/* * 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)); } } } }