python wrapper

2026-08-23 13:08:04 +00:00 · 2026-02-28 14:14:35 -08:00
parent 82e0248eb0
commit 83e9511261
521 changed files with 62395 additions and 15669 deletions
@@ -1,68 +0,0 @@
-using TradingPlatform.BusinessLayer;
-using QuanTAlib;
-
-namespace QuanTAlib.Tests;
-
-public class StdDevIndicatorTests
-{
-    [Fact]
-    public void StdDevIndicator_Constructor_SetsDefaults()
-    {
-        var indicator = new StdDevIndicator();
-
-        Assert.Equal(20, indicator.Period);
-        Assert.False(indicator.IsPopulation);
-        Assert.True(indicator.ShowColdValues);
-        Assert.Equal("StdDev - Standard Deviation", indicator.Name);
-        Assert.True(indicator.SeparateWindow);
-        Assert.True(indicator.OnBackGround);
-        Assert.Equal(SourceType.Close, indicator.Source);
-    }
-
-    [Fact]
-    public void StdDevIndicator_MinHistoryDepths_EqualsZero()
-    {
-        var indicator = new StdDevIndicator { Period = 20 };
-
-        Assert.Equal(0, StdDevIndicator.MinHistoryDepths);
-        IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
-    }
-
-    [Fact]
-    public void StdDevIndicator_Initialize_CreatesInternalStdDev()
-    {
-        var indicator = new StdDevIndicator { Period = 10 };
-
-        // Initialize should not throw
-        indicator.Initialize();
-
-        // After init, line series should exist
-        Assert.Single(indicator.LinesSeries);
-        Assert.Equal("StdDev", indicator.LinesSeries[0].Name);
-    }
-
-    [Fact]
-    public void StdDevIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
-    {
-        var indicator = new StdDevIndicator { Period = 5 };
-        indicator.Initialize();
-
-        // Add historical data
-        var now = DateTime.UtcNow;
-        // Need enough bars for Period
-        for (int i = 0; i < 20; i++)
-        {
-            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
-
-            // Process update for each bar to simulate history loading
-            var args = new UpdateArgs(UpdateReason.HistoricalBar);
-            indicator.ProcessUpdate(args);
-        }
-
-        // Line series should have a value
-        double stdDev = indicator.LinesSeries[0].GetValue(0);
-
-        Assert.True(double.IsFinite(stdDev));
-    }
-}
@@ -1,63 +0,0 @@
-using System.Drawing;
-using System.Runtime.CompilerServices;
-using TradingPlatform.BusinessLayer;
-
-namespace QuanTAlib;
-
-[SkipLocalsInit]
-public sealed class StdDevIndicator : Indicator, IWatchlistIndicator
-{
-    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Period { get; set; } = 20;
-
-    [InputParameter("Population StdDev", sortIndex: 2)]
-    public bool IsPopulation { get; set; } = false;
-
-    [IndicatorExtensions.DataSourceInput]
-    public SourceType Source { get; set; } = SourceType.Close;
-
-    [InputParameter("Show cold values", sortIndex: 21)]
-    public bool ShowColdValues { get; set; } = true;
-
-    private StdDev _stdDev = null!;
-    private readonly LineSeries _series;
-    private Func<IHistoryItem, double> _priceSelector = null!;
-
-    public static int MinHistoryDepths => 0;
-    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
-
-    public override string ShortName => $"StdDev {Period}";
-    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/stddev/StdDev.Quantower.cs";
-
-    public StdDevIndicator()
-    {
-        OnBackGround = true;
-        SeparateWindow = true;
-        Name = "StdDev - Standard Deviation";
-        Description = "Measures the amount of variation or dispersion of a set of values";
-
-        _series = new LineSeries(name: "StdDev", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
-        AddLineSeries(_series);
-    }
-
-    [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    protected override void OnInit()
-    {
-        _stdDev = new StdDev(Period, IsPopulation);
-        _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 = _stdDev.Update(input, args.IsNewBar());
-
-        _series.SetValue(result.Value, _stdDev.IsHot, ShowColdValues);
-    }
-}