mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-13 08:08:05 +00:00
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>
This commit is contained in:
Miha Kralj
co-authored by
Claude Opus 4.5
aider
Warp
Claude Opus 4.5
aider
Warp
parent
5bcdf8d614
commit
86fe32a682
+136
-155
@@ -1,28 +1,28 @@
|
||||
using TradingPlatform.BusinessLayer;
|
||||
using TradingPlatform.BusinessLayer.Chart;
|
||||
using System.Drawing;
|
||||
using System.Drawing.Drawing2D;
|
||||
using System.Runtime.CompilerServices;
|
||||
|
||||
#nullable disable
|
||||
#pragma warning disable CA1416 // Validate platform compatibility
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public enum SourceType
|
||||
{
|
||||
Open, High, Low, Close, HL2, OC2, OHL3, HLC3, OHLC4, HLCC4
|
||||
}
|
||||
|
||||
public enum MaType
|
||||
{
|
||||
Alma, Dema, Dsma, Dwma, Ema, Epma, Frama, Fwma, Gma, Hma, Hwma, Jma, Kama, Maaf, Mgdi, MMa, Pwma, Rema, Rma, Sinema, Sma, Smma, T3, Tema, Trima, Vidya, Wma, Zlema
|
||||
Open, High, Low, Close, HL2, OC2, OHL3, HLC3, OHLC4, HLCC4,
|
||||
}
|
||||
|
||||
public static class IndicatorExtensions
|
||||
{
|
||||
public static readonly Color Averages = Color.FromArgb(255, 255, 128); // #FFFF80 - Yellow
|
||||
public static readonly Color Volume = Color.FromArgb(128, 255, 128); // #80FF80 - Green
|
||||
public static readonly Color Volatility = Color.FromArgb(255, 128, 128); // #FF8080 - Red
|
||||
public static readonly Color Statistics = Color.FromArgb(128, 128, 255); // #8080FF - Blue
|
||||
public static readonly Color Averages = Color.FromArgb(255, 255, 128); // #FFFF80 - Yellow
|
||||
public static readonly Color Volume = Color.FromArgb(128, 255, 128); // #80FF80 - Green
|
||||
public static readonly Color Volatility = Color.FromArgb(255, 128, 128); // #FF8080 - Red
|
||||
public static readonly Color Statistics = Color.FromArgb(128, 128, 255); // #8080FF - Blue
|
||||
public static readonly Color Oscillators = Color.FromArgb(255, 128, 255); // #FF80FF - Magenta
|
||||
public static readonly Color Momentum = Color.FromArgb(128, 255, 255); // #80FFFF - Cyan
|
||||
public static readonly Color Experiments = Color.FromArgb(255, 165, 0); // #FFA500 - Orange
|
||||
public static readonly Color Momentum = Color.FromArgb(128, 255, 255); // #80FFFF - Cyan
|
||||
public static readonly Color Experiments = Color.FromArgb(255, 165, 0); // #FFA500 - Orange
|
||||
|
||||
[AttributeUsage(AttributeTargets.Property)]
|
||||
public class DataSourceInputAttribute : InputParameterAttribute
|
||||
@@ -39,80 +39,96 @@ public static class IndicatorExtensions
|
||||
"OHL/3 (Mean)", SourceType.OHL3,
|
||||
"HLC/3 (Typical)", SourceType.HLC3,
|
||||
"OHLC/4 (Average)", SourceType.OHLC4,
|
||||
"HLCC/4 (Weighted)", SourceType.HLCC4
|
||||
"HLCC/4 (Weighted)", SourceType.HLCC4,
|
||||
})
|
||||
{ }
|
||||
}
|
||||
|
||||
public static TValue GetInputValue(this Indicator indicator, UpdateArgs args, SourceType source)
|
||||
public static TBar GetInputBar(this Indicator indicator, UpdateArgs _)
|
||||
{
|
||||
var historicalData = indicator.HistoricalData;
|
||||
|
||||
TBar bar = new TBar(
|
||||
Time: historicalData.Time(),
|
||||
Open: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.Open],
|
||||
