new indicators

lib/oscillators/Willr.cs

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+using System.Runtime.CompilerServices;
+namespace QuanTAlib;
+
+/// <summary>
+/// WILLR: Williams %R
+/// A momentum oscillator that measures the level of the close relative to the
+/// highest high for a look-back period. Similar to Stochastic Oscillator but
+/// with a reversed scale and no smoothing.
+/// </summary>
+/// <remarks>
+/// The Williams %R calculation process:
+/// 1. Find highest high and lowest low over period
+/// 2. Calculate where current close is within this range
+/// 3. Scale result to -100 to 0 range
+///
+/// Key characteristics:
+/// - Oscillates between -100 and 0
+/// - Similar to Stochastic but no smoothing
+/// - Traditional overbought level at -20
+/// - Traditional oversold level at -80
+/// - Leading indicator for market tops/bottoms
+///
+/// Formula:
+/// %R = -100 * (Highest High - Close) / (Highest High - Lowest Low)
+///
+/// Sources:
+///     Larry Williams - "How I Made One Million Dollars Last Year Trading Commodities" (1973)
+///     https://www.investopedia.com/terms/w/williamsr.asp
+///
+/// Note: Default period of 14 is commonly used
+/// </remarks>
+[SkipLocalsInit]
+public sealed class Willr : AbstractBase
+{
+    private readonly CircularBuffer _highs;
+    private readonly CircularBuffer _lows;
+    private const int DefaultPeriod = 14;
+    private const double ScalingFactor = -100.0;
+
+    /// <param name="period">The lookback period (default 14).</param>
+    /// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Willr(int period = DefaultPeriod)
+    {
+        if (period < 1)
+            throw new ArgumentOutOfRangeException(nameof(period));
+
+        _highs = new(period);
+        _lows = new(period);
+        WarmupPeriod = period;
+        Name = $"WILLR({period})";
+    }
+
+    /// <param name="source">The data source object that publishes updates.</param>
+    /// <param name="period">The lookback period.</param>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Willr(object source, int period = DefaultPeriod)
+        : this(period)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new BarSignal(Sub));
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _highs.Add(BarInput.High);
+            _lows.Add(BarInput.Low);
+            _index++;
+        }
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
+    protected override double Calculation()
+    {
+        ManageState(BarInput.IsNew);
+
+        double highest = _highs.Max();
+        double lowest = _lows.Min();
+        double range = highest - lowest;
+
+        return range >= double.Epsilon ? ScalingFactor * ((highest - BarInput.Close) / range) : 0;
+    }
+}