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 13:58:04 +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 +1,59 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class KaiserIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
+    public int Period { get; set; } = 14;
+
+    [InputParameter("Beta", sortIndex: 2, minimum: 0.0, maximum: 20.0, increment: 0.1, decimalPlaces: 1)]
+    public double Beta { get; set; } = 3.0;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Kaiser _kaiser = null!;
+    private readonly LineSeries _series;
+    private string _sourceName = null!;
+    private Func<IHistoryItem, double> _priceSelector = null!;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"KAISER {Period},{Beta:F1}:{_sourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends_FIR/kaiser/Kaiser.Quantower.cs";
+
+    public KaiserIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = false;
+        Name = "KAISER - Kaiser Window Moving Average";
+        Description = "Kaiser Window Moving Average";
+        _series = new LineSeries(name: $"KAISER {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    protected override void OnInit()
+    {
+        _priceSelector = Source.GetPriceSelector();
+        _sourceName = Source.ToString();
+        _kaiser = new Kaiser(Period, Beta);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        bool isNew = args.IsNewBar();
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        double value = _kaiser.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew).Value;
+        _series.SetValue(value, _kaiser.IsHot, ShowColdValues);
+    }
+}