Compare commits
4 Commits
master
...
atr-indica
| Author | SHA1 | Date |
|---|---|---|
Christoph Ruegg
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e3b57532d1 | 11 years ago |
|
Christoph Ruegg
|
ad9c25fbeb | 11 years ago |
unknown
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9e4f1bab3a | 11 years ago |
|
unknown
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c88069aae0 | 11 years ago |
7 changed files with 644 additions and 0 deletions
@ -0,0 +1,253 @@ |
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Date;Open;High;Low;Close;Volume;Adj Close |
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02.01.2014;9598.25;9620.93;9394.21;9400.04;90956900;9400.04 |
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03.01.2014;9409.66;9453.48;9367.99;9435.15;58772900;9435.15 |
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06.01.2014;9419.44;9468.80;9399.81;9428.00;53653700;9428.00 |
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07.01.2014;9446.25;9518.72;9416.86;9506.20;79946800;9506.20 |
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08.01.2014;9512.79;9516.26;9467.95;9497.84;90140400;9497.84 |
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09.01.2014;9492.24;9549.50;9402.80;9421.61;98917000;9421.61 |
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10.01.2014;9473.87;9529.70;9441.25;9473.24;96130400;9473.24 |
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13.01.2014;9497.92;9519.30;9457.31;9510.17;85787700;9510.17 |
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14.01.2014;9391.46;9540.51;9381.94;9540.51;104777800;9540.51 |
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15.01.2014;9590.57;9747.40;9582.10;9733.81;120099000;9733.81 |
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16.01.2014;9742.21;9747.37;9702.97;9717.71;87811900;9717.71 |
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17.01.2014;9718.20;9789.89;9709.14;9742.96;131098100;9742.96 |
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20.01.2014;9713.20;9733.40;9672.32;9715.90;78126100;9715.90 |
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21.01.2014;9751.98;9794.05;9714.02;9730.12;80839600;9730.12 |
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22.01.2014;9752.11;9765.63;9677.14;9720.11;84234100;9720.11 |
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23.01.2014;9690.51;9728.78;9596.49;9631.04;98660400;9631.04 |
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24.01.2014;9646.65;9664.24;9374.08;9392.02;125916200;9392.02 |
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27.01.2014;9389.17;9402.72;9310.99;9349.22;112554100;9349.22 |
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28.01.2014;9405.53;9427.59;9345.76;9406.91;99322000;9406.91 |
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29.01.2014;9507.35;9537.63;9221.30;9336.73;126384200;9336.73 |
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30.01.2014;9343.51;9415.48;9266.95;9373.48;97748700;9373.48 |
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31.01.2014;9339.84;9346.79;9166.05;9306.48;126856500;9306.48 |
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03.02.2014;9318.77;9357.58;9173.56;9186.52;105545400;9186.52 |
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04.02.2014;9126.46;9166.98;9071.25;9127.91;114598200;9127.91 |
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05.02.2014;9105.28;9154.72;9080.87;9116.32;95608700;9116.32 |
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06.02.2014;9166.46;9274.46;9128.97;9256.58;122685200;9256.58 |
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07.02.2014;9275.38;9323.24;9223.21;9301.92;89003400;9301.92 |
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10.02.2014;9331.71;9346.13;9280.18;9289.86;59599900;9289.86 |
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11.02.2014;9338.80;9478.77;9338.01;9478.77;76248400;9478.77 |
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12.02.2014;9505.12;9594.85;9501.96;9540.00;85292300;9540.00 |
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13.02.2014;9522.66;9600.64;9479.86;9596.77;93209100;9596.77 |
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14.02.2014;9615.52;9677.53;9593.37;9662.40;91504800;9662.40 |
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17.02.2014;9661.80;9682.19;9645.51;9656.76;45850100;9656.76 |
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18.02.2014;9674.80;9690.97;9614.40;9659.78;58827300;9659.78 |
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19.02.2014;9641.45;9695.86;9596.42;9660.05;72892900;9660.05 |
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20.02.2014;9524.58;9618.85;9504.18;9618.85;88676900;9618.85 |
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21.02.2014;9665.08;9666.15;9598.03;9656.95;78587700;9656.95 |
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24.02.2014;9619.64;9708.94;9602.95;9708.94;67953500;9708.94 |
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25.02.2014;9676.56;9710.95;9628.72;9699.35;90676100;9699.35 |
