Add Price Volume Trend (PVT) Indicator and Tests

- Implemented the PvtIndicator class for calculating Price Volume Trend in Quantower. - Created unit tests for the Pvt class to validate calculations and state management. - Added validation tests to ensure consistency with OoplesFinance's implementation. - Developed a comprehensive documentation (Pvt.md) explaining the PVT concept, calculations, and usage. - Included methods for batch calculations and streaming updates for PVT.
2026-08-20 03:28:05 +00:00 · 2026-01-28 17:54:43 -08:00
parent dc1902f4d5
commit 76d2b50cbb
39 changed files with 8633 additions and 14 deletions
@@ -0,0 +1,59 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class PvdIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Price Period", sortIndex: 0, minimum: 1, maximum: 100, increment: 1, decimalPlaces: 0)]
+    public int PricePeriod { get; set; } = 14;
+
+    [InputParameter("Volume Period", sortIndex: 1, minimum: 1, maximum: 100, increment: 1, decimalPlaces: 0)]
+    public int VolumePeriod { get; set; } = 14;
+
+    [InputParameter("Smoothing Period", sortIndex: 2, minimum: 1, maximum: 50, increment: 1, decimalPlaces: 0)]
+    public int SmoothingPeriod { get; set; } = 3;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Pvd _pvd = null!;
+    private readonly LineSeries _series;
+
+#pragma warning disable S2325 // Instance property required by Quantower indicator interface
+    public int MinHistoryDepths => Math.Max(PricePeriod, VolumePeriod) + SmoothingPeriod + 1;
+#pragma warning restore S2325
+    int IWatchlistIndicator.MinHistoryDepths => Math.Max(PricePeriod, VolumePeriod) + SmoothingPeriod + 1;
+
+    public override string ShortName => "PVD";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/pvd/Pvd.Quantower.cs";
+
+    public PvdIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "PVD - Price Volume Divergence";
+        Description = "Price Volume Divergence measures divergence between price and volume momentum";
+
+        _series = new LineSeries(name: "PVD", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _pvd = new Pvd(PricePeriod, VolumePeriod, SmoothingPeriod);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        TValue result = _pvd.Update(bar, args.IsNewBar());
+
+        _series.SetValue(result.Value, _pvd.IsHot, ShowColdValues);
+    }
+}