Enhance documentation and validation for various indicators

2026-08-21 20:18:05 +00:00 · 2025-12-22 20:42:26 -08:00
parent 5bb8c122c0
commit 4efa0e773e
81 changed files with 4267 additions and 640 deletions
@@ -0,0 +1,75 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class BilateralIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
+    public int Period { get; set; } = 14;
+
+    [InputParameter("Sigma Spatial Ratio", sortIndex: 2, 0.1, 100, 0.1, 2)]
+    public double SigmaSRatio { get; set; } = 0.5;
+
+    [InputParameter("Sigma Range Multiplier", sortIndex: 3, 0.1, 100, 0.1, 2)]
+    public double SigmaRMult { get; set; } = 1.0;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Bilateral? _bilateral;
+    protected LineSeries? Series;
+    protected string? SourceName;
+    private int _warmupBarIndex = -1;
+
+    public int MinHistoryDepths => Period;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"Bilateral {Period}:{SourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/bilateral/Bilateral.Quantower.cs";
+
+    public BilateralIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = false;
+        SourceName = Source.ToString();
+        Name = "Bilateral Filter";
+        Description = "Bilateral Filter";
+        Series = new(name: $"Bilateral {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(Series);
+    }
+
+    protected override void OnInit()
+    {
+        _bilateral = new Bilateral(Period, SigmaSRatio, SigmaRMult);
+        SourceName = Source.ToString();
+        _warmupBarIndex = -1;
+        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 = _bilateral!.Update(input, isNew);
+        Series!.SetValue(result.Value);
+        Series!.SetMarker(0, Color.Transparent);
+
+        if (_warmupBarIndex < 0 && _bilateral!.IsHot)
+            _warmupBarIndex = Count;
+    }
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        var savedColor = Series!.Color;
+        Series.Color = Color.Transparent;
+        base.OnPaintChart(args);
+        Series.Color = savedColor;
+
+        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
+        this.PaintLine(args, Series!, warmupPeriod, showColdValues: ShowColdValues);
+    }
+}