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revert: nullable Quote (#799)
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DaveSkender authored May 15, 2022
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1 change: 0 additions & 1 deletion docs/_indicators/Adl.md
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Expand Up @@ -58,7 +58,6 @@ IEnumerable<AdlResult>

### Utilities

- [.ToQuotes()]({{site.baseurl}}/utilities#convert-to-quotes)
- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

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1 change: 0 additions & 1 deletion docs/_indicators/Dpo.md
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Expand Up @@ -51,7 +51,6 @@ IEnumerable<DpoResult>

### Utilities

- [.ToQuotes()]({{site.baseurl}}/utilities#convert-to-quotes)
- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

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1 change: 0 additions & 1 deletion docs/_indicators/Hurst.md
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Expand Up @@ -51,7 +51,6 @@ IEnumerable<HurstResult>

### Utilities

- [.ToQuotes()]({{site.baseurl}}/utilities#convert-to-quotes)
- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
- [.RemoveWarmupPeriods()]({{site.baseurl}}/utilities#remove-warmup-periods)
- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)
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1 change: 0 additions & 1 deletion docs/_indicators/Obv.md
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Expand Up @@ -57,7 +57,6 @@ IEnumerable<ObvResult>

### Utilities

- [.ToQuotes()]({{site.baseurl}}/utilities#convert-to-quotes)
- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

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1 change: 0 additions & 1 deletion docs/_indicators/Rsi.md
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Expand Up @@ -52,7 +52,6 @@ IEnumerable<RsiResult>

### Utilities

- [.ToQuotes()]({{site.baseurl}}/utilities#convert-to-quotes)
- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
- [.RemoveWarmupPeriods()]({{site.baseurl}}/utilities#remove-warmup-periods)
- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)
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2 changes: 1 addition & 1 deletion docs/_indicators/Stc.md
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Expand Up @@ -50,7 +50,7 @@ IEnumerable<StcResult>
| name | type | notes
| -- |-- |--
| `Date` | DateTime | Date
| `Stc` | decimal | Schaff Trend Cycle
| `Stc` | double | Schaff Trend Cycle

### Utilities

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10 changes: 5 additions & 5 deletions docs/_indicators/Stoch.md
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Expand Up @@ -33,8 +33,8 @@ IEnumerable<StochResult> results =
| `lookbackPeriods` | int | Lookback period (`N`) for the oscillator (%K). Must be greater than 0. Default is 14.
| `signalPeriods` | int | Smoothing period for the signal (%D). Must be greater than 0. Default is 3.
| `smoothPeriods` | int | Smoothing period (`S`) for the Oscillator (%K). "Slow" stochastic uses 3, "Fast" stochastic uses 1. Must be greater than 0. Default is 3.
| `kFactor` | decimal | Optional. Weight of %K in the %J calculation. Must be greater than 0. Default is 3.
| `dFactor` | decimal | Optional. Weight of %D in the %J calculation. Must be greater than 0. Default is 2.
| `kFactor` | double | Optional. Weight of %K in the %J calculation. Must be greater than 0. Default is 3.
| `dFactor` | double | Optional. Weight of %D in the %J calculation. Must be greater than 0. Default is 2.
| `movingAverageType` | MaType | Optional. Type of moving average (SMA or SMMA) used for smoothing. See [MaType options](#matype-options) below. Default is `MaType.SMA`.

### Historical quotes requirements
Expand Down Expand Up @@ -70,9 +70,9 @@ IEnumerable<StochResult>
| name | type | notes
| -- |-- |--
| `Date` | DateTime | Date
| `Oscillator` or `K` | decimal | %K Oscillator over prior `N` lookback periods
| `Signal` or `D` | decimal | %D Simple moving average of Oscillator
| `PercentJ` or `J` | decimal | %J is the weighted divergence of %K and %D: `%J=kFactor×%K-dFactor×%D`
| `Oscillator` or `K` | double | %K Oscillator over prior `N` lookback periods
| `Signal` or `D` | double | %D Simple moving average of Oscillator
| `PercentJ` or `J` | double | %J is the weighted divergence of %K and %D: `%J=kFactor×%K-dFactor×%D`

Note: aliases of `K`, `D`, and `J` are also provided. They can be used interchangably with the standard outputs.

