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https://github.com/mihakralj/QuanTAlib.git
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refactor: move Decay/Edecay from trends_IIR to numerics; update filter signatures
- Move lib/trends_IIR/decay/ → lib/numerics/decay/ - Move lib/trends_IIR/edecay/ → lib/numerics/edecay/ - Update Category in Decay.md/Edecay.md from Trends (IIR) to Numerics - Add DECAY/EDECAY entries to lib/numerics/_index.md and docs/indicators.md - Update filter signature .md files and .svg assets - Update trends_IIR signature docs (htit, mama, holt, etc.) - All 163 tests passing, 0 warnings, 0 errors
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using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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/// <summary>
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/// DECAY (Linear Decay) Quantower indicator.
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/// Tracks peaks and decays linearly at a rate of 1/period per bar.
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/// Formula: output = max(input, prev_output - 1/period)
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/// </summary>
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[SkipLocalsInit]
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public class DecayIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
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public int Period { get; set; } = 5;
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[IndicatorExtensions.DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private Decay _decay = null!;
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protected LineSeries Series;
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protected string SourceName = null!;
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private Func<IHistoryItem, double> _priceSelector = null!;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"DECAY {Period}:{SourceName}";
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public DecayIndicator()
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{
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OnBackGround = true;
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SeparateWindow = false;
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SourceName = Source.ToString();
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Name = "DECAY - Linear Decay";
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Description = "Linear Decay: output = max(input, prev_output - 1/period)";
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Series = new LineSeries(name: $"DECAY {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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protected override void OnInit()
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{
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_decay = new Decay(Period);
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SourceName = Source.ToString();
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_priceSelector = Source.GetPriceSelector();
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
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TValue result = _decay.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
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Series.SetValue(result.Value, _decay.IsHot, ShowColdValues);
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}
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}
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