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Karl Wan
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Re-target to .NET Standard 2.0. Update version to 3.0.0-beta0 as there's some major breaking change since 2.x
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‎.gitignore

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@@ -251,6 +251,7 @@ paket-files/
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.idea/
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*.sln.iml
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# Ignore non-public code
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Trady.App.Pad/
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Trady.Vic/
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# Hide private code
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Trady.Analysis.Stat/
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Trady.Test.Stat/
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Trady_Full.sln

‎README.md

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@@ -1,29 +1,29 @@
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# Trady
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[![Build status](https://ci.appveyor.com/api/projects/status/kqwo74gn5ms3h0n2?svg=true)](https://ci.appveyor.com/project/lppkarl/trady)
3-
[![NuGet Pre Release](https://img.shields.io/nuget/vpre/Trady.Analysis.svg)](https://www.nuget.org/packages/Trady.Analysis/2.1.0-beta6)
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[![NuGet Pre Release](https://img.shields.io/nuget/vpre/Trady.Analysis.svg)](https://www.nuget.org/packages/Trady.Analysis/3.0.0-beta0)
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[![license](https://img.shields.io/github/license/lppkarl/Trady.svg)](LICENSE)
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6-
Trady is a handy library for computing technical indicators, and targets to be an automated trading system that provides stock data feeding, indicator computing, strategy building and automatic trading. It is built based on .NET Standard 1.6.1.
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Trady is a handy library for computing technical indicators, and targets to be an automated trading system that provides stock data feeding, indicator computing, strategy building and automatic trading. It is built based on .NET Standard 2.0.
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### Read Before You Use
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This library is intended for personal use, use with care for production environment.
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This library is a hobby project, and would probably making breaking changes, use with care when in production.
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### Currently Available Features
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* Stock data feeding (via CSV File, [Quandl.NET](https://github.com/lppkarl/Quandl.NET), [YahooFinanceApi](https://github.com/lppkarl/YahooFinanceApi), [StooqApi](https://github.com/lppkarl/StooqApi), [Nuba.Finance.Google](https://github.com/nubasoftware/Nuba.Finance.Google))
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* Indicator computing (including SMA, EMA, RSI, MACD, BB, etc.)
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* Signal capturing by rules
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* Strategy backtesting by buy/sell rule
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### Updates from 2.0.x to 2.1.0 (Currently 2.1.0-alpha6)
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### Updates from 2.0.x to 3.0.0 (Currently 3.0.0-beta0)
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Please refer to another markdown document [here](update_from_2.0.x.md)
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### Supported Platforms
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* .NET Core 1.0 or above
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* .NET Core 2.0 or above
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* .NET Framework 4.6.1 or above
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* Mono 4.6 or above
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* Xamarin.iOS 10.0 or above
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* Xamarin.Android 7.0 or above
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* Xamarin.Mac 3.0 or above
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* Mono 5.4 or above
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* Xamarin.iOS 10.4 or above
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* Xamarin.Android 7.5 or above
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* Xamarin.Mac 3.8 or above
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### Currently Supported Indicators
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Please refer to another markdown document [here](supported_indicators.md)
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}
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// Use case
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var buyRule = Rule.Create(c => c.IsEma10BullishCrossEma30()).And(c.IsEma10Rising());
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var sellRule = Rule.Create(c => c.IsEma10BearishCrossEma30()).Or(c.IsEma10Dropping());
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var buyRule = Rule.Create(c => c.IsEma10BullishCrossEma30()).And(c => c.IsEma10Rising());
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var sellRule = Rule.Create(c => c.IsEma10BearishCrossEma30()).Or(c => c.IsEma10Dropping());
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var runner = new Builder().Add(candles, 10).Buy(buyRule).Sell(sellRule).Build();
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var result = await runner.RunAsync(10000, 1);
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[Back to content](#Content)
@@ -303,16 +303,14 @@ Nuget package is available in modules, please install the package according to t
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{
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// parameters: initialValueIndex, initialValueFunction, indexValueFunction, smoothingFactorFunction
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_gma = new GenericMovingAverage(
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0,
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i => inputs.Select(ip => ip.Close).ElementAt(i),
308-
i => inputs.Select(ip => ip.Close).ElementAt(i),
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i => 2.0m / (periodCount + 1),
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2.0m / (periodCount + 1),
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inputs.Count());
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}
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protected override AnalyzableTick<decimal?> ComputeByIndexImpl(IReadOnlyList<Candle> mappedInputs, int index)
314312
{
315-
return new AnalyzableTick<decimal?>(mappedInputs[index].DateTime, _gema[index]);
313+
return new AnalyzableTick<decimal?>(mappedInputs[index].DateTime, _gma[index]);
316314
}
317315
}
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[Back to content](#Content)

