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 +1,108 @@
+using System.Runtime.CompilerServices;
+namespace QuanTAlib;
+
+/// <summary>
+/// PVOL: Price-Volume
+/// A technical indicator that measures the relationship between price and volume changes,
+/// helping to identify the strength of price movements.
+/// </summary>
+/// <remarks>
+/// The PVOL calculation process:
+/// 1. Calculate price change:
+///    Price Change = (Close - Previous Close) / Previous Close
+/// 2. Calculate volume change:
+///    Volume Change = (Volume - Previous Volume) / Previous Volume
+/// 3. Calculate PVOL:
+///    PVOL = Price Change * Volume Change * 100
+///
+/// Key characteristics:
+/// - Measures price-volume relationship
+/// - Oscillates around zero
+/// - Shows momentum strength
+/// - Identifies volume-supported moves
+/// - No specific boundaries
+///
+/// Formula:
+/// Price Change = (Close - Previous Close) / Previous Close
+/// Volume Change = (Volume - Previous Volume) / Previous Volume
+/// PVOL = Price Change * Volume Change * 100
+///
+/// Market Applications:
+/// - Price movement confirmation
+/// - Volume analysis
+/// - Trend strength assessment
+/// - Divergence identification
+/// - Market momentum analysis
+///
+/// Note: High positive values indicate strong upward momentum with volume support,
+/// while high negative values indicate strong downward momentum with volume support
+/// </remarks>
+
+[SkipLocalsInit]
+public sealed class Pvol : AbstractBase
+{
+    private double _prevClose;
+    private double _prevVolume;
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Pvol()
+    {
+        WarmupPeriod = 2;  // Need previous close and volume
+        Name = "PVOL";
+        Init();
+    }
+
+    /// <param name="source">The data source object that publishes updates.</param>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Pvol(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;
+    }
+
+    [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 0;
+        }
+
+        // Calculate price and volume changes
+        double priceChange = (Math.Abs(_prevClose) >= double.Epsilon) ? (BarInput.Close - _prevClose) / _prevClose : 0;
+        double volumeChange = (Math.Abs(_prevVolume) >= double.Epsilon) ? (BarInput.Volume - _prevVolume) / _prevVolume : 0;
+
+        // Store current values for next calculation
+        _prevClose = BarInput.Close;
+        _prevVolume = BarInput.Volume;
+
+        // Calculate PVOL
+        double pvol = priceChange * volumeChange * 100;
+
+        IsHot = _index >= WarmupPeriod;
+        return pvol;
+    }
+}