wehub-resource-sync
137 lines
5.5 KiB
C#
137 lines
5.5 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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namespace QuantConnect.Indicators
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{
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/// <summary>
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/// Provides extension methods for the MovingAverageType enumeration
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/// </summary>
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public static class MovingAverageTypeExtensions
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{
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/// <summary>
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/// Creates a new indicator from the specified MovingAverageType. So if MovingAverageType.Simple
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/// is specified, then a new SimpleMovingAverage will be returned.
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/// </summary>
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/// <param name="movingAverageType">The type of averaging indicator to create</param>
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/// <param name="period">The smoothing period</param>
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/// <returns>A new indicator that matches the MovingAverageType</returns>
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public static IndicatorBase<IndicatorDataPoint> AsIndicator(this MovingAverageType movingAverageType, int period)
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{
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switch (movingAverageType)
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{
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case MovingAverageType.Simple:
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return new SimpleMovingAverage(period);
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case MovingAverageType.Exponential:
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return new ExponentialMovingAverage(period);
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case MovingAverageType.Wilders:
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return new WilderMovingAverage(period);
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case MovingAverageType.LinearWeightedMovingAverage:
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return new LinearWeightedMovingAverage(period);
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case MovingAverageType.DoubleExponential:
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return new DoubleExponentialMovingAverage(period);
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case MovingAverageType.TripleExponential:
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return new TripleExponentialMovingAverage(period);
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case MovingAverageType.Triangular:
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return new TriangularMovingAverage(period);
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case MovingAverageType.T3:
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return new T3MovingAverage(period);
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case MovingAverageType.Kama:
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return new KaufmanAdaptiveMovingAverage(period);
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case MovingAverageType.Hull:
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return new HullMovingAverage(period);
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case MovingAverageType.Alma:
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return new ArnaudLegouxMovingAverage(period);
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case MovingAverageType.Zlema:
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return new ZeroLagExponentialMovingAverage(period);
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case MovingAverageType.MGD:
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return new McGinleyDynamic(period);
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default:
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throw new ArgumentOutOfRangeException(nameof(movingAverageType));
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}
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}
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/// <summary>
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/// Creates a new indicator from the specified MovingAverageType. So if MovingAverageType.Simple
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/// is specified, then a new SimpleMovingAverage will be returned.
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/// </summary>
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/// <param name="movingAverageType">The type of averaging indicator to create</param>
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/// <param name="name">The name of the new indicator</param>
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/// <param name="period">The smoothing period</param>
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/// <returns>A new indicator that matches the MovingAverageType</returns>
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public static IndicatorBase<IndicatorDataPoint> AsIndicator(this MovingAverageType movingAverageType, string name, int period)
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{
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switch (movingAverageType)
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{
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case MovingAverageType.Simple:
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return new SimpleMovingAverage(name, period);
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case MovingAverageType.Exponential:
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return new ExponentialMovingAverage(name, period);
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case MovingAverageType.Wilders:
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return new WilderMovingAverage(name, period);
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case MovingAverageType.LinearWeightedMovingAverage:
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return new LinearWeightedMovingAverage(name, period);
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case MovingAverageType.DoubleExponential:
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return new DoubleExponentialMovingAverage(name, period);
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case MovingAverageType.TripleExponential:
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return new TripleExponentialMovingAverage(name, period);
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case MovingAverageType.Triangular:
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return new TriangularMovingAverage(name, period);
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case MovingAverageType.T3:
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return new T3MovingAverage(name, period);
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case MovingAverageType.Kama:
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return new KaufmanAdaptiveMovingAverage(name, period);
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case MovingAverageType.Hull:
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return new HullMovingAverage(name, period);
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case MovingAverageType.Alma:
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return new ArnaudLegouxMovingAverage(name, period);
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case MovingAverageType.Zlema:
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return new ZeroLagExponentialMovingAverage(name, period);
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case MovingAverageType.MGD:
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return new McGinleyDynamic(name, period);
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default:
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throw new ArgumentOutOfRangeException(nameof(movingAverageType));
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}
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}
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}
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}
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