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add SyncIndex utility (#834)
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DaveSkender authored Jun 27, 2022
1 parent 4c8e83e commit 98adfdd
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39 changes: 39 additions & 0 deletions .vscode/settings.json
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Expand Up @@ -117,5 +117,44 @@
"Vwap",
"Vwma",
"Woodie"
],
"cSpell.ignorePaths": [
"package-lock.json",
"node_modules",
"vscode-extension",
".git/objects",
".vscode",
".vscode-insiders",
"src",
"tests"
],
"cSpell.enableFiletypes": [
"!asciidoc",
"!c",
"!cpp",
"!csharp",
"!css",
"!elixir",
"!git-commit",
"!go",
"!graphql",
"!handlebars",
"!haskell",
"!jade",
"!java",
"!javascript",
"!javascriptreact",
"!jsonc",
"!latex",
"!less",
"!pug",
"!python",
"!restructuredtext",
"!rust",
"!scala",
"!swift",
"!typescript",
"!typescriptreact",
"!vue"
]
}
4 changes: 1 addition & 3 deletions docs/_indicators/Adl.md
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Expand Up @@ -41,7 +41,7 @@ IEnumerable<AdlResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.

### AdlResult
Expand Down Expand Up @@ -75,5 +75,3 @@ var results = quotes
```

This indicator must be generated from `quotes` and **cannot** be generated from results of another chain-enabled indicator or method.

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Adx.md
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Expand Up @@ -37,7 +37,7 @@ IEnumerable<AdxResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `2×N-1` periods will have `null` values for `Adx` since there's not enough data to calculate.

Expand Down Expand Up @@ -73,5 +73,3 @@ var results = quotes
```

This indicator must be generated from `quotes` and **cannot** be generated from results of another chain-enabled indicator or method.

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Alligator.md
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Expand Up @@ -42,7 +42,7 @@ IEnumerable<AlligatorResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `JP+JO` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -77,5 +77,3 @@ var results = quotes
```

Results **cannot** be further chained with additional transforms.

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Alma.md
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Expand Up @@ -39,7 +39,7 @@ IEnumerable<AlmaResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N-1` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -77,5 +77,3 @@ var results = quotes
.GetAlma(..)
.GetRsi(..);
```

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Aroon.md
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Expand Up @@ -37,7 +37,7 @@ IEnumerable<AroonResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N-1` periods will have `null` values for `Aroon` since there's not enough data to calculate.

Expand Down Expand Up @@ -70,5 +70,3 @@ var results = quotes
```

This indicator must be generated from `quotes` and **cannot** be generated from results of another chain-enabled indicator or method.

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Atr.md
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Expand Up @@ -37,7 +37,7 @@ IEnumerable<AtrResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N-1` periods will have `null` values for ATR since there's not enough data to calculate.

Expand Down Expand Up @@ -72,5 +72,3 @@ var results = quotes
```

This indicator must be generated from `quotes` and **cannot** be generated from results of another chain-enabled indicator or method.

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Awesome.md
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Expand Up @@ -39,7 +39,7 @@ IEnumerable<AwesomeResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first period `S-1` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -78,5 +78,3 @@ var results = quotes
.GetAwesome(..)
.GetRsi(..);
```

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
2 changes: 1 addition & 1 deletion docs/_indicators/BasicQuote.md
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Expand Up @@ -36,7 +36,7 @@ IEnumerable<BasicData>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.

### BasicData
Expand Down
4 changes: 1 addition & 3 deletions docs/_indicators/Beta.md
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Expand Up @@ -47,7 +47,7 @@ IEnumerable<BetaResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N-1` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -92,8 +92,6 @@ var results = quotesEval
.GetSlope(..);
```

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.

## Pro tips

- Financial institutions often depict a single number for Beta on their sites. To get that same long-term Beta value, use 5 years of monthly bars for `quotes` and a value of 60 for `lookbackPeriods`. If you only have daily bars, use the [quotes.Aggregate(PeriodSize.Monthly)]({{site.baseurl}}/utilities#resize-quote-history) utility to convert it.
Expand Down
4 changes: 1 addition & 3 deletions docs/_indicators/BollingerBands.md
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Expand Up @@ -38,7 +38,7 @@ IEnumerable<BollingerBandsResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N-1` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -81,5 +81,3 @@ var results = quotes
.GetBollingerBands(..)
.GetRsi(..);
```

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Bop.md
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Expand Up @@ -38,7 +38,7 @@ IEnumerable<BopResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N-1` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -69,5 +69,3 @@ var results = quotes
```

This indicator must be generated from `quotes` and **cannot** be generated from results of another chain-enabled indicator or method.

