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Refactor T3 Moving Average Implementation and Remove Unused Tests

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- Deleted DebugTulip.Tests.cs as it was no longer needed.
- Refactored T3.cs to encapsulate parameters in a struct for better organization and readability.
- Updated methods in T3.cs to use the new Parameters struct, improving clarity and reducing redundancy.
- Enhanced T3.md documentation to provide clearer explanations of the T3 moving average and its parameters.
- Removed Wma.Coverage.Tests.cs as it was obsolete.
- Added new tests in IndicatorExtensions.Tests.cs to validate logic methods and ensure correct calculations.
- Updated IndicatorExtensions.cs to improve method organization and add new functionality for handling chart coordinates.
- Refactored mocks in TradingPlatformMocks.cs to align with new chart interface definitions.
This commit is contained in:
Miha Kralj
2025-12-07 17:32:01 -08:00
parent 94d06b0749
commit 3975ff2d7f
10 changed files with 330 additions and 850 deletions
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quantower/IndicatorExtensions.cs
+92 -41
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@@ -1,7 +1,10 @@
using TradingPlatform.BusinessLayer;
using TradingPlatform.BusinessLayer.Chart;
using System.Drawing;
using System.Drawing.Drawing2D;
#nullable disable
namespace QuanTAlib;
public enum SourceType
@@ -88,6 +91,11 @@ public static class IndicatorExtensions
}
#pragma warning disable CA1416 // Validate platform compatibility
public static int GetHLineY(IChartWindowCoordinatesConverter converter, double value)
{
return (int)converter.GetChartY(value);
}
public static void PaintHLine(this Indicator indicator, PaintChartEventArgs args, double value, Pen pen)
{
if (indicator.CurrentChart == null)
@@ -101,7 +109,7 @@ public static class IndicatorExtensions
gr.SetClip(clientRect);
int leftX = clientRect.Left;
int rightX = clientRect.Right;
int Y = (int)converter.GetChartY(value);
int Y = GetHLineY(converter, value);
using (pen)
{
@@ -109,6 +117,39 @@ public static class IndicatorExtensions
}
}
public static List<Point> GetSmoothCurvePoints(Indicator indicator, IChartWindowCoordinatesConverter converter, Rectangle clientRect, LineSeries series)
{
if (indicator == null) throw new ArgumentNullException(nameof(indicator));
if (converter == null) throw new ArgumentNullException(nameof(converter));
var data = indicator.HistoricalData;
if (data == null) return new List<Point>();
var lastTime = data.Time(data.Count - 1);
var firstTime = data.Time(0);
IChartWindowCoordinatesConverter safeConverter = converter!;
DateTime tLeft = safeConverter.GetTime(clientRect.Left);
DateTime leftTime = tLeft > lastTime ? tLeft : lastTime;
DateTime tRight = safeConverter.GetTime(clientRect.Right);
DateTime rightTime = tRight < firstTime ? tRight : firstTime;
int leftIndex = (int)data.GetIndexByTime(leftTime.Ticks) + 1;
int rightIndex = (int)data.GetIndexByTime(rightTime.Ticks);
List<Point> allPoints = new List<Point>();
for (int i = rightIndex; i < leftIndex; i++)
{
int barX = (int)converter.GetChartX(data.Time(i));
int barY = (int)converter.GetChartY(series[i]);
int halfBarWidth = indicator.CurrentChart.BarsWidth / 2;
Point point = new Point(barX + halfBarWidth, barY);
allPoints.Add(point);
}
return allPoints;
}
public static void PaintSmoothCurve(this Indicator indicator, PaintChartEventArgs args, LineSeries series, int warmupPeriod, bool showColdValues = true, double tension = 0.2)
{
if (!series.Visible || indicator.CurrentChart == null)
@@ -121,26 +162,13 @@ public static class IndicatorExtensions
var clientRect = mainWindow.ClientRectangle;
gr.SetClip(clientRect);
DateTime leftTime = new[] { converter.GetTime(clientRect.Left), indicator.HistoricalData.Time(indicator!.Count - 1) }.Max();
DateTime rightTime = new[] { converter.GetTime(clientRect.Right), indicator.HistoricalData.Time(0) }.Min();
int leftIndex = (int)indicator.HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
