extendable classes (#5)

Indicators/BollingerBands/BollingerBands.Models.cs

@@ -5,11 +5,12 @@ namespace Skender.Stock.Indicators
 
     public class BollingerBandsResult
     {
-        public DateTime Date { get; internal set; }
-        public decimal? Sma { get; internal set; }
-        public decimal? UpperBand { get; internal set; }
-        public decimal? LowerBand { get; internal set; }
-        public bool? IsDiverging { get; internal set; }
+        public int Index { get; set; }
+        public DateTime Date { get; set; }
+        public decimal? Sma { get; set; }
+        public decimal? UpperBand { get; set; }
+        public decimal? LowerBand { get; set; }
+        public bool? IsDiverging { get; set; }
     }
 
 }

Indicators/BollingerBands/BollingerBands.cs

@@ -23,6 +23,7 @@ public static IEnumerable<BollingerBandsResult> GetBollingerBands(IEnumerable<Qu
             {
                 BollingerBandsResult result = new BollingerBandsResult
                 {
+                    Index = (int)h.Index,
                     Date = h.Date
                 };
 

Indicators/BollingerBands/README.md

@@ -12,7 +12,7 @@ IEnumerable<BollingerBandsResult> results = Indicator.GetBollingerBands(history,
 
 | name | type | notes
 | -- |-- |--
-| `history` | IEnumerable\<[Quote](../../README.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least `N` periods of `history`.
+| `history` | IEnumerable\<[Quote](../GUIDE.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least `N` periods of `history`.
 | `lookbackPeriod` | int | Number of periods (`N`) for the center line moving average
 | `standardDeviation` | int | Width of bands.  Standard deviations (`D`) from the moving average
 
@@ -28,6 +28,7 @@ The first `N-1` slow periods + signal period will have `null` values since there
 
 | name | type | notes
 | -- |-- |--
+| `Index` | int | Sequence of dates
 | `Date` | DateTime | Date
 | `Sma` | decimal | Simple moving average (SMA) of Close price (center line)
 | `UpperBand` | decimal | Upper line is `D` standard deviations above the SMA

Indicators/Ema/Ema.Models.cs

@@ -5,8 +5,9 @@ namespace Skender.Stock.Indicators
 
     public class EmaResult
     {
-        public DateTime Date { get; internal set; }
-        public decimal? Ema { get; internal set; }
+        public int Index { get; set; }
+        public DateTime Date { get; set; }
+        public decimal? Ema { get; set; }
     }
 
 }

Indicators/Ema/Ema.cs

@@ -28,6 +28,7 @@ public static IEnumerable<EmaResult> GetEma(IEnumerable<Quote> history, int look
 
                 EmaResult result = new EmaResult
                 {
+                    Index = (int)h.Index,
                     Date = h.Date
                 };
 

Indicators/Ema/README.md

@@ -12,7 +12,7 @@ IEnumerable<EmaResult> results = Indicator.GetEma(history, lookbackPeriod);
 
 | name | type | notes
 | -- |-- |--
-| `history` | IEnumerable\<[Quote](../../README.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least 2×`N` periods of `history`.  Since this uses a smoothing technique, we recommend you use at least 250 data points prior to the intended usage date for maximum precision.
+| `history` | IEnumerable\<[Quote](../GUIDE.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least 2×`N` periods of `history`.  Since this uses a smoothing technique, we recommend you use at least 250 data points prior to the intended usage date for maximum precision.
 | `lookbackPeriod` | int | Number of periods (`N`) in the moving average.
 
 ## Response
@@ -27,6 +27,7 @@ The first `N-1` periods will have `null` values since there's not enough data to
 
 | name | type | notes
 | -- |-- |--
+| `Index` | int | Sequence of dates
 | `Date` | DateTime | Date
 | `Ema` | decimal | Exponential moving average for `N` lookback period
 