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4 changes: 2 additions & 2 deletions docs/_indicators/StochRsi.md
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Expand Up @@ -53,8 +53,8 @@ IEnumerable<StochRsiResult>
| name | type | notes
| -- |-- |--
| `Date` | DateTime | Date
| `StochRsi` | decimal | %K Oscillator = Stochastic RSI = Stoch(`S`,`G`,`M`) of RSI(`R`) of Close price
| `Signal` | decimal | %D Signal Line = Simple moving average of %K based on `G` periods
| `StochRsi` | double | %K Oscillator = Stochastic RSI = Stoch(`S`,`G`,`M`) of RSI(`R`) of Close price
| `Signal` | double | %D Signal Line = Simple moving average of %K based on `G` periods

### Utilities

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2 changes: 1 addition & 1 deletion docs/_indicators/Ultimate.md
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Expand Up @@ -48,7 +48,7 @@ IEnumerable<UltimateResult>
| name | type | notes
| -- |-- |--
| `Date` | DateTime | Date
| `Ultimate` | decimal | Simple moving average for `N` lookback periods
| `Ultimate` | double | Simple moving average for `N` lookback periods

### Utilities

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22 changes: 10 additions & 12 deletions docs/guide.md
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Expand Up @@ -124,11 +124,11 @@ public class MyCustomQuote : IQuote
{
// required base properties
public DateTime Date { get; set; }
public decimal? Open { get; set; }
public decimal? High { get; set; }
public decimal? Low { get; set; }
public decimal? Close { get; set; }
public decimal? Volume { get; set; }
public decimal Open { get; set; }
public decimal High { get; set; }
public decimal Low { get; set; }
public decimal Close { get; set; }
public decimal Volume { get; set; }

// custom properties
public int MyOtherProperty { get; set; }
Expand All @@ -152,11 +152,11 @@ public class MyCustomQuote : IQuote
{
// required base properties
DateTime IQuote.Date => CloseDate;
public decimal? Open { get; set; }
public decimal? High { get; set; }
public decimal? Low { get; set; }
public decimal? Close { get; set; }
public decimal? Volume { get; set; }
public decimal Open { get; set; }
public decimal High { get; set; }
public decimal Low { get; set; }
public decimal Close { get; set; }
public decimal Volume { get; set; }

// custom properties
public int MyOtherProperty { get; set; }
Expand Down Expand Up @@ -222,8 +222,6 @@ IEnumerable<RsiResult> results
.GetRsi(14);
```

See [.ToQuotes()]({{site.baseurl}}/utilities/#convert-to-quotes) for more information.

When `.ToQuotes()` is not available for an indicator, a workaround is to convert yourself.

```csharp
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188 changes: 94 additions & 94 deletions docs/performance.md
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Expand Up @@ -5,107 +5,107 @@ relative_path: performance.md
layout: page
---

# {{ page.title }} for v1.23.1
# {{ page.title }} for v1.23.4

These are the execution times for the current indicators using two years of historical daily stock quotes (502 periods) with default or typical parameters.

``` bash
BenchmarkDotNet=v0.13.1, OS=Windows 10.0.19044.1645 (21H2)
BenchmarkDotNet=v0.13.1, OS=Windows 10.0.19044.1706 (21H2)
Intel Core i7-7700HQ CPU 2.80GHz (Kaby Lake), 1 CPU, 8 logical and 4 physical cores
.NET SDK=7.0.100-preview.3.22179.4
```

