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

lib/volume/Tvi.cs

@@ -0,0 +1,112 @@
+using System.Runtime.CompilerServices;
+namespace QuanTAlib;
+
+/// <summary>
+/// TVI: Trade Volume Index
+/// A technical indicator that determines whether a security is being accumulated or distributed
+/// based on price changes relative to a minimum tick value.
+/// </summary>
+/// <remarks>
+/// The TVI calculation process:
+/// 1. Calculate price change:
+///    Price Change = Close - Previous Close
+/// 2. Compare price change to minimum tick value:
+///    If |Price Change| >= Minimum Tick:
+///       Add/Subtract volume based on price direction
+///
+/// Key characteristics:
+/// - Volume-based trend indicator
+/// - Uses minimum tick value
+/// - Cumulative measure
+/// - No upper or lower bounds
+/// - Focuses on significant moves
+///
+/// Formula:
+/// If |Close - Previous Close| >= Minimum Tick:
+///    If Close > Previous Close:
+///       TVI = Previous TVI + Volume
+///    If Close < Previous Close:
+///       TVI = Previous TVI - Volume
+/// Else:
+///    TVI = Previous TVI
+///
+/// Market Applications:
+/// - Trend identification
+/// - Volume analysis
+/// - Accumulation/distribution
+/// - Price movement significance
+/// - Trading signal generation
+///
+/// Note: Rising TVI suggests accumulation, while falling TVI suggests distribution
+/// </remarks>
+
+[SkipLocalsInit]
+public sealed class Tvi : AbstractBase
+{
+    private readonly double _minTick;
+    private double _prevClose;
+    private double _prevTvi;
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Tvi(double minTick = 0.5)
+    {
+        _minTick = minTick;
+        WarmupPeriod = 2;  // Need previous close
+        Name = $"TVI({_minTick})";
+        Init();
+    }
+
+    /// <param name="source">The data source object that publishes updates.</param>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Tvi(object source, double minTick = 0.5) : this(minTick)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new BarSignal(Sub));
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public override void Init()
+    {
+        base.Init();
+        _prevClose = 0;
+        _prevTvi = 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 close
+        if (_index == 1)
+        {
+            _prevClose = BarInput.Close;
+            return 0;
+        }
+
+        // Calculate price change
+        double priceChange = BarInput.Close - _prevClose;
+
+        // Update TVI if price change exceeds minimum tick
+        if (Math.Abs(priceChange) >= _minTick)
+        {
+            _prevTvi += priceChange > 0 ? BarInput.Volume : -BarInput.Volume;
+        }
+
+        // Store current close for next calculation
+        _prevClose = BarInput.Close;
+
+        IsHot = _index >= WarmupPeriod;
+        return _prevTvi;
+    }
+}