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https://github.com/mihakralj/QuanTAlib.git
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Add new data structures and event handling classes for trading platform. Include base classes, value and bar structs, event arguments, emitters, listeners. Update ruleset for SonarLint.
This commit is contained in:
Miha Kralj
@@ -1,96 +1,97 @@
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using System;
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using System.Diagnostics;
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using System.Drawing;
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using System.Linq;
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using TradingPlatform.BusinessLayer;
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using TradingPlatform.BusinessLayer.Chart;
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namespace QuanTAlib;
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public class JMA_chart : Indicator {
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#region Parameters
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[InputParameter("Data source", 0, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int DataSource = 3;
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[InputParameter("Smoothing period", 1, 1, 999, 1, 1)]
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private int Period = 9;
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[InputParameter("Volatility short", 2, 3, 50, 1, 1)]
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private int Vshort = 10;
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[InputParameter("Volatility long", 3, 20, 500, 1, 1)]
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private int Vlong = 65;
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[InputParameter("Phase", 4, -100, 100, 1, 2)]
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private double Jphase;
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#endregion Parameters
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///////
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private JMA_Series indicator;
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///////
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protected TBars bars;
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protected IChartWindow mainWindow;
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protected Graphics graphics;
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protected int firstOnScreenBarIndex, lastOnScreenBarIndex;
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protected HistoricalData History;
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protected int HistPeriod;
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public JMA_chart() {
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Name = "JMA - Jurik Moving Avg";
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Description = "Jurik Moving Average description";
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AddLineSeries(lineName: "JMA", lineColor: Color.Yellow, lineWidth: 3,lineStyle: LineStyle.Solid);
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SeparateWindow = false;
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HistPeriod = Period;
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}
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protected override void OnInit() {
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base.OnInit();
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bars = new();
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var dur1 = this.HistoricalData.FromTime;
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var dur = this.HistoricalData.Period.Duration.TotalSeconds * (HistPeriod * 4); //seconds of two periods
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this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
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for (int i = this.History.Count - 1; i >= 0; i--) {
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var rec = this.History[i, SeekOriginHistory.Begin];
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bars.Add(rec.TimeLeft, rec[PriceType.Open],
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rec[PriceType.High], rec[PriceType.Low],
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rec[PriceType.Close], rec[PriceType.Volume]);
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}
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indicator = new(source: bars.Select(DataSource), period: Period, phase: Jphase, vshort: Vshort, vlong: Vlong, useNaN: true);
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}
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protected override void OnUpdate(UpdateArgs args) {
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base.OnUpdate(args);
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bars.Add(Time(), GetPrice(PriceType.Open),
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GetPrice(PriceType.High),
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GetPrice(PriceType.Low),
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GetPrice(PriceType.Close),
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GetPrice(PriceType.Volume),
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update: !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar));
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this.SetValue(indicator[^1].v, lineIndex: 0);
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}
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public override void OnPaintChart(PaintChartEventArgs args) {
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base.OnPaintChart(args);
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if (this.CurrentChart == null) {
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return;
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}
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graphics = args.Graphics;
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mainWindow = this.CurrentChart.MainWindow;
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DateTime leftTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left);
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DateTime rightTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right);
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firstOnScreenBarIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(leftTime);
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lastOnScreenBarIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(rightTime));
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}
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}
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using System;
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using System.Diagnostics;
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using System.Drawing;
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using System.Linq;
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using TradingPlatform.BusinessLayer;
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using TradingPlatform.BusinessLayer.Chart;
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namespace QuanTAlib;
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public class JMA_chart : Indicator {
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#region Parameters
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[InputParameter("Data source", 0, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int DataSource = 3;
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[InputParameter("Smoothing period", 1, 1, 999, 1, 1)]
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private int Period = 9;
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[InputParameter("Volatility short", 2, 3, 50, 1, 1)]
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private int Vshort = 10;
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[InputParameter("Volatility long", 3, 20, 500, 1, 1)]
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private int Vlong = 65;
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[InputParameter("Phase", 4, -100, 100, 1, 2)]
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private double Jphase;
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#endregion Parameters
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///////
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private JMA_Series indicator;
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///////
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protected TBars bars;
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protected IChartWindow mainWindow;
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protected Graphics graphics;
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protected int firstOnScreenBarIndex, lastOnScreenBarIndex;
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protected HistoricalData History;
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protected int HistPeriod;
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public JMA_chart() {
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Name = "JMA - Jurik Moving Avg";
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Description = "Jurik Moving Average description";
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AddLineSeries(lineName: "JMA", lineColor: Color.Yellow, lineWidth: 3,lineStyle: LineStyle.Solid);
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SeparateWindow = false;
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HistPeriod = Period;
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}
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protected override void OnInit() {
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base.OnInit();
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bars = new();
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var dur1 = this.HistoricalData.FromTime;
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var dur = this.HistoricalData.Period.Duration.TotalSeconds * (HistPeriod * 4); //seconds of two periods
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this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
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for (int i = this.History.Count - 1; i >= 0; i--) {
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var rec = this.History[i, SeekOriginHistory.Begin];
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bars.Add(rec.TimeLeft, rec[PriceType.Open],
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rec[PriceType.High], rec[PriceType.Low],
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rec[PriceType.Close], rec[PriceType.Volume]);
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}
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indicator = new(source: bars.Select(DataSource), period: Period, phase: Jphase, vshort: Vshort, vlong: Vlong, useNaN: true);
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indicator.Keep = Math.Max(Period, 100);
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}
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protected override void OnUpdate(UpdateArgs args) {
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base.OnUpdate(args);
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bars.Add(Time(), GetPrice(PriceType.Open),
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GetPrice(PriceType.High),
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GetPrice(PriceType.Low),
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GetPrice(PriceType.Close),
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GetPrice(PriceType.Volume),
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update: !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar));
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this.SetValue(indicator[^1].v, lineIndex: 0);
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}
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public override void OnPaintChart(PaintChartEventArgs args) {
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base.OnPaintChart(args);
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if (this.CurrentChart == null) {
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return;
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}
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graphics = args.Graphics;
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mainWindow = this.CurrentChart.MainWindow;
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DateTime leftTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left);
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DateTime rightTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right);
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firstOnScreenBarIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(leftTime);
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lastOnScreenBarIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(rightTime));
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}
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}
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