Update SVG badges and missing indicators report

- Updated class count in classes.svg from 938 to 1078. - Adjusted comments percentage in comments.svg from 33.06 to 33.02. - Revised average cyclomatic complexity in complexity.svg from 2.19 to 2.12. - Increased source files count in files.svg from 1099 to 1275. - Updated lines of code in loc.svg from 114549 to 129859. - Increased methods count in methods.svg from 12035 to 14066. - Updated public types count in public-api.svg from 1086 to 1225. - Revised missing indicators report with updated counts and categories, reflecting recent implementations and planned additions.
2026-08-19 19:18:05 +00:00 · 2026-02-15 21:59:03 -08:00
parent dfeb23bf3d
commit 09ffd31a40
32 changed files with 4607 additions and 158 deletions
@@ -0,0 +1,64 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class HurstIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 20, 2000, 1, 0)]
+    public int Period { get; set; } = 100;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Hurst _hurst = null!;
+    private readonly LineSeries _series;
+    private readonly LineSeries _halfLine;
+    private Func<IHistoryItem, double> _priceSelector = null!;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"Hurst {Period}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/hurst/Hurst.Quantower.cs";
+
+    public HurstIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "Hurst - Hurst Exponent";
+        Description = "Measures long-range dependence using Rescaled Range (R/S) analysis. H > 0.5 = trending, H < 0.5 = mean-reverting, H ≈ 0.5 = random walk";
+
+        _series = new LineSeries(name: "Hurst", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
+        _halfLine = new LineSeries(name: "0.5", color: Color.Gray, width: 1, style: LineStyle.Dash);
+        AddLineSeries(_series);
+        AddLineSeries(_halfLine);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _hurst = new Hurst(Period);
+        _priceSelector = Source.GetPriceSelector();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
+        double value = _priceSelector(item);
+        var time = this.HistoricalData.Time();
+
+        var input = new TValue(time, value);
+        TValue result = _hurst.Update(input, args.IsNewBar());
+
+        _series.SetValue(result.Value, _hurst.IsHot, ShowColdValues);
+        _halfLine.SetValue(0.5);
+    }
+}