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26.02.2014;9708.50;9720.66;9612.52;9661.73;87277200;9661.73 |
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27.02.2014;9660.55;9672.82;9497.78;9588.33;86422200;9588.33 |
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28.02.2014;9592.90;9692.08;9566.04;9692.08;83200800;9692.08 |
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03.03.2014;9553.08;9554.17;9358.73;9358.89;118040200;9358.89 |
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04.03.2014;9453.77;9590.11;9421.16;9589.15;95630200;9589.15 |
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05.03.2014;9562.39;9599.00;9534.43;9542.02;73341700;9542.02 |
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06.03.2014;9577.35;9587.44;9505.32;9542.87;103682600;9542.87 |
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07.03.2014;9538.45;9543.24;9346.82;9350.75;103246700;9350.75 |
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10.03.2014;9305.51;9382.98;9216.07;9265.50;84875400;9265.50 |
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11.03.2014;9295.32;9375.29;9259.18;9307.79;72300800;9307.79 |
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12.03.2014;9257.13;9267.10;9142.54;9188.69;107430600;9188.69 |
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13.03.2014;9200.12;9226.96;9017.35;9017.79;113773100;9017.79 |
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14.03.2014;8939.18;9094.24;8913.27;9056.41;141175500;9056.41 |
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17.03.2014;9047.49;9197.81;9047.49;9180.89;86964500;9180.89 |
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18.03.2014;9172.05;9315.07;9105.69;9242.55;99301200;9242.55 |
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19.03.2014;9262.71;9325.93;9221.59;9277.05;89476800;9277.05 |
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20.03.2014;9215.70;9296.90;9156.63;9296.12;96945700;9296.12 |
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21.03.2014;9300.66;9376.94;9288.15;9342.94;198583500;9342.94 |
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24.03.2014;9349.52;9358.95;9181.37;9188.77;86790900;9188.77 |
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25.03.2014;9223.92;9372.07;9223.90;9338.40;82230600;9338.40 |
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26.03.2014;9367.53;9488.74;9360.30;9448.58;75841600;9448.58 |
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27.03.2014;9428.91;9469.39;9397.98;9451.21;66826100;9451.21 |
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28.03.2014;9487.12;9587.19;9484.90;9587.19;70498400;9587.19 |
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31.03.2014;9621.92;9634.82;9543.09;9555.91;68772900;9555.91 |
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01.04.2014;9601.96;9631.06;9574.63;9603.71;72835100;9603.71 |
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02.04.2014;9628.76;9645.60;9608.46;9623.36;73976000;9623.36 |
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03.04.2014;9620.87;9689.52;9591.89;9628.82;76385800;9628.82 |
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04.04.2014;9641.96;9721.50;9627.74;9695.77;75314000;9695.77 |
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07.04.2014;9585.52;9608.20;9496.67;9510.85;78800000;9510.85 |
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08.04.2014;9525.07;9525.94;9391.86;9490.79;86190900;9490.79 |
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09.04.2014;9506.75;9542.31;9480.96;9506.35;69917100;9506.35 |
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10.04.2014;9556.70;9581.48;9440.99;9454.54;77873700;9454.54 |
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11.04.2014;9351.20;9390.44;9259.43;9315.29;100489700;9315.29 |
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14.04.2014;9248.86;9339.17;9214.18;9339.17;90916500;9339.17 |
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15.04.2014;9324.84;9344.85;9166.53;9173.71;88156800;9173.71 |
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16.04.2014;9252.30;9318.97;9221.48;9317.82;78803200;9317.82 |
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17.04.2014;9311.03;9417.82;9277.36;9409.71;86295200;9409.71 |
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22.04.2014;9455.52;9602.57;9439.66;9600.09;70194100;9600.09 |
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23.04.2014;9602.12;9607.84;9539.62;9544.19;61216900;9544.19 |
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24.04.2014;9597.07;9645.06;9410.33;9548.68;87813900;9548.68 |
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25.04.2014;9474.79;9501.91;9367.42;9401.55;79230200;9401.55 |
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28.04.2014;9454.84;9496.84;9407.65;9446.36;67539100;9446.36 |
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29.04.2014;9521.65;9596.42;9480.57;9584.12;91467900;9584.12 |
