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>
2026-08-23 04:58:08 +00:00 · 2026-01-18 19:02:03 -08:00
parent 5bcdf8d614
commit 86fe32a682
1750 changed files with 198235 additions and 80539 deletions
@@ -0,0 +1,64 @@
+// Sgma.Quantower.cs - Quantower adapter for Savitzky-Golay Moving Average
+
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+using static QuanTAlib.IndicatorExtensions;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// SGMA: Savitzky-Golay Moving Average - Quantower Indicator Adapter
+/// A FIR filter that uses polynomial fitting to smooth data while preserving
+/// higher moments (peaks, valleys, and inflection points).
+/// </summary>
+public sealed class SgmaIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 10, minimum: 3, maximum: 500, increment: 2, decimalPlaces: 0)]
+    public int Period { get; set; } = 9;
+
+    [InputParameter("Polynomial Degree", sortIndex: 11, minimum: 0, maximum: 4, increment: 1, decimalPlaces: 0)]
+    public int Degree { get; set; } = 2;
+
+    [DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show Cold Values", sortIndex: 100)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Sgma? _sgma;
+    private Func<IHistoryItem, double>? _selector;
+
+    public int MinHistoryDepths => Period;
+    public override string ShortName => $"SGMA({Period},{Degree})";
+
+    public SgmaIndicator()
+    {
+        Name = "SGMA - Savitzky-Golay Moving Average";
+        Description = "A FIR filter using polynomial fitting for smoothing with shape preservation.";
+        SeparateWindow = false;
+        OnBackGround = false;
+    }
+
+    protected override void OnInit()
+    {
+        _sgma = new Sgma(Period, Degree);
+        _selector = Source.GetPriceSelector();
+
+        AddLineSeries(new LineSeries("SGMA", Averages, 2, LineStyle.Solid));
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        if (_sgma == null || _selector == null) return;
+
+        var item = HistoricalData[0, SeekOriginHistory.End];
+        double value = _selector(item);
+        bool isNew = args.IsNewBar();
+
+        TValue input = new(item.TimeLeft, value);
+        var result = _sgma.Update(input, isNew);
+
+        bool isHot = _sgma.IsHot;
+        LinesSeries[0].SetValue(result.Value, isHot, ShowColdValues);
+    }
+}