QuanTAlib/lib/trends_FIR/kaiser/Kaiser.Quantower.cs

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;

namespace QuanTAlib;

[SkipLocalsInit]
public sealed class KaiserIndicator : Indicator, IWatchlistIndicator
{
    [InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
    public int Period { get; set; } = 14;

    [InputParameter("Beta", sortIndex: 2, minimum: 0.0, maximum: 20.0, increment: 0.1, decimalPlaces: 1)]
    public double Beta { get; set; } = 3.0;

    [IndicatorExtensions.DataSourceInput]
    public SourceType Source { get; set; } = SourceType.Close;

    [InputParameter("Show cold values", sortIndex: 21)]
    public bool ShowColdValues { get; set; } = true;

    private Kaiser _kaiser = null!;
    private readonly LineSeries _series;
    private string _sourceName = null!;
    private Func<IHistoryItem, double> _priceSelector = null!;

    public static int MinHistoryDepths => 0;
    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;

    public override string ShortName => $"KAISER {Period},{Beta:F1}:{_sourceName}";
    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends_FIR/kaiser/Kaiser.Quantower.cs";

    public KaiserIndicator()
    {
        OnBackGround = true;
        SeparateWindow = false;
        Name = "KAISER - Kaiser Window Moving Average";
        Description = "Kaiser Window Moving Average";
        _series = new LineSeries(name: $"KAISER {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
        AddLineSeries(_series);
    }

    protected override void OnInit()
    {
        _priceSelector = Source.GetPriceSelector();
        _sourceName = Source.ToString();
        _kaiser = new Kaiser(Period, Beta);
        base.OnInit();
    }

    [MethodImpl(MethodImplOptions.AggressiveInlining)]
    protected override void OnUpdate(UpdateArgs args)
    {
        bool isNew = args.IsNewBar();
        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
        double value = _kaiser.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew).Value;
        _series.SetValue(value, _kaiser.IsHot, ShowColdValues);
    }
}