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30.04.2014;9576.93;9618.98;9561.06;9603.23;90290900;9603.23 |
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02.05.2014;9611.79;9627.38;9533.30;9556.02;88062300;9556.02 |
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05.05.2014;9536.38;9548.17;9407.09;9529.50;61911600;9529.50 |
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06.05.2014;9570.25;9571.63;9440.47;9467.53;82062900;9467.53 |
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07.05.2014;9418.50;9554.35;9410.08;9521.30;92732600;9521.30 |
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08.05.2014;9547.27;9622.30;9487.57;9607.40;102022500;9607.40 |
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09.05.2014;9591.32;9602.86;9558.11;9581.45;80084100;9581.45 |
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12.05.2014;9608.93;9710.34;9587.14;9702.46;87508500;9702.46 |
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13.05.2014;9751.05;9783.72;9732.34;9754.43;96844100;9754.43 |
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14.05.2014;9765.62;9772.09;9733.21;9754.39;76079000;9754.39 |
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15.05.2014;9741.25;9810.29;9631.57;9656.05;133897400;9656.05 |
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16.05.2014;9646.56;9670.90;9577.90;9629.10;113085400;9629.10 |
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19.05.2014;9607.32;9676.52;9534.56;9659.39;97857300;9659.39 |
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20.05.2014;9644.80;9685.56;9613.91;9639.08;67588400;9639.08 |
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21.05.2014;9615.86;9709.91;9583.56;9697.87;86239200;9697.87 |
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22.05.2014;9731.45;9734.14;9689.13;9720.91;63696000;9720.91 |
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23.05.2014;9722.63;9779.59;9704.75;9768.01;65280800;9768.01 |
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26.05.2014;9826.91;9893.81;9821.68;9892.82;53846400;9892.82 |
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27.05.2014;9893.33;9951.90;9879.64;9940.82;79797700;9940.82 |
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28.05.2014;9950.74;9957.87;9898.26;9939.17;72748500;9939.17 |
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29.05.2014;9937.66;9956.24;9917.97;9938.90;65743400;9938.90 |
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30.05.2014;9926.73;9970.77;9924.63;9943.27;103680100;9943.27 |
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02.06.2014;9986.86;9992.33;9907.77;9950.12;57920300;9950.12 |
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03.06.2014;9949.96;9954.78;9887.01;9919.74;71968600;9919.74 |
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04.06.2014;9903.82;9928.96;9866.97;9926.67;66442200;9926.67 |
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05.06.2014;9929.41;10013.69;9896.09;9947.83;129942500;9947.83 |
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06.06.2014;9954.01;10000.92;9941.65;9987.19;92994900;9987.19 |
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09.06.2014;9994.40;10009.60;9985.87;10008.63;43200400;10008.63 |
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10.06.2014;9998.51;10033.74;9987.69;10028.80;64853100;10028.80 |
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11.06.2014;10022.99;10024.84;9921.26;9949.81;96286500;9949.81 |
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12.06.2014;9950.52;9970.38;9917.61;9938.70;68482900;9938.70 |
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13.06.2014;9920.49;9944.57;9829.09;9912.87;79417700;9912.87 |
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16.06.2014;9885.97;9925.85;9872.77;9883.98;64029200;9883.98 |
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17.06.2014;9915.20;9982.89;9861.29;9920.32;72084200;9920.32 |
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18.06.2014;9932.04;9964.02;9922.07;9930.33;72976800;9930.33 |
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19.06.2014;10018.91;10023.55;9993.03;10004.00;86693500;10004.00 |
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20.06.2014;9995.50;10050.98;9987.24;9987.24;209559600;9987.24 |
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23.06.2014;9991.40;9993.02;9885.96;9920.92;68730100;9920.92 |
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24.06.2014;9938.64;9948.59;9899.47;9938.08;61266100;9938.08 |
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25.06.2014;9883.78;9914.12;9836.46;9867.75;82312000;9867.75 |
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26.06.2014;9894.55;9898.38;9749.75;9804.90;94925000;9804.90 |
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27.06.2014;9818.46;9836.68;9791.13;9815.17;63248900;9815.17 |
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30.06.2014;9833.85;9889.49;9800.08;9833.07;66649700;9833.07 |
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01.07.2014;9853.74;9902.41;9835.74;9902.41;54519000;9902.41 |
