Convolution Indicator (CONV) with customizable kernel support

2026-08-19 11:08:05 +00:00 · 2025-12-10 11:48:52 -05:00
parent b46e83475e
commit 7a4850956b
8 changed files with 1186 additions and 92 deletions
@@ -0,0 +1,84 @@
+using System;
+using System.Drawing;
+using System.Linq;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class ConvIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Weights (comma separated)", sortIndex: 1)]
+    public string WeightsInput { get; set; } = "0.1, 0.2, 0.3, 0.4";
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Conv? _conv;
+    private int _warmupBarIndex = -1;
+    protected LineSeries? Series;
+    protected string? SourceName;
+
+    public int MinHistoryDepths => _conv != null ? WeightsInput.Split(',').Length : 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"Conv:{SourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/conv/Conv.Quantower.cs";
+
+    public ConvIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = false;
+        SourceName = Source.ToString();
+        Name = "Conv - Convolution";
+        Description = "Convolution with custom kernel";
+        Series = new(name: "Conv", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(Series);
+    }
+
+    protected override void OnInit()
+    {
+        try
+        {
+            var weights = WeightsInput.Split(',')
+                .Select(s => double.Parse(s.Trim()))
+                .ToArray();
+            
+            if (weights.Length == 0)
+                throw new ArgumentException("Weights cannot be empty");
+
+            _conv = new Conv(weights);
+        }
+        catch (FormatException)
+        {
+            _conv = new Conv([1.0]);
+        }
+        catch (ArgumentException)
+        {
+            _conv = new Conv([1.0]);
+        }
+
+        _warmupBarIndex = -1;
+        SourceName = Source.ToString();
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue input = this.GetInputValue(args, Source);
+        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = _conv!.Update(input, isNew);
+        if (_warmupBarIndex < 0 && _conv!.IsHot)
+            _warmupBarIndex = Count;
+        Series!.SetValue(result.Value);
+        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+    }
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}