## indicators

| Method | Mean | Error | StdDev |
|------------------- |------------:|---------:|----------:|
| GetAdl | 59.39 μs | 0.252 μs | 0.224 μs |
| GetAdlWithSma | 66.30 μs | 0.519 μs | 0.460 μs |
| GetAdx | 229.82 μs | 0.915 μs | 0.764 μs |
| GetAlligator | 167.72 μs | 0.303 μs | 0.236 μs |
| GetAlma | 61.21 μs | 0.225 μs | 0.188 μs |
| GetAroon | 139.82 μs | 0.931 μs | 0.826 μs |
| GetAtr | 154.56 μs | 0.346 μs | 0.289 μs |
| GetAwesome | 67.54 μs | 0.403 μs | 0.337 μs |
| GetBeta | 307.10 μs | 1.568 μs | 1.310 μs |
| GetBetaUp | 335.99 μs | 4.596 μs | 3.838 μs |
| GetBetaDown | 322.55 μs | 1.940 μs | 1.620 μs |
| GetBetaAll | 569.74 μs | 6.003 μs | 5.013 μs |
| GetBollingerBands | 217.19 μs | 1.566 μs | 1.388 μs |
| GetBop | 68.91 μs | 0.314 μs | 0.279 μs |
| GetCci | 76.51 μs | 0.393 μs | 0.348 μs |
| GetChaikinOsc | 108.72 μs | 0.825 μs | 0.772 μs |
| GetChandelier | 263.37 μs | 2.949 μs | 2.614 μs |
| GetChop | 123.58 μs | 0.417 μs | 0.370 μs |
| GetCmf | 121.87 μs | 0.571 μs | 0.477 μs |
| GetConnorsRsi | 226.91 μs | 0.569 μs | 0.444 μs |
| GetCorrelation | 152.55 μs | 0.575 μs | 0.449 μs |
| GetDema | 94.64 μs | 0.410 μs | 0.363 μs |
| GetDoji | 96.74 μs | 1.690 μs | 1.581 μs |
| GetDonchian | 298.03 μs | 3.098 μs | 2.898 μs |
| GetDpo | 145.39 μs | 0.422 μs | 0.352 μs |
| GetElderRay | 116.37 μs | 0.416 μs | 0.347 μs |
| GetEma | 54.71 μs | 0.627 μs | 0.556 μs |
| GetEpma | 90.58 μs | 0.411 μs | 0.321 μs |
| GetFcb | 340.07 μs | 2.477 μs | 2.069 μs |
| GetFisherTransform | 82.10 μs | 0.973 μs | 0.862 μs |
| GetForceIndex | 59.70 μs | 0.368 μs | 0.326 μs |
| GetFractal | 93.09 μs | 1.681 μs | 1.799 μs |
| GetGator | 216.54 μs | 0.581 μs | 0.485 μs |
| GetHeikinAshi | 155.47 μs | 1.191 μs | 1.055 μs |
| GetHma | 277.02 μs | 1.019 μs | 0.903 μs |
| GetHtTrendline | 164.50 μs | 0.692 μs | 0.578 μs |
| GetHurst | 1,055.10 μs | 2.993 μs | 2.653 μs |
| GetIchimoku | 822.77 μs | 1.822 μs | 1.423 μs |
| GetKama | 73.49 μs | 0.212 μs | 0.198 μs |
| GetKlinger | 72.51 μs | 0.198 μs | 0.175 μs |
| GetKeltner | 377.04 μs | 1.297 μs | 1.013 μs |
| GetMacd | 132.49 μs | 0.612 μs | 0.511 μs |
| GetMaEnvelopes | 84.29 μs | 0.245 μs | 0.205 μs |
| GetMama | 131.27 μs | 0.690 μs | 0.611 μs |
| GetMarubozu | 115.04 μs | 1.588 μs | 1.485 μs |
| GetMfi | 163.01 μs | 1.143 μs | 0.954 μs |
| GetObv | 61.37 μs | 0.441 μs | 0.368 μs |
| GetObvWithSma | 69.70 μs | 0.215 μs | 0.191 μs |
| GetParabolicSar | 84.97 μs | 0.493 μs | 0.411 μs |
| GetPivots | 148.83 μs | 0.912 μs | 0.809 μs |
