python wrapper

2026-08-25 05:48:06 +00:00 · 2026-02-28 14:14:35 -08:00
parent 82e0248eb0
commit 83e9511261
521 changed files with 62395 additions and 15669 deletions
@@ -1,61 +0,0 @@
-using TradingPlatform.BusinessLayer;
-
-namespace QuanTAlib.Tests;
-
-public class TrimIndicatorTests
-{
-    [Fact]
-    public void TrimIndicator_Constructor_SetsDefaults()
-    {
-        var indicator = new TrimIndicator();
-
-        Assert.Equal(20, indicator.Period);
-        Assert.Equal(10.0, indicator.TrimPct);
-        Assert.True(indicator.ShowColdValues);
-        Assert.Equal("Trim - Trimmed Mean Moving Average", indicator.Name);
-        Assert.False(indicator.SeparateWindow);
-        Assert.True(indicator.OnBackGround);
-        Assert.Equal(SourceType.Close, indicator.Source);
-    }
-
-    [Fact]
-    public void TrimIndicator_MinHistoryDepths_EqualsZero()
-    {
-        var indicator = new TrimIndicator { Period = 20 };
-
-        Assert.Equal(0, TrimIndicator.MinHistoryDepths);
-        IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
-    }
-
-    [Fact]
-    public void TrimIndicator_Initialize_CreatesInternalTrim()
-    {
-        var indicator = new TrimIndicator { Period = 10, TrimPct = 10.0 };
-
-        indicator.Initialize();
-
-        Assert.Single(indicator.LinesSeries);
-        Assert.Equal("Trim", indicator.LinesSeries[0].Name);
-    }
-
-    [Fact]
-    public void TrimIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
-    {
-        var indicator = new TrimIndicator { Period = 5, TrimPct = 10.0 };
-        indicator.Initialize();
-
-        var now = DateTime.UtcNow;
-        for (int i = 0; i < 20; i++)
-        {
-            double close = 100 + Math.Sin(i * 0.5);
-            indicator.HistoricalData.AddBar(now.AddMinutes(i), close, close + 2, close - 2, close);
-
-            var args = new UpdateArgs(UpdateReason.HistoricalBar);
-            indicator.ProcessUpdate(args);
-        }
-
-        double value = indicator.LinesSeries[0].GetValue(0);
-        Assert.True(double.IsFinite(value));
-    }
-}
@@ -1,63 +0,0 @@
-using System.Drawing;
-using System.Runtime.CompilerServices;
-using TradingPlatform.BusinessLayer;
-
-namespace QuanTAlib;
-
-[SkipLocalsInit]
-public sealed class TrimIndicator : Indicator, IWatchlistIndicator
-{
-    [InputParameter("Period", sortIndex: 1, 3, 2000, 1, 0)]
-    public int Period { get; set; } = 20;
-
-    [InputParameter("Trim %", sortIndex: 2, 0, 49, 1, 0)]
-    public double TrimPct { get; set; } = 10.0;
-
-    [IndicatorExtensions.DataSourceInput]
-    public SourceType Source { get; set; } = SourceType.Close;
-
-    [InputParameter("Show cold values", sortIndex: 21)]
-    public bool ShowColdValues { get; set; } = true;
-
-    private Trim _trim = null!;
-    private readonly LineSeries _series;
-    private Func<IHistoryItem, double> _priceSelector = null!;
-
-    public static int MinHistoryDepths => 0;
-    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
-
-    public override string ShortName => $"Trim {Period}/{TrimPct}%";
-    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/trim/Trim.Quantower.cs";
-
-    public TrimIndicator()
-    {
-        OnBackGround = true;
-        SeparateWindow = false;
-        Name = "Trim - Trimmed Mean Moving Average";
-        Description = "Rolling mean after discarding extreme values from each tail";
-
-        _series = new LineSeries(name: "Trim", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
-        AddLineSeries(_series);
-    }
-
-    [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    protected override void OnInit()
-    {
-        _trim = new Trim(Period, TrimPct);
-        _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 = _trim.Update(input, args.IsNewBar());
-
-        _series.SetValue(result.Value, _trim.IsHot, ShowColdValues);
-    }
-}