Indicators/GUIDE.md

@@ -0,0 +1,30 @@
+# Guide and Pro Tips
+
+## Quote
+
+Historical quotes should be of consistent time frequency (e.g. per minute, hour, day, etc.).
+
+| name | type | notes
+| -- |-- |--
+| `Date` | DateTime | Date
+| `Open` | decimal | Open price
+| `High` | decimal | High price
+| `Low` | decimal | Low price
+| `Close` | decimal | Close price
+| `Volume` | long | Volume
+
+There is also an `Index` property that is set internally, so do not set that value.  We set this to `public` visibility in case you want to use it in your own wrapper code.  See **Cleaning History** section below if you want to return the `Index` values.
+
+## Cleaning History
+
+If you intend to use the same composed `IEnumerable<Quote> history` in multiple calls and want to have the same `Index` values mapped into results, we recommend you pre-clean it to initialize those index values.  This will add the `Index` value and sort by `Date` provided; it will also perform basic checks for data quality.
+
+You only need to do this if you want to use the `Index` value in your own wrapper software; otherwise, there is no need as `history` is cleaned on every call, internally.  If you pre-clean, the provided `history` will be used as-is without additional cleaning.  The original `Date` and composed `Index` is always returned in resultsets.
+
+``` C#
+// fetch historical quotes from your favorite feed, in Quote format
+IEnumerable<Quote> history = GetHistoryFromFeed("SPY");
+
+// preclean
+history = Cleaners.PrepareHistory(history);
+```

Indicators/HeikinAshi/HeikinAshi.Models.cs

@@ -5,13 +5,14 @@ namespace Skender.Stock.Indicators
 
     public class HeikinAshiResult
     {
-        public DateTime Date { get; internal set; }
-        public decimal Open { get; internal set; }
-        public decimal High { get; internal set; }
-        public decimal Low { get; internal set; }
-        public decimal Close { get; internal set; }
-        public bool IsBullish { get; internal set; }
-        public decimal Weakness { get; internal set; }
+        public int Index { get; set; }
+        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 bool IsBullish { get; set; }
+        public decimal Weakness { get; set; }
     }
 
 }

Indicators/HeikinAshi/HeikinAshi.cs

@@ -52,6 +52,7 @@ public static IEnumerable<HeikinAshiResult> GetHeikinAshi(IEnumerable<Quote> his
 
                 HeikinAshiResult result = new HeikinAshiResult
                 {
+                    Index = (int)h.Index,
                     Date = h.Date,
                     Open = open,
                     High = high,

Indicators/HeikinAshi/README.md

@@ -11,7 +11,7 @@ IEnumerable<HeikinAshiResult> results = Indicator.GetHeikinAshi(history);
 
 | name | type | notes
 | -- |-- |--
-| `history` | IEnumerable\<[Quote](../../README.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).
+| `history` | IEnumerable\<[Quote](../GUIDE.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).
 
 ## Response
 
@@ -25,6 +25,7 @@ The first period will have `null` values since there's not enough data to calcul
 
 | name | type | notes
 | -- |-- |--
+| `Index` | int | Sequence of dates
 | `Date` | DateTime | Date
 | `Open` | decimal | Modified open price
 | `High` | decimal | Modified high price

Indicators/Indicators.csproj

@@ -3,7 +3,7 @@
   <PropertyGroup>
     <TargetFrameworks>netcoreapp2.2;netcoreapp3.1;netstandard2.0;netstandard2.1;net462;net472;net48</TargetFrameworks>
     <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
-    <Version>0.0.3-preview</Version>
+    <Version>0.0.4-preview</Version>
     <Authors>Dave Skender</Authors>
     <Company></Company>
     <Product>Stock Indicators</Product>
@@ -15,8 +15,8 @@
     <PackageId>Skender.Stock.Indicators</PackageId>
     <PackageReleaseNotes>This software is currently in active pre-release development.</PackageReleaseNotes>
     <AssemblyName>Stock.Indicators</AssemblyName>
-    <AssemblyVersion>0.0.3.0</AssemblyVersion>
-    <FileVersion>0.0.3.0</FileVersion>
+    <AssemblyVersion>0.0.4.0</AssemblyVersion>
+    <FileVersion>0.0.4.0</FileVersion>
     <Copyright>@2020 Dave Skender</Copyright>
     <RootNamespace>Skender.Stock.Indicators</RootNamespace>
     <LangVersion>8.0</LangVersion>

Indicators/Macd/Macd.Models.cs

@@ -5,12 +5,13 @@ namespace Skender.Stock.Indicators
 
     public class MacdResult
     {
-        public DateTime Date { get; internal set; }
-        public decimal? Macd { get; internal set; }
-        public decimal? Signal { get; internal set; }
-        public decimal? Histogram { get; internal set; }
-        public bool? IsBullish { get; internal set; }
-        public bool? IsDiverging { get; internal set; }
+        public int Index { get; set; }
+        public DateTime Date { get; set; }
+        public decimal? Macd { get; set; }
+        public decimal? Signal { get; set; }
+        public decimal? Histogram { get; set; }
+        public bool? IsBullish { get; set; }
+        public bool? IsDiverging { get; set; }
     }
 
