Add Choppiness Index (CHOP) implementation and tests

- Implemented ChopIndicator for Quantower with configurable period and cold value display. - Created Chop class for calculating the Choppiness Index with detailed documentation. - Added comprehensive unit tests for Chop functionality, covering various market conditions and edge cases. - Developed markdown documentation for CHOP, detailing its historical context, mathematical foundation, and usage examples. - Established a remediation plan for channel indicators documentation, identifying gaps and prioritizing updates.
2026-08-26 06:18:05 +00:00 · 2026-02-05 19:42:49 -08:00
parent 95838a6435
commit 26280ce80b
73 changed files with 8485 additions and 5254 deletions
@@ -0,0 +1,73 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class HtPhasorIndicator : Indicator, IWatchlistIndicator
+{
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private HtPhasor _htPhasor = null!;
+    private readonly LineSeries _inPhaseSeries;
+    private readonly LineSeries _quadratureSeries;
+    private readonly LineSeries _zeroLine;
+    private Func<IHistoryItem, double> _priceSelector = null!;
+
+    public static int MinHistoryDepths => 32;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => "HT_PHASOR";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/cycles/phasor/HtPhasor.Quantower.cs";
+
+    public HtPhasorIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "HT_PHASOR - Hilbert Transform Phasor";
+        Description = "Hilbert Transform Phasor components (InPhase, Quadrature) for cycle analysis";
+
+        _inPhaseSeries = new LineSeries(name: "InPhase", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);
+        _quadratureSeries = new LineSeries(name: "Quadrature", color: Color.Orange, width: 1, style: LineStyle.Solid);
+        _zeroLine = new LineSeries(name: "Zero", color: Color.Gray, width: 1, style: LineStyle.Dash);
+
+        AddLineSeries(_inPhaseSeries);
+        AddLineSeries(_quadratureSeries);
+        AddLineSeries(_zeroLine);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _htPhasor = new HtPhasor();
+        _priceSelector = Source.GetPriceSelector();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar && args.Reason != UpdateReason.NewTick)
+        {
+            return;
+        }
+ 
+        var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
+        double value = _priceSelector(item);
+        var time = this.HistoricalData.Time();
+
+        var input = new TValue(time, value);
+        bool isNew = args.IsNewBar();
+        TValue result = _htPhasor.Update(input, isNew);
+
+        bool hot = _htPhasor.IsHot;
+        _inPhaseSeries.SetValue(result.Value, hot, ShowColdValues);
+        _quadratureSeries.SetValue(_htPhasor.Quadrature, hot, ShowColdValues);
+        _zeroLine.SetValue(0.0);
+    }
+}