‎Trady.Analysis/Extension/IndexedCandleExtension.cs

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@@ -5,10 +5,10 @@ namespace Trady.Analysis
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public static class IndexedCandleExtension
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{
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public static decimal? ClosePriceChange(this IndexedCandle ic)
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=> ic.Get<ClosePriceChange>()[ic.Index].Tick;
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=> ic.Get<ClosePriceChange>(1)[ic.Index].Tick;
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public static decimal? ClosePricePercentageChange(this IndexedCandle ic)
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=> ic.Get<ClosePricePercentageChange>()[ic.Index].Tick;
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=> ic.Get<ClosePricePercentageChange>(1)[ic.Index].Tick;
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public static bool IsBullish(this IndexedCandle ic)
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=> ic.Get<ClosePriceChange>()[ic.Index].Tick.IsPositive();

‎Trady.Analysis/Infrastructure/AnalyzableFactory.cs

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@@ -25,7 +25,7 @@ public static TAnalyzable CreateAnalyzable<TAnalyzable, TInput>(IEnumerable<TInp
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var @params = new List<object>();
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@params.Add(inputs);
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for (int i = 1; i < ctor.GetParameters().Count(); i++)
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@params.Add(Convert.ChangeType(parameters[i - 1], ctor.GetParameters()[i].ParameterType));
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@params.Add(Convert.ChangeType(parameters[i - 1], ctor.GetParameters()[i].ParameterType));
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return (TAnalyzable)ctor.Invoke(@params.ToArray());
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}