High: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.High],
|
||||
Low: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.Low],
|
||||
Close: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.Close],
|
||||
Volume: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.Volume],
|
||||
IsNew: args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar
|
||||
);
|
||||
|
||||
double price = source switch
|
||||
{
|
||||
SourceType.Open => bar.Open,
|
||||
SourceType.High => bar.High,
|
||||
SourceType.Low => bar.Low,
|
||||
SourceType.Close => bar.Close,
|
||||
SourceType.HL2 => bar.HL2,
|
||||
SourceType.OC2 => bar.OC2,
|
||||
SourceType.OHL3 => bar.OHL3,
|
||||
SourceType.HLC3 => bar.HLC3,
|
||||
SourceType.OHLC4 => bar.OHLC4,
|
||||
SourceType.HLCC4 => bar.HLCC4,
|
||||
_ => bar.Close
|
||||
};
|
||||
|
||||
return new TValue(bar.Time, price, bar.IsNew);
|
||||
}
|
||||
|
||||
public static TBar GetInputBar(this Indicator indicator, UpdateArgs args)
|
||||
{
|
||||
var historicalData = indicator.HistoricalData;
|
||||
|
||||
return new TBar(
|
||||
Time: historicalData.Time(),
|
||||
Open: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.Open],
|
||||
High: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.High],
|
||||
Low: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.Low],
|
||||
Close: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.Close],
|
||||
Volume: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.Volume],
|
||||
IsNew: args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar
|
||||
time: historicalData.Time(),
|
||||
open: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.Open],
|
||||
high: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.High],
|
||||
low: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.Low],
|
||||
close: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.Close],
|
||||
volume: historicalData[indicator.Count - 1, SeekOriginHistory.Begin][PriceType.Volume]
|
||||
);
|
||||
}
|
||||
|
||||
#pragma warning disable CA1416 // Validate platform compatibility
|
||||
|
||||
public static void PaintHLine(this Indicator indicator, PaintChartEventArgs args, double value, Pen pen)
|
||||
public static Func<IHistoryItem, double> GetPriceSelector(this SourceType source)
|
||||
{
|
||||
if (indicator.CurrentChart == null)
|
||||
return;
|
||||
|
||||
Graphics gr = args.Graphics;
|
||||
var mainWindow = indicator.CurrentChart.Windows[args.WindowIndex];
|
||||
var converter = mainWindow.CoordinatesConverter;
|
||||
var clientRect = mainWindow.ClientRectangle;
|
||||
gr.SetClip(clientRect);
|
||||
int leftX = clientRect.Left;
|
||||
int rightX = clientRect.Right;
|
||||
int Y = (int)converter.GetChartY(value);
|
||||
using (pen)
|
||||
return source switch
|
||||
{
|
||||
gr.DrawLine(pen, new Point(leftX, Y), new Point(rightX, Y));
|
||||
}
|
||||
SourceType.Open => item => item[PriceType.Open],
|
||||
SourceType.High => item => item[PriceType.High],
|
||||
SourceType.Low => item => item[PriceType.Low],
|
||||
SourceType.Close => item => item[PriceType.Close],
|
||||
SourceType.HL2 => item => (item[PriceType.High] + item[PriceType.Low]) * 0.5,
|
||||
SourceType.OC2 => item => (item[PriceType.Open] + item[PriceType.Close]) * 0.5,
|
||||