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02.07.2014;9913.00;9936.39;9890.11;9911.27;70229500;9911.27 |
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03.07.2014;9910.47;10032.28;9907.01;10029.43;78288000;10029.43 |
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04.07.2014;10028.71;10030.81;10007.40;10009.08;52046500;10009.08 |
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07.07.2014;9992.13;10015.36;9905.60;9906.07;60506300;9906.07 |
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08.07.2014;9918.27;9920.78;9772.14;9772.67;85865100;9772.67 |
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09.07.2014;9789.05;9817.47;9752.79;9808.20;73589700;9808.20 |
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10.07.2014;9807.25;9807.25;9617.59;9659.13;96879100;9659.13 |
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11.07.2014;9672.17;9708.43;9623.36;9666.34;62278400;9666.34 |
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14.07.2014;9710.92;9793.78;9693.89;9783.01;56259600;9783.01 |
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15.07.2014;9764.69;9788.71;9711.86;9719.41;72125500;9719.41 |
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16.07.2014;9747.88;9871.58;9747.52;9859.27;69460000;9859.27 |
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17.07.2014;9819.45;9845.85;9743.62;9753.88;76538100;9753.88 |
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18.07.2014;9703.67;9721.08;9655.51;9720.02;118113800;9720.02 |
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21.07.2014;9711.68;9717.70;9597.62;9612.05;65236500;9612.05 |
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22.07.2014;9682.21;9735.71;9647.74;9734.33;62368600;9734.33 |
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23.07.2014;9727.43;9802.06;9723.98;9753.56;64736900;9753.56 |
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24.07.2014;9772.15;9810.47;9674.68;9794.06;70366600;9794.06 |
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25.07.2014;9770.24;9794.85;9620.58;9644.01;73401600;9644.01 |
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28.07.2014;9660.71;9665.05;9527.59;9598.17;71997100;9598.17 |
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29.07.2014;9607.10;9692.33;9573.48;9653.63;66002300;9653.63 |
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30.07.2014;9646.43;9704.01;9572.90;9593.68;79991300;9593.68 |
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31.07.2014;9576.16;9582.74;9395.35;9407.48;131077400;9407.48 |
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01.08.2014;9379.74;9394.48;9185.41;9210.08;141582500;9210.08 |
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04.08.2014;9222.05;9243.23;9130.34;9154.14;85304300;9154.14 |
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05.08.2014;9186.03;9237.14;9152.38;9189.74;80560700;9189.74 |
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06.08.2014;9084.52;9166.21;9030.72;9130.04;98898300;9130.04 |
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07.08.2014;9081.29;9166.04;9025.82;9038.97;97954700;9038.97 |
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08.08.2014;8928.19;9061.00;8903.49;9009.32;102515800;9009.32 |
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11.08.2014;9106.67;9199.00;9089.31;9180.74;81228900;9180.74 |
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12.08.2014;9166.92;9171.94;9050.00;9069.47;74774600;9069.47 |
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13.08.2014;9133.84;9213.61;9118.15;9198.88;82251600;9198.88 |
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14.08.2014;9161.81;9265.92;9149.41;9225.10;80394300;9225.10 |
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15.08.2014;9239.00;9324.57;9067.58;9092.60;110261800;9092.60 |
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18.08.2014;9220.99;9261.65;9195.11;9245.33;63822100;9245.33 |
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19.08.2014;9276.19;9350.27;9276.18;9334.28;57793200;9334.28 |
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20.08.2014;9329.89;9333.68;9247.84;9314.57;63229700;9314.57 |
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21.08.2014;9328.71;9405.93;9278.86;9401.53;67874900;9401.53 |
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22.08.2014;9390.29;9414.39;9291.93;9339.17;70036600;9339.17 |
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25.08.2014;9456.67;9510.14;9424.11;9510.14;53554100;9510.14 |
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26.08.2014;9481.56;9591.72;9446.37;9588.15;66737100;9588.15 |
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27.08.2014;9583.98;9600.85;9546.55;9569.71;69031300;9569.71 |
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28.08.2014;9545.21;9546.81;9417.16;9462.56;72124500;9462.56 |
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29.08.2014;9483.42;9517.95;9369.40;9470.17;68471200;9470.17 |
