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SIMD Refactor: Merge simd-dev into dev (#55)
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
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co-authored by
Claude Opus 4.5
aider
Warp
parent
5bcdf8d614
commit
86fe32a682
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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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[SkipLocalsInit]
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public sealed class AfirmaIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int Period { get; set; } = 10;
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[InputParameter("Window", sortIndex: 3)]
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public Afirma.WindowType Window { get; set; } = Afirma.WindowType.BlackmanHarris;
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[InputParameter("Use Least Squares", sortIndex: 4)]
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public bool LeastSquares { get; set; } = false;
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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 Afirma _afirma = null!;
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private readonly LineSeries _series;
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private 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 => $"AFIRMA {Period}:{_sourceName}";
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public AfirmaIndicator()
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{
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OnBackGround = true;
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SeparateWindow = false;
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Name = "AFIRMA - Autoregressive FIR Moving Average";
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Description = "A Windowed Weighted Moving Average using signal processing window functions";
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_series = new LineSeries(name: $"AFIRMA {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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_priceSelector = Source.GetPriceSelector();
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_sourceName = Source.ToString();
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_afirma = new Afirma(Period, Window, LeastSquares);
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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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bool isNew = args.IsNewBar();
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var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
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double value = _afirma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew).Value;
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_series.SetValue(value, _afirma.IsHot, ShowColdValues);
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}
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}
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