SourceType.OHL3 => item => (item[PriceType.Open] + item[PriceType.High] + item[PriceType.Low]) * 0.333333333333333333,
|
||||
SourceType.HLC3 => item => (item[PriceType.High] + item[PriceType.Low] + item[PriceType.Close]) * 0.333333333333333333,
|
||||
SourceType.OHLC4 => item => (item[PriceType.Open] + item[PriceType.High] + item[PriceType.Low] + item[PriceType.Close]) * 0.25,
|
||||
SourceType.HLCC4 => item => (item[PriceType.High] + item[PriceType.Low] + item[PriceType.Close] + item[PriceType.Close]) * 0.25,
|
||||
_ => item => item[PriceType.Close],
|
||||
};
|
||||
}
|
||||
|
||||
public static void PaintSmoothCurve(this Indicator indicator, PaintChartEventArgs args, LineSeries series, int warmupPeriod, bool showColdValues = true, double tension = 0.2)
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public static bool IsNewBar(this UpdateArgs args)
|
||||
{
|
||||
return args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public static void SetValue(this LineSeries series, double value, bool isHot, bool showColdValues)
|
||||
{
|
||||
if (!showColdValues && !isHot)
|
||||
{
|
||||
series.SetValue(double.NaN);
|
||||
return;
|
||||
}
|
||||
series.SetValue(value);
|
||||
}
|
||||
|
||||
public static Point[] GetSmoothCurvePoints(Indicator indicator, IChartWindowCoordinatesConverter converter, Rectangle clientRect, LineSeries series)
|
||||
{
|
||||
ArgumentNullException.ThrowIfNull(indicator);
|
||||
ArgumentNullException.ThrowIfNull(converter);
|
||||
var data = indicator.HistoricalData;
|
||||
if (data == null) return Array.Empty<Point>();
|
||||
|
||||
var lastTime = data.Time(data.Count - 1);
|
||||
var firstTime = data.Time(0);
|
||||
|
||||
IChartWindowCoordinatesConverter safeConverter = converter!;
|
||||
DateTime tLeft = safeConverter.GetTime(clientRect.Left);
|
||||
DateTime leftTime = tLeft > lastTime ? tLeft : lastTime;
|
||||
|
||||
DateTime tRight = safeConverter.GetTime(clientRect.Right);
|
||||
DateTime rightTime = tRight < firstTime ? tRight : firstTime;
|
||||
|
||||
int leftIndex = (int)data.GetIndexByTime(leftTime.Ticks) + 1;
|
||||
int rightIndex = (int)data.GetIndexByTime(rightTime.Ticks);
|
||||
|
||||
int count = leftIndex - rightIndex;
|
||||
if (count <= 0) return Array.Empty<Point>();
|
||||
|
||||
var allPoints = new Point[count];
|
||||
|
||||
for (int i = 0; i < count; i++)
|
||||
{
|
||||
int dataIndex = rightIndex + i;
|
||||
int barX = (int)converter.GetChartX(data.Time(dataIndex));
|
||||
int barY = (int)converter.GetChartY(series[dataIndex]);
|
||||
int halfBarWidth = indicator.CurrentChart.BarsWidth / 2;
|
||||
allPoints[i] = new Point(barX + halfBarWidth, barY);
|
||||
}
|
||||
return allPoints;
|
||||
}
|
||||
|
||||
public static void PaintSmoothCurve(this Indicator indicator, PaintChartEventArgs args, LineSeries series, int warmupPeriod, bool showColdValues = true, double tension = 0.5)
|
||||
{
|
||||
if (!series.Visible || indicator.CurrentChart == null)
|
||||
return;
|
||||
@@ -121,110 +137,75 @@ public static class IndicatorExtensions
|
||||
gr.SmoothingMode = SmoothingMode.AntiAlias;
|
||||
var mainWindow = indicator.CurrentChart.Windows[args.WindowIndex];
|
||||
var converter = mainWindow.CoordinatesConverter;
|
||||
|
||||
