mirror of
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
@@ -1,95 +1,95 @@
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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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namespace QuanTAlib;
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public class TrailingStop_chart : Indicator {
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#region Parameters
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[InputParameter("Period", 0, 1, 100, 1, 1)]
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protected int _period = 30;
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[InputParameter("Factor", 1, 1, 100, 0.1, 1)]
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protected double _factor = 10;
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[InputParameter("Long TS", 2)]
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private bool _LongTS = true;
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[InputParameter("Short TS", 3)]
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private bool _ShortTS = true;
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#endregion Parameters
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///////
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private HistoricalData History;
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private TBars bars;
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private ATR_Series _atr;
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private double _tslineL, _ratchetL, _tslineS, _ratchetS;
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///////
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public TrailingStop_chart() {
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Name = $"ATR Trailing Stop";
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AddLineSeries(lineName: "TrailingATR Long", lineColor: Color.Yellow, lineWidth: 1,lineStyle: LineStyle.Dot);
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AddLineSeries(lineName: "Ratchet Long", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
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AddLineSeries(lineName: "TrailingATR Short", lineColor: Color.Yellow, lineWidth: 1, lineStyle: LineStyle.Dot);
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AddLineSeries(lineName: "Ratchet Short", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
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SeparateWindow = false;
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}
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protected override void OnInit() {
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this.Name = $"Trailing Stop (ATR:{_period}, Mult:{_factor:f2})";
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this.bars = new();
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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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_atr = new(source: bars, _period, useNaN: true);
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_ratchetL = Double.NegativeInfinity;
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_ratchetS = Double.PositiveInfinity;
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this.LinesSeries[0].Visible = _LongTS;
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this.LinesSeries[1].Visible = _LongTS;
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this.LinesSeries[2].Visible = _ShortTS;
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this.LinesSeries[3].Visible = _ShortTS;
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}
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protected override void OnUpdate(UpdateArgs args) {
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High),
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this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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_tslineL = bars.High[^1].v - (_factor * _atr[^1].v);
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_ratchetL = Math.Max(_tslineL,_ratchetL);
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if (_ratchetL > bars.Low[^1].v) {
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this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.Yellow, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
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_ratchetL = _tslineL;
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}
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_tslineS = bars.High[^1].v + (_factor * _atr[^1].v);
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_ratchetS = Math.Min(_tslineS, _ratchetS);
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if (_ratchetS < bars.High[^1].v) {
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this.LinesSeries[3].SetMarker(0, new IndicatorLineMarker(Color.Yellow, upperIcon: IndicatorLineMarkerIconType.UpArrow));
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_ratchetS = _tslineS;
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}
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this.SetValue(_tslineL, lineIndex: 0);
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this.SetValue(_ratchetL, lineIndex: 1);
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this.SetValue(_tslineS, lineIndex: 2);
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this.SetValue(_ratchetS, lineIndex: 3);
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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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namespace QuanTAlib;
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public class TrailingStop_chart : Indicator {
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#region Parameters
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[InputParameter("Period", 0, 1, 100, 1, 1)]
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protected int _period = 30;
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[InputParameter("Factor", 1, 1, 100, 0.1, 1)]
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protected double _factor = 10;
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[InputParameter("Long TS", 2)]
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private bool _LongTS = true;
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[InputParameter("Short TS", 3)]
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private bool _ShortTS = true;
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#endregion Parameters
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///////
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private HistoricalData History;
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private TBars bars;
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private ATR_Series _atr;
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private double _tslineL, _ratchetL, _tslineS, _ratchetS;
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///////
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public TrailingStop_chart() {
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Name = $"ATR Trailing Stop";
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AddLineSeries(lineName: "TrailingATR Long", lineColor: Color.Yellow, lineWidth: 1,lineStyle: LineStyle.Dot);
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AddLineSeries(lineName: "Ratchet Long", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
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AddLineSeries(lineName: "TrailingATR Short", lineColor: Color.Yellow, lineWidth: 1, lineStyle: LineStyle.Dot);
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AddLineSeries(lineName: "Ratchet Short", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
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SeparateWindow = false;
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}
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protected override void OnInit() {
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this.Name = $"Trailing Stop (ATR:{_period}, Mult:{_factor:f2})";
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this.bars = new();
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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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_atr = new(source: bars, _period, useNaN: true);
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_ratchetL = Double.NegativeInfinity;
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_ratchetS = Double.PositiveInfinity;
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this.LinesSeries[0].Visible = _LongTS;
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this.LinesSeries[1].Visible = _LongTS;
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this.LinesSeries[2].Visible = _ShortTS;
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this.LinesSeries[3].Visible = _ShortTS;
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}
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protected override void OnUpdate(UpdateArgs args) {
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High),
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this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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_tslineL = bars.High[^1].v - (_factor * _atr[^1].v);
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_ratchetL = Math.Max(_tslineL,_ratchetL);
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if (_ratchetL > bars.Low[^1].v) {
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this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.Yellow, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
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_ratchetL = _tslineL;
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}
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_tslineS = bars.High[^1].v + (_factor * _atr[^1].v);
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_ratchetS = Math.Min(_tslineS, _ratchetS);
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if (_ratchetS < bars.High[^1].v) {
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this.LinesSeries[3].SetMarker(0, new IndicatorLineMarker(Color.Yellow, upperIcon: IndicatorLineMarkerIconType.UpArrow));
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_ratchetS = _tslineS;
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}
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this.SetValue(_tslineL, lineIndex: 0);
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this.SetValue(_ratchetL, lineIndex: 1);
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this.SetValue(_tslineS, lineIndex: 2);
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this.SetValue(_ratchetS, lineIndex: 3);
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}
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}
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