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