var clientRect = mainWindow.ClientRectangle;
|
||||
|
||||
gr.SetClip(clientRect);
|
||||
DateTime leftTime = new[] { converter.GetTime(clientRect.Left), indicator.HistoricalData.Time(indicator!.Count - 1) }.Max();
|
||||
DateTime rightTime = new[] { converter.GetTime(clientRect.Right), indicator.HistoricalData.Time(0) }.Min();
|
||||
|
||||
int leftIndex = (int)indicator.HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
|
||||
int rightIndex = (int)indicator.HistoricalData.GetIndexByTime(rightTime.Ticks);
|
||||
var data = indicator.HistoricalData;
|
||||
if (data == null) return;
|
||||
|
||||
List<Point> allPoints = new List<Point>();
|
||||
for (int i = rightIndex; i < leftIndex; i++)
|
||||
var lastTime = data.Time(data.Count - 1);
|
||||
var firstTime = data.Time(0);
|
||||
|
||||
IChartWindowCoordinatesConverter safeConverter = converter!;
|
||||
DateTime tLeft = safeConverter.GetTime(clientRect.Left);
|
||||
DateTime leftTime = tLeft > lastTime ? tLeft : lastTime;
|
||||
|
||||
DateTime tRight = safeConverter.GetTime(clientRect.Right);
|
||||
DateTime rightTime = tRight < firstTime ? tRight : firstTime;
|
||||
|
||||
int leftIndex = (int)data.GetIndexByTime(leftTime.Ticks) + 1;
|
||||
int rightIndex = (int)data.GetIndexByTime(rightTime.Ticks);
|
||||
|
||||
int count = leftIndex - rightIndex;
|
||||
if (count <= 0) return;
|
||||
|
||||
// Use ArrayPool to avoid allocations
|
||||
Point[] allPoints = System.Buffers.ArrayPool<Point>.Shared.Rent(count);
|
||||
try
|
||||
{
|
||||
int barX = (int)converter.GetChartX(indicator.HistoricalData.Time(i));
|
||||
int barY = (int)converter.GetChartY(series[i]);
|
||||
int halfBarWidth = indicator.CurrentChart.BarsWidth / 2;
|
||||
Point point = new Point(barX + halfBarWidth, barY);
|
||||
allPoints.Add(point);
|
||||
}
|
||||
|
||||
if (allPoints.Count > 1)
|
||||
{
|
||||
if (allPoints.Count < 2) return;
|
||||
|
||||
using (Pen defaultPen = new(series.Color, series.Width) { DashStyle = ConvertLineStyleToDashStyle(series.Style) })
|
||||
using (Pen coldPen = new(series.Color, series.Width) { DashStyle = DashStyle.Dot })
|
||||
for (int i = 0; i < count; i++)
|
||||
{
|
||||
int hotCount = indicator.Count - warmupPeriod - rightIndex;
|
||||
int dataIndex = rightIndex + i;
|
||||
int barX = (int)converter.GetChartX(data.Time(dataIndex));
|
||||
int barY = (int)converter.GetChartY(series[dataIndex]);
|
||||
allPoints[i] = new Point(barX + halfBarWidth, barY);
|
||||
}
|
||||
|
||||
if (count > 1)
|
||||
{
|
||||
using Pen defaultPen = new(series.Color, series.Width) { DashStyle = ConvertLineStyleToDashStyle(series.Style) };
|
||||
using Pen coldPen = new(series.Color, series.Width) { DashStyle = DashStyle.Dot };
|
||||
|
||||
int hotCount = warmupPeriod >= 0 ? indicator.Count - warmupPeriod - rightIndex : 0;
|
||||
|
||||
// Draw the hot part
|
||||
if (hotCount > 0)
|
||||
int hotSegments = Math.Min(hotCount, count - 1);
|
||||
if (hotSegments > 0)
|
||||
{
|
||||
var hotPoints = allPoints.Take(Math.Min(hotCount + 1, allPoints.Count)).ToArray();
|
||||
gr.DrawCurve(defaultPen, hotPoints, 0, hotPoints.Length - 1, (float)tension);
|
||||
gr.DrawCurve(defaultPen, allPoints, 0, hotSegments, (float)tension);
|
||||
}
|
||||
|
||||
// Draw the cold part