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01.09.2014;9484.53;9500.20;9424.78;9479.03;43071900;9479.03 |
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02.09.2014;9525.15;9578.50;9485.24;9507.02;55157400;9507.02 |
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03.09.2014;9541.02;9683.10;9528.72;9626.49;90121000;9626.49 |
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04.09.2014;9591.43;9732.78;9539.92;9724.26;106652400;9724.26 |
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05.09.2014;9714.24;9774.65;9691.44;9747.02;77345000;9747.02 |
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08.09.2014;9767.90;9773.70;9721.71;9758.03;53013300;9758.03 |
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09.09.2014;9737.56;9769.21;9695.44;9710.70;57197900;9710.70 |
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10.09.2014;9672.45;9723.08;9635.50;9700.17;62415400;9700.17 |
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11.09.2014;9729.89;9732.83;9630.67;9691.28;62050300;9691.28 |
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12.09.2014;9706.59;9706.59;9617.70;9651.13;52625100;9651.13 |
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15.09.2014;9603.97;9682.46;9600.15;9659.63;55750900;9659.63 |
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16.09.2014;9644.28;9644.88;9588.65;9632.93;62265100;9632.93 |
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17.09.2014;9672.98;9695.44;9649.99;9661.50;67216900;9661.50 |
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18.09.2014;9703.10;9798.13;9686.43;9798.13;81235700;9798.13 |
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19.09.2014;9849.43;9891.20;9799.24;9799.26;195350400;9799.26 |
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22.09.2014;9748.53;9812.77;9735.69;9749.54;73981000;9749.54 |
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23.09.2014;9713.40;9719.66;9589.03;9595.03;88196000;9595.03 |
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24.09.2014;9598.77;9669.45;9534.77;9661.97;85850600;9661.97 |
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25.09.2014;9644.36;9718.11;9482.54;9510.01;97697000;9510.01 |
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26.09.2014;9500.55;9545.34;9454.88;9490.55;83499600;9490.55 |
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29.09.2014;9495.58;9504.98;9369.62;9422.91;77424800;9422.91 |
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30.09.2014;9446.81;9495.00;9404.89;9474.30;89859600;9474.30 |
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01.10.2014;9454.04;9520.97;9357.55;9382.03;83526600;9382.03 |
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02.10.2014;9363.28;9412.62;9195.68;9195.68;122375300;9195.68 |
|||
06.10.2014;9341.05;9343.65;9185.86;9209.51;103676300;9209.51 |
|||
07.10.2014;9164.77;9170.24;9080.35;9086.21;105001700;9086.21 |
|||
08.10.2014;9027.90;9064.88;8960.43;8995.33;112047000;8995.33 |
|||
09.10.2014;9082.66;9140.29;8975.06;9005.02;104101300;9005.02 |
|||
10.10.2014;8924.58;8958.66;8788.21;8788.81;162566100;8788.81 |
|||
13.10.2014;8703.85;8872.40;8699.60;8812.43;112875000;8812.43 |
|||
14.10.2014;8765.36;8854.39;8701.44;8825.21;116078300;8825.21 |
|||
15.10.2014;8838.68;8847.85;8555.73;8571.95;153532200;8571.95 |
|||
16.10.2014;8623.28;8662.86;8354.97;8582.90;224468500;8582.90 |
|||
17.10.2014;8629.16;8850.27;8588.42;8850.27;181971200;8850.27 |
|||
20.10.2014;8819.26;8834.73;8682.59;8717.76;103016000;8717.76 |
|||
21.10.2014;8693.06;8889.78;8644.71;8886.96;118317300;8886.96 |
|||
22.10.2014;8934.54;8957.16;8861.44;8940.14;97874300;8940.14 |
|||
23.10.2014;8873.54;9068.12;8820.89;9047.31;108376900;9047.31 |
|||
24.10.2014;9008.60;9044.85;8955.59;8987.80;98966500;8987.80 |
|||
27.10.2014;9080.80;9085.64;8837.66;8902.61;111764500;8902.61 |
|||
28.10.2014;8983.06;9077.89;8968.59;9068.19;78580500;9068.19 |
|||
29.10.2014;9139.00;9157.63;9072.64;9082.81;89708100;9082.81 |
|||
30.10.2014;9091.13;9146.95;8899.90;9114.84;119733200;9114.84 |
|||
31.10.2014;9283.40;9339.33;9217.00;9326.87;123211200;9326.87 |
|||
03.11.2014;9305.73;9343.64;9236.18;9251.70;79777600;9251.70 |
|||
04.11.2014;9244.09;9317.92;9148.78;9166.47;90365900;9166.47 |
|||
05.11.2014;9238.07;9329.07;9226.34;9315.48;81034800;9315.48 |
|||
06.11.2014;9284.97;9467.36;9268.63;9377.41;124002400;9377.41 |
|||
07.11.2014;9406.16;9414.32;9239.11;9291.83;104437000;9291.83 |
|||
10.11.2014;9233.87;9351.87;9222.57;9351.87;71162800;9351.87 |
|||
11.11.2014;9374.36;9400.90;9324.77;9369.03;79810300;9369.03 |
|||
12.11.2014;9339.68;9359.37;9189.63;9210.96;93733900;9210.96 |
|||
13.11.2014;9260.53;9311.00;9170.28;9248.51;82312000;9248.51 |
|||
14.11.2014;9272.36;9284.13;9184.46;9252.94;76730500;9252.94 |
|||
17.11.2014;9162.27;9331.32;9161.60;9306.35;72034400;9306.35 |
|||
18.11.2014;9323.75;9461.53;9323.52;9456.53;73982400;9456.53 |
|||
19.11.2014;9462.05;9521.73;9439.16;9472.80;73153500;9472.80 |
|||
20.11.2014;9460.40;9487.69;9382.23;9483.97;82097800;9483.97 |
|||
21.11.2014;9521.24;9736.14;9508.17;9732.55;166634400;9732.55 |