| GetPivotPoints | 82.34 μs | 0.503 μs | 0.471 μs |
| GetPmo | 59.55 μs | 0.332 μs | 0.295 μs |
| GetPrs | 87.86 μs | 0.435 μs | 0.386 μs |
| GetPrsWithSma | 91.31 μs | 0.212 μs | 0.165 μs |
| GetPvo | 183.40 μs | 0.407 μs | 0.340 μs |
| GetRenko | 87.68 μs | 0.252 μs | 0.197 μs |
| GetRenkoAtr | 93.52 μs | 0.609 μs | 0.540 μs |
| GetRoc | 46.24 μs | 0.105 μs | 0.088 μs |
| GetRocWb | 69.23 μs | 0.363 μs | 0.303 μs |
| GetRocWithSma | 60.94 μs | 1.189 μs | 1.504 μs |
| GetRollingPivots | 344.17 μs | 3.007 μs | 2.666 μs |
| GetRsi | 48.49 μs | 0.194 μs | 0.172 μs |
| GetSlope | 86.35 μs | 0.196 μs | 0.164 μs |
| GetSma | 77.08 μs | 0.221 μs | 0.184 μs |
| GetSmaExtended | 141.47 μs | 0.779 μs | 0.651 μs |
| GetSmi | 94.33 μs | 0.793 μs | 0.703 μs |
| GetSmma | 80.94 μs | 0.459 μs | 0.383 μs |
| GetStarcBands | 312.42 μs | 2.395 μs | 2.000 μs |
| GetStc | 307.96 μs | 1.346 μs | 1.194 μs |
| GetStdDev | 97.14 μs | 0.914 μs | 0.810 μs |
| GetStdDevWithSma | 107.64 μs | 0.734 μs | 0.613 μs |
| GetStdDevChannels | 120.25 μs | 0.771 μs | 0.684 μs |
| GetStoch | 194.51 μs | 0.560 μs | 0.467 μs |
| GetStochSMMA | 164.97 μs | 1.229 μs | 1.150 μs |
| GetStochRsi | 245.07 μs | 2.382 μs | 2.228 μs |
| GetSuperTrend | 241.19 μs | 0.532 μs | 0.416 μs |
| GetTema | 130.66 μs | 0.490 μs | 0.458 μs |
| GetTrix | 181.19 μs | 3.592 μs | 9.771 μs |
| GetTrixWithSma | 226.15 μs | 1.197 μs | 2.127 μs |
| GetTsi | 52.73 μs | 0.189 μs | 0.158 μs |
| GetT3 | 60.10 μs | 0.349 μs | 0.310 μs |
| GetUlcerIndex | 225.93 μs | 1.038 μs | 0.920 μs |
| GetUltimate | 104.90 μs | 0.310 μs | 0.259 μs |
| GetVolatilityStop | 244.41 μs | 1.090 μs | 0.910 μs |
| GetVortex | 72.01 μs | 0.261 μs | 0.231 μs |
| GetVwap | 71.08 μs | 0.824 μs | 0.688 μs |
| GetVwma | 82.14 μs | 0.294 μs | 0.245 μs |
| GetWilliamsR | 158.08 μs | 0.746 μs | 0.661 μs |
| GetWma | 78.70 μs | 2.365 μs | 6.899 μs |
| GetZigZag | 154.31 μs | 4.078 μs | 11.959 μs |
| Method | Mean | Error | StdDev | Median |
|------------------- |------------:|---------:|---------:|------------:|
| GetAdl | 60.55 μs | 1.157 μs | 1.505 μs | 59.86 μs |
| GetAdlWithSma | 72.88 μs | 0.364 μs | 0.341 μs | 72.81 μs |
| GetAdx | 231.89 μs | 2.586 μs | 2.419 μs | 231.17 μs |
| GetAlligator | 169.47 μs | 0.614 μs | 0.512 μs | 169.34 μs |
| GetAlma | 65.99 μs | 0.214 μs | 0.167 μs | 66.02 μs |
| GetAroon | 141.47 μs | 0.626 μs | 0.555 μs | 141.28 μs |
| GetAtr | 151.59 μs | 0.500 μs | 0.418 μs | 151.69 μs |