|
||||
if (showColdValues && hotCount < allPoints.Count)
|
||||
if (showColdValues)
|
||||
{
|
||||
var coldPoints = allPoints.Skip(Math.Max(0, hotCount)).ToArray();
|
||||
gr.DrawCurve(coldPen, coldPoints, 0, coldPoints.Length - 1, (float)tension);
|
||||
int coldStart = Math.Max(0, hotCount);
|
||||
int coldSegments = count - coldStart - 1;
|
||||
|
||||
if (coldSegments > 0)
|
||||
{
|
||||
gr.DrawCurve(coldPen, allPoints, coldStart, coldSegments, (float)tension);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public static void PaintHistogram(this Indicator indicator, PaintChartEventArgs args, LineSeries series, int warmupPeriod, bool showColdValues = true)
|
||||
{
|
||||
if (!series.Visible || indicator.CurrentChart == null)
|
||||
return;
|
||||
|
||||
Graphics gr = args.Graphics;
|
||||
gr.SmoothingMode = SmoothingMode.AntiAlias;
|
||||
var mainWindow = indicator.CurrentChart.Windows[args.WindowIndex];
|
||||
var converter = mainWindow.CoordinatesConverter;
|
||||
var clientRect = mainWindow.ClientRectangle;
|
||||
|
||||
gr.SetClip(clientRect);
|
||||
DateTime leftTime = new[] { converter.GetTime(clientRect.Left), indicator.HistoricalData.Time(indicator!.Count - 1) }.Max();
|
||||
DateTime rightTime = new[] { converter.GetTime(clientRect.Right), indicator.HistoricalData.Time(0) }.Min();
|
||||
int leftIndex = (int)indicator.HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
|
||||
int rightIndex = (int)indicator.HistoricalData.GetIndexByTime(rightTime.Ticks);
|
||||
|
||||
for (int i = rightIndex; i < leftIndex; i++)
|
||||
finally
|
||||
{
|
||||
int barX = (int)converter.GetChartX(indicator.HistoricalData.Time(i));
|
||||
int barY = (int)converter.GetChartY(series[i]);
|
||||
int barY0 = (int)converter.GetChartY(0);
|
||||
int HistBarWidth = indicator.CurrentChart.BarsWidth - 2;
|
||||
|
||||
if (series[i] > 0)
|
||||
{
|
||||
using (Brush hist = new SolidBrush(Color.FromArgb(150, 0, 255, 0)))
|
||||
{
|
||||
gr.FillRectangle(hist, barX, barY, HistBarWidth, Math.Abs(barY - barY0));
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
using (Brush hist = new SolidBrush(Color.FromArgb(150, 255, 0, 0)))
|
||||
{
|
||||
gr.FillRectangle(hist, barX, barY0, HistBarWidth, Math.Abs(barY0 - barY));
|
||||
}
|
||||
}
|
||||
System.Buffers.ArrayPool<Point>.Shared.Return(allPoints);
|
||||
}
|
||||
}
|
||||
|
||||
public static void DrawText(this Indicator indicator, PaintChartEventArgs args, string text)
|
||||
{
|
||||
if (indicator.CurrentChart == null)
|
||||
return;
|
||||
|
||||
Graphics gr = args.Graphics;
|
||||
var clientRect = indicator.CurrentChart.MainWindow.ClientRectangle;
|
||||
|
||||
Font font = new Font("Inter", 8);
|
||||
SizeF textSize = gr.MeasureString(text, font);
|
||||
RectangleF textRect = new RectangleF(clientRect.Left + 5,
|
||||
clientRect.Bottom - textSize.Height - 10,
|
||||
textSize.Width + 10, textSize.Height + 10);
|
||||
|
||||
gr.FillRectangle(Brushes.DarkBlue, textRect);
|
||||
gr.DrawString(text, font, Brushes.White, new PointF(textRect.X + 6, textRect.Y + 5));
|
||||
}
|
||||
|
||||
private static DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
|
||||
{
|
||||
return lineStyle switch
|
||||
|
||||
Reference in New Issue
Block a user