|||
24.11.2014;9722.31;9832.41;9711.77;9785.54;97612300;9785.54 |
|||
25.11.2014;9790.03;9921.46;9787.26;9861.21;117773900;9861.21 |
|||
26.11.2014;9894.60;9942.67;9868.35;9915.56;89124300;9915.56 |
|||
27.11.2014;9934.78;9992.67;9920.86;9974.87;84700200;9974.87 |
|||
28.11.2014;9990.70;9990.70;9902.40;9980.85;98906800;9980.85 |
|||
01.12.2014;9915.74;9979.08;9906.42;9963.51;97092800;9963.51 |
|||
02.12.2014;9983.79;10038.21;9910.21;9934.08;86630800;9934.08 |
|||
03.12.2014;9978.89;9993.85;9930.53;9971.79;83605000;9971.79 |
|||
04.12.2014;9998.85;10083.74;9835.42;9851.35;119705200;9851.35 |
|||
05.12.2014;9931.96;10093.03;9929.47;10087.12;93445100;10087.12 |
|||
08.12.2014;10060.91;10084.95;10014.99;10014.99;68931200;10014.99 |
|||
09.12.2014;9904.58;9951.66;9786.38;9793.71;110063600;9793.71 |
|||
10.12.2014;9859.78;9909.39;9775.39;9799.73;88531300;9799.73 |
|||
11.12.2014;9770.66;9907.82;9763.41;9862.53;98963300;9862.53 |
|||
12.12.2014;9794.20;9799.65;9586.22;9594.73;94544800;9594.73 |
|||
15.12.2014;9599.82;9678.26;9330.99;9334.01;112718700;9334.01 |
|||
16.12.2014;9366.56;9567.09;9219.05;9563.89;171052400;9563.89 |
|||
17.12.2014;9455.74;9589.25;9429.40;9544.43;102078900;9544.43 |
|||
18.12.2014;9711.61;9811.06;9671.18;9811.06;121015600;9811.06 |
|||
19.12.2014;9901.26;9901.26;9688.66;9786.96;173452900;9786.96 |
|||
22.12.2014;9827.26;9924.01;9826.55;9865.76;0;9865.76 |
|||
23.12.2014;9887.24;9922.11;9848.06;9922.11;0;9922.11 |
|||
29.12.2014;9914.87;9927.85;9775.45;9927.13;0;9927.13 |
|||
30.12.2014;9883.10;9886.78;9805.55;9805.55;0;9805.55 |
|||
@ -0,0 +1,87 @@ |
|||
// <copyright file="Bar.cs" company="Math.NET">
|
|||
// Math.NET Numerics, part of the Math.NET Project
|
|||
// http://numerics.mathdotnet.com
|
|||
// http://github.com/mathnet/mathnet-numerics
|
|||
// http://mathnetnumerics.codeplex.com
|
|||
//
|
|||
// Copyright (c) 2009-2015 Math.NET
|
|||
//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// 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. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
namespace MathNet.Numerics.Financial |
|||
{ |
|||
/// <summary>
|
|||
/// Representation of a stock bar
|
|||
/// </summary>
|
|||
public struct Bar |
|||
{ |
|||
readonly double _high; |
|||
readonly double _low; |
|||
readonly double _open; |
|||
readonly double _close; |
|||
|
|||
/// <summary>
|
|||
/// High of the bar
|
|||
/// </summary>
|
|||
public double High |
|||
{ |
|||
get { return _high; } |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Low of the bar
|
|||
/// </summary>
|
|||
public double Low |
|||
{ |
|||
get { return _low; } |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Open of the bar
|
|||
/// </summary>
|
|||
public double Open |
|||
{ |
|||
get { return _open; } |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Close of the bar
|
|||
/// </summary>
|
|||
public double Close |
|||
{ |
|||
get { return _close; } |
|||
} |
|||
|
|||
/// <param name="high"> High of the bar</param>
|
|||
/// <param name="low"> Low of the bar</param>
|
|||
/// <param name="open"> Open of the bar</param>
|
|||
/// <param name="close"> Close of the bar</param>
|
|||
public Bar(double high, double low, double open, double close) |
|||
{ |
|||
_high = high; |
|||
_low = low; |
|||
_open = open; |
|||
_close = close; |
|||
} |
|||
} |
|||
} |
|||
@ -0,0 +1,98 @@ |
|||
// <copyright file="Indicators.cs" company="Math.NET">
|
|||
// Math.NET Numerics, part of the Math.NET Project
|
|||
// http://numerics.mathdotnet.com
|
|||
// http://github.com/mathnet/mathnet-numerics
|
|||
// http://mathnetnumerics.codeplex.com
|
|||
//
|
|||
// Copyright (c) 2009-2015 Math.NET
|
|||
//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// 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. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
using System; |
|||
using System.Collections.Generic; |
|||
using System.Linq; |
|||
using MathNet.Numerics.Statistics; |
|||
|
|||
namespace MathNet.Numerics.Financial |
|||
{ |
|||
/// <summary>
|
|||
/// Extension methods to calculate basic technical indicators
|
|||
/// </summary>
|
|||
public static class Indicators |
|||
{ |
|||
private static IEnumerable<double> TrueRange(this IEnumerable<Bar> samples) |
|||
{ |
|||
using (var enumerator = samples.GetEnumerator()) |
|||
{ |
|||
if (!enumerator.MoveNext()) |
|||
{ |
|||
yield break; |
|||
} |
|||
|
|||
Bar last = enumerator.Current; |
|||
|
|||
//yield return double.NaN;
|
|||
yield return Math.Abs(last.High - last.Low); |
|||
|
|||
while (enumerator.MoveNext()) |
|||
{ |
|||
var current = enumerator.Current; |
|||
var hl = Math.Abs(current.High - current.Low); |
|||
var pdch = Math.Abs(last.Close - current.High); |
|||
var pdcl = Math.Abs(last.Close - current.Low); |
|||
last = current; |
|||
|
|||
yield return Math.Max(hl, Math.Max(pdch, pdcl)); |
|||
} |
|||
} |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Calculate the Simple Moving Average (SMA) based on Close. Online/Streaming.
