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python wrapper

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Miha Kralj
2026-02-28 14:14:35 -08:00
parent 82e0248eb0
commit 83e9511261
521 changed files with 62395 additions and 15669 deletions
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lib/numerics/logtrans/Logtrans.Quantower.Tests.cs
-120
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using Xunit;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib.Tests;
public class LogtransIndicatorTests
{
[Fact]
public void LogtransIndicator_Constructor_SetsDefaults()
{
var indicator = new LogtransIndicator();
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
Assert.Equal("LOGTRANS - Natural Logarithm", indicator.Name);
Assert.True(indicator.SeparateWindow);
Assert.True(indicator.OnBackGround);
}
[Fact]
public void LogtransIndicator_MinHistoryDepths_IsOne()
{
var indicator = new LogtransIndicator();
Assert.Equal(1, indicator.MinHistoryDepths);
}
[Fact]
public void LogtransIndicator_ShortName_IsCorrect()
{
var indicator = new LogtransIndicator();
Assert.Equal("Logtrans", indicator.ShortName);
}
[Fact]
public void LogtransIndicator_Initialize_CreatesLineSeries()
{
var indicator = new LogtransIndicator();
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
Assert.Equal("Logtrans", indicator.LinesSeries[0].Name);
}
[Fact]
public void LogtransIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
{
var indicator = new LogtransIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 100);
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
// Log of 100 is approximately 4.605
double value = indicator.LinesSeries[0].GetValue(0);
Assert.True(value > 4.0 && value < 5.0);
}
[Fact]
public void LogtransIndicator_ProcessUpdate_NewBar_ComputesValue()
{
var indicator = new LogtransIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, Math.E);
indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, Math.E);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
Assert.Equal(2, indicator.LinesSeries[0].Count);
// Log of e is 1.0
Assert.Equal(1.0, indicator.LinesSeries[0].GetValue(0), 1e-10);
}
[Fact]
public void LogtransIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
{
var indicator = new LogtransIndicator();
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 100);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
Assert.Equal(2, indicator.LinesSeries[0].Count);
}
[Fact]
public void LogtransIndicator_DifferentSourceTypes_Work()
{
var sources = new[]
{
SourceType.Open,
SourceType.High,
SourceType.Low,
SourceType.Close,
SourceType.HL2,
SourceType.HLC3,
};
foreach (var source in sources)
{
var indicator = new LogtransIndicator { Source = source };
indicator.Initialize();
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
Assert.Equal(1, indicator.LinesSeries[0].Count);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
}
}
lib/numerics/logtrans/Logtrans.Quantower.cs
-59
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using System.Drawing;
using TradingPlatform.BusinessLayer;
using static QuanTAlib.IndicatorExtensions;
namespace QuanTAlib;
/// <summary>
/// LOGTRANS (Natural Logarithm) Quantower indicator.
/// Transforms values using natural logarithm ln(x).
/// </summary>
public class LogtransIndicator : Indicator, IWatchlistIndicator
{
[DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show Cold Values", sortIndex: 100)]
public bool ShowColdValues { get; set; } = true;
private Logtrans? _logtrans;
private Func<IHistoryItem, double>? _selector;
public int MinHistoryDepths => 1;
public override string ShortName => "Logtrans";
public LogtransIndicator()
{
Name = "LOGTRANS - Natural Logarithm";
Description = "Transforms values using natural logarithm ln(x)";
SeparateWindow = true;
OnBackGround = true;
}
protected override void OnInit()
{
_logtrans = new Logtrans();
_selector = Source.GetPriceSelector();
AddLineSeries(new LineSeries("Logtrans", Color.Orange, 2, LineStyle.Solid));
}
protected override void OnUpdate(UpdateArgs args)
{
if (_logtrans == null || _selector == null)
{
return;
}
var item = HistoricalData[0, SeekOriginHistory.End];
double value = _selector(item);
bool isNew = args.IsNewBar();
TValue input = new(item.TimeLeft, value);
_logtrans.Update(input, isNew);
bool isHot = _logtrans.IsHot;
LinesSeries[0].SetValue(_logtrans.Last.Value, isHot, ShowColdValues);
}
}