| GetAwesome | 68.58 μs | 0.426 μs | 0.398 μs | 68.44 μs |
| GetBeta | 303.89 μs | 2.240 μs | 1.986 μs | 303.50 μs |
| GetBetaUp | 325.56 μs | 1.116 μs | 0.932 μs | 325.66 μs |
| GetBetaDown | 318.71 μs | 0.965 μs | 0.806 μs | 318.93 μs |
| GetBetaAll | 566.07 μs | 4.453 μs | 4.165 μs | 564.85 μs |
| GetBollingerBands | 219.29 μs | 1.258 μs | 1.176 μs | 219.17 μs |
| GetBop | 69.35 μs | 0.275 μs | 0.230 μs | 69.34 μs |
| GetCci | 75.87 μs | 0.244 μs | 0.204 μs | 75.94 μs |
| GetChaikinOsc | 109.68 μs | 0.560 μs | 0.496 μs | 109.54 μs |
| GetChandelier | 262.82 μs | 1.205 μs | 1.006 μs | 262.84 μs |
| GetChop | 110.33 μs | 1.358 μs | 1.334 μs | 109.92 μs |
| GetCmf | 134.63 μs | 0.851 μs | 0.754 μs | 134.47 μs |
| GetConnorsRsi | 220.51 μs | 1.471 μs | 1.376 μs | 220.22 μs |
| GetCorrelation | 156.54 μs | 0.561 μs | 0.438 μs | 156.42 μs |
| GetDema | 58.19 μs | 0.332 μs | 0.311 μs | 58.06 μs |
| GetDoji | 107.66 μs | 0.742 μs | 0.658 μs | 107.43 μs |
| GetDonchian | 307.88 μs | 1.080 μs | 0.902 μs | 307.52 μs |
| GetDpo | 148.76 μs | 1.580 μs | 1.319 μs | 148.12 μs |
| GetElderRay | 117.20 μs | 0.782 μs | 0.694 μs | 116.93 μs |
| GetEma | 55.14 μs | 0.103 μs | 0.081 μs | 55.16 μs |
| GetEpma | 90.30 μs | 0.778 μs | 0.689 μs | 89.99 μs |
| GetFcb | 338.45 μs | 0.969 μs | 0.809 μs | 338.41 μs |
| GetFisherTransform | 81.64 μs | 0.338 μs | 0.282 μs | 81.65 μs |
| GetForceIndex | 59.14 μs | 0.176 μs | 0.147 μs | 59.08 μs |
| GetFractal | 93.61 μs | 0.771 μs | 0.683 μs | 93.51 μs |
| GetGator | 225.34 μs | 0.656 μs | 0.512 μs | 225.14 μs |
| GetHeikinAshi | 166.60 μs | 1.082 μs | 0.959 μs | 166.17 μs |
| GetHma | 290.99 μs | 4.927 μs | 7.671 μs | 287.24 μs |
| GetHtTrendline | 169.31 μs | 0.418 μs | 0.326 μs | 169.33 μs |
| GetHurst | 1,054.72 μs | 5.358 μs | 4.474 μs | 1,053.72 μs |
| GetIchimoku | 830.03 μs | 4.357 μs | 3.639 μs | 828.42 μs |
| GetKama | 74.88 μs | 0.254 μs | 0.199 μs | 74.84 μs |
| GetKlinger | 71.95 μs | 0.256 μs | 0.227 μs | 71.88 μs |
| GetKeltner | 381.09 μs | 1.993 μs | 1.767 μs | 380.63 μs |
| GetMacd | 120.49 μs | 0.817 μs | 0.764 μs | 120.29 μs |
| GetMaEnvelopes | 86.72 μs | 0.183 μs | 0.153 μs | 86.70 μs |
| GetMama | 136.63 μs | 0.810 μs | 0.757 μs | 136.38 μs |
| GetMarubozu | 129.75 μs | 1.351 μs | 1.197 μs | 129.34 μs |
| GetMfi | 173.05 μs | 0.878 μs | 0.821 μs | 172.73 μs |
| GetObv | 61.36 μs | 0.308 μs | 0.273 μs | 61.31 μs |
| GetObvWithSma | 73.56 μs | 0.391 μs | 0.365 μs | 73.49 μs |
| GetParabolicSar | 85.20 μs | 0.451 μs | 0.400 μs | 84.98 μs |
