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Refactor IndicatorExtensions: Remove unused methods and optimize price retrieval

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This commit is contained in:
Miha Kralj
2025-12-24 13:50:19 -08:00
parent c47b106597
commit 8917575994
101 changed files with 1311 additions and 450292 deletions
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lib/momentum/macd/Macd.Quantower.cs
+32 -21
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@@ -1,9 +1,11 @@
using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MacdIndicator : Indicator, IWatchlistIndicator
[SkipLocalsInit]
public sealed class MacdIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Fast Period", sortIndex: 1, 1, 2000, 1, 0)]
public int FastPeriod { get; set; } = 12;
@@ -14,49 +16,58 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
[InputParameter("Signal Period", sortIndex: 3, 1, 2000, 1, 0)]
public int SignalPeriod { get; set; } = 9;
private Macd? _macd;
protected LineSeries? MacdSeries;
protected LineSeries? SignalSeries;
protected LineSeries? HistSeries;
[IndicatorExtensions.DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
public int MinHistoryDepths => Math.Max(FastPeriod, SlowPeriod) + SignalPeriod;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Macd? _macd;
private readonly LineSeries? _macdSeries;
private readonly LineSeries? _signalSeries;
private readonly LineSeries? _histSeries;
private string? _sourceName;
private Func<IHistoryItem, double>? _priceSelector;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"MACD({FastPeriod},{SlowPeriod},{SignalPeriod})";
public override string ShortName => $"MACD({FastPeriod},{SlowPeriod},{SignalPeriod}):{_sourceName}";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/macd/Macd.Quantower.cs";
public MacdIndicator()
{
OnBackGround = true;
SeparateWindow = true;
_sourceName = Source.ToString();
Name = "MACD - Moving Average Convergence Divergence";
Description = "Trend-following momentum indicator";
MacdSeries = new(name: "MACD", color: Color.Blue, width: 2, style: LineStyle.Solid);
SignalSeries = new(name: "Signal", color: Color.Red, width: 2, style: LineStyle.Solid);
HistSeries = new(name: "Histogram", color: Color.Green, width: 2, style: LineStyle.Solid); // Quantower LineStyle doesn't have Histogram, use Solid and we'll paint it manually if needed, or just use Solid for now. Actually, Quantower usually handles Histogram via a different series type or style, but LineSeries only supports lines. Let's stick to Solid for now to fix compilation.
_macdSeries = new(name: "MACD", color: Color.Blue, width: 2, style: LineStyle.Solid);
_signalSeries = new(name: "Signal", color: Color.Red, width: 2, style: LineStyle.Solid);
_histSeries = new(name: "Histogram", color: Color.Green, width: 2, style: LineStyle.Solid);
AddLineSeries(MacdSeries);
AddLineSeries(SignalSeries);
AddLineSeries(HistSeries);
AddLineSeries(_macdSeries);
AddLineSeries(_signalSeries);
AddLineSeries(_histSeries);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_macd = new Macd(FastPeriod, SlowPeriod, SignalPeriod);
_sourceName = Source.ToString();
_priceSelector = Source.GetPriceSelector();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
TValue result = _macd!.Update(new TValue(this.GetInputBar(args).Time, _priceSelector!(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar());
TValue input = this.GetInputValue(args, SourceType.Close);
_macd!.Update(input, isNew);
MacdSeries!.SetValue(_macd.Last.Value);
SignalSeries!.SetValue(_macd.Signal.Value);
HistSeries!.SetValue(_macd.Histogram.Value);
_macdSeries!.SetValue(result.Value, _macd.IsHot, ShowColdValues);
_signalSeries!.SetValue(_macd.Signal.Value, _macd.IsHot, ShowColdValues);
_histSeries!.SetValue(_macd.Histogram.Value, _macd.IsHot, ShowColdValues);
}
}