Add PWMA implementation and tests; enhance documentation

2026-08-25 13:58:04 +00:00 · 2025-12-13 20:21:21 -08:00
parent 60227a23c1
commit 4b17984cfd
38 changed files with 3506 additions and 25 deletions
@@ -0,0 +1,63 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class PwmaIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 14;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Pwma? _ma;
+    private int _warmupBarIndex = -1;
+    protected LineSeries? Series;
+    protected string? SourceName;
+
+    public int MinHistoryDepths => Period;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"PWMA {Period}:{SourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/pwma/Pwma.Quantower.cs";
+
+    public PwmaIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = false;
+        SourceName = Source.ToString();
+        Name = "PWMA - Parabolic Weighted Moving Average";
+        Description = "Weighted Moving Average with parabolic weighting";
+        Series = new(name: $"PWMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(Series);
+    }
+
+    protected override void OnInit()
+    {
+        _ma = new Pwma(Period);
+        _warmupBarIndex = -1;
+        SourceName = Source.ToString();
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue input = this.GetInputValue(args, Source);
+        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = _ma!.Update(input, isNew);
+        if (_warmupBarIndex < 0 && _ma!.IsHot)
+            _warmupBarIndex = Count;
+        Series!.SetValue(result.Value);
+        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+    }
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}