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.
2026-08-26 14:28:05 +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 +1,88 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+using static QuanTAlib.IndicatorExtensions;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// SAM (Smoothed Adaptive Momentum) Quantower indicator.
+/// Ehlers adaptive momentum oscillator that measures price change over the
+/// dominant cycle period, then smooths with a 2-pole Super Smoother filter.
+/// </summary>
+public class SamIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Alpha", 0, 0.01, 1.0, 0.01, 2)]
+    public double Alpha { get; set; } = 0.07;
+
+    [InputParameter("Cutoff", 1, 2, 100, 1, 0)]
+    public int Cutoff { get; set; } = 8;
+
+    [DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show Cold Values", sortIndex: 100)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Sam? _sam;
+    private Func<IHistoryItem, double>? _selector;
+
+    public int MinHistoryDepths => 100; // WarmupPeriod = MaxCyclePeriod * 2
+    public override string ShortName => $"SAM({Alpha},{Cutoff})";
+
+    public SamIndicator()
+    {
+        Name = "SAM - Smoothed Adaptive Momentum";
+        Description = "Ehlers adaptive momentum oscillator using Hilbert Transform cycle detection and Super Smoother";
+        SeparateWindow = true;
+        OnBackGround = false;
+    }
+
+    protected override void OnInit()
+    {
+        _sam = new Sam(Alpha, Cutoff);
+        _selector = Source.GetPriceSelector();
+
+        AddLineSeries(new LineSeries("SAM", IndicatorExtensions.Momentum, 2, LineStyle.Histogramm));
+        AddLineSeries(new LineSeries("Zero", Color.Gray, 1, LineStyle.Dot));
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        if (_sam == null || _selector == null)
+        {
+            return;
+        }
+
+        var item = HistoricalData[0, SeekOriginHistory.End];
+        double value = _selector(item);
+        bool isNew = args.IsNewBar();
+
+        TValue input = new(item.TimeLeft, value);
+        _sam.Update(input, isNew);
+
+        bool isHot = _sam.IsHot;
+
+        LinesSeries[0].SetValue(_sam.Last.Value, isHot, ShowColdValues);
+        LinesSeries[1].SetValue(0);
+
+        if (isHot || ShowColdValues)
+        {
+            double sam = _sam.Last.Value;
+            Color color;
+            if (sam > 0)
+            {
+                color = Color.Green;
+            }
+            else if (sam < 0)
+            {
+                color = Color.Red;
+            }
+            else
+            {
+                color = Color.Gray;
+            }
+
+            LinesSeries[0].SetMarker(0, new IndicatorLineMarker(color));
+        }
+    }
+}