fix: resolve build and test errors

- Sar.Quantower.Tests.cs: add missing opening quote on string literal (line 48) - Exports.cs: rename Correlation.Batch → Correl.Batch (CS0103) - Ad.Validation.Tests.cs: fix Ooples OutputValues key "Ad" → "Adl"
2026-08-24 05:28:05 +00:00 · 2026-03-16 12:45:13 -07:00
parent 3b0cdca567
commit 6f0a339c9b
131 changed files with 1570 additions and 1571 deletions
@@ -0,0 +1,78 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class DymiIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Base RSI Period", sortIndex: 1, 2, 500, 1, 0)]
+    public int BasePeriod { get; set; } = 14;
+
+    [InputParameter("Short StdDev Period", sortIndex: 2, 2, 500, 1, 0)]
+    public int ShortPeriod { get; set; } = 5;
+
+    [InputParameter("Long StdDev Period", sortIndex: 3, 2, 500, 1, 0)]
+    public int LongPeriod { get; set; } = 10;
+
+    [InputParameter("Min Period", sortIndex: 4, 2, 500, 1, 0)]
+    public int MinPeriod { get; set; } = 3;
+
+    [InputParameter("Max Period", sortIndex: 5, 2, 500, 1, 0)]
+    public int MaxPeriod { get; set; } = 30;
+
+    [IndicatorExtensions.DataSourceInput(sortIndex: 6)]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Dymi _dymi = null!;
+    private readonly LineSeries _series;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName =>
+        $"DYMI ({BasePeriod},{ShortPeriod},{LongPeriod},{MinPeriod},{MaxPeriod})";
+
+    public override string SourceCodeLink =>
+        "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/dymi/Dymi.Quantower.cs";
+
+    public DymiIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "DYMI - Dynamic Momentum Index";
+        Description = "Volatility-adaptive RSI by Chande & Kroll: period shortens in volatile markets, lengthens in quiet ones.";
+
+        _series = new LineSeries("DYMI", Color.Yellow, 2, LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _dymi = new Dymi(BasePeriod, ShortPeriod, LongPeriod, MinPeriod, MaxPeriod);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var priceSelector = Source.GetPriceSelector();
+        var item = HistoricalData[0, SeekOriginHistory.End];
+        double price = priceSelector(item);
+
+        TValue input = new(item.TimeLeft, price);
+        TValue result = _dymi.Update(input, args.IsNewBar());
+
+        if (!_dymi.IsHot && !ShowColdValues)
+        {
+            return;
+        }
+
+        _series.SetValue(result.Value);
+    }
+}