‎Trady.Analysis/Infrastructure/FuncRegistry.cs

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using System;
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using System.Collections.Concurrent;
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using System.Collections.Generic;
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using System.Linq.Expressions;
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using System.Reflection;
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using Microsoft.CodeAnalysis.CSharp.Scripting;
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using Microsoft.CodeAnalysis.Scripting;
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#endregion
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83-
public static bool Register<TInput>(string name, string expression)
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public static bool Register<TInput>(string name, string expression, bool @override = false)
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{
86+
if (@override)
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_funcDict.TryRemove(name, out _);
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8589
if (expression.Contains("p2"))
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return _funcDict.TryAdd(name, CreateFunc3<TInput>(expression));
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else if (expression.Contains("p1"))
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return _funcDict.TryAdd(name, CreateFunc0<TInput>(expression));
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}
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95-
public static bool Register<TInput>(string name, Func<IReadOnlyList<TInput>, int, IAnalyzeContext<TInput>, decimal?> expr)
96-
=> _funcDict.TryAdd(name, expr);
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public static bool Register<TInput>(string name, Expression<Func<IReadOnlyList<TInput>, int, IAnalyzeContext<TInput>, decimal?>> expr, bool @override = false)
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=> Register<TInput>(name, expr.Body.ToString(), @override);
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98-
public static bool Register<TInput>(string name, Func<IReadOnlyList<TInput>, int, decimal, IAnalyzeContext<TInput>, decimal?> expr)
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=> _funcDict.TryAdd(name, expr);
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public static bool Register<TInput>(string name, Expression<Func<IReadOnlyList<TInput>, int, decimal, IAnalyzeContext<TInput>, decimal?>> expr, bool @override = false)
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=> Register<TInput>(name, expr.Body.ToString(), @override);
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101-
public static bool Register<TInput>(string name, Func<IReadOnlyList<TInput>, int, decimal, decimal, IAnalyzeContext<TInput>, decimal?> expr)
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=> _funcDict.TryAdd(name, expr);
105+
public static bool Register<TInput>(string name, Expression<Func<IReadOnlyList<TInput>, int, decimal, decimal, IAnalyzeContext<TInput>, decimal?>> expr, bool @override = false)
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=> Register<TInput>(name, expr.Body.ToString(), @override);
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104-
public static bool Register<TInput>(string name, Func<IReadOnlyList<TInput>, int, decimal, decimal, decimal, IAnalyzeContext<TInput>, decimal?> expr)
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=> _funcDict.TryAdd(name, expr);
108+
public static bool Register<TInput>(string name, Expression<Func<IReadOnlyList<TInput>, int, decimal, decimal, decimal, IAnalyzeContext<TInput>, decimal?>> expr, bool @override = false)
109+
=> Register<TInput>(name, expr.Body.ToString(), @override);
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107-
public static bool Register(string name, Func<IReadOnlyList<Candle>, int, IAnalyzeContext<Candle>, decimal?> expr)
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=> Register<Candle>(name, expr);
111+
public static bool Register(string name, Expression<Func<IReadOnlyList<Candle>, int, IAnalyzeContext<Candle>, decimal?>> expr, bool @override = false)
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=> Register<Candle>(name, expr, @override);
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110-
public static bool Register(string name, Func<IReadOnlyList<Candle>, int, decimal, IAnalyzeContext<Candle>, decimal?> expr)
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=> Register<Candle>(name, expr);
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public static bool Register(string name, Expression<Func<IReadOnlyList<Candle>, int, decimal, IAnalyzeContext<Candle>, decimal?>> expr, bool @override = false)
115+
=> Register<Candle>(name, expr, @override);
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113-
public static bool Register(string name, Func<IReadOnlyList<Candle>, int, decimal, decimal, IAnalyzeContext<Candle>, decimal?> expr)
114-
=> Register<Candle>(name, expr);
117+
public static bool Register(string name, Expression<Func<IReadOnlyList<Candle>, int, decimal, decimal, IAnalyzeContext<Candle>, decimal?>> expr, bool @override = false)
118+
=> Register<Candle>(name, expr, @override);
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116-
public static bool Register(string name, Func<IReadOnlyList<Candle>, int, decimal, decimal, decimal, IAnalyzeContext<Candle>, decimal?> expr)
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=> Register<Candle>(name, expr);
120+
public static bool Register(string name, Expression<Func<IReadOnlyList<Candle>, int, decimal, decimal, decimal, IAnalyzeContext<Candle>, decimal?>> expr, bool @override = false)
121+
=> Register<Candle>(name, expr, @override);
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119-
public static bool Register(string name, string expression)
120-
=> Register<Candle>(name, expression);
123+
public static bool Register(string name, string expression, bool @override = false)
124+
=> Register<Candle>(name, expression, @override);
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122-
public static bool Register(string name, IFuncAnalyzable analyzable)
123-
=> _funcDict.TryAdd(name, analyzable.Func);
126+
public static bool Register(string name, IFuncAnalyzable analyzable, bool @override = false)
127+
{
128+
if (@override)
129+
_funcDict.TryRemove(name, out _);
130+
return _funcDict.TryAdd(name, analyzable.Func);
131+
}
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125-
public static bool Unregister(string name) => _funcDict.TryRemove(name, out var _);
133+
public static bool Unregister(string name) => _funcDict.TryRemove(name, out _);
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127135
internal static object Get(string name) => _funcDict[name];
128136
}

