python wrapper

2026-08-22 04:28:04 +00:00 · 2026-02-28 14:14:35 -08:00
parent 82e0248eb0
commit 83e9511261
521 changed files with 62395 additions and 15669 deletions
@@ -1,54 +0,0 @@
-using TradingPlatform.BusinessLayer;
-
-namespace QuanTAlib.Tests;
-
-public class QuantileIndicatorTests
-{
-    [Fact]
-    public void QuantileIndicator_Constructor_DefaultValues()
-    {
-        var indicator = new QuantileIndicator();
-        Assert.Equal(14, indicator.Period);
-        Assert.Equal(0.5, indicator.QuantileLevel);
-        Assert.False(indicator.SeparateWindow);
-    }
-
-    [Fact]
-    public void QuantileIndicator_MinHistoryDepths()
-    {
-        var indicator = new QuantileIndicator { Period = 20 };
-        Assert.Equal(20, indicator.Period);
-    }
-
-    [Fact]
-    public void QuantileIndicator_Initialize_CreatesInternalQuantile()
-    {
-        var indicator = new QuantileIndicator { Period = 10, QuantileLevel = 0.75 };
-        indicator.Initialize();
-
-        Assert.Equal("Quantile 10 (0.75)", indicator.ShortName);
-    }
-
-    [Fact]
-    public void QuantileIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
-    {
-        var indicator = new QuantileIndicator { Period = 5, QuantileLevel = 0.75 };
-        indicator.Initialize();
-
-        // Add historical data
-        var now = DateTime.UtcNow;
-        for (int i = 0; i < 20; i++)
-        {
-            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
-
-            var args = new UpdateArgs(UpdateReason.HistoricalBar);
-            indicator.ProcessUpdate(args);
-        }
-
-        // Line series should have a value
-        double quantile = indicator.LinesSeries[0].GetValue(0);
-
-        // Quantile of a trending series should be finite
-        Assert.True(double.IsFinite(quantile));
-    }
-}
@@ -1,63 +0,0 @@
-using System.Drawing;
-using System.Runtime.CompilerServices;
-using TradingPlatform.BusinessLayer;
-
-namespace QuanTAlib;
-
-[SkipLocalsInit]
-public sealed class QuantileIndicator : Indicator, IWatchlistIndicator
-{
-    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Period { get; set; } = 14;
-
-    [InputParameter("Quantile Level (0.0-1.0)", sortIndex: 2, 0.0, 1.0, 0.01, 2)]
-    public double QuantileLevel { get; set; } = 0.5;
-
-    [IndicatorExtensions.DataSourceInput]
-    public SourceType Source { get; set; } = SourceType.Close;
-
-    [InputParameter("Show cold values", sortIndex: 21)]
-    public bool ShowColdValues { get; set; } = true;
-
-    private Quantile _quantile = null!;
-    private readonly LineSeries _series;
-    private Func<IHistoryItem, double> _priceSelector = null!;
-
-    public static int MinHistoryDepths => 0;
-    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
-
-    public override string ShortName => $"Quantile {Period} ({QuantileLevel})";
-    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/quantile/Quantile.Quantower.cs";
-
-    public QuantileIndicator()
-    {
-        OnBackGround = true;
-        SeparateWindow = false;
-        Name = "Quantile - Rolling Quantile";
-        Description = "Fraction of observations that fall below a given value in a rolling window";
-
-        _series = new LineSeries(name: "Quantile", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
-        AddLineSeries(_series);
-    }
-
-    [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    protected override void OnInit()
-    {
-        _quantile = new Quantile(Period, QuantileLevel);
-        _priceSelector = Source.GetPriceSelector();
-        base.OnInit();
-    }
-
-    [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    protected override void OnUpdate(UpdateArgs args)
-    {
-        var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
-        double value = _priceSelector(item);
-        var time = this.HistoricalData.Time();
-
-        var input = new TValue(time, value);
-        TValue result = _quantile.Update(input, args.IsNewBar());
-
-        _series.SetValue(result.Value, _quantile.IsHot, ShowColdValues);
-    }
-}