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Cci.md
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Expand Up @@ -37,7 +37,7 @@ IEnumerable<CciResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N-1` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -68,5 +68,3 @@ var results = quotes
```

This indicator must be generated from `quotes` and **cannot** be generated from results of another chain-enabled indicator or method.

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/ChaikinOsc.md
Original file line number Diff line number Diff line change
Expand Up @@ -38,7 +38,7 @@ IEnumerable<ChaikinOscResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `S-1` periods will have `null` values for `Oscillator` since there's not enough data to calculate.

Expand Down Expand Up @@ -76,5 +76,3 @@ var results = quotes
```

This indicator must be generated from `quotes` and **cannot** be generated from results of another chain-enabled indicator or method.

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Chandelier.md
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Expand Up @@ -46,7 +46,7 @@ IEnumerable<ChandelierResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N` periods will have `null` Chandelier values since there's not enough data to calculate.

Expand Down Expand Up @@ -77,5 +77,3 @@ var results = quotes
```

This indicator must be generated from `quotes` and **cannot** be generated from results of another chain-enabled indicator or method.

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Chop.md
Original file line number Diff line number Diff line change
Expand Up @@ -36,7 +36,7 @@ IEnumerable<ChopResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -67,5 +67,3 @@ var results = quotes
```

This indicator must be generated from `quotes` and **cannot** be generated from results of another chain-enabled indicator or method.

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Cmf.md
Original file line number Diff line number Diff line change
Expand Up @@ -37,7 +37,7 @@ IEnumerable<CmfResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N-1` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -72,5 +72,3 @@ var results = quotes
```

This indicator must be generated from `quotes` and **cannot** be generated from results of another chain-enabled indicator or method.

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/ConnorsRsi.md
Original file line number Diff line number Diff line change
Expand Up @@ -39,7 +39,7 @@ IEnumerable<ConnorsRsiResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `MAX(R,S,P)-1` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -82,5 +82,3 @@ var results = quotes
.GetConnorsRsi(..)
.GetSma(..);
```

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Correlation.md
Original file line number Diff line number Diff line change
Expand Up @@ -39,7 +39,7 @@ IEnumerable<CorrResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N-1` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -81,5 +81,3 @@ var results = quotes
.GetCorrelation(..)
.GetSlope(..);
```

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Dema.md
Original file line number Diff line number Diff line change
Expand Up @@ -41,7 +41,7 @@ IEnumerable<DemaResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N-1` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -81,5 +81,3 @@ var results = quotes
.GetDema(..)
.GetRsi(..);
```

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
2 changes: 1 addition & 1 deletion docs/_indicators/Doji.md
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Expand Up @@ -37,7 +37,7 @@ IEnumerable<CandleResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The candlestick pattern is indicated on dates where `Match` is `Match.Neutral`.
- `Price` is `Close` price; however, all OHLCV elements are included in `CandleProperties`.
Expand Down
2 changes: 1 addition & 1 deletion docs/_indicators/Donchian.md
Original file line number Diff line number Diff line change
Expand Up @@ -38,7 +38,7 @@ IEnumerable<DonchianResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N` periods will have `null` values since there's not enough data to calculate.

Expand Down
4 changes: 1 addition & 3 deletions docs/_indicators/Dpo.md
Original file line number Diff line number Diff line change
Expand Up @@ -37,7 +37,7 @@ IEnumerable<DpoResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N/2-2` and last `N/2+1` periods will be `null` since they cannot be calculated.

Expand Down Expand Up @@ -75,5 +75,3 @@ var results = quotes
.GetDpo(..)
.GetRsi(..);
```

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/ElderRay.md
Original file line number Diff line number Diff line change
Expand Up @@ -38,7 +38,7 @@ IEnumerable<ElderRayResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N-1` periods will have `null` indicator values since there's not enough data to calculate.

Expand Down Expand Up @@ -73,5 +73,3 @@ var results = quotes
```

This indicator must be generated from `quotes` and **cannot** be generated from results of another chain-enabled indicator or method.

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
4 changes: 1 addition & 3 deletions docs/_indicators/Ema.md
Original file line number Diff line number Diff line change
Expand Up @@ -39,7 +39,7 @@ IEnumerable<EmaResult>
```

- This method returns a time series of all available indicator values for the `quotes` provided.
- It always returns the same number of elements as there are in the historical quotes when not chained from another indicator.
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first `N-1` periods will have `null` values since there's not enough data to calculate.

Expand Down Expand Up @@ -79,5 +79,3 @@ var results = quotes
.GetEma(..)
.GetRsi(..);
```

:warning: **Warning:** fewer results are returned from chained indicators because unusable warmup period `null` values are removed.
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