Refactor documentation links in numerics, oscillators, reversals, and statistics modules to use relative paths; update Bias class to handle division by zero more robustly; remove obsolete CUMMEAN Pine script; enhance trend indicators documentation; add Visual Studio Code workspace configuration.

2026-08-21 03:58:04 +00:00 · 2026-02-04 11:43:59 -08:00
parent c034cbd5e5
commit 3e854eac3f
60 changed files with 9944 additions and 2641 deletions
@@ -0,0 +1,78 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class EacpIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Min Period", sortIndex: 1, 3, 100, 1, 0)]
+    public int MinPeriod { get; set; } = 8;
+
+    [InputParameter("Max Period", sortIndex: 2, 4, 500, 1, 0)]
+    public int MaxPeriod { get; set; } = 48;
+
+    [InputParameter("Avg Length", sortIndex: 3, 0, 100, 1, 0)]
+    public int AvgLength { get; set; } = 3;
+
+    [InputParameter("Enhance", sortIndex: 4)]
+    public bool Enhance { get; set; } = true;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Eacp _eacp = null!;
+    private readonly LineSeries _cycleSeries;
+    private readonly LineSeries _powerSeries;
+    private Func<IHistoryItem, double> _priceSelector = null!;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"EACP ({MinPeriod},{MaxPeriod})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/cycles/eacp/Eacp.Quantower.cs";
+
+    public EacpIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "EACP - Ehlers Autocorrelation Periodogram";
+        Description = "Ehlers' Autocorrelation Periodogram estimates the dominant cycle period using autocorrelation and spectral analysis";
+
+        _cycleSeries = new LineSeries(name: "Cycle", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);
+        _powerSeries = new LineSeries(name: "Power", color: Color.Orange, width: 1, style: LineStyle.Dot);
+        AddLineSeries(_cycleSeries);
+        AddLineSeries(_powerSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _eacp = new Eacp(MinPeriod, MaxPeriod, AvgLength, Enhance);
+        _priceSelector = Source.GetPriceSelector();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar)
+        {
+            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);
+        TValue result = _eacp.Update(input, args.IsNewBar());
+
+        _cycleSeries.SetValue(result.Value, _eacp.IsHot, ShowColdValues);
+        _powerSeries.SetValue(_eacp.NormalizedPower * MaxPeriod, _eacp.IsHot, ShowColdValues);
+    }
+}