 }

Indicators/Macd/Macd.cs

@@ -27,6 +27,7 @@ public static IEnumerable<MacdResult> GetMacd(IEnumerable<Quote> history, int fa
 
                 MacdResult result = new MacdResult
                 {
+                    Index = (int)h.Index,
                     Date = h.Date
                 };
 

Indicators/Macd/README.md

@@ -12,7 +12,7 @@ IEnumerable<MacdResult> results = Indicator.GetMacd(history, fastPeriod, slowPer
 
 | name | type | notes
 | -- |-- |--
-| `history` | IEnumerable\<[Quote](../../README.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least slow period + signal period worth of `history`.  Since this uses a smoothing technique, we recommend you use at least 250 data points prior to the intended usage date for maximum precision.
+| `history` | IEnumerable\<[Quote](../GUIDE.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least slow period + signal period worth of `history`.  Since this uses a smoothing technique, we recommend you use at least 250 data points prior to the intended usage date for maximum precision.
 | `fastPeriod` | int | Number of periods (`N`) for the faster moving average.
 | `slowPeriod` | int | Number of periods (`N`) for the slower moving average.
 | `signalPeriod` | int | Number of periods (`N`) for the moving average of MACD.
@@ -29,6 +29,7 @@ The first `N-1` slow periods + signal period will have `null` values since there
 
 | name | type | notes
 | -- |-- |--
+| `Index` | int | Sequence of dates
 | `Date` | DateTime | Date
 | `Macd` | decimal | The MACD line is the difference between slow and fast moving averages
 | `Signal` | decimal | Moving average of the MACD line

Indicators/ParabolicSar/ParabolicSar.Models.cs

@@ -5,10 +5,11 @@ namespace Skender.Stock.Indicators
 
     public class ParabolicSarResult
     {
-        public DateTime Date { get; internal set; }
-        public decimal? Sar { get; internal set; }
-        public bool? IsReversal { get; internal set; }
-        public bool? IsBullish { get; internal set; }
+        public int Index { get; set; }
+        public DateTime Date { get; set; }
+        public decimal? Sar { get; set; }
+        public bool? IsReversal { get; set; }
+        public bool? IsRising { get; set; }
     }
 
 }

Indicators/ParabolicSar/ParabolicSar.cs

@@ -30,6 +30,7 @@ public static IEnumerable<ParabolicSarResult> GetParabolicSar(
             {
                 ParabolicSarResult result = new ParabolicSarResult
                 {
+                    Index = (int)h.Index,
                     Date = h.Date
                 };
 
@@ -109,7 +110,7 @@ public static IEnumerable<ParabolicSarResult> GetParabolicSar(
                     }
                 }
 
-                result.IsBullish = isRising;
+                result.IsRising = isRising;
                 priorSar = (decimal)result.Sar;
 
                 results.Add(result);

Indicators/ParabolicSar/README.md

@@ -12,7 +12,7 @@ IEnumerable<ParabolicSarResult> results = Indicator.GetParabolicSar(history, acc
 
 | name | type | notes
 | -- |-- |--
-| `history` | IEnumerable\<[Quote](../../README.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  Provide sufficient history to capture prior trend reversals, before your usage period.
+| `history` | IEnumerable\<[Quote](../GUIDE.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  Provide sufficient history to capture prior trend reversals, before your usage period.
 | `accelerationStep` | decimal | Incremental step size
 | `maxAccelerationFactor` | decimal | Maximimum step limit
 
@@ -30,10 +30,11 @@ The first period will have `null` values since there's not enough data to calcul
 
 | name | type | notes
 | -- |-- |--
+| `Index` | int | Sequence of dates
 | `Date` | DateTime | Date
 | `Sar` | decimal | Stop and Reverse value
 | `IsReversal` | bool | Indicates a trend reversal
-| `IsBullish` | bool | Rising (true), Falling (false)
+| `IsRising` | bool | Rising (true), Falling (false)
 
 ## Example
 

Indicators/Rsi/README.md

@@ -13,7 +13,7 @@ IEnumerable<RsiResult> results = Indicator.GetRsi(history, lookbackPeriod);
 
 | name | type | notes
 | -- |-- |--
-| `history` | IEnumerable\<[Quote](../../README.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least `N` periods of `history`.  Since this uses a smoothing technique, we recommend you use at least 250 data points prior to the intended usage date for maximum precision.
+| `history` | IEnumerable\<[Quote](../GUIDE.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least `N` periods of `history`.  Since this uses a smoothing technique, we recommend you use at least 250 data points prior to the intended usage date for maximum precision.
 | `lookbackPeriod` | int | Number of periods (`N`) in the lookback period.
 