int rightIndex = (int)indicator.HistoricalData.GetIndexByTime(rightTime.Ticks);
List<Point> allPoints = new List<Point>();
for (int i = rightIndex; i < leftIndex; i++)
{
int barX = (int)converter.GetChartX(indicator.HistoricalData.Time(i));
int barY = (int)converter.GetChartY(series[i]);
int halfBarWidth = indicator.CurrentChart.BarsWidth / 2;
Point point = new Point(barX + halfBarWidth, barY);
allPoints.Add(point);
}
List<Point> allPoints = GetSmoothCurvePoints(indicator, converter, clientRect, series);
if (allPoints.Count > 1)
{
if (allPoints.Count < 2) return;
DateTime rightTime = new[] { converter.GetTime(clientRect.Right), indicator.HistoricalData.Time(0) }.Min();
int rightIndex = (int)indicator.HistoricalData.GetIndexByTime(rightTime.Ticks);
using (Pen defaultPen = new(series.Color, series.Width) { DashStyle = ConvertLineStyleToDashStyle(series.Style) })
using (Pen coldPen = new(series.Color, series.Width) { DashStyle = DashStyle.Dot })
@@ -164,6 +192,47 @@ public static class IndicatorExtensions
}
}
public static List<(Rectangle Rect, Color Color)> GetHistogramRectangles(Indicator indicator, IChartWindowCoordinatesConverter converter, Rectangle clientRect, LineSeries series)
{
if (indicator == null) throw new ArgumentNullException(nameof(indicator));
if (converter == null) throw new ArgumentNullException(nameof(converter));
var data = indicator.HistoricalData;
if (data == null) return new List<(Rectangle, Color)>();
var lastTime = data.Time(data.Count - 1);
var firstTime = data.Time(0);
IChartWindowCoordinatesConverter safeConverter = converter!;
DateTime tLeft = safeConverter.GetTime(clientRect.Left);
DateTime leftTime = tLeft > lastTime ? tLeft : lastTime;
DateTime tRight = safeConverter.GetTime(clientRect.Right);
DateTime rightTime = tRight < firstTime ? tRight : firstTime;
int leftIndex = (int)data.GetIndexByTime(leftTime.Ticks) + 1;
int rightIndex = (int)data.GetIndexByTime(rightTime.Ticks);
var result = new List<(Rectangle, Color)>();
for (int i = rightIndex; i < leftIndex; i++)
{
int barX = (int)converter.GetChartX(data.Time(i));
int barY = (int)converter.GetChartY(series[i]);
int barY0 = (int)converter.GetChartY(0);
int HistBarWidth = indicator.CurrentChart.BarsWidth - 2;
if (series[i] > 0)
{
result.Add((new Rectangle(barX, barY, HistBarWidth, Math.Abs(barY - barY0)), Color.FromArgb(150, 0, 255, 0)));
}
else
{
result.Add((new Rectangle(barX, barY0, HistBarWidth, Math.Abs(barY0 - barY)), Color.FromArgb(150, 255, 0, 0)));
}
}
return result;
}
public static void PaintHistogram(this Indicator indicator, PaintChartEventArgs args, LineSeries series, int warmupPeriod, bool showColdValues = true)
{
if (!series.Visible || indicator.CurrentChart == null)
@@ -176,32 +245,14 @@ public static class IndicatorExtensions
var clientRect = mainWindow.ClientRectangle;
gr.SetClip(clientRect);
DateTime leftTime = new[] { converter.GetTime(clientRect.Left), indicator.HistoricalData.Time(indicator!.Count - 1) }.Max();
DateTime rightTime = new[] { converter.GetTime(clientRect.Right), indicator.HistoricalData.Time(0) }.Min();
var rects = GetHistogramRectangles(indicator, converter, clientRect, series);
int leftIndex = (int)indicator.HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
int rightIndex = (int)indicator.HistoricalData.GetIndexByTime(rightTime.Ticks);
for (int i = rightIndex; i < leftIndex; i++)
foreach (var (rect, color) in rects)
{
int barX = (int)converter.GetChartX(indicator.HistoricalData.Time(i));
int barY = (int)converter.GetChartY(series[i]);
int barY0 = (int)converter.GetChartY(0);
int HistBarWidth = indicator.CurrentChart.BarsWidth - 2;
if (series[i] > 0)
using (Brush hist = new SolidBrush(color))
{
using (Brush hist = new SolidBrush(Color.FromArgb(150, 0, 255, 0)))
{
gr.FillRectangle(hist, barX, barY, HistBarWidth, Math.Abs(barY - barY0));
}
}
else
{
using (Brush hist = new SolidBrush(Color.FromArgb(150, 255, 0, 0)))
{
gr.FillRectangle(hist, barX, barY0, HistBarWidth, Math.Abs(barY0 - barY));
}
gr.FillRectangle(hist, rect);
}
}
}