Brummel/MycLib
1
0
Fork 0
Code Issues 1 Pull Requests Actions Packages Projects 1 Releases Wiki Activity

TSeries + DataEndpoint

Browse Source
This commit is contained in:
Michael Schimmel
2025-07-15 11:44:44 +02:00
parent 1a07468ad8
commit 8ebcd81561
8 changed files with 228 additions and 147 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Src/Myc.Trade.Indicators.pas
+13 -13
View File
@@ -31,9 +31,9 @@ type
TIndicators = record
private
class function CalculateSMA(const Series: TMycDataArray<Double>; const Period: Integer): Double; static;
class function CalculateStdDev(const Series: TMycDataArray<Double>; const Period: Integer): Double; static;
class function CalculateWMA(const Series: TMycDataArray<Double>; const Period: Integer): Double; static;
class function CalculateSMA(const Series: TSeries<Double>; const Period: Integer): Double; static;
class function CalculateStdDev(const Series: TSeries<Double>; const Period: Integer): Double; static;
class function CalculateWMA(const Series: TSeries<Double>; const Period: Integer): Double; static;
public
// Simple Moving Average
class function CreateSMA(Period: Integer): TConstFunc<Double, Double>; static;
@@ -55,7 +55,7 @@ implementation
{ TIndicators }
class function TIndicators.CalculateSMA(const Series: TMycDataArray<Double>; const Period: Integer): Double;
class function TIndicators.CalculateSMA(const Series: TSeries<Double>; const Period: Integer): Double;
var
i: Integer;
sum: Double;
@@ -70,7 +70,7 @@ begin
Result := sum / Period;
end;
class function TIndicators.CalculateStdDev(const Series: TMycDataArray<Double>; const Period: Integer): Double;
class function TIndicators.CalculateStdDev(const Series: TSeries<Double>; const Period: Integer): Double;
var
i: Integer;
mean, sumOfSquares: Double;
@@ -86,7 +86,7 @@ begin
Result := Sqrt(sumOfSquares / Period);
end;
class function TIndicators.CalculateWMA(const Series: TMycDataArray<Double>; const Period: Integer): Double;
class function TIndicators.CalculateWMA(const Series: TSeries<Double>; const Period: Integer): Double;
var
i: Integer;
numerator: Double;
@@ -114,7 +114,7 @@ end;
class function TIndicators.CreateBollingerBands(Period: Integer; Multiplier: Double): TConstFunc<Double, TBollingerBandsResult>;
begin
var sourceData := TMycDataArray<Double>.CreateEmpty;
var sourceData: TSeries<Double>;
Result :=
function(const Value: Double): TBollingerBandsResult
var
@@ -138,7 +138,7 @@ end;
class function TIndicators.CreateEMA(Period: Integer): TConstFunc<Double, Double>;
begin
var lastEma: Double := Double.NaN;
var sourceData := TMycDataArray<Double>.CreateEmpty;
var sourceData: TSeries<Double>;
var multiplier := 2 / (Period + 1);
Result :=
@@ -170,8 +170,8 @@ class function TIndicators.CreateHMA(Period: Integer): TConstFunc<Double, Double
begin
var periodHalf := Period div 2;
var periodSqrt := Round(Sqrt(Period));
var sourceData := TMycDataArray<Double>.CreateEmpty;
var diffSeries := TMycDataArray<Double>.CreateEmpty;
var sourceData: TSeries<Double>;
var diffSeries: TSeries<Double>;
Result :=
function(const Value: Double): Double
@@ -244,7 +244,7 @@ class function TIndicators.CreateRSI(Period: Integer): TConstFunc<Double, Double
begin
var avgGain: Double := Double.NaN;
var avgLoss: Double := Double.NaN;
var sourceData := TMycDataArray<Double>.CreateEmpty;
var sourceData: TSeries<Double>;
Result :=
function(const Value: Double): Double
@@ -301,7 +301,7 @@ end;
class function TIndicators.CreateSMA(Period: Integer): TConstFunc<Double, Double>;
begin
var sourceData := TMycDataArray<Double>.CreateEmpty;
var sourceData: TSeries<Double>;
Result :=
function(const Value: Double): Double
begin
@@ -315,7 +315,7 @@ end;
class function TIndicators.CreateStochastic(KPeriod, DPeriod: Integer): TConstFunc<TOhlcItem, TStochasticResult>;
begin
var sourceData := TMycDataArray<TOhlcItem>.CreateEmpty;
var sourceData: TSeries<TOhlcItem>;
var smaD := CreateSMA(DPeriod);
Result :=