Add TRAMA implementation and comprehensive tests

- Implemented the TRAMA (Trend Regularity Adaptive Moving Average) class with adaptive EMA logic. - Added unit tests for TRAMA functionality, including constructor validation, basic calculations, state management, and robustness checks. - Created validation tests to ensure consistency across different modes of operation (streaming, batch, and static calculations). - Enhanced documentation for TRAMA, including performance profiles and quality metrics. - Updated workspace configuration by removing unnecessary folder references.
2026-08-25 05:48:06 +00:00 · 2026-02-21 20:45:38 -08:00
parent 90d5638008
commit 7253f61299
199 changed files with 29577 additions and 234 deletions
@@ -0,0 +1,69 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class CcycIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Alpha", sortIndex: 1, 0.01, 0.99, 0.01, 2)]
+    public double Alpha { get; set; } = 0.07;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Ccyc _ccyc = null!;
+    private readonly LineSeries _cycleSeries;
+    private readonly LineSeries _triggerSeries;
+    private Func<IHistoryItem, double> _priceSelector = null!;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"CCYC ({Alpha:F2})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/cycles/ccyc/Ccyc.Quantower.cs";
+
+    public CcycIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "CCYC - Ehlers Cyber Cycle";
+        Description = "Ehlers' Cyber Cycle isolates the dominant cycle component using a 4-tap FIR pre-smoother and a 2-pole high-pass IIR filter";
+
+        _cycleSeries = new LineSeries(name: "Cycle", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);
+        _triggerSeries = new LineSeries(name: "Trigger", color: Color.FromArgb(128, 128, 255), width: 1, style: LineStyle.Dash);
+        AddLineSeries(_cycleSeries);
+        AddLineSeries(_triggerSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _ccyc = new Ccyc(Alpha);
+        _priceSelector = Source.GetPriceSelector();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar)
+        {
+            return;
+        }
+
+        var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
+        double value = _priceSelector(item);
+        var time = this.HistoricalData.Time();
+
+        var input = new TValue(time, value);
+        TValue result = _ccyc.Update(input, args.IsNewBar());
+
+        _cycleSeries.SetValue(result.Value, _ccyc.IsHot, ShowColdValues);
+        _triggerSeries.SetValue(_ccyc.Trigger, _ccyc.IsHot, ShowColdValues);
+    }
+}