| GetPivots | 161.53 μs | 0.778 μs | 0.650 μs | 161.49 μs |
| GetPivotPoints | 83.65 μs | 0.327 μs | 0.273 μs | 83.68 μs |
| GetPmo | 61.31 μs | 0.202 μs | 0.157 μs | 61.31 μs |
| GetPrs | 93.96 μs | 0.557 μs | 0.493 μs | 93.77 μs |
| GetPrsWithSma | 99.85 μs | 0.427 μs | 0.378 μs | 99.67 μs |
| GetPvo | 165.56 μs | 0.549 μs | 0.458 μs | 165.47 μs |
| GetRenko | 88.14 μs | 0.378 μs | 0.316 μs | 88.07 μs |
| GetRenkoAtr | 97.66 μs | 0.707 μs | 0.661 μs | 97.46 μs |
| GetRoc | 50.98 μs | 0.231 μs | 0.205 μs | 50.91 μs |
| GetRocWb | 74.53 μs | 0.261 μs | 0.218 μs | 74.53 μs |
| GetRocWithSma | 58.95 μs | 0.309 μs | 0.289 μs | 58.90 μs |
| GetRollingPivots | 357.63 μs | 1.130 μs | 1.057 μs | 357.67 μs |
| GetRsi | 49.03 μs | 0.245 μs | 0.217 μs | 48.97 μs |
| GetSlope | 89.43 μs | 0.461 μs | 0.409 μs | 89.33 μs |
| GetSma | 81.62 μs | 0.348 μs | 0.309 μs | 81.53 μs |
| GetSmaExtended | 152.90 μs | 2.723 μs | 4.841 μs | 150.83 μs |
| GetSmi | 98.65 μs | 0.259 μs | 0.216 μs | 98.68 μs |
| GetSmma | 58.77 μs | 0.301 μs | 0.267 μs | 58.69 μs |
| GetStarcBands | 323.33 μs | 2.445 μs | 2.041 μs | 322.72 μs |
| GetStc | 284.15 μs | 3.146 μs | 2.789 μs | 284.35 μs |
| GetStdDev | 101.68 μs | 0.704 μs | 0.624 μs | 101.63 μs |
| GetStdDevWithSma | 113.81 μs | 0.363 μs | 0.303 μs | 113.88 μs |
| GetStdDevChannels | 126.99 μs | 1.612 μs | 1.507 μs | 126.82 μs |
| GetStoch | 110.04 μs | 0.503 μs | 0.446 μs | 109.93 μs |
| GetStochSMMA | 89.92 μs | 0.543 μs | 0.508 μs | 89.69 μs |
| GetStochRsi | 234.81 μs | 1.397 μs | 1.307 μs | 235.36 μs |
| GetSuperTrend | 250.16 μs | 1.804 μs | 1.688 μs | 249.70 μs |
| GetTema | 64.34 μs | 0.835 μs | 0.740 μs | 64.24 μs |
| GetTrix | 54.76 μs | 0.264 μs | 0.234 μs | 54.74 μs |
| GetTrixWithSma | 59.59 μs | 0.304 μs | 0.270 μs | 59.64 μs |
| GetTsi | 57.40 μs | 0.316 μs | 0.296 μs | 57.37 μs |
| GetT3 | 70.10 μs | 0.340 μs | 0.301 μs | 70.02 μs |
| GetUlcerIndex | 246.06 μs | 1.741 μs | 1.543 μs | 245.62 μs |
| GetUltimate | 98.98 μs | 2.441 μs | 7.198 μs | 94.30 μs |
| GetVolatilityStop | 240.56 μs | 1.303 μs | 1.155 μs | 240.11 μs |
| GetVortex | 70.87 μs | 0.419 μs | 0.371 μs | 70.81 μs |
| GetVwap | 70.73 μs | 0.337 μs | 0.282 μs | 70.77 μs |
| GetVwma | 81.84 μs | 0.411 μs | 0.365 μs | 81.79 μs |
| GetWilliamsR | 122.04 μs | 0.277 μs | 0.216 μs | 122.01 μs |
| GetWma | 71.78 μs | 0.149 μs | 0.125 μs | 71.75 μs |
| GetZigZag | 153.60 μs | 0.723 μs | 0.676 μs | 153.21 μs |
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