‎Trady.Analysis/Trady.Analysis.csproj

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<Project Sdk="Microsoft.NET.Sdk">
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<!--<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" />-->
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<PropertyGroup>
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<TargetFramework>netstandard1.4</TargetFramework>
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<TargetFramework>netstandard2.0</TargetFramework>
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</PropertyGroup>
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<PropertyGroup>
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<Description>Analysis module of Trady, a handy library for computing technical indicators, based on .NET Standard 1.4</Description>
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<Description>Analysis module of Trady, a handy library for computing technical indicators, based on .NET Standard 2.0</Description>
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<Copyright>Copyright (c) 2016-2017 Karl Wan</Copyright>
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<AssemblyTitle>Trady.Analysis</AssemblyTitle>
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<VersionPrefix>2.1.0-beta6</VersionPrefix>
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<VersionPrefix>3.0.0-beta0</VersionPrefix>
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<Authors>Karl Wan</Authors>
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<TargetFramework>netstandard1.4</TargetFramework>
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<TargetFramework>netstandard2.0</TargetFramework>
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<AssemblyName>Trady.Analysis</AssemblyName>
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<PackageId>Trady.Analysis</PackageId>
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<PackageTags>Trady;Technical;Analysis;Finance;Stock</PackageTags>
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<PackageReleaseNotes>
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[29/8/2017] Various changes from v2.0, please refer to https://github.com/lppkarl/Trady/tree/v2.1
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[29/8/2017] Various changes from v2.0, please refer to https://github.com/lppkarl/Trady/tree/v3.0
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</PackageReleaseNotes>
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<PackageProjectUrl>https://github.com/lppkarl/Trady</PackageProjectUrl>
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<PackageLicenseUrl>https://github.com/lppkarl/Trady/blob/master/LICENSE</PackageLicenseUrl>
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<EmbeddedResource Include="**\*.resx" />
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</ItemGroup>
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<ItemGroup>
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<PackageReference Include="Microsoft.Extensions.Caching.Memory" Version="1.1.1">
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</PackageReference>
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<PackageReference Include="System.Reflection.TypeExtensions" Version="4.3.0">
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</PackageReference>
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<PackageReference Include="Microsoft.CSharp" Version="4.4.0" />
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<PackageReference Include="System.ValueTuple" Version="4.4.0" />
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<PackageReference Include="Microsoft.CodeAnalysis.CSharp.Scripting" Version="2.3.2" />
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<PackageReference Include="Microsoft.Extensions.Caching.Memory" Version="2.0.0" />
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<PackageReference Include="System.Reflection.TypeExtensions" Version="4.4.0" />
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</ItemGroup>
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<ProjectReference Include="..\Trady.Core\Trady.Core.csproj" />

‎Trady.Core/Trady.Core.csproj

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<Project Sdk="Microsoft.NET.Sdk">
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<!--<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" />-->
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<PropertyGroup>
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<TargetFramework>netstandard1.4</TargetFramework>
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<TargetFramework>netstandard2.0</TargetFramework>
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</PropertyGroup>
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<PropertyGroup>
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<Description>Core module of Trady, a handy library for computing technical indicators, based on .NET Standard 1.4</Description>
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<Description>Core module of Trady, a handy library for computing technical indicators, based on .NET Standard 2.0</Description>
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<Copyright>Copyright (c) 2016-2017 Karl Wan</Copyright>
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<AssemblyTitle>Trady.Core</AssemblyTitle>
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<VersionPrefix>2.1.0-beta6</VersionPrefix>
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<VersionPrefix>3.0.0-beta0</VersionPrefix>
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<Authors>Karl Wan</Authors>
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<TargetFramework>netstandard1.4</TargetFramework>
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<TargetFramework>netstandard2.0</TargetFramework>
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<AssemblyName>Trady.Core</AssemblyName>
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<PackageId>Trady.Core</PackageId>
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<PackageTags>Trady;Technical;Analysis;Finance;Stock</PackageTags>
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<PackageReleaseNotes>
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[29/8/2017] Various changes from v2.0, please refer to https://github.com/lppkarl/Trady/tree/v2.1
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[29/8/2017] Various changes from v2.0, please refer to https://github.com/lppkarl/Trady/tree/v3.0
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</PackageReleaseNotes>
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<PackageProjectUrl>https://github.com/lppkarl/Trady</PackageProjectUrl>
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<PackageLicenseUrl>https://github.com/lppkarl/Trady/blob/master/LICENSE</PackageLicenseUrl>

‎Trady.Importer.Csv/Trady.Importer.Csv.csproj

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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<TargetFramework>netstandard1.4</TargetFramework>
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<TargetFramework>netstandard2.0</TargetFramework>
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</PropertyGroup>
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<PropertyGroup>
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<Description>Csv importer module of Trady, a handy library for computing technical indicators, based on .NET Standard 1.4</Description>
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<Description>Csv importer module of Trady, a handy library for computing technical indicators, based on .NET Standard 2.0</Description>
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<Copyright>Copyright (c) 2016-2017 Karl Wan</Copyright>
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<AssemblyTitle>Trady.Importer.Csv</AssemblyTitle>
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<VersionPrefix>2.1.0-beta5</VersionPrefix>
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<VersionPrefix>3.0.0-beta0</VersionPrefix>
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<Authors>Karl Wan</Authors>
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<TargetFramework>netstandard1.4</TargetFramework>
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<TargetFramework>netstandard2.0</TargetFramework>
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<AssemblyName>Trady.Importer.Csv</AssemblyName>
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<PackageId>Trady.Importer.Csv</PackageId>
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<PackageTags>Trady;Technical;Analysis;Finance;Stock</PackageTags>
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<PackageReleaseNotes>
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[29/8/2017] Various changes from v2.0, please refer to https://github.com/lppkarl/Trady/tree/v2.1
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[29/8/2017] Various changes from v2.0, please refer to https://github.com/lppkarl/Trady/tree/v3.0
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</PackageReleaseNotes>
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<PackageProjectUrl>https://github.com/lppkarl/Trady</PackageProjectUrl>
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<PackageLicenseUrl>https://github.com/lppkarl/Trady/blob/master/LICENSE</PackageLicenseUrl>

