SquidEyes.TechAnalysis 1.1.2

SquidEyes.TechAnalysis is a collection of high-performance C#/.NET 7.0 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:

// Add the result to a chart, perform a calculation, etc.
static void PrintResult(BasicResult result) =>
    Debug.WriteLine($"{result.CloseOn} ={result.Value}");

// CloseOn,Open,High,Low,Close data in CSV multi-line format
const string CSV = """
    05/15/2023 14:36:00,12872.75,12873.75,12866,12870.75
    05/15/2023 14:37:00,12871.25,12871.5,12864.75,12869.5
    05/15/2023 14:38:00,12869.25,12871.75,12867.5,12871.25
    05/15/2023 14:39:00,12871,12873.75,12869.5,12872.75
    05/15/2023 14:40:00,12872.75,12873.75,12867.75,12870.5 
    """;

// Most of the indicators return BasicResult, but a few return
// custom results (BollingerIndicator, MacddIndicator, etc.)
var indicator = new EmaIndicator(period: 3,
    priceToUse: PriceToUse.Close, maxResults: 10000);

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

    // Adds the current result to the indicator's results
    // collection (a reversed SlidingBuffer) then returns 
    // that result directly
    _ = indicator.AddAndCalc(candle);

    if (!indicator.IsPrimed)
        continue;

    // A result may also be obtained via a [0..maxResults - 1]
    // index on the indicator, with zero being the most recent
    PrintResult(indicator[2]);
}

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.

FINAL WARNING: The use of this code may (literally!) lead to your losing thousands of dollars or more. Caveat Emptor!!