 ## Response
@@ -28,6 +28,7 @@ The first `N-1` periods will have `null` values since there's not enough data to
 
 | name | type | notes
 | -- |-- |--
+| `Index` | int | Sequence of dates
 | `Date` | DateTime | Date
 | `Rsi` | float | RSI over prior `N` lookback periods
 | `IsIncreasing` | bool | Direction since last period (e.g. up or down)

Indicators/Rsi/Rsi.Models.cs

@@ -5,12 +5,12 @@ namespace Skender.Stock.Indicators
 
     public class RsiResult
     {
-        public DateTime Date { get; internal set; }
-        internal int Index { get; set; }
+        public int Index { get; set; }
+        public DateTime Date { get; set; }
         internal float Gain { get; set; } = 0;
         internal float Loss { get; set; } = 0;
-        public float? Rsi { get; internal set; }
-        public bool? IsIncreasing { get; internal set; }
+        public float? Rsi { get; set; }
+        public bool? IsIncreasing { get; set; }
     }
 
 }

Indicators/Rsi/Rsi.cs

@@ -22,8 +22,8 @@ public static IEnumerable<RsiResult> GetRsi(IEnumerable<Quote> history, int look
 
                 RsiResult result = new RsiResult
                 {
-                    Date = h.Date,
                     Index = (int)h.Index,
+                    Date = h.Date,
                     Gain = (lastClose < h.Close) ? (float)(h.Close - lastClose) : 0,
                     Loss = (lastClose > h.Close) ? (float)(lastClose - h.Close) : 0
                 };

Indicators/Sma/README.md

@@ -12,7 +12,7 @@ IEnumerable<SmaResult> results = Indicator.GetSma(history, lookbackPeriod);
 
 | name | type | notes
 | -- |-- |--
-| `history` | IEnumerable\<[Quote](../../README.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least `N` periods of `history`.
+| `history` | IEnumerable\<[Quote](../GUIDE.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least `N` periods of `history`.
 | `lookbackPeriod` | int | Number of periods (`N`) in the moving average.
 
 ## Response
@@ -27,6 +27,7 @@ The first `N-1` periods will have `null` values since there's not enough data to
 
 | name | type | notes
 | -- |-- |--
+| `Index` | int | Sequence of dates
 | `Date` | DateTime | Date
 | `Sma` | decimal | Simple moving average for `N` lookback periods
 

Indicators/Sma/Sma.Models.cs

@@ -5,8 +5,9 @@ namespace Skender.Stock.Indicators
 
     public class SmaResult
     {
-        public DateTime Date { get; internal set; }
-        public decimal? Sma { get; internal set; }
+        public int Index { get; set; }
+        public DateTime Date { get; set; }
+        public decimal? Sma { get; set; }
     }
 
 }

Indicators/Sma/Sma.cs

@@ -21,6 +21,7 @@ public static IEnumerable<SmaResult> GetSma(IEnumerable<Quote> history, int look
 
                 SmaResult result = new SmaResult
                 {
+                    Index = (int)h.Index,
                     Date = h.Date
                 };
 

Indicators/Stoch/README.md

@@ -12,7 +12,7 @@ IEnumerable<StochResult> results = Indicator.GetStoch(history, lookbackPeriod, s
 
 | name | type | notes
 | -- |-- |--
-| `history` | IEnumerable\<[Quote](../../README.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least `N` periods of `history`.
+| `history` | IEnumerable\<[Quote](../GUIDE.md#Quote)\> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc).  You must supply at least `N` periods of `history`.
 | `lookbackPeriod` | int | Number of periods (`N`) in the lookback period to calculate the Oscillator (%K)
 | `signalPeriod` | int | Lookback period for the signal (%D)
 | `smoothingPeriod` | int | Smoothes the Oscillator (%K).  "Slow" stochastic uses 3, "Fast" stochastic uses 1.  You can specify as needed here.
@@ -29,6 +29,7 @@ The first `N-1` periods will have `null` values since there's not enough data to
 
 | name | type | notes
 | -- |-- |--
+| `Index` | int | Sequence of dates
 | `Date` | DateTime | Date
 | `Oscillator` | float | Oscillator over prior `N` lookback periods
 | `Signal` | float | Simple moving average of Oscillator