feat: Dpo, Tsi, Vortex, Bpp, Cci, Cfo, Tr, Ui, Vc, Vov, Vr, Vs, Mfi, Nvi, Obv, Pvi, Pvo, Pvol, Pvr, Pvt, Tvi

2026-08-18 02:28:05 +00:00 · 2024-10-30 13:45:36 -07:00
parent 06c6875970
commit 6231bab9e5
34 changed files with 3151 additions and 254 deletions
@@ -0,0 +1,113 @@
+using System.Runtime.CompilerServices;
+namespace QuanTAlib;
+
+/// <summary>
+/// PVI: Positive Volume Index
+/// A cumulative indicator that focuses on days when volume increases from the previous day.
+/// It is based on the premise that the public is active on days with higher volume.
+/// </summary>
+/// <remarks>
+/// The PVI calculation process:
+/// 1. Compare current volume with previous volume
+/// 2. If current volume is greater than previous volume:
+///    PVI = Previous PVI + (((Close - Previous Close) / Previous Close) * Previous PVI)
+/// 3. If current volume is less than or equal to previous volume:
+///    PVI = Previous PVI
+///
+/// Key characteristics:
+/// - Cumulative indicator
+/// - Only updates on higher volume days
+/// - Starts at base value of 1000
+/// - Focuses on public activity
+/// - Volume-driven measure
+///
+/// Formula:
+/// If Volume > Previous Volume:
+///    PVI = Previous PVI + (Price % Change * Previous PVI)
+/// Else:
+///    PVI = Previous PVI
+///
+/// Market Applications:
+/// - Public participation tracking
+/// - Trend identification
+/// - Market timing
+/// - Volume analysis
+/// - Price confirmation
+///
+/// Sources:
+///     Norman Fosback - Original development
+///     https://www.investopedia.com/terms/p/pvi.asp
+///
+/// Note: Rising PVI suggests public buying pressure, while falling PVI suggests public selling pressure
+/// </remarks>
+
+[SkipLocalsInit]
+public sealed class Pvi : AbstractBase
+{
+    private double _prevClose;
+    private double _prevVolume;
+    private double _prevPvi;
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Pvi()
+    {
+        WarmupPeriod = 2;  // Need previous volume and close
+        Name = "PVI";
+        Init();
+    }
+
+    /// <param name="source">The data source object that publishes updates.</param>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Pvi(object source) : this()
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new BarSignal(Sub));
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public override void Init()
+    {
+        base.Init();
+        _prevClose = 0;
+        _prevVolume = 0;
+        _prevPvi = 1000;  // Standard starting value
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _lastValidValue = Value;
+            _index++;
+        }
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
+    protected override double Calculation()
+    {
+        ManageState(BarInput.IsNew);
+
+        // Skip first period to establish previous values
+        if (_index == 1)
+        {
+            _prevClose = BarInput.Close;
+            _prevVolume = BarInput.Volume;
+            return _prevPvi;
+        }
+
+        // Calculate PVI
+        if (BarInput.Volume > _prevVolume)
+        {
+            double priceChange = ((BarInput.Close - _prevClose) / _prevClose);
+            _prevPvi += priceChange * _prevPvi;
+        }
+
+        // Store current values for next calculation
+        _prevClose = BarInput.Close;
+        _prevVolume = BarInput.Volume;
+
+        IsHot = _index >= WarmupPeriod;
+        return _prevPvi;
+    }
+}