|
|||
/// </summary>
|
|||
/// <param name="samples">Input samples</param>
|
|||
/// <param name="period">Period of calculation</param>
|
|||
public static IEnumerable<double> SMA(this IEnumerable<Bar> samples, int period) |
|||
{ |
|||
return samples.Select(bar => bar.Close).MovingAverage(period).Select(x => Math.Round(x, 2)); |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Calculate the True Range (TR). Online/Streaming.
|
|||
/// </summary>
|
|||
/// <param name="samples">Input samples</param>
|
|||
public static IEnumerable<double> TR(this IEnumerable<Bar> samples) |
|||
{ |
|||
return samples.TrueRange().Select(x => Math.Round(x, 2)); |
|||
} |
|||
/// <summary>
|
|||
/// Calculate the Average True Range (ATR). Online/Streaming.
|
|||
/// </summary>
|
|||
/// <param name="samples">Input samples</param>
|
|||
/// <param name="period">Period of calculation</param>
|
|||
public static IEnumerable<double> ATR(this IEnumerable<Bar> samples, int period) |
|||
{ |
|||
return samples.TrueRange().MovingAverage(period).Select(x => Math.Round(x, 2)); |
|||
} |
|||
} |
|||
} |
|||
@ -0,0 +1,94 @@ |
|||
// <copyright file="IndicatorsTests.cs" company="Math.NET">
|
|||
// Math.NET Numerics, part of the Math.NET Project
|
|||
// http://numerics.mathdotnet.com
|
|||
// http://github.com/mathnet/mathnet-numerics
|
|||
// http://mathnetnumerics.codeplex.com
|
|||
//
|
|||
// Copyright (c) 2009-2015 Math.NET
|
|||
//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// 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. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
using System; |
|||
using System.Collections.Generic; |
|||
using System.Linq; |
|||
using MathNet.Numerics.Financial; |
|||
using NUnit.Framework; |
|||
|
|||
namespace MathNet.Numerics.UnitTests.FinancialTests |
|||
{ |
|||
[TestFixture, Category("Financial")] |
|||
public class IndicatorsTests |
|||
{ |
|||
[Test] |
|||
public void Atr_ShouldReturnValuesWithoutException() |
|||
{ |
|||
var inputBars = GenerateValidBars(); |
|||
var atr = inputBars.ATR(14); |
|||
} |
|||
|
|||
[Test] |
|||
public void Atr_ShouldReturnValue() |
|||
{ |
|||
var inputBars = GenerateValidBars(); |
|||
var atr = inputBars.ATR(14); |
|||
|
|||
var expectedValueAtBar20 = 132.33; |
|||
var actual = atr.ElementAt(20); |
|||
Assert.AreEqual(expectedValueAtBar20, actual); |
|||
} |
|||
|
|||
[Test] |
|||
public void Atr_ShouldRaiseException_IfPeriodIsZero() |
|||
{ |
|||
var inputBars = GenerateValidBars(); |
|||
var period = 0; |
|||
|
|||
Assert.That(() => inputBars.ATR(period), Throws.Exception.TypeOf<ArgumentException>()); |
|||
} |
|||
|
|||
[Test, Ignore("Unclear why this should be enforced")] |
|||
public void Atr_ShouldRaiseException_IfPeriodIsGreaterThanBarCount() |
|||
{ |
|||
var inputBars = GenerateValidBars(); |
|||
inputBars = inputBars.Take(10); |
|||
var period = 11; |
|||
|
|||
Assert.That(() => inputBars.ATR(period), Throws.Exception.TypeOf<ArgumentException>()); |
|||
} |
|||
|
|||
private IEnumerable<Bar> GenerateValidBars() |
|||
{ |
|||
StockDataReader reader = new StockDataReader(); |
|||
var data = reader.ReadFile("./data/Finance/DaxHistoricalData.dat"); |
|||
|
|||
List<Bar> inputBars = new List<Bar>(); |
|||
|
|||
foreach (var stockData in data) |
|||
{ |
|||
var bar = new Bar(stockData.High, stockData.Low, stockData.Open, stockData.Close); |
|||
inputBars.Add(bar); |
|||
} |
|||
return inputBars; |
|||
} |
|||
} |
|||
} |
|||
@ -0,0 +1,104 @@ |
|||
using System; |
|||
using System.Collections.Generic; |
|||
using System.Globalization; |
|||
using System.IO; |
|||
|
|||
namespace MathNet.Numerics.UnitTests.FinancialTests |
|||
{ |
|||
/// <summary>
|
|||
/// Class reads a file with stock data
|
|||
/// </summary>
|
|||
public class StockDataReader |
|||
{ |
|||
/// <summary>
|
|||
/// Reads a file with stock quotes
|
|||
/// </summary>
|
|||
/// <param name="filePath">Path of the file</param>
|
|||
/// <returns>StockData</returns>
|
|||
public IEnumerable<StockData> ReadFile(string filePath) |
|||
{ |
|||
List<StockData> resultList = new List<StockData>(); |
|||
|
|||
var dateFormat = new CultureInfo("de-DE", false).DateTimeFormat; |
|||
var numberFormat = CultureInfo.InvariantCulture.NumberFormat; |
|||
|
|||
using (var reader = new StreamReader(filePath)) |
|||
{ |
|||
var firstLine = reader.ReadLine(); |
|||
|
|||
string line = string.Empty; |
|||
|
|||
while(true) |
|||
{ |
|||
line = reader.ReadLine(); |
|||
if (line == null) |
|||
break; |
|||
|
|||
line = line.Trim(); |
|||
if (line.Equals(string.Empty)) |
|||
continue; |
|||
|
|||
var stringValues = line.Split(';'); |
|||
|
|||
DateTime date = DateTime.Parse(stringValues[0], dateFormat); |
|||
double open = double.Parse(stringValues[1], numberFormat); |
|||
double high = double.Parse(stringValues[2], numberFormat); |
|||
double low = double.Parse(stringValues[3], numberFormat); |
|||
double close = double.Parse(stringValues[4], numberFormat); |
|||
int volume = int.Parse(stringValues[5], numberFormat); |
|||
|
|||
StockData stockData = new StockData(date, open, close, high, low, volume); |
|||
resultList.Add(stockData); |
|||
} |
|||
} |
|||
|
|||
return resultList; |
|||
} |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Entity class for holding stock data
|
|||
/// </summary>
|
|||
public class StockData |
|||
{ |
|||
/// <param name="dateTime">Date</param>
|
|||
/// <param name="open">Open quote</param>
|
|||
/// <param name="close">Open quote</param>
|
|||
/// <param name="high">Highest quote</param>
|
|||
/// <param name="low">Lower quote</param>
|
|||
/// <param name="volume">Volume</param>
|
|||
public StockData(DateTime dateTime,double open,double close, double high,double low,int volume) |
|||
{ |
|||
Date = dateTime; |
|||
Open = open; |
|||
Close = close; |
|||
High = high; |
|||
Low = low; |
|||
Volume = volume; |
|||
} |
|||
/// <summary>
|
|||
/// Date
|
|||
/// </summary>
|
|||
public DateTime Date { get; private set; } |
|||
/// <summary>
|
|||
/// Open quote
|
|||
/// </summary>
|
|||
public double Open { get; private set; } |
|||
/// <summary>
|
|||
/// Close quote
|
|||
/// </summary>
|
|||
public double Close { get; private set; } |
|||
/// <summary>
|
|||
/// Highest quote
|
|||
/// </summary>
|
|||
public double High { get; private set; } |
|||
/// <summary>
|
|||
/// Lower quote
|
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/// </summary>
|
|||
public double Low { get; private set; } |
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/// <summary>
|
|||
/// Volume
|
|||
/// </summary>
|
|||
public int Volume { get; private set; } |
|||
} |
|||
} |
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Reference in new issue