overloads
2016-02-09 16:27:02 -05:00
IndicatorExtensions.cs
Indicator extensions support all indicator types
2018-08-14 18:14:46 -03:00
IndicatorResult.cs
Add IndicatorResult support to CompositeIndicator
2016-04-07 06:14:18 -04:00
IndicatorStatus.cs
new status
2020-07-31 17:53:55 +03:00
IntradayVwap.cs
Add IntradayVwap indicator w/ VWAP(symbol) helper
2018-04-06 16:27:14 -04:00
KaufmanAdaptiveMovingAverage.cs
Adds Optional Parameters to KaufmanAdaptiveMovingAverage
2020-05-31 14:44:53 +01:00
KeltnerChannels.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
LeastSquaresMovingAverage.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
LinearWeightedMovingAverage.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
LogReturn.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MassIndex.cs
reuse existing TradeBarIndicator instead of Generic one
2020-07-31 17:53:54 +03:00
Maximum.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
MeanAbsoluteDeviation.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MidPoint.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MidPrice.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
Minimum.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
Momentum.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MomentumPercent.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
Momersion.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MoneyFlowIndex.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MovingAverageConvergenceDivergence.cs
Addresses Peer-Review
2019-05-14 21:52:10 +01:00
MovingAverageType.cs
Implements WilderMovingAverage indicator
2018-03-21 00:13:37 +00:00
MovingAverageTypeExtensions.cs
Implements WilderMovingAverage indicator
2018-03-21 00:13:37 +00:00
NormalizedAverageTrueRange.cs
Extends NormalizedAverageTrueRange and TrueRange Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:31:22 +01:00
OnBalanceVolume.cs
Extends OnBalanceVolume, ParabolicStopAndReverse and RegressionChannel Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:08:48 +01:00
packages.config
Update to .Net 4.6.2
2020-05-15 17:32:46 -03:00
ParabolicStopAndReverse.cs
Extends OnBalanceVolume, ParabolicStopAndReverse and RegressionChannel Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:08:48 +01:00
PercentagePriceOscillator.cs
Extends PercentagePriceOscillator and UltimateOscillator Indicators With IIndicatorWarmUpPeriodProvider
2019-05-17 15:36:23 +01:00
PythonIndicator.cs
Implements Backward Compatibility for Python Custom Indicator
2019-10-04 19:12:11 +01:00
QuantConnect.Indicators.csproj
refactor class
2020-07-31 17:53:56 +03:00
QuantConnect.Indicators.nuspec
Fix nuget QC dependency version
2020-05-21 16:21:59 -03:00
RateOfChange.cs
Addresses Peer-Review
2019-05-14 21:52:10 +01:00
RateOfChangePercent.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
RateOfChangeRatio.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
RegressionChannel.cs
Extends OnBalanceVolume, ParabolicStopAndReverse and RegressionChannel Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:08:48 +01:00
RelativeStrengthIndex.cs
Update RSI to handle negative averages
2020-03-17 20:12:34 +01:00
SchaffTrendCycle.cs
Cleanup before PR
2020-07-28 14:34:08 -07:00
SimpleMovingAverage.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
StandardDeviation.cs
Extends Sum, StandardDeviation and Variance Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:44:35 +01:00
Stochastics.cs
Addresses Peer-Review
2019-05-23 09:59:03 +01:00
Sum.cs
Extends Sum, StandardDeviation and Variance Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:44:35 +01:00
SwissArmyKnife.cs
Extends SwissArmyKnife, Trix and WilderMovingAverage Indicators With IIndicatorWarmUpPeriodProvider
2019-06-05 18:10:22 +01:00
T3MovingAverage.cs
Extends T3, Triangular and TripleExponential Moving Averages Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:18:24 +01:00
TradeBarIndicator.cs
Initial commit
2015-01-12 12:03:33 -03:00
TriangularMovingAverage.cs
Extends T3, Triangular and TripleExponential Moving Averages Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:18:24 +01:00
TripleExponentialMovingAverage.cs
Extends T3, Triangular and TripleExponential Moving Averages Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:18:24 +01:00
Trix.cs
Extends SwissArmyKnife, Trix and WilderMovingAverage Indicators With IIndicatorWarmUpPeriodProvider
2019-06-05 18:10:22 +01:00
TrueRange.cs
Extends NormalizedAverageTrueRange and TrueRange Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:31:22 +01:00
UltimateOscillator.cs
Extends PercentagePriceOscillator and UltimateOscillator Indicators With IIndicatorWarmUpPeriodProvider
2019-05-17 15:36:23 +01:00
Variance.cs
Extends Sum, StandardDeviation and Variance Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:44:35 +01:00
VolumeWeightedAveragePriceIndicator.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
WilderMovingAverage.cs
Extends SwissArmyKnife, Trix and WilderMovingAverage Indicators With IIndicatorWarmUpPeriodProvider
2019-06-05 18:10:22 +01:00
WilliamsPercentR.cs
Extends RelativeStrengthIndex, Stochastic and WilliamsPercentR Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 09:54:02 +01:00
WindowIdentity.cs
Adds VWAP indicator via WeightedBy indicator extension
2016-04-21 19:34:52 -03:00
WindowIndicator.cs
Implements IIndicatorWarmUpPeriodProvider Interface
2019-04-18 23:28:48 +01:00