‎Trady.Importer.Google/Trady.Importer.Google.csproj

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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<TargetFramework>netstandard1.4</TargetFramework>
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<TargetFramework>netstandard2.0</TargetFramework>
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</PropertyGroup>
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<PropertyGroup>
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<Description>Google finance importer module of Trady, a handy library for computing technical indicators, based on .NET Standard 1.4</Description>
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<Description>Google finance importer module of Trady, a handy library for computing technical indicators, based on .NET Standard 2.0</Description>
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<Copyright>Copyright (c) 2016-2017 Karl Wan</Copyright>
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<AssemblyTitle>Trady.Importer.Google</AssemblyTitle>
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<VersionPrefix>2.1.0-beta5</VersionPrefix>
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<VersionPrefix>3.0.0-beta0</VersionPrefix>
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<Authors>Karl Wan</Authors>
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<TargetFramework>netstandard1.4</TargetFramework>
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<TargetFramework>netstandard2.0</TargetFramework>
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<AssemblyName>Trady.Importer.Google</AssemblyName>
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<PackageId>Trady.Importer.Google</PackageId>
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<PackageTags>Trady;Technical;Analysis;Finance;Stock</PackageTags>
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<PackageReleaseNotes>
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[29/8/2017] Various changes from v2.0, please refer to https://github.com/lppkarl/Trady/tree/v2.1
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[29/8/2017] Various changes from v2.0, please refer to https://github.com/lppkarl/Trady/tree/v3.0
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<PackageProjectUrl>https://github.com/lppkarl/Trady</PackageProjectUrl>
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<PackageLicenseUrl>https://github.com/lppkarl/Trady/blob/master/LICENSE</PackageLicenseUrl>

‎Trady.Importer.Quandl/Trady.Importer.Quandl.csproj

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<TargetFramework>netstandard1.4</TargetFramework>
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<TargetFramework>netstandard2.0</TargetFramework>
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<Description>Quandl importer module of Trady, a handy library for computing technical indicators, based on .NET Standard 1.4</Description>
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<Description>Quandl importer module of Trady, a handy library for computing technical indicators, based on .NET Standard 2.0</Description>
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<Copyright>Copyright (c) 2016-2017 Karl Wan</Copyright>
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<AssemblyTitle>Trady.Importer.Quandl</AssemblyTitle>
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<VersionPrefix>2.1.0-beta5</VersionPrefix>
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<VersionPrefix>3.0.0-beta0</VersionPrefix>
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<Authors>Karl Wan</Authors>
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<TargetFramework>netstandard1.4</TargetFramework>
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<TargetFramework>netstandard2.0</TargetFramework>
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<AssemblyName>Trady.Importer.Quandl</AssemblyName>
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<PackageId>Trady.Importer.Quandl</PackageId>
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<PackageTags>Trady;Technical;Analysis;Finance;Stock</PackageTags>
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<PackageReleaseNotes>
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[29/8/2017] Various changes from v2.0, please refer to https://github.com/lppkarl/Trady/tree/v2.1
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[29/8/2017] Various changes from v2.0, please refer to https://github.com/lppkarl/Trady/tree/v3.0
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<GenerateAssemblyFileVersionAttribute>false</GenerateAssemblyFileVersionAttribute>
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<ItemGroup>
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<PackageReference Include="Quandl.NET" Version="1.1.1" />
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<PackageReference Include="Quandl.NET" Version="1.2.0" />
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</ItemGroup>
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<ProjectReference Include="..\Trady.